# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0002071691-25-000188
**Filing Date:** 2025-9
**Character Count:** 2599029
**Document Hash:** d29015ff56aa59a0516ccab062dd0d05
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-000188.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0002071691-25-000188

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250829

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN TRUST II
- **CENTRAL INDEX KEY:** 0000763852

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04236

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20000721

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP
- **DATE OF NAME CHANGE:** 19931105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HELMSMAN FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### JPMorgan U.S. Government Money Market Fund (Series ID: S000003909)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010940 | Institutional Class | IJGXX           |
| C000010941 | Capital             | OGVXX           |
| C000010942 | Morgan              | MJGXX           |
| C000010943 | Premier             | OGSXX           |
| C000010944 | Reserve             | RJGXX           |
| C000010945 | Agency              | OGAXX           |
| C000010946 | Service             | SJGXX           |
| C000078417 | Investor            | JGMXX           |
| C000115393 | IM                  | MGMXX           |
| C000212348 | Academy             | JGAXX           |
| C000225258 | Empower             | EJGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000763852

### General Information

**Report for (YYYY-MM-DD):** 2025-08-29

**Registrant Full Name:** JPMORGAN TRUST II

**CIK Number of Registrant:** 0000763852

**LEI of Registrant:** 549300IMXLYKELY96B40

**Name of Series:** JPMorgan U.S. Government Money Market Fund

**LEI of Series:** 549300NQ5E5B7ZV4T516

**EDGAR Series Identifier:** S000003909

**Total number of share classes in the series:** 11

**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            | J.P. Morgan Investment Management Inc.                     | 801-21011         |
| Independent Public Accountant | PricewaterhouseCoopers, LLP<br>City: New York<br>State: NY |  |
| Administrator                 | J.P. Morgan Investment Management Inc.                     |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000027048                         | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-95973

- **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:** 51 days

- **WAL:** 111 days

- **Total Value of Portfolio Securities:** $299366209536.83

- **Amortized Cost of Portfolio Securities:** $299280700519.90

- **Cash:** $10523489683.64

- **Total Other Assets:** $759803390.75

- **Total Liabilities:** $5522171618.22

- **Net Assets of Series:** $305041821976.07

- **Number of Shares Outstanding (Series):** 305106761354.4900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $200696372049.66          | $250544401215.98           | 62.9600%                  | 78.6000%                   |
| 2025-08-04 | $211464793846.96          | $256762930513.30           | 65.0700%                  | 79.0100%                   |
| 2025-08-05 | $203139200740.14          | $251687373239.86           | 63.5000%                  | 78.6800%                   |
| 2025-08-06 | $202550660995.00          | $251448869328.04           | 63.3700%                  | 78.6600%                   |
| 2025-08-07 | $193363104441.56          | $248661348607.92           | 61.0300%                  | 78.4800%                   |
| 2025-08-08 | $195386287824.23          | $247684567823.97           | 61.8500%                  | 78.4100%                   |
| 2025-08-11 | $205132683933.82          | $252446071433.58           | 64.2400%                  | 79.0500%                   |
| 2025-08-12 | $191944499274.17          | $247357922607.25           | 61.3300%                  | 79.0300%                   |
| 2025-08-13 | $192162255041.25          | $246675714207.65           | 61.5500%                  | 79.0000%                   |
| 2025-08-14 | $183295945137.21          | $244209440136.99           | 59.4600%                  | 79.2200%                   |
| 2025-08-15 | $188005670064.65          | $244554200897.75           | 60.4800%                  | 78.6700%                   |
| 2025-08-18 | $196860645899.31          | $244409284232.43           | 63.3500%                  | 78.6600%                   |
| 2025-08-19 | $191067820324.30          | $241866494490.74           | 61.9000%                  | 78.3600%                   |
| 2025-08-20 | $192243704889.69          | $242142414889.45           | 62.2300%                  | 78.3800%                   |
| 2025-08-21 | $188700849629.33          | $244999595462.47           | 60.1900%                  | 78.1400%                   |
| 2025-08-22 | $192435025220.39          | $245733806886.85           | 61.2300%                  | 78.1900%                   |
| 2025-08-25 | $202936425204.46          | $250485314370.94           | 63.6000%                  | 78.5000%                   |
| 2025-08-26 | $198660830555.81          | $249459755555.61           | 62.4600%                  | 78.4300%                   |
| 2025-08-27 | $196573810355.30          | $246472771188.48           | 62.3900%                  | 78.2200%                   |
| 2025-08-28 | $197571347194.83          | $246270343861.33           | 62.7400%                  | 78.2100%                   |
| 2025-08-29 | $193888808767.23          | $241612841267.05           | 62.4300%                  | 77.8000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3700%             |
| 2025-08-04 | 4.3700%             |
| 2025-08-05 | 4.3700%             |
| 2025-08-06 | 4.3600%             |
| 2025-08-07 | 4.3600%             |
| 2025-08-08 | 4.3600%             |
| 2025-08-11 | 4.3500%             |
| 2025-08-12 | 4.3500%             |
| 2025-08-13 | 4.3500%             |
| 2025-08-14 | 4.3500%             |
| 2025-08-15 | 4.3500%             |
| 2025-08-18 | 4.3500%             |
| 2025-08-19 | 4.3500%             |
| 2025-08-20 | 4.3400%             |
| 2025-08-21 | 4.3400%             |
| 2025-08-22 | 4.3400%             |
| 2025-08-25 | 4.3400%             |
| 2025-08-26 | 4.3400%             |
| 2025-08-27 | 4.3500%             |
| 2025-08-28 | 4.3500%             |
| 2025-08-29 | 4.3500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 0.9999                      |
|  |  |
| 2025-08-04 | 0.9999                      |
|  |  |
| 2025-08-05 | 0.9999                      |
|  |  |
| 2025-08-06 | 0.9999                      |
|  |  |
| 2025-08-07 | 0.9999                      |
|  |  |
| 2025-08-08 | 0.9999                      |
|  |  |
| 2025-08-11 | 0.9999                      |
|  |  |
| 2025-08-12 | 0.9999                      |
|  |  |
| 2025-08-13 | 0.9999                      |
|  |  |
| 2025-08-14 | 0.9999                      |
|  |  |
| 2025-08-15 | 1.0000                      |
|  |  |
| 2025-08-18 | 0.9999                      |
|  |  |
| 2025-08-19 | 0.9999                      |
|  |  |
| 2025-08-20 | 0.9999                      |
|  |  |
| 2025-08-21 | 0.9999                      |
|  |  |
| 2025-08-22 | 1.0000                      |
|  |  |
| 2025-08-25 | 0.9999                      |
|  |  |
| 2025-08-26 | 0.9999                      |
|  |  |
| 2025-08-27 | 0.9999                      |
|  |  |
| 2025-08-28 | 0.9999                      |
|  |  |
| 2025-08-29 | 1.0001                      |
|  |  |

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

### Class: Service

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $101147880.61

- **Number of Shares Outstanding:** 101169413.6600

- **Expense Reimbursement/Waiver:** 209.75

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $558287.79                | $143378.89              |
| 2025-08-04 | $78113.58                 | $34982.75               |
| 2025-08-05 | $43480.50                 | $180152.08              |
| 2025-08-06 | $35978.16                 | $45874.55               |
| 2025-08-07 | $132961.18                | $10798.17               |
| 2025-08-08 | $36010.20                 | $32039.95               |
| 2025-08-11 | $37090.96                 | $32378.37               |
| 2025-08-12 | $17519.86                 | $154945.78              |
| 2025-08-13 | $14443.55                 | $167646.85              |
| 2025-08-14 | $35884.93                 | $59316.98               |
| 2025-08-15 | $47512.90                 | $358203.89              |
| 2025-08-18 | $84494.68                 | $15780803.56            |
| 2025-08-19 | $29632.92                 | $51138776.09            |
| 2025-08-20 | $21369.40                 | $57346.03               |
| 2025-08-21 | $5486.93                  | $508268.86              |
| 2025-08-22 | $7580.13                  | $50780.65               |
| 2025-08-25 | $42330.48                 | $165046.61              |
| 2025-08-26 | $255961.94                | $33718.46               |
| 2025-08-27 | $36083.06                 | $14176.04               |
| 2025-08-28 | $11932.58                 | $6599.68                |
| 2025-08-29 | $13605.94                 | $11562.40               |

**Total Gross Subscriptions (Month):** $1545761.67

**Total Gross Redemptions (Month):** $68986796.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.3500%           |
| 2025-08-04 | 3.3500%           |
| 2025-08-05 | 3.3500%           |
| 2025-08-06 | 3.3500%           |
| 2025-08-07 | 3.3500%           |
| 2025-08-08 | 3.3400%           |
| 2025-08-11 | 3.3400%           |
| 2025-08-12 | 3.3400%           |
| 2025-08-13 | 3.3400%           |
| 2025-08-14 | 3.3400%           |
| 2025-08-15 | 3.3400%           |
| 2025-08-18 | 3.3300%           |
| 2025-08-19 | 3.3300%           |
| 2025-08-20 | 3.3300%           |
| 2025-08-21 | 3.3300%           |
| 2025-08-22 | 3.3300%           |
| 2025-08-25 | 3.3300%           |
| 2025-08-26 | 3.3300%           |
| 2025-08-27 | 3.3300%           |
| 2025-08-28 | 3.3300%           |
| 2025-08-29 | 3.3300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor                                     |  | 78.2800%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.0300%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.4100%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $17814327648.16

- **Number of Shares Outstanding:** 17818120083.2800

- **Expense Reimbursement/Waiver:** 25990.66

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $908950929.63             | $740090676.44           |
| 2025-08-04 | $757327908.21             | $937849629.68           |
| 2025-08-05 | $1801827060.08            | $752369969.91           |
| 2025-08-06 | $723618826.73             | $1329364201.96          |
| 2025-08-07 | $684252577.35             | $1164178088.57          |
| 2025-08-08 | $523027843.11             | $570471681.91           |
| 2025-08-11 | $799674780.63             | $574026757.41           |
| 2025-08-12 | $969988447.45             | $652151153.38           |
| 2025-08-13 | $813442768.88             | $835372866.45           |
| 2025-08-14 | $849646232.70             | $1334997102.25          |
| 2025-08-15 | $961345968.56             | $995300449.36           |
| 2025-08-18 | $795739081.57             | $554027135.94           |
| 2025-08-19 | $1575212911.34            | $554680920.77           |
| 2025-08-20 | $712226113.50             | $775229436.75           |
| 2025-08-21 | $563878143.77             | $964590175.29           |
| 2025-08-22 | $984609380.84             | $553796989.44           |
| 2025-08-25 | $682510040.69             | $953512021.58           |
| 2025-08-26 | $3540420063.98            | $587203531.21           |
| 2025-08-27 | $714159357.70             | $3677091360.90          |
| 2025-08-28 | $773149432.03             | $878632956.51           |
| 2025-08-29 | $858190525.28             | $809689445.89           |

**Total Gross Subscriptions (Month):** $20993198394.03

**Total Gross Redemptions (Month):** $20194626551.60

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.5300%          | 0.0000%              |
| Broker-dealer                                       |  | 9.7500%          | 0.0000%              |
| Broker-dealer                                       |  | 41.0300%         | 0.0000%              |
| Broker-dealer                                       |  | 7.0400%          | 0.0000%              |
| Broker-dealer                                       |  | 27.2100%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3664333854.40

- **Number of Shares Outstanding:** 3665113942.7300

- **Expense Reimbursement/Waiver:** 4591.23

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $10969687.01              | $16404706.50            |
| 2025-08-04 | $1108.76                  | $552798.50              |
| 2025-08-05 | $7572.12                  | $14779054.62            |
| 2025-08-06 | $0.00                     | $5609533.14             |
| 2025-08-07 | $4194.64                  | $16454155.64            |
| 2025-08-08 | $433.42                   | $3380577.62             |
| 2025-08-11 | $1295.57                  | $251520.54              |
| 2025-08-12 | $27196315.27              | $0.00                   |
| 2025-08-13 | $8069.50                  | $55812193.81            |
| 2025-08-14 | $10060048.57              | $4569.51                |
| 2025-08-15 | $1923.13                  | $580890.80              |
| 2025-08-18 | $8373.36                  | $23985783.00            |
| 2025-08-19 | $144742468.31             | $759886380.93           |
| 2025-08-20 | $32664.58                 | $148495351.57           |
| 2025-08-21 | $60440678.01              | $11379.28               |
| 2025-08-22 | $19117.58                 | $80013834.28            |
| 2025-08-25 | $1399430641.75            | $289542.65              |
| 2025-08-26 | $10169.06                 | $16910636.56            |
| 2025-08-27 | $0.00                     | $44691235.34            |
| 2025-08-28 | $0.00                     | $14535735.41            |
| 2025-08-29 | $1197.36                  | $10167771.15            |

**Total Gross Subscriptions (Month):** $1652935958.00

**Total Gross Redemptions (Month):** $1212817650.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.9100%           |
| 2025-08-04 | 3.9100%           |
| 2025-08-05 | 3.9000%           |
| 2025-08-06 | 3.9000%           |
| 2025-08-07 | 3.9000%           |
| 2025-08-08 | 3.8900%           |
| 2025-08-11 | 3.8900%           |
| 2025-08-12 | 3.8900%           |
| 2025-08-13 | 3.8900%           |
| 2025-08-14 | 3.8900%           |
| 2025-08-15 | 3.8900%           |
| 2025-08-18 | 3.8800%           |
| 2025-08-19 | 3.8800%           |
| 2025-08-20 | 3.8800%           |
| 2025-08-21 | 3.8800%           |
| 2025-08-22 | 3.8800%           |
| 2025-08-25 | 3.8800%           |
| 2025-08-26 | 3.8800%           |
| 2025-08-27 | 3.8800%           |
| 2025-08-28 | 3.8800%           |
| 2025-08-29 | 3.8800%           |

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

### Class: IM

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $11682029461.47

- **Number of Shares Outstanding:** 11684516411.3700

- **Expense Reimbursement/Waiver:** 15443.83

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $388488345.39             | $769636281.30           |
| 2025-08-04 | $913983411.92             | $175791850.58           |
| 2025-08-05 | $133263180.85             | $643543184.74           |
| 2025-08-06 | $123284011.24             | $102424325.26           |
| 2025-08-07 | $366365244.81             | $146397180.36           |
| 2025-08-08 | $252469429.38             | $226216434.24           |
| 2025-08-11 | $396409436.13             | $121108985.83           |
| 2025-08-12 | $217423881.30             | $124709590.53           |
| 2025-08-13 | $93925227.86              | $426260075.36           |
| 2025-08-14 | $2831834840.08            | $208540274.11           |
| 2025-08-15 | $135783529.65             | $333589447.74           |
| 2025-08-18 | $159398131.16             | $459792358.69           |
| 2025-08-19 | $163208527.96             | $445351816.01           |
| 2025-08-20 | $717002229.53             | $122593442.31           |
| 2025-08-21 | $92569760.88              | $441612542.91           |
| 2025-08-22 | $219375527.54             | $175749406.08           |
| 2025-08-25 | $426512166.56             | $155777023.44           |
| 2025-08-26 | $108548175.94             | $472182516.21           |
| 2025-08-27 | $100636821.45             | $264291337.00           |
| 2025-08-28 | $210755963.95             | $514702072.22           |
| 2025-08-29 | $947987358.90             | $118855602.97           |

**Total Gross Subscriptions (Month):** $8999225202.48

**Total Gross Redemptions (Month):** $6449125747.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2600%           |
| 2025-08-04 | 4.2600%           |
| 2025-08-05 | 4.2500%           |
| 2025-08-06 | 4.2500%           |
| 2025-08-07 | 4.2500%           |
| 2025-08-08 | 4.2400%           |
| 2025-08-11 | 4.2400%           |
| 2025-08-12 | 4.2400%           |
| 2025-08-13 | 4.2400%           |
| 2025-08-14 | 4.2400%           |
| 2025-08-15 | 4.2400%           |
| 2025-08-18 | 4.2400%           |
| 2025-08-19 | 4.2300%           |
| 2025-08-20 | 4.2300%           |
| 2025-08-21 | 4.2300%           |
| 2025-08-22 | 4.2300%           |
| 2025-08-25 | 4.2300%           |
| 2025-08-26 | 4.2300%           |
| 2025-08-27 | 4.2300%           |
| 2025-08-28 | 4.2300%           |
| 2025-08-29 | 4.2300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.3600%          | 0.0000%              |
| Non-financial corporation                           |  | 19.7600%         | 0.0000%              |
| Non-financial corporation                           |  | 30.6900%         | 0.0000%              |
| Depository institution or other banking institution |  | 38.4000%         | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $16706835607.77

- **Number of Shares Outstanding:** 16710392273.1900

- **Expense Reimbursement/Waiver:** 95892.97

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $7656671752.04            | $7847870796.47          |
| 2025-08-04 | $7681058727.33            | $7537474643.23          |
| 2025-08-05 | $7849551593.34            | $7695341001.21          |
| 2025-08-06 | $8020621869.32            | $7903851299.19          |
| 2025-08-07 | $8108845349.25            | $8010088977.78          |
| 2025-08-08 | $7864786487.95            | $8136938471.75          |
| 2025-08-11 | $7959647581.22            | $7851497582.22          |
| 2025-08-12 | $8290660962.09            | $8060076966.99          |
| 2025-08-13 | $8178417942.66            | $8297989654.88          |
| 2025-08-14 | $8956755507.17            | $8195681398.83          |
| 2025-08-15 | $8850850298.82            | $9153467650.12          |
| 2025-08-18 | $8736987495.30            | $8891047493.98          |
| 2025-08-19 | $8926751014.19            | $8753217012.81          |
| 2025-08-20 | $8080661104.85            | $8794744337.05          |
| 2025-08-21 | $8249306245.15            | $8231316497.42          |
| 2025-08-22 | $8264007791.21            | $8347766127.00          |
| 2025-08-25 | $8438728263.68            | $8217511649.88          |
| 2025-08-26 | $9288864391.37            | $8553322438.74          |
| 2025-08-27 | $8695216237.71            | $9319298076.25          |
| 2025-08-28 | $8792107484.58            | $9035035496.23          |
| 2025-08-29 | $8132732100.35            | $8857359430.18          |

**Total Gross Subscriptions (Month):** $175023230199.58

**Total Gross Redemptions (Month):** $175690897002.21

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 5.6600%          | 0.0000%              |
| Depository institution or other banking institution |  | 28.1200%         | 0.0000%              |
| Broker-dealer                                       |  | 7.7500%          | 0.0000%              |
| Depository institution or other banking institution |  | 10.4000%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.6300%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.5700%          | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $182608941065.80

- **Number of Shares Outstanding:** 182647816099.7400

- **Expense Reimbursement/Waiver:** 272083.21

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $16911813879.71           | $10023472604.27         |
| 2025-08-04 | $7222040100.92            | $7245893705.04          |
| 2025-08-05 | $8217101356.79            | $6402760441.77          |
| 2025-08-06 | $9239417988.20            | $15262221345.18         |
| 2025-08-07 | $8360489981.36            | $7532634999.84          |
| 2025-08-08 | $6283660742.30            | $7384467854.25          |
| 2025-08-11 | $6567372811.28            | $5812647096.23          |
| 2025-08-12 | $7624367058.27            | $5827845213.42          |
| 2025-08-13 | $8316894856.46            | $9267503031.53          |
| 2025-08-14 | $6857615759.12            | $9631390210.98          |
| 2025-08-15 | $8626510507.07            | $7660917263.86          |
| 2025-08-18 | $9605595584.98            | $7273238434.75          |
| 2025-08-19 | $7699977012.67            | $7967683175.90          |
| 2025-08-20 | $8648030501.27            | $7390078845.89          |
| 2025-08-21 | $9359221949.80            | $7644190151.62          |
| 2025-08-22 | $7559025752.70            | $7402011053.32          |
| 2025-08-25 | $8985090879.60            | $7232166054.91          |
| 2025-08-26 | $6517789027.36            | $6709480222.09          |
| 2025-08-27 | $4311725626.91            | $7806298187.79          |
| 2025-08-28 | $8216741887.69            | $8755552606.36          |
| 2025-08-29 | $7456193045.97            | $8778864078.90          |

**Total Gross Subscriptions (Month):** $172586676310.43

**Total Gross Redemptions (Month):** $169011316577.90

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 8.1500%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.2700%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.6700%         | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $15166070434.42

- **Number of Shares Outstanding:** 15169299090.4900

- **Expense Reimbursement/Waiver:** 23093.95

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $11733217676.11           | $11436548331.99         |
| 2025-08-04 | $11295945205.14           | $11368042082.28         |
| 2025-08-05 | $11245238643.72           | $11301307169.65         |
| 2025-08-06 | $11308686968.26           | $11303125095.52         |
| 2025-08-07 | $11221951770.86           | $11306678318.93         |
| 2025-08-08 | $11245398099.40           | $11221469340.39         |
| 2025-08-11 | $11305142585.36           | $11354274746.41         |
| 2025-08-12 | $12215046155.80           | $11409975291.93         |
| 2025-08-13 | $11811864999.58           | $11262780807.27         |
| 2025-08-14 | $11257215066.00           | $11273561866.09         |
| 2025-08-15 | $11178111295.28           | $11228436298.27         |
| 2025-08-18 | $11189420802.23           | $11139635351.68         |
| 2025-08-19 | $11149289069.42           | $11138793643.10         |
| 2025-08-20 | $11220655111.32           | $11180969888.97         |
| 2025-08-21 | $11262244973.19           | $11283066826.33         |
| 2025-08-22 | $11241487951.78           | $11270262698.61         |
| 2025-08-25 | $11246041516.37           | $12731887482.97         |
| 2025-08-26 | $11272007296.21           | $11243739002.49         |
| 2025-08-27 | $11261164705.94           | $11270303604.68         |
| 2025-08-28 | $11267363246.91           | $11257814380.42         |
| 2025-08-29 | $11536543199.75           | $11264655712.35         |

**Total Gross Subscriptions (Month):** $238464036338.63

**Total Gross Redemptions (Month):** $238247327940.33

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 21.0900%         | 0.0000%              |
| Broker-dealer                                       |  | 16.7200%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.2200%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.0500%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.6800%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.1000%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $34781792.42

- **Number of Shares Outstanding:** 34789197.0100

- **Expense Reimbursement/Waiver:** 52.12

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $122948.31                | $1030639.94             |
| 2025-08-04 | $22728.00                 | $122420.31              |
| 2025-08-05 | $100822.68                | $391.45                 |
| 2025-08-06 | $32400.88                 | $33825.29               |
| 2025-08-07 | $20946.14                 | $65160.32               |
| 2025-08-08 | $4524.23                  | $201702.30              |
| 2025-08-11 | $4391.11                  | $3435.83                |
| 2025-08-12 | $38151.87                 | $330.37                 |
| 2025-08-13 | $3882.36                  | $4660.98                |
| 2025-08-14 | $1181.01                  | $2655.95                |
| 2025-08-15 | $1390.20                  | $507.03                 |
| 2025-08-18 | $30140.78                 | $105618.18              |
| 2025-08-19 | $2027.47                  | $662.57                 |
| 2025-08-20 | $3161.34                  | $373454.99              |
| 2025-08-21 | $14694.20                 | $119970.99              |
| 2025-08-22 | $432149.06                | $269.56                 |
| 2025-08-25 | $4842.63                  | $1747.03                |
| 2025-08-26 | $10234.36                 | $470747.94              |
| 2025-08-27 | $6048.20                  | $19866.63               |
| 2025-08-28 | $3084.64                  | $337.97                 |
| 2025-08-29 | $4263.87                  | $13650.81               |

**Total Gross Subscriptions (Month):** $864013.34

**Total Gross Redemptions (Month):** $2572056.44

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.0900%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.6900%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.0000%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.4200%          | 0.0000%              |
| Retail investor                                     |  | 18.4800%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.2600%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $43116515642.50

- **Number of Shares Outstanding:** 43125694579.2100

- **Expense Reimbursement/Waiver:** 239578.25

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $4649481946.05            | $2225656642.95          |
| 2025-08-04 | $2214776531.07            | $2677468961.88          |
| 2025-08-05 | $1794916593.50            | $1852184331.39          |
| 2025-08-06 | $2076884510.53            | $2009498341.69          |
| 2025-08-07 | $1470539234.63            | $1841622058.55          |
| 2025-08-08 | $2008640571.67            | $1691558624.38          |
| 2025-08-11 | $2055567097.91            | $3134452544.97          |
| 2025-08-12 | $2106652547.30            | $1622460501.19          |
| 2025-08-13 | $1920581723.62            | $2332219481.96          |
| 2025-08-14 | $1780291818.07            | $2896453916.82          |
| 2025-08-15 | $3285497969.23            | $2778729784.75          |
| 2025-08-18 | $2343941024.36            | $2887759133.98          |
| 2025-08-19 | $2328237242.59            | $1929138056.94          |
| 2025-08-20 | $1891176037.55            | $2242956692.95          |
| 2025-08-21 | $2063685016.42            | $2199609305.15          |
| 2025-08-22 | $2546116363.24            | $1563078453.60          |
| 2025-08-25 | $1754185160.37            | $2490950939.71          |
| 2025-08-26 | $1505430062.95            | $1788146793.80          |
| 2025-08-27 | $1765814168.32            | $1593822162.55          |
| 2025-08-28 | $2101677599.84            | $1974943208.85          |
| 2025-08-29 | $2588023254.36            | $1855396329.15          |

**Total Gross Subscriptions (Month):** $46252116473.58

**Total Gross Redemptions (Month):** $45588106267.21

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 13.6400%         | 0.0000%              |
| Depository institution or other banking institution |  | 20.7900%         | 0.0000%              |
| Broker-dealer                                       |  | 15.1300%         | 0.0000%              |

### Class: Academy

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $4367536092.64

- **Number of Shares Outstanding:** 4368465883.5200

- **Expense Reimbursement/Waiver:** 7518.13

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $13100112.76              | $118054652.11           |
| 2025-08-04 | $130580541.22             | $1273041.59             |
| 2025-08-05 | $52675906.87              | $151689994.36           |
| 2025-08-06 | $143718209.74             | $16742517.80            |
| 2025-08-07 | $70635936.00              | $49578342.83            |
| 2025-08-08 | $227759938.10             | $27158631.69            |
| 2025-08-11 | $167456365.00             | $68045545.05            |
| 2025-08-12 | $159633283.38             | $211000000.00           |
| 2025-08-13 | $10858177.38              | $361066757.01           |
| 2025-08-14 | $166584366.22             | $156728723.36           |
| 2025-08-15 | $209936425.00             | $135390481.34           |
| 2025-08-18 | $33053273.49              | $157146926.99           |
| 2025-08-19 | $143352038.11             | $92480595.11            |
| 2025-08-20 | $86788462.00              | $65893553.64            |
| 2025-08-21 | $207242679.95             | $174476176.15           |
| 2025-08-22 | $151837600.86             | $179360465.00           |
| 2025-08-25 | $239682449.02             | $31884906.18            |
| 2025-08-26 | $12023940.46              | $249257525.59           |
| 2025-08-27 | $17158727.11              | $344948007.00           |
| 2025-08-28 | $315466395.66             | $395433962.00           |
| 2025-08-29 | $200305669.75             | $489812861.65           |

**Total Gross Subscriptions (Month):** $2759850498.08

**Total Gross Redemptions (Month):** $3477423666.45

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

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 11.5600%         | 0.0000%              |
| Non-financial corporation                                                   |  | 5.2300%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 25.3100%         | 0.0000%              |
| Non-financial corporation                                                   |  | 7.7800%          | 0.0000%              |
| Non-financial corporation                                                   |  | 8.3100%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 5.0300%          | 0.0000%              |

### Class: Empower

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $9779302495.88

- **Number of Shares Outstanding:** 9781384380.2900

- **Expense Reimbursement/Waiver:** 15066.79

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $520118303.12             | $281598953.69           |
| 2025-08-04 | $479964414.16             | $303504606.86           |
| 2025-08-05 | $363204433.98             | $610862547.30           |
| 2025-08-06 | $376846041.98             | $284172498.40           |
| 2025-08-07 | $383009860.00             | $302088854.81           |
| 2025-08-08 | $323717315.27             | $463143612.00           |
| 2025-08-11 | $410712330.03             | $325376530.73           |
| 2025-08-12 | $343189116.76             | $326852856.64           |
| 2025-08-13 | $453111108.00             | $485643037.90           |
| 2025-08-14 | $280010882.04             | $390058109.00           |
| 2025-08-15 | $249200863.39             | $396989400.05           |
| 2025-08-18 | $306867637.06             | $274092368.60           |
| 2025-08-19 | $333059659.72             | $423643079.22           |
| 2025-08-20 | $387025810.44             | $280737247.62           |
| 2025-08-21 | $222212228.02             | $303847167.00           |
| 2025-08-22 | $326124905.00             | $270128321.44           |
| 2025-08-25 | $309876861.52             | $444319451.00           |
| 2025-08-26 | $328938045.48             | $472607637.80           |
| 2025-08-27 | $295275183.00             | $322549202.17           |
| 2025-08-28 | $433086848.30             | $587787338.00           |
| 2025-08-29 | $431152773.54             | $343856791.63           |

**Total Gross Subscriptions (Month):** $7556704620.81

**Total Gross Redemptions (Month):** $7893859611.86

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 9.6600%          | 0.0000%              |
| Non-financial corporation                           |  | 6.1800%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.5600%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: BMO CAPITAL MARKETS CORP. (REPO)

- **C.1 - Title:** BMO CAPITAL MARKETS CORP. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0RC001Y25
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Moody's Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 M | 2055-02-20      | N/A      | N/A     | $10309902.00       | $9839336.30        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $100.00            | $98.30             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-15      | N/A      | N/A     | $4955000.00        | $5037236.75        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $8192540.00        | $8503507.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $12420955.00       | $11970942.42       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $103640100.00      | $104407464.77      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $60883000.00       | $62094440.68       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $23635000.00       | $23977036.98       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $112541100.00      | $115191000.17      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $400.00            | $395.20            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $200.00            | $194.54            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $24999200.00       | $25052672.74       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $1940600.00        | $1965808.71        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $999800.00         | $1009031.09        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $123000.00         | $124485.65         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $461900.00         | $462934.23         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $618600.00         | $608378.33         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $8486336.00        | $8411256.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $1000.00           | $1097.78           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | N/A      | N/A     | $3368960.00        | $3299906.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-25      | N/A      | N/A     | $150000.00         | $147484.17         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $15084800.00       | $13175018.90       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $600.00            | $557.45            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $7973900.00        | $7908316.15        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $5300.00           | $5382.53           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $400.00            | $348.16            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $36000.00          | $36603.79          | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2067-09-16      | N/A      | N/A     | $11593915.00       | $10423055.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-06-15      | N/A      | N/A     | $23.00             | $0.27              | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $28855700.00       | $29822152.68       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $1100.00           | $1075.69           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-09-30      | N/A      | N/A     | $100.00            | $99.75             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $9339900.00        | $8520694.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-08-31      | N/A      | N/A     | $400.00            | $409.87            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2032-04-25      | N/A      | N/A     | $1466220.00        | $419.58            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $200.00            | $262.33            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-07-25      | N/A      | N/A     | $100000.00         | $3372.75           | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $10096571.00       | $9642123.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $9100000.00        | $8941927.91        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $49999400.00       | $48452370.71       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $21098700.00       | $19996741.27       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-07-31      | N/A      | N/A     | $100.00            | $101.09            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-01-25      | N/A      | N/A     | $4550000.00        | $2748282.81        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1000.00           | $863.92            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $14011221.00       | $13990348.96       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $14999900.00       | $15649054.09       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-10-31      | N/A      | N/A     | $33414200.00       | $34384287.04       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $75000.00          | $77541.39          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $31104200.00       | $31922183.66       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $110500.00         | $111058.56         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-30      | N/A      | N/A     | $796000.00         | $828443.52         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $9467075.00        | $8762686.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $14402158.00       | $9776838.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-08-20      | N/A      | N/A     | $16034.00          | $21.05             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $1000.00           | $1095.39           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $1300.00           | $1414.49           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $400.00            | $446.36            | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $18082563.00       | $18150757.55       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $900.00            | $951.61            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2027-05-15      | N/A      | N/A     | $1230000.00        | $23228.79          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $48799800.00       | $49597522.91       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $23377300.00       | $22722987.37       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-04-30      | N/A      | N/A     | $100.00            | $101.93            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $425500.00         | $430835.21         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $3887000.00        | $3968398.32        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $7600.00           | $7572.35           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $100.00            | $93.89             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $19447930.00       | $14516612.87       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-09-15      | N/A      | N/A     | $9800.00           | $9899.23           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-06-30      | N/A      | N/A     | $700.00            | $708.39            | U.S. Treasuries (including strips)        |

### Security 2: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YK6, C.4 - ISIN: US3130B6YK64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250000047.50
- **C.18.a - Value (excl. sponsor support):** $250000047.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JX7, C.4 - ISIN: US3130B5JX77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998047.50
- **C.18.a - Value (excl. sponsor support):** $249998047.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Long Rating: 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? No, C.23 Categorized at Level 3? No

### Security 4: SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QO005N27
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Short Rating: F1; Moody's Long Rating: A1; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Fitch Long Rating: A-; Standard & Poor's Long Rating: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $21946800.00       | $22681855.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $37982300.00       | $35998531.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $7134700.00        | $7025701.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $10998700.00       | $10825770.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $13899900.00       | $13592715.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $170052100.00      | $165123908.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | N/A      | N/A     | $152144300.00      | $153841781.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $185000000.00      | $181221925.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $45186700.00       | $45087375.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | N/A      | N/A     | $2089500.00        | $2105200.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-15      | N/A      | N/A     | $75005900.00       | $76838778.00       | U.S. Treasuries (including strips) |

### Security 5: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1395246224.99
- **C.18.a - Value (excl. sponsor support):** $1395246224.99
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $387155668.00
- **C.18.a - Value (excl. sponsor support):** $387155668.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: 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 7: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1117121304.55
- **C.18.a - Value (excl. sponsor support):** $1117121304.55
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2976665250.70
- **C.18.a - Value (excl. sponsor support):** $2976665250.70
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: 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 9: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1935461904.53
- **C.18.a - Value (excl. sponsor support):** $1935461904.53
- **C.19 - Percentage of Net Assets:** 0.6300%
- **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 Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56Q6, C.4 - ISIN: US3130B56Q66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499575375.00
- **C.18.a - Value (excl. sponsor support):** $499575375.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: P-1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18K68
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: A+; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2029-07-20      | N/A      | N/A     | $95000.00          | $65.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $25000.00          | $59.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $25000.00          | $211.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $50000.00          | $285.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $37500.00          | $34.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $71000.00          | $990.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | N/A      | N/A     | $35000.00          | $346.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $50000.00          | $602.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $50000.00          | $52.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $73334.00          | $1072.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25068.00          | $51.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $25000.00          | $348.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $41333.00          | $316.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $125000.00         | $419.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $30000.00          | $9.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $50065.00          | $658.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $8968.00           | $124.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $25224.00          | $99.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | N/A      | N/A     | $25000.00          | $80.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $26518.00          | $52.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $25000.00          | $279.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $40049.00          | $2106.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $70000.00          | $75.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $35000.00          | $362.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $25000.00          | $2.22              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $1000.00           | $116.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | N/A      | N/A     | $17500.00          | $93.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | N/A      | N/A     | $70000.00          | $833.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | N/A      | N/A     | $30117.00          | $319.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $66666.00          | $1480.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $30084.00          | $515.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $1050000.00        | $123.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $25652.00          | $604.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $25360.00          | $201.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $62494.00          | $452.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $5000.00           | $67.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $8667.00           | $131.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $25000.00          | $1.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $28000.00          | $297.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $60000.00          | $42.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $40048.00          | $180.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $25000.00          | $247.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $25000.00          | $81.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $17500.00          | $236.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $39000.00          | $389.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $31667.00          | $357.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | N/A      | N/A     | $69350.00          | $23.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $27000.00          | $357.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $10000.00          | $286.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $625000.00         | $408.87            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $73000000.00       | $74835471.34       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $31500.00          | $317.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $108000.00         | $20.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $4000.00           | $39.65             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $49146900.00       | $49316857.45       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $75000.00          | $665.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $34000.00          | $153.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $1000.00           | $39.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $43000.00          | $388.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $48651.00          | $1925.12           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $76370000.00       | $79812145.36       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $25000.00          | $482.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $26500.00          | $356.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $25000.00          | $178.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $25000.00          | $537.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-15      | N/A      | N/A     | $25000.00          | $25.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $16667.00          | $251.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $31384.00          | $40.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $25581.00          | $98.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $74000.00          | $1140.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $11667.00          | $68.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $25000.00          | $292.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $25479.00          | $492.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $500000.00         | $301.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $2000.00           | $32.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $133333.00         | $1559.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $10000.00          | $211.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $35000.00          | $353.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $29750.00          | $42.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | N/A      | N/A     | $175000.00         | $116.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $25000.00          | $6.79              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | N/A      | N/A     | $29764.00          | $0.75              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $40000.00          | $260.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $100000.00         | $48.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $25360.00          | $2.20              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $42350.00          | $26.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $30000.00          | $41.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | N/A      | N/A     | $50005.00          | $364.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $15000.00          | $173.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $82271.00          | $7994.93           | Agency Mortgage-Backed Securities  |

### Security 12: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JR0, C.4 - ISIN: US3130B5JR00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999133.00
- **C.18.a - Value (excl. sponsor support):** $99999133.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18K43
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Moody's Short Rating: NR; Moody's Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: A+; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2034-04-20      | N/A      | N/A     | $208584.00         | $2527.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $4000.00           | $385.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $761.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | N/A      | N/A     | $438000.00         | $525.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $225000.00         | $7643.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $35445.00          | $253.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-07-20      | N/A      | N/A     | $185000.00         | $11782.53          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $48000000.00       | $48165991.30       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $407668.00         | $462.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $355829.00         | $3457.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $100000.00         | $694.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | N/A      | N/A     | $83395.00          | $3635.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | N/A      | N/A     | $108000.00         | $217.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | N/A      | N/A     | $90000.00          | $292.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $1000.00           | $0.48              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-15      | N/A      | N/A     | $25000.00          | $247.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | N/A      | N/A     | $164834.00         | $2067.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $225000.00         | $449.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $445000.00         | $193.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | N/A      | N/A     | $208040.00         | $957.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $2500.00           | $1.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $125000.00         | $47.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | N/A      | N/A     | $961000.00         | $905.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | N/A      | N/A     | $125000.00         | $1923.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | N/A      | N/A     | $94759.00          | $1472.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | N/A      | N/A     | $152525.00         | $93.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $20000.00          | $305.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1000.00           | $671.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | N/A      | N/A     | $26000.00          | $250.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $302500.00         | $452.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $439938.00         | $597.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $14500.00          | $68.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | N/A      | N/A     | $110000.00         | $5.74              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $350000.00         | $71.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $25000.00          | $117.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $45000.00          | $50.93             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $9423.00           | $1696.53           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $6000.00           | $4.59              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $89000.00          | $1409.13           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $2000.00           | $227.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | N/A      | N/A     | $46000.00          | $706.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | N/A      | N/A     | $389635.00         | $4790.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $2750.00           | $282.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $47000.00          | $79.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $25000.00          | $445.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $125000.00         | $140.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | N/A      | N/A     | $45000.00          | $428.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $1000.00           | $151.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $1815.00           | $5.74              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $14999.00          | $626.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $25736.00          | $3.61              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | N/A      | N/A     | $25000.00          | $6.08              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $2000.00           | $487.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $72000.00          | $1072.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | N/A      | N/A     | $5000.00           | $0.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $25000.00          | $465.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $44000.00          | $114.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $25000.00          | $181.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-10-20      | N/A      | N/A     | $6000.00           | $659.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $772579.00         | $1999.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $23000.00          | $687.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $7000.00           | $109.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-04-01      | N/A      | N/A     | $5000.00           | $82.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | N/A      | N/A     | $50000.00          | $253.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $2000.00           | $134.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $127232.00         | $194.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $2000.00           | $131.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $5641.00           | $29.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $12000.00          | $571.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | N/A      | N/A     | $12000.00          | $66.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | N/A      | N/A     | $77000.00          | $151.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $25000.00          | $447.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $15000.00          | $175.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $24000.00          | $61.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $241000.00         | $714.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $120000.00         | $279.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $121500.00         | $114.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $11448.00          | $20.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $80331.00          | $61.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $11000.00          | $548.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $1468.00           | $24.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $25000.00          | $48.50             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-02-01      | N/A      | N/A     | $10000.00          | $101.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | N/A      | N/A     | $60000.00          | $318.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $35000.00          | $200.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $6000.00           | $530.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $50060.00          | $64.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $60688.00          | $223.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $5000.00           | $2295.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $50058.00          | $940.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | N/A      | N/A     | $25250.00          | $332.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $170000.00         | $141.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $10000.00          | $96.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $1000.00           | $103.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $135000.00         | $408.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $13040.00          | $46.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $10000.00          | $552.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $119000.00         | $127.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $35000.00          | $196.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | N/A      | N/A     | $67000.00          | $179.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $78000.00          | $941.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $20000.00          | $6.02              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $26000.00          | $268.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $25000.00          | $1107.27           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $10000.00          | $109.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $2000.00           | $62.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $266990.00         | $3215.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | N/A      | N/A     | $81129.00          | $1601.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $3000.00           | $2294.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $50000.00          | $311.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | N/A      | N/A     | $104000.00         | $1611.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $2000.00           | $148.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $210000.00         | $41.69             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $6000.00           | $16.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $25332.00          | $1001.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $114500.00         | $1193.95           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $3000.00           | $30.25             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $1000.00           | $19.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $125305.00         | $851.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $66333.00          | $60.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $4000.00           | $367.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $8000.00           | $600.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | N/A      | N/A     | $147368.00         | $1403.11           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $3000.00           | $2109.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1000.00           | $84.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $34500.00          | $1657.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $368000.00         | $192.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | N/A      | N/A     | $15942.00          | $209.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $25000.00          | $6816.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $35000.00          | $439.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $87000.00          | $1176.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $30000.00          | $19.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-15      | N/A      | N/A     | $200000.00         | $133.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $20000.00          | $143.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $67919.00          | $371.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $2000.00           | $18.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $50000.00          | $816.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $30000.00          | $56.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $85000.00          | $3373.81           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $2334.00           | $272.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $10000.00          | $1662.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | N/A      | N/A     | $6800.00           | $0.24              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $36740.00          | $340.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $2000.00           | $174.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $30000.00          | $54.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $70000.00          | $89.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $164000.00         | $17.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $50060.00          | $226.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $80000.00          | $56.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $19000.00          | $168.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $19000.00          | $34.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | N/A      | N/A     | $366985.00         | $552.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $201000.00         | $366.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $268.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $8000.00           | $313.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $11233.00          | $35.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $50000.00          | $74.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $10000.00          | $10.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $240000.00         | $591.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $50000.00          | $140.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $6250.00           | $33.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $26884.00          | $201.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-04-01      | N/A      | N/A     | $2000.00           | $261.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $26000.00          | $244.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $38000.00          | $176.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | N/A      | N/A     | $103000.00         | $379.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | N/A      | N/A     | $25000.00          | $26.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $1000.00           | $2.18              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $100000.00         | $181.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $16000.00          | $7.45              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $35405.00          | $230.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $75000.00          | $17.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $75000.00          | $516.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | N/A      | N/A     | $227000.00         | $232.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | N/A      | N/A     | $56500.00          | $219.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $95000.00          | $346.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $140285.00         | $935.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $15000.00          | $10.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | N/A      | N/A     | $14000.00          | $427.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | N/A      | N/A     | $255000.00         | $5.61              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-03-01      | N/A      | N/A     | $2077.00           | $100.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | N/A      | N/A     | $116300.00         | $1023.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $30000.00          | $0.45              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | N/A      | N/A     | $40000.00          | $32.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $24140.00          | $27.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $154000.00         | $263.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $69500.00          | $62.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | N/A      | N/A     | $160718.00         | $108.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $1000.00           | $952.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $120000.00         | $78.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $3000.00           | $37.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $48540.00          | $271.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $50000.00          | $594.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $25000.00          | $15.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | N/A      | N/A     | $615020.00         | $603.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $176850.00         | $21.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | N/A      | N/A     | $33900.00          | $547.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $1000.00           | $72.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | N/A      | N/A     | $180282.00         | $2333.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $30000.00          | $203.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $134000.00         | $157.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-07-20      | N/A      | N/A     | $7000.00           | $608.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $30000.00          | $86.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $79830.00          | $504.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $29000.00          | $16.90             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $5000.00           | $1.92              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $127040.00         | $292.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $5000.00           | $258.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $100000.00         | $11.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | N/A      | N/A     | $7000.00           | $31.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $159725.00         | $50.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | N/A      | N/A     | $590000.00         | $366.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $84000.00          | $391.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $155000.00         | $384.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25000.00          | $6.06              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $125150.00         | $1398.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | N/A      | N/A     | $281566.00         | $454.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $15000.00          | $262.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $50000.00          | $613.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $67000.00          | $255.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | N/A      | N/A     | $27000.00          | $8.79              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $65000.00          | $28.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $15000.00          | $10.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $45000.00          | $868.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $1000.00           | $129.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $30000.00          | $701.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $1000.00           | $184.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $2000.00           | $55.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $22500.00          | $347.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $15000.00          | $682.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $3000.00           | $48.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $22000.00          | $396.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $2000.00           | $186.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $165825.00         | $305.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $1950.00           | $16.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $105000.00         | $1224.23           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | N/A      | N/A     | $4000.00           | $218.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | N/A      | N/A     | $390459.00         | $191.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $2000.00           | $213.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | N/A      | N/A     | $65000.00          | $45.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | N/A      | N/A     | $25000.00          | $267.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $150000.00         | $451.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $30097.00          | $14.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $1000.00           | $76.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | N/A      | N/A     | $25000.00          | $12.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | N/A      | N/A     | $25000.00          | $74.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $13000.00          | $205.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $52000.00          | $117.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $160000.00         | $68.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $2000.00           | $196.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $40000.00          | $447.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $90000.00          | $467.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $100000.00         | $349.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $230000.00         | $507.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $2000.00           | $111.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $42000.00          | $25.36             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $1000.00           | $72.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $3000.00           | $255.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $1000.00           | $169.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | N/A      | N/A     | $60000.00          | $10.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $25000.00          | $304.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | N/A      | N/A     | $35000.00          | $568.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-06-20      | N/A      | N/A     | $35000.00          | $805.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | N/A      | N/A     | $12000.00          | $59.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $25000.00          | $300.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $19000.00          | $8.92              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $27000.00          | $217.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $24000.00          | $276.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25056.00          | $2.60              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $35373.00          | $94.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | N/A      | N/A     | $82500.00          | $1478.53           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $3000.00           | $341.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $15000.00          | $8.10              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $450000.00         | $43.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $75000.00          | $132.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $5000.00           | $844.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | N/A      | N/A     | $61000.00          | $845.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $44000.00          | $593.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $48000.00          | $253.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $25000.00          | $55.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $32000.00          | $171.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $75000.00          | $38.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $10000.00          | $59.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $45000.00          | $167.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | N/A      | N/A     | $176500.00         | $1850.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $42621.00          | $1174.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $14500.00          | $226.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $105000.00         | $190.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-15      | N/A      | N/A     | $110000.00         | $13.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $4667.00           | $28.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $68000.00          | $514.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $173884.00         | $472.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $29000.00          | $112.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $2000.00           | $57.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-09-01      | N/A      | N/A     | $60000.00          | $2319.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $2000.00           | $86.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | N/A      | N/A     | $14000.00          | $173.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25000.00          | $69.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $28729.00          | $579.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $50000.00          | $135.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $7500.00           | $1023.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $65000.00          | $211.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $10000.00          | $1005.11           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $2000.00           | $157.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | N/A      | N/A     | $503419.00         | $151.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $32000.00          | $536.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $7000.00           | $15.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $7000.00           | $91.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $3000.00           | $2003.94           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | N/A      | N/A     | $2467.00           | $0.10              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $4000.00           | $246.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $26460.00          | $207.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $29500.00          | $41.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $8000.00           | $28.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $145000.00         | $309.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $177000.00         | $289.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $70000.00          | $881.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $30000.00          | $453.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $51000.00          | $76.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $11000.00          | $38.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | N/A      | N/A     | $330500.00         | $61.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $13000.00          | $56.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $2000.00           | $302.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $312252.00         | $308.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $77220.00          | $73.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | N/A      | N/A     | $45626.00          | $516.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $50000.00          | $18.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $10000.00          | $7.32              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1000.00           | $162.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $50910.00          | $176.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $68000.00          | $22.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $84826.00          | $442.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | N/A      | N/A     | $397000.00         | $1272.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $26000.00          | $382.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $11000.00          | $970.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $16000.00          | $932.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $9000.00           | $403.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $4000.00           | $748.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $77500.00          | $954.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | N/A      | N/A     | $180508.00         | $2318.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $6000.00           | $167.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $25000.00          | $81.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $118000.00         | $1713.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | N/A      | N/A     | $205456.00         | $340.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $229297.00         | $2197.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $61565.00          | $1450.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $74265.00          | $13.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $25000.00          | $636.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $70000.00          | $13.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $50000.00          | $354.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $12000.00          | $165.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $49000.00          | $186.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $25070.00          | $216.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $2500.00           | $327.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $6000.00           | $530.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $5250.00           | $591.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $50000.00          | $1191.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $2312.00           | $139.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $7000.00           | $22.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $43196.00          | $368.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $52500.00          | $744.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $2000.00           | $144.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25320.00          | $1.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $330000.00         | $275.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $10000.00          | $18.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $149000.00         | $3301.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $210500.00         | $243.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $4000.00           | $80.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | N/A      | N/A     | $25000.00          | $367.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $2000.00           | $912.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | N/A      | N/A     | $5000.00           | $1.92              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | N/A      | N/A     | $115000.00         | $63.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | N/A      | N/A     | $48000.00          | $496.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $3750.00           | $475.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $400000.00         | $199.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $1000.00           | $84.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $137.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $11000.00          | $158.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $1034.00           | $38.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $46666.00          | $53.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $3000.00           | $380.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $5000.00           | $612.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $20000.00          | $96.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-15      | N/A      | N/A     | $115000.00         | $64.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $6003.00           | $35.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $30000.00          | $159.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-04-20      | N/A      | N/A     | $5000.00           | $113.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $4030.00           | $230.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $11250.00          | $415.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $6000.00           | $22.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | N/A      | N/A     | $25000.00          | $312.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $27000.00          | $41.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $4000.00           | $364.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $32500.00          | $692.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $60000.00          | $246.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $25000.00          | $98.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | N/A      | N/A     | $46000.00          | $11.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $21000.00          | $98.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $1000.00           | $41.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | N/A      | N/A     | $175562.00         | $54.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $50000.00          | $79.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $10000.00          | $204.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $7000.00           | $4826.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $247000.00         | $130.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $15000.00          | $17.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $36000.00          | $1201.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $225000.00         | $27.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $3333.00           | $351.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $1000.00           | $94.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $137500.00         | $1716.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $10000.00          | $187.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $25034.00          | $207.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $1123999.00        | $532.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $1074.00           | $2.27              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $3000.00           | $264.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $55003.00          | $321.00            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $12723300.00       | $13410228.75       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $34029.00          | $400.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | N/A      | N/A     | $5000.00           | $67.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $236250.00         | $3039.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $19000.00          | $106.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $10000.00          | $152.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $73500.00          | $10338.13          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $2000.00           | $65.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-01      | N/A      | N/A     | $6347.00           | $1.95              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $1000.00           | $120.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $25000.00          | $45.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $107000.00         | $293.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | N/A      | N/A     | $110000.00         | $161.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $388976.00         | $25.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-20      | N/A      | N/A     | $15000.00          | $1251.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $867308.00         | $1124.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $280041.00         | $3163.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $25050.00          | $455.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $25000.00          | $284.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $182950.00         | $3017.61           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $34000.00          | $206.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $36000.00          | $23.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $7000.00           | $92.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $437168.00         | $1288.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $67242.00          | $1036.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $10000.00          | $69.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $29000.00          | $115.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $60000.00          | $621.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $25000.00          | $139.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $45000.00          | $878.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $35000.00          | $30.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $75000.00          | $482.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $23676.00          | $25.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $16000.00          | $58.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $25000.00          | $63.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $9000.00           | $1104.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | N/A      | N/A     | $25000.00          | $3.55              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $3667.00           | $4.12              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-09-01      | N/A      | N/A     | $3500.00           | $235.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $9500.00           | $1888.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | N/A      | N/A     | $30000.00          | $442.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | N/A      | N/A     | $353050.00         | $672.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $42000.00          | $14.82             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $4000.00           | $3072.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | N/A      | N/A     | $367187.00         | $197.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $3000.00           | $695.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | N/A      | N/A     | $116118.00         | $38.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $1003.00           | $202.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $150000.00         | $3499.25           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $105000.00         | $400.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $2000.00           | $26.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $45000.00          | $5113.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $64000.00          | $706.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $6000.00           | $767.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $58668.00          | $51.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $50000.00          | $27.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $10000.00          | $1721.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $25862.00          | $577.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | N/A      | N/A     | $273051.00         | $3312.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $46431.00          | $996.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $83000.00          | $548.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $11666.00          | $68.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $37000.00          | $247.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-12-01      | N/A      | N/A     | $5000.00           | $75.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | N/A      | N/A     | $50000.00          | $657.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | N/A      | N/A     | $53000.00          | $85.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $14000.00          | $353.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $7333.00           | $1.02              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $50000.00          | $697.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $3866.00           | $4.89              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | N/A      | N/A     | $50000.00          | $619.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | N/A      | N/A     | $353000.00         | $142.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $9500.00           | $1241.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $64000.00          | $144.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | N/A      | N/A     | $10000.00          | $384.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $65000.00          | $34.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $601460.00         | $7883.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $79650.00          | $1079.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $38000.00          | $102.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $65000.00          | $165.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $40600.00          | $68.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $201000.00         | $1986.70           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $2250.00           | $1.39              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | N/A      | N/A     | $109119.00         | $1131.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $50125.00          | $183.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | N/A      | N/A     | $55000.00          | $124.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $5000.00           | $5.54              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $100000.00         | $364.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $25000.00          | $273.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $15000.00          | $1501.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $32000.00          | $247.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $10500.00          | $605.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $2000.00           | $634.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $25000.00          | $486.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $425000.00         | $304.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $12000.00          | $18.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $15000.00          | $19.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $4000.00           | $475.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $13000.00          | $169.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | N/A      | N/A     | $50000.00          | $524.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $73500.00          | $934.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-02-20      | N/A      | N/A     | $20000.00          | $548.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | N/A      | N/A     | $175000.00         | $34.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | N/A      | N/A     | $36000.00          | $792.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $43500.00          | $495.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $2666.00           | $218.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $106500.00         | $670.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $141000.00         | $82.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $76389.00          | $5.82              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | N/A      | N/A     | $181542.00         | $2652.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | N/A      | N/A     | $100000.00         | $637.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $98000.00          | $2178.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $7080.00           | $46.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | N/A      | N/A     | $38000.00          | $12.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | N/A      | N/A     | $37500.00          | $75.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $21500.00          | $995.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $5098.00           | $29.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $9000.00           | $30.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $24000.00          | $167.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $1000.00           | $34.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $3000.00           | $397.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $40000.00          | $41.82             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1000.00           | $627.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | N/A      | N/A     | $246839.00         | $2.77              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $145000.00         | $171.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $237670.00         | $84.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $110000.00         | $70.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $50000.00          | $685.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $1130643.00        | $318.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $37000.00          | $1822.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | N/A      | N/A     | $33000.00          | $452.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $85000.00          | $131.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | N/A      | N/A     | $268267.00         | $543.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $1500.00           | $234.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | N/A      | N/A     | $50000.00          | $352.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | N/A      | N/A     | $98000.00          | $195.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $25046.00          | $30.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $45000.00          | $432.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $25000.00          | $10.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $40000.00          | $23.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $3000.00           | $285.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-15      | N/A      | N/A     | $29195.00          | $3.06              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $2000.00           | $21.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-15      | N/A      | N/A     | $55000.00          | $609.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $100000.00         | $2629.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $255000.00         | $376.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $54667.00          | $684.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $4666.00           | $370.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | N/A      | N/A     | $484717.00         | $0.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $25000.00          | $15.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-15      | N/A      | N/A     | $157000.00         | $481.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $84000.00          | $386.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $7000.00           | $57.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | N/A      | N/A     | $52000.00          | $1138.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $2000.00           | $79.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $20000.00          | $160.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $246500.00         | $742.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | N/A      | N/A     | $453451.00         | $107.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $15031.00          | $213.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | N/A      | N/A     | $278417.00         | $308.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | N/A      | N/A     | $1000.00           | $9.96              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $1000.00           | $485.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | N/A      | N/A     | $252500.00         | $5.78              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $110682.00         | $663.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | N/A      | N/A     | $28000.00          | $1200.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $73000.00          | $167.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $65977.00          | $439.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $11000.00          | $561.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $125000.00         | $545.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $25000.00          | $428.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $10000.00          | $173.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $259500.00         | $3314.10           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $2000.00           | $447.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1000.00           | $234.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $136000.00         | $41.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $155000.00         | $329.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | N/A      | N/A     | $42711.00          | $35.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $25000.00          | $393.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $30000.00          | $7.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $25000.00          | $211.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | N/A      | N/A     | $25000.00          | $3.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $25000.00          | $245.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $13000.00          | $42.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $199000.00         | $345.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-12-20      | N/A      | N/A     | $2000.00           | $120.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $3000.00           | $28.11             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $50000.00          | $251.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $3454.00           | $45.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-15      | N/A      | N/A     | $25000.00          | $0.10              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $3000.00           | $105.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | N/A      | N/A     | $50000.00          | $578.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | N/A      | N/A     | $329645.00         | $1679.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | N/A      | N/A     | $132600.00         | $1750.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $30000.00          | $263.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-09-25      | N/A      | N/A     | $7000.00           | $0.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | N/A      | N/A     | $12000.00          | $0.37              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $4314.00           | $329.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $270000.00         | $1869.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $55000.00          | $534.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $3000.00           | $382.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | N/A      | N/A     | $25000.00          | $17.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $624673.00         | $2097.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $9000.00           | $54.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $1000.00           | $7.82              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $3000.00           | $308.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | N/A      | N/A     | $117226.00         | $237.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $40000.00          | $206.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $150000.00         | $65.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $1000.00           | $152.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | N/A      | N/A     | $4000.00           | $12.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $242000.00         | $318.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $75000.00          | $193.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $22500.00          | $709.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $1000.00           | $177.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | N/A      | N/A     | $50000.00          | $548.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $6000.00           | $1.22              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $348364.00         | $44.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $30000.00          | $229.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | N/A      | N/A     | $91043.00          | $324.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | N/A      | N/A     | $55000.00          | $15.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $263382.00         | $7405.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $8000.00           | $0.75              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $1000.00           | $2.26              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $10000.00          | $97.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $8500.00           | $1311.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-02-20      | N/A      | N/A     | $5000.00           | $617.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $6000.00           | $513.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $33878.00          | $166.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $713684.00         | $724.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $7000.00           | $1.45              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $20000.00          | $75.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $5535.00           | $9.19              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $55000.00          | $131.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $215400.00         | $80.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $7000.00           | $86.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $125000.00         | $98.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-03-01      | N/A      | N/A     | $10000.00          | $4.39              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $1000.00           | $115.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $7000.00           | $587.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $1334.00           | $117.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $20000.00          | $40.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $8000.00           | $350.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-10-01      | N/A      | N/A     | $3000.00           | $1.03              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | N/A      | N/A     | $406090.00         | $3054.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $57715.00          | $1939.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $5000.00           | $82.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $3000.00           | $10.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $354300.00         | $47.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | N/A      | N/A     | $5000.00           | $9.46              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $50000.00          | $583.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $5000.00           | $21.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $80000.00          | $402.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $50000.00          | $65.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $570000.00         | $617.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-15      | N/A      | N/A     | $645609.00         | $110.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | N/A      | N/A     | $3000.00           | $32.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $39000.00          | $344.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | N/A      | N/A     | $13000.00          | $94.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $6000.00           | $217.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $21000.00          | $24.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $35000.00          | $1933.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-15      | N/A      | N/A     | $260000.00         | $259.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $10000.00          | $106.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $25000.00          | $575.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $751.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | N/A      | N/A     | $18000.00          | $194.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $7500.00           | $6.76              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $60622.00          | $3.53              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $105000.00         | $877.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $36000.00          | $1364.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $4000.00           | $102.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $25000.00          | $223.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $45000.00          | $17.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | N/A      | N/A     | $132336.00         | $1465.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-08-20      | N/A      | N/A     | $25000.00          | $1291.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $70091.00          | $1087.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $79000.00          | $1076.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | N/A      | N/A     | $33334.00          | $429.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | N/A      | N/A     | $399039.00         | $2154.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $400000.00         | $4966.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $55860.00          | $786.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $45000.00          | $524.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | N/A      | N/A     | $70000.00          | $608.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $2311.00           | $121.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | N/A      | N/A     | $87000.00          | $7.47              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $17000.00          | $1327.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $8000.00           | $1471.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $25839.00          | $8.62              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $15000.00          | $331.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | N/A      | N/A     | $63853.00          | $49.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $8667.00           | $322.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $1000.00           | $95.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $6000.00           | $431.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25146.00          | $331.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $3104.00           | $1596.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $729.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $119282.00         | $298.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $25201.00          | $28.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $28000.00          | $29.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $40000.00          | $4.31              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | N/A      | N/A     | $10000.00          | $6.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $13000.00          | $73.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $25000.00          | $183.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $157353.00         | $2474.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $115000.00         | $161.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $75000.00          | $442.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | N/A      | N/A     | $28500.00          | $119.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | N/A      | N/A     | $125000.00         | $10.86             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-01-01      | N/A      | N/A     | $5000.00           | $32.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $29000.00          | $792.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $33000.00          | $1322.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $70000.00          | $2949.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $35000.00          | $17.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $14667.00          | $3.20              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $130000.00         | $34.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $26000.00          | $26.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $100000.00         | $133.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $2000.00           | $245.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $5000.00           | $3141.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $3000.00           | $496.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $10465.00          | $1015.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $131690.00         | $47.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $80000.00          | $923.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $6000.00           | $1140.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $29000.00          | $356.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | N/A      | N/A     | $45629.00          | $1414.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $30000.00          | $170.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $180000.00         | $145.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $69096.00          | $80.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $1000.00           | $172.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $45507.00          | $186.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $3000.00           | $160.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $1000.00           | $21.15             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-06-01      | N/A      | N/A     | $5000.00           | $61.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $50000.00          | $23.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $8750.00           | $1133.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $50000.00          | $127.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $100000.00         | $74.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $289750.00         | $192.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $71250.00          | $2234.30           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $78000.00          | $450.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $50000.00          | $219.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $1300.00           | $126.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | N/A      | N/A     | $14000.00          | $288.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25000.00          | $1.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $29000.00          | $320.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-15      | N/A      | N/A     | $305165.00         | $10639.11          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $690000.00         | $342.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $18000.00          | $13653.35          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $15000.00          | $63.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $61500.00          | $2145.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $25000.00          | $269.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $56000.00          | $492.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $50000.00          | $22.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $50000.00          | $1058.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $28000.00          | $52.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $20000.00          | $28.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $120127.00         | $659.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $243629.00         | $4830.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $61000.00          | $770.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $85000.00          | $592.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $3000.00           | $77.34             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | N/A      | N/A     | $25000.00          | $75.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $48000.00          | $78.42             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $1000.00           | $208.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $1600.00           | $14.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | N/A      | N/A     | $55000.00          | $1196.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $763000.00         | $407.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | N/A      | N/A     | $75000.00          | $66.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $163000.00         | $458.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $35000.00          | $62.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $3334.00           | $11.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $68000.00          | $214.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $1000.00           | $39.80             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $20000.00          | $51.03             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $2000.00           | $1309.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $53000.00          | $137.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $77000.00          | $866.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $2000.00           | $308.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $9000.00           | $99.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $70333.00          | $1097.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $18000.00          | $33.97             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $15000.00          | $102.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $12500.00          | $1675.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $175000.00         | $919.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | N/A      | N/A     | $36265.00          | $10.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1000.00           | $326.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $2000.00           | $14.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $53000.00          | $604.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $35000.00          | $156.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $6000.00           | $224.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | N/A      | N/A     | $247500.00         | $12.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $3000.00           | $285.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-15      | N/A      | N/A     | $37000.00          | $1.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $45000.00          | $486.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $85000.00          | $164.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-02-20      | N/A      | N/A     | $40000.00          | $2107.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $56000.00          | $54.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $39000.00          | $89.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $388500.00         | $438.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $375000.00         | $999.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $10000.00          | $108.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-15      | N/A      | N/A     | $195043.00         | $3.98              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $14667.00          | $89.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $7000.00           | $86.64             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $5750.00           | $462.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $45000.00          | $568.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | N/A      | N/A     | $25449.00          | $74.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $205931.00         | $21.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $153745.00         | $516.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $5000.00           | $18.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $1000.00           | $95.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | N/A      | N/A     | $80000.00          | $13.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $845448.00         | $1168.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $4991.00           | $10.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | N/A      | N/A     | $343500.00         | $745.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $70000.00          | $6828.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $1000.00           | $7.28              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $1770.00           | $953.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $12500.00          | $710.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $2000.00           | $1.29              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | N/A      | N/A     | $305595.00         | $15.29             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $8000.00           | $16.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $52000.00          | $106.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $10000.00          | $969.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $25000.00          | $27.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $4000.00           | $92.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $8000.00           | $62.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $1000.00           | $11.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $20000.00          | $1206.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $182000.00         | $286.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $6000.00           | $469.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $33000.00          | $290.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $234000.00         | $172.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $10000.00          | $3175.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-15      | N/A      | N/A     | $50000.00          | $3932.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | N/A      | N/A     | $25307.00          | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $75000.00          | $47.06             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $1000.00           | $701.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $110000.00         | $75.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | N/A      | N/A     | $171000.00         | $6.61              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $1000.00           | $4.76              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | N/A      | N/A     | $265000.00         | $70.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | N/A      | N/A     | $520500.00         | $445.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $25000.00          | $347.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | N/A      | N/A     | $50000.00          | $560.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | N/A      | N/A     | $117000.00         | $37.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $87000.00          | $873.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $50000.00          | $831.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $30000.00          | $33.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $14000.00          | $169.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $6000.00           | $4.18              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $2000.00           | $149.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $1000.00           | $155.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | N/A      | N/A     | $297000.00         | $70.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $80000.00          | $44.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $35000.00          | $110.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-20      | N/A      | N/A     | $185000.00         | $3.72              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $18000.00          | $1188.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $25000.00          | $24.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $95000.00          | $81.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $8000.00           | $104.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $9000.00           | $59.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $1004.00           | $193.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $30000.00          | $328.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $1000.00           | $4.77              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25000.00          | $146.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $75000.00          | $1315.36           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $15000.00          | $2.75              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $10000.00          | $70.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5200.00           | $4095.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $14000.00          | $168.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $7334.00           | $59.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $9000.00           | $1302.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $25000.00          | $519.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-12-01      | N/A      | N/A     | $4000.00           | $91.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $4000.00           | $291.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $100000.00         | $108.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | N/A      | N/A     | $259167.00         | $4981.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1900.00           | $982.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $35000.00          | $418.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $1000.00           | $72.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $132893.00         | $2139.34           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | N/A      | N/A     | $3000.00           | $621.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $55000.00          | $872.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $5000.00           | $300.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $102771.00         | $9.91              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $1000.00           | $77.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $261000.00         | $379.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-10-01      | N/A      | N/A     | $10000.00          | $195.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $5000.00           | $591.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $190369.00         | $212.31            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $4000.00           | $285.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $2000.00           | $667.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $47000.00          | $154.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $60651.00          | $264.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $3000.00           | $130.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $3000.00           | $95.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $3000.00           | $230.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $7750.00           | $802.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-15      | N/A      | N/A     | $15000.00          | $696.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $413000.00         | $544.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $3072.00           | $124.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $3000.00           | $290.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $19000.00          | $75.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $27000.00          | $1062.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $72500.00          | $717.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $1000.00           | $158.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $4500.00           | $588.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $42000.00          | $113.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $75000.00          | $134.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $36000.00          | $159.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-11-01      | N/A      | N/A     | $2000.00           | $20.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $123273.00         | $3711.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | N/A      | N/A     | $93077.00          | $222.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $80667.00          | $522.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | N/A      | N/A     | $16168.00          | $96.69             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | N/A      | N/A     | $16000.00          | $81.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $120000.00         | $88.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | N/A      | N/A     | $40000.00          | $30.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | N/A      | N/A     | $363152.00         | $530.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | N/A      | N/A     | $192000.00         | $205.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $2000.00           | $186.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | N/A      | N/A     | $2000.00           | $45.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $4500.00           | $113.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $1000.00           | $98.90             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $2000.00           | $92.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $54554.00          | $835.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $65040.00          | $175.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $25000.00          | $49.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $9616.00           | $306.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | N/A      | N/A     | $49000.00          | $571.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25000.00          | $0.52              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $2000.00           | $802.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $20000.00          | $236.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $4750.00           | $309.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $28000.00          | $171.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $412156.00         | $272.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $115000.00         | $68.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $170000.00         | $58.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $370000.00         | $188.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $33120.00          | $17.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $7000.00           | $68.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $8000.00           | $288.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $6000.00           | $33.52             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $17000.00          | $276.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $205000.00         | $45.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $40000.00          | $217.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $25000.00          | $10.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $54618.00          | $79.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $115000.00         | $1816.66           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | N/A      | N/A     | $56000.00          | $37.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $6000.00           | $52.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | N/A      | N/A     | $51500.00          | $532.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $73000.00          | $450.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | N/A      | N/A     | $60874.00          | $1056.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $205000.00         | $58.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $211.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $20000.00          | $98.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $25000.00          | $262.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | N/A      | N/A     | $297500.00         | $203.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $37034.00          | $544.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $55000.00          | $921.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25000.00          | $179.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $8000.00           | $22.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $9600.00           | $7757.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $210085.00         | $3832.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $113406.00         | $1383.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $56558.00          | $95.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $5000.00           | $141.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-15      | N/A      | N/A     | $52728.00          | $1037.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $25281.00          | $823.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $20000.00          | $899.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | N/A      | N/A     | $346000.00         | $187.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $6672.00           | $45.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $106750.00         | $1514.13           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $2000.00           | $260.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $30000.00          | $45.66             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $5000.00           | $2.19              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $31000.00          | $57.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | N/A      | N/A     | $50000.00          | $847.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $84000.00          | $496.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | N/A      | N/A     | $43092.00          | $34.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $4420.00           | $5.43              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $352500.00         | $31.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $25000.00          | $167.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $39000.00          | $18.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $1000.00           | $160.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $117000.00         | $225.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $25012.00          | $109.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $2000.00           | $1351.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $21000.00          | $1656.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $19000.00          | $82.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $51667.00          | $71.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | N/A      | N/A     | $35000.00          | $322.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $2000.00           | $68.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $50000.00          | $161.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $2000.00           | $216.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | N/A      | N/A     | $81000.00          | $171.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | N/A      | N/A     | $50170.00          | $987.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $3000.00           | $338.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $48312.00          | $27.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | N/A      | N/A     | $106300.00         | $1801.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $25000.00          | $488.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1000.00           | $169.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $80102.00          | $431.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $25000.00          | $465.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $1000.00           | $101.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | N/A      | N/A     | $27000.00          | $48.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-05-01      | N/A      | N/A     | $4000.00           | $56.02             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $3000.00           | $448.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $120000.00         | $376.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $25000.00          | $7.41              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $4500.00           | $31.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $1118.00           | $110.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $188666.00         | $434.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-07-01      | N/A      | N/A     | $10000.00          | $83.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | N/A      | N/A     | $219000.00         | $238.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | N/A      | N/A     | $150000.00         | $785.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $5000.00           | $345.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $746000.00         | $1097.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | N/A      | N/A     | $215000.00         | $112.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $50000.00          | $117.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $30000.00          | $60.48             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $6500.00           | $539.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $2000.00           | $273.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $50000.00          | $15632.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $44000.00          | $514.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $44000.00          | $34.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $50000.00          | $3105.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | N/A      | N/A     | $214315.00         | $439.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | N/A      | N/A     | $40000.00          | $507.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $740064.00         | $884.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $25000.00          | $16.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $30039.00          | $395.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $82145.00          | $459.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | N/A      | N/A     | $25000.00          | $28.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $45000.00          | $35.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | N/A      | N/A     | $170000.00         | $478.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $10000.00          | $130.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $90000.00          | $1934.51           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $28750.00          | $57.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | N/A      | N/A     | $125108.00         | $1418.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $10000.00          | $66.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $130000.00         | $71.18             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $5000.00           | $2.31              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | N/A      | N/A     | $100000.00         | $17.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $25000.00          | $35.71             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $4000.00           | $355.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $25000.00          | $20.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25000.00          | $88.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $25000.00          | $23.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $85000.00          | $252.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | N/A      | N/A     | $132000.00         | $47.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $126972.00         | $173.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $42000.00          | $740.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $45000.00          | $285.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $34000.00          | $225.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $35141.00          | $701.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $5000.00           | $72.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $27000.00          | $78.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $119000.00         | $1395.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $25000.00          | $34.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $5500.00           | $477.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $80000.00          | $1416.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $40000.00          | $106.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $7100.00           | $839.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $125000.00         | $324.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $5000.00           | $683.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $25000.00          | $281.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $25000.00          | $141.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-20      | N/A      | N/A     | $25000.00          | $0.19              | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $113000000.00      | $115927922.10      | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $25000.00          | $783.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $345000.00         | $342.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $82000.00          | $108.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $25000.00          | $581.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $29000.00          | $219.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $10000.00          | $102.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $17000.00          | $16314.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $53000.00          | $358.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $50000.00          | $97.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $6032.00           | $170.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $25000.00          | $146.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $2000.00           | $196.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $77000.00          | $22.58             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $2000.00           | $296.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $15000.00          | $1490.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $80000.00          | $134.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $45000.00          | $37.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $15000.00          | $386.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $5000.00           | $576.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $49943.00          | $139.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $2500.00           | $2.71              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | N/A      | N/A     | $25000.00          | $327.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $130218.00         | $20.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | N/A      | N/A     | $105000.00         | $0.39              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $71626.00          | $67.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $10000.00          | $387.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-09-25      | N/A      | N/A     | $28000.00          | $0.06              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $15000.00          | $75.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $360000.00         | $99.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $11000.00          | $1428.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $33694.00          | $495.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $6000.00           | $30.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-09-20      | N/A      | N/A     | $10000.00          | $527.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $4000.00           | $339.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $367336.00         | $94.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $15000.00          | $0.55              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $3000.00           | $202.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $6000.00           | $26.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $24791.00          | $140.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $1000.00           | $222.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $10000.00          | $536.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $25000.00          | $635.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $2000.00           | $141.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $41000.00          | $1157.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $5000.00           | $9.54              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $109696.00         | $145.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $154000.00         | $164.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $413466.00         | $356.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $2021.00           | $156.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $210000.00         | $2099.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | N/A      | N/A     | $114000.00         | $1822.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $35098.00          | $601.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $130050.00         | $199.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $25000.00          | $44.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $450336.00         | $47.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $4000.00           | $384.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | N/A      | N/A     | $51000.00          | $84.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $14000.00          | $122.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $133000.00         | $1453.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $15000.00          | $22.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $3000.00           | $396.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | N/A      | N/A     | $440600.00         | $1406.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $160000.00         | $297.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $332187.00         | $5349.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $1000.00           | $97.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $45359.00          | $50.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $1000.00           | $8.77              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $29000.00          | $218.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $106000.00         | $107.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $61000.00          | $274.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $51476.00          | $39.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $35000.00          | $112.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $40000.00          | $351.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $560000.00         | $159.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $6000.00           | $617.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $42651.00          | $69.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $34000.00          | $121.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $55980.00          | $40.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $3500.00           | $323.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $12093.00          | $30.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | N/A      | N/A     | $676836.00         | $484.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $112000.00         | $680.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $25000.00          | $168.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $20750.00          | $254.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $68000.00          | $27.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $25000.00          | $118.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $10000.00          | $148.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $16750.00          | $1259.03           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $22000.00          | $172.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $25000.00          | $304.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $65000.00          | $310.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | N/A      | N/A     | $13000.00          | $107.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $51584.00          | $401.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $50000.00          | $323.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $25000.00          | $395.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $244000.00         | $1558.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $75000.00          | $154.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $5000.00           | $2.73              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $32000.00          | $285.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $14600.00          | $1278.85           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $155000.00         | $338.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $10000.00          | $47.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $97000.00          | $3642.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $132812.00         | $232.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $40000.00          | $40.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $8000.00           | $1362.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | N/A      | N/A     | $18000.00          | $212.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $23500.00          | $774.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $28275.00          | $80.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $7000.00           | $83.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $60000.00          | $695.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $2000.00           | $58.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $65000.00          | $9.66              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $129000.00         | $239.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $2750.00           | $1.51              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $7750.00           | $1018.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $7000.00           | $740.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1000.00           | $772.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $112450.00         | $1915.03           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $2750.00           | $479.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | N/A      | N/A     | $382750.00         | $44.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1000.00           | $672.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $930000.00         | $834.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | N/A      | N/A     | $40000.00          | $457.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $12500.00          | $408.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $111000.00         | $16.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $2000.00           | $22.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $1000.00           | $47.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $30000.00          | $171.56            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $32000.00          | $6467.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $4000.00           | $298.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $98000.00          | $415.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | N/A      | N/A     | $61431.00          | $745.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $8032.00           | $60.64             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $18000.00          | $114.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $20000.00          | $2017.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $50000.00          | $3.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $503178.00         | $515.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $92000.00          | $862.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $50000.00          | $145.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $4500.00           | $147.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $10000.00          | $53.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | N/A      | N/A     | $179667.00         | $1613.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $225000.00         | $158.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $25639.00          | $958.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $42993.00          | $184.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $83000.00          | $760.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $1000.00           | $489.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-09-01      | N/A      | N/A     | $25000.00          | $41.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $75150.00          | $189.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $3000.00           | $270.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $50000.00          | $103.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $5000.00           | $2.66              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $53000.00          | $356.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $27002.00          | $516.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $13000.00          | $2947.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $165000.00         | $273.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $90000.00          | $1519.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $11500.00          | $333.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $20000.00          | $428.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $53000.00          | $4033.62           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $13000.00          | $120.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $25000.00          | $198.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $1000.00           | $101.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-08-01      | N/A      | N/A     | $1000.00           | $33.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $15000.00          | $19.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | N/A      | N/A     | $337000.00         | $220.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $8000.00           | $5.89              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $19062.00          | $122.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $2000.00           | $259.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | N/A      | N/A     | $31500.00          | $707.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $1000.00           | $131.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-03-01      | N/A      | N/A     | $25000.00          | $13.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $75101.00          | $774.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | N/A      | N/A     | $145000.00         | $3682.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | N/A      | N/A     | $10000.00          | $428.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $1000.00           | $204.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $30000.00          | $211.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $175000.00         | $105.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | N/A      | N/A     | $9000.00           | $63.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $25321.00          | $132.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | N/A      | N/A     | $50000.00          | $1.16              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $1000.00           | $18.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | N/A      | N/A     | $15000.00          | $111.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $4750.00           | $448.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $64611.00          | $484.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $1172071.00        | $1213.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $95000.00          | $838.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $40044.00          | $720.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $370000.00         | $2332.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $47000.00          | $883.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $26000.00          | $317.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $5000.00           | $178.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $31000.00          | $810.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $4750.00           | $571.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $400000.00         | $383.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $60000.00          | $384.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $182000.00         | $254.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | N/A      | N/A     | $593661.00         | $358.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $100000.00         | $26.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $25000.00          | $105.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-06-01      | N/A      | N/A     | $50000.00          | $69.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $3000.00           | $182.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $5000.00           | $445.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $34000.00          | $1443.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $34500.00          | $129.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $1000.00           | $159.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | N/A      | N/A     | $11019.00          | $127.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $125000.00         | $573.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $25000.00          | $17.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $60000.00          | $504.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $298000.00         | $1528.27           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $10000.00          | $30.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | N/A      | N/A     | $25000.00          | $310.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $1000.00           | $87.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $50000.00          | $476.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $175000.00         | $115.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | N/A      | N/A     | $59768.00          | $441.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | N/A      | N/A     | $160000.00         | $9.38              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $3000.00           | $199.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $60000.00          | $251.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $5000.00           | $42.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $27333.00          | $1134.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $9800.00           | $782.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $3000.00           | $468.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | N/A      | N/A     | $208000.00         | $1736.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $266113.00         | $194.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $125000.00         | $298.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $15000.00          | $55.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $1000.00           | $131.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1000.00           | $256.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | N/A      | N/A     | $85000.00          | $948.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $65000.00          | $625.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $33000.00          | $1182.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $90000.00          | $2240.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $50000.00          | $2237.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $200000.00         | $208.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $5000.00           | $338.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $2015.00           | $175.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $1000.00           | $46.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $1000.00           | $139.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $145261.00         | $498.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $80000.00          | $15001.80          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $185000.00         | $32.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $45299.00          | $140.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $2000.00           | $200.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $50012.00          | $42.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $27000.00          | $332.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $5000.00           | $3364.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | N/A      | N/A     | $27457.00          | $270.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $25000.00          | $565.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $29036.00          | $54.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $25000.00          | $131.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $91000.00          | $908.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | N/A      | N/A     | $79000.00          | $57.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $1142000.00        | $2958.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $10000.00          | $23.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $15000.00          | $125.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $6000.00           | $448.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $44277.00          | $641.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | N/A      | N/A     | $10000.00          | $357.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | N/A      | N/A     | $100000.00         | $30.97             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-12-01      | N/A      | N/A     | $1000.00           | $137.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $24000.00          | $849.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $1000.00           | $88.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $31000.00          | $241.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $100000.00         | $113.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $7000.00           | $792.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $25000.00          | $12.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | N/A      | N/A     | $25000.00          | $75.12             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $24000.00          | $3080.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-10-01      | N/A      | N/A     | $10000.00          | $0.01              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $2750.00           | $21.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $6000.00           | $220.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $50000.00          | $579.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $25000.00          | $17.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $25000.00          | $289.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | N/A      | N/A     | $45000.00          | $431.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $1000.00           | $674.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $38000.00          | $138.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $10000.00          | $160.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $1000.00           | $118.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $2167.00           | $371.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $2000.00           | $1310.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $108334.00         | $11.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $25000.00          | $210.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $36700.00          | $19.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | N/A      | N/A     | $427610.00         | $87.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $1000.00           | $7.85              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $49000.00          | $856.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $7000.00           | $5.51              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $10000.00          | $134.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $250000.00         | $282.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $5000.00           | $97.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $26250.00          | $532.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $2000.00           | $31.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $26179.00          | $399.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-15      | N/A      | N/A     | $116000.00         | $166.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | N/A      | N/A     | $75000.00          | $899.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $30000.00          | $22.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $25028.00          | $1941.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $25000.00          | $309.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $180000.00         | $55.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $110000.00         | $108.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | N/A      | N/A     | $20000.00          | $173.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $75000.00          | $2628.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $4500.00           | $819.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | N/A      | N/A     | $65000.00          | $2.40              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $25000.00          | $138.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $25000.00          | $572.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $2000.00           | $119.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $82667.00          | $632.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $1000.00           | $66.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $50000.00          | $632.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $8000.00           | $595.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $145006.00         | $1783.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $50882.00          | $2290.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $13000.00          | $13.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $25000.00          | $21.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $170000.00         | $1.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | N/A      | N/A     | $205500.00         | $2812.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $14000.00          | $60.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | N/A      | N/A     | $60006.00          | $658.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $5000.00           | $59.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $96000.00          | $127.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $337400.00         | $361.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | N/A      | N/A     | $84000.00          | $98.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $34000.00          | $4.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | N/A      | N/A     | $50084.00          | $2028.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $15000.00          | $462.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | N/A      | N/A     | $1118173.00        | $1531.81           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $63000.00          | $33.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $100000.00         | $323.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $18000.00          | $1950.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $1000.00           | $31.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $4000.00           | $87.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $50000.00          | $2033.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | N/A      | N/A     | $4000.00           | $297.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $40680.00          | $412.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $49000.00          | $256.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $22000.00          | $37.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $200000.00         | $450.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $6000.00           | $502.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $18000.00          | $28.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $24000.00          | $259.22            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $13000.00          | $102.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $25000.00          | $235.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | N/A      | N/A     | $593000.00         | $365.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $25000.00          | $29.78             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | N/A      | N/A     | $10000.00          | $1.27              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $1000.00           | $160.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $75000.00          | $219.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $110000.00         | $1618.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $4000.00           | $135.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | N/A      | N/A     | $93179.00          | $305.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $218842.00         | $840.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $52500.00          | $402.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $51054.00          | $146.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $18000.00          | $38.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $370000.00         | $253.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $198000.00         | $1998.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $15000.00          | $100.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-15      | N/A      | N/A     | $40000.00          | $1808.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $171000.00         | $1682.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $61836.00          | $685.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $3000.00           | $33.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | N/A      | N/A     | $37498.00          | $20.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $1000.00           | $117.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | N/A      | N/A     | $25051.00          | $31.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $1000.00           | $128.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $25265.00          | $4.26              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $78000.00          | $382.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | N/A      | N/A     | $50171.00          | $30.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | N/A      | N/A     | $41339.00          | $145.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-06-20      | N/A      | N/A     | $6650.00           | $724.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $51000.00          | $117.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $25000.00          | $419.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $1000.00           | $274.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $2000.00           | $14.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $132000.00         | $6062.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $50000.00          | $66.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $3000.00           | $24.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $15000.00          | $691.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $25000.00          | $431.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $200440.00         | $2878.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $40000.00          | $359.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | N/A      | N/A     | $15000.00          | $11.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $49000.00          | $949.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | N/A      | N/A     | $543496.00         | $11.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $15000.00          | $294.66            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $15000.00          | $106.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $20000.00          | $248.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $2000.00           | $15.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1667.00           | $50.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $23000.00          | $203.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $1000.00           | $153.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $25000.00          | $89.67             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-10-01      | N/A      | N/A     | $2006.00           | $147.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $3000.00           | $119.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-11-01      | N/A      | N/A     | $100000.00         | $15.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $110000.00         | $653.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $13000.00          | $156.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $37000.00          | $50.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | N/A      | N/A     | $80000.00          | $454.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | N/A      | N/A     | $80200.00          | $1727.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $10000.00          | $20.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $18000.00          | $165.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $15000.00          | $91.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $30000.00          | $42.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $119000.00         | $4188.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $42000.00          | $215.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $265000.00         | $1887.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $75000.00          | $73.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-15      | N/A      | N/A     | $15000.00          | $208.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $3000.00           | $273.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $30000.00          | $238.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | N/A      | N/A     | $28333.00          | $718.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $10000.00          | $21.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $34000.00          | $557.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-07-01      | N/A      | N/A     | $100000.00         | $1155.12           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $40000.00          | $143.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $302000.00         | $458.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $6000.00           | $0.19              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $14000.00          | $145.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $4000.00           | $392.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $4000.00           | $419.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $5000.00           | $37.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $4000.00           | $343.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $153000.00         | $4387.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $213729.00         | $3605.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $15000.00          | $279.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $5000.00           | $1.92              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $73000.00          | $791.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $12000.00          | $276.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $2000.00           | $394.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $35399.00          | $84.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $3000.00           | $130.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $25000.00          | $609.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $40000.00          | $401.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $3000.00           | $50.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $44000.00          | $892.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $30000.00          | $81.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $57000.00          | $168.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $133000.00         | $254.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1000.00           | $123.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $90000.00          | $1560.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | N/A      | N/A     | $25000.00          | $421.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-01      | N/A      | N/A     | $25102.00          | $0.16              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $1000.00           | $107.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | N/A      | N/A     | $44670.00          | $1066.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $4000.00           | $130.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $529000.00         | $511.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | N/A      | N/A     | $25000.00          | $86.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $61678.00          | $54.99             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $4400.00           | $55.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $25188.00          | $630.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $862787.00         | $725.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | N/A      | N/A     | $25000.00          | $2.84              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | N/A      | N/A     | $66006.00          | $1057.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $14001.00          | $139.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $110000.00         | $2325.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $31000.00          | $821.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | N/A      | N/A     | $32183.00          | $425.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $49000.00          | $49.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $15000.00          | $6.42              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $20000.00          | $17366.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $32000.00          | $221.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $128000.00         | $136.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $3000.00           | $266.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | N/A      | N/A     | $35000.00          | $257.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | N/A      | N/A     | $35667.00          | $456.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $3249.00           | $389.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $22779.00          | $204.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $185030.00         | $1353.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $150000.00         | $166.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $175000.00         | $29.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $37000.00          | $253.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $107500.00         | $206.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $175.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $40000.00          | $265.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $30000.00          | $98.46             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $3000.00           | $236.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $1667.00           | $253.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | N/A      | N/A     | $500840.00         | $4776.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-11-20      | N/A      | N/A     | $50000.00          | $857.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $240000.00         | $692.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $32531.00          | $19.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $60000.00          | $52.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $1000.00           | $37.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $4000.00           | $554.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | N/A      | N/A     | $175000.00         | $69.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $452189.00         | $457.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $42000.00          | $52.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $2000.00           | $12.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | N/A      | N/A     | $50000.00          | $139.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | N/A      | N/A     | $469500.00         | $3883.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $15000.00          | $6.87              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $10000.00          | $1575.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $75103.00          | $251.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $164192.00         | $2366.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $87000.00          | $836.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $23000.00          | $13.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $170000.00         | $45.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $76000.00          | $95.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | N/A      | N/A     | $489020.00         | $39.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $58000.00          | $371.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $33000.00          | $56.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-06-01      | N/A      | N/A     | $25000.00          | $3.56              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | N/A      | N/A     | $42000.00          | $7416.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $183000.00         | $2300.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | N/A      | N/A     | $75000.00          | $501.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $40000.00          | $87.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $6253.00           | $59.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $75000.00          | $1598.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $204000.00         | $620.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $26000.00          | $3.30              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | N/A      | N/A     | $15000.00          | $177.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $5750.00           | $705.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $3000.00           | $382.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $45000.00          | $43.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | N/A      | N/A     | $30000.00          | $2184.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $370000.00         | $267.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $92291.00          | $834.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $80327.00          | $683.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | N/A      | N/A     | $323940.00         | $8.40              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $156000.00         | $119.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $126667.00         | $2812.96           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $27000.00          | $1215.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $25000.00          | $11.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $35000.00          | $144.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $50000.00          | $806.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $5000.00           | $120.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $16000.00          | $32.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-15      | N/A      | N/A     | $25000.00          | $0.62              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $119000.00         | $2215.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $225000.00         | $3156.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $90500.00          | $572.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | N/A      | N/A     | $175000.00         | $37.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $77520.00          | $1076.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $26000.00          | $796.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $1000.00           | $3.22              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $8000.00           | $72.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $405000.00         | $457.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $80333.00          | $821.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | N/A      | N/A     | $75000.00          | $141.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $2000.00           | $83.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $63454.00          | $94.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $8000.00           | $64.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $7000.00           | $225.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $45000.00          | $209.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-01      | N/A      | N/A     | $2000.00           | $0.48              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $135000.00         | $798.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $55000.00          | $3173.95           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $64000.00          | $233.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $34000.00          | $116.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $43000.00          | $212.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $45000.00          | $114.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $12000.00          | $9.31              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $1000.00           | $73.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $38000.00          | $376.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $4000.00           | $37.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | N/A      | N/A     | $2000.00           | $1.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $25000.00          | $484.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $30000.00          | $864.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $10000.00          | $57.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $4882.00           | $176.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | N/A      | N/A     | $28571.00          | $527.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | N/A      | N/A     | $203000.00         | $135.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $75000.00          | $28.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $3000.00           | $178.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $3000.00           | $78.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | N/A      | N/A     | $74500.00          | $704.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $18667.00          | $156.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $1771000.00        | $1762.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $125000.00         | $23.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $40000.00          | $69.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $1000.00           | $126.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $4000.00           | $655.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $1000.00           | $195.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $67000.00          | $2676.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $38000.00          | $540.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $25000.00          | $178.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | N/A      | N/A     | $188500.00         | $0.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1000.00           | $17.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $45000.00          | $165.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-06-01      | N/A      | N/A     | $36668.00          | $30.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $1000.00           | $20.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $25811.00          | $21.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $27000.00          | $14.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $5000.00           | $486.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $100000.00         | $128.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $25000.00          | $346.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $2000.00           | $76.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $669000.00         | $597.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $55000.00          | $30.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $165000.00         | $128.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | N/A      | N/A     | $47000.00          | $6.96              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | N/A      | N/A     | $50000.00          | $88.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $55324.00          | $1615.05           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $9000.00           | $789.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $123334.00         | $74.52             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $17376.00          | $1238.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $9666.00           | $776.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $2000.00           | $62.88             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | N/A      | N/A     | $32000.00          | $220.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $77000.00          | $589.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-03-01      | N/A      | N/A     | $13000.00          | $607.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $1000.00           | $109.04            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $5000.00           | $514.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-15      | N/A      | N/A     | $70000.00          | $97.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $75000.00          | $48.31             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $1006.00           | $89.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $81464.00          | $275.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $13988.00          | $562.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $6000.00           | $502.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $69250.00          | $2941.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $100000.00         | $176.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | N/A      | N/A     | $72000.00          | $305.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-15      | N/A      | N/A     | $9506.00           | $730.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $207901.00         | $225.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $84901.00          | $2072.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $10000.00          | $102.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $1000000.00        | $1502.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $372000.00         | $1376.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | N/A      | N/A     | $18000.00          | $756.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | N/A      | N/A     | $25000.00          | $9.39              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $155207.00         | $1755.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $1000.00           | $1.97              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | N/A      | N/A     | $90000.00          | $1028.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $11273.00          | $0.57              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $27000.00          | $122.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $25000.00          | $30.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $114500.00         | $70.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $30000.00          | $594.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $5000.00           | $10.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $1667.00           | $73.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $28000.00          | $11.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $50000.00          | $157.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $43431.00          | $500.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | N/A      | N/A     | $518500.00         | $1663.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $203000.00         | $130.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | N/A      | N/A     | $8500.00           | $410.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $14000.00          | $248.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $113000.00         | $2178.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $24000.00          | $155.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $75000.00          | $57.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | N/A      | N/A     | $25000.00          | $59.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $13000.00          | $3.79              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $105000.00         | $1143.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | N/A      | N/A     | $25000.00          | $50.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $25000.00          | $54.25             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-08-01      | N/A      | N/A     | $3680.00           | $152.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $1000.00           | $104.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $145016.00         | $330.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $30000.00          | $557.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $12000.00          | $901.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $114000.00         | $118.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $3000.00           | $21.49             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $1000.00           | $90.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $3000.00           | $124.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $3000.00           | $452.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $25000.00          | $7.36              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | N/A      | N/A     | $25002.00          | $112.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $160000.00         | $802.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-01-01      | N/A      | N/A     | $1000.00           | $66.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $1220000.00        | $452.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $89000.00          | $135.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $97000.00          | $46.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $60000.00          | $1384.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $260500.00         | $311.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $30762.00          | $205.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $1000.00           | $67.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $3000.00           | $260.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $55000.00          | $198.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $67000.00          | $841.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $5000.00           | $4.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | N/A      | N/A     | $565000.00         | $216.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $18334.00          | $212.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-07-20      | N/A      | N/A     | $32000.00          | $2353.58           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $38000.00          | $275.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | N/A      | N/A     | $207000.00         | $2846.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $15000.00          | $15.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $13000.00          | $846.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $130000.00         | $392.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $80000.00          | $34.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $1000.00           | $11.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $25000.00          | $192.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $42000.00          | $32.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | N/A      | N/A     | $500050.00         | $1076.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $25000.00          | $177.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $74000.00          | $152.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $40000.00          | $119.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $45000.00          | $967.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $532708.00         | $483.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $25000.00          | $881.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $35003.00          | $346.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $103377.00         | $1973.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $20000.00          | $1621.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $3000.00           | $289.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $20000.00          | $1751.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $100000.00         | $1385.25           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $2000.00           | $83.03             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | N/A      | N/A     | $6000.00           | $0.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-01-20      | N/A      | N/A     | $30000.00          | $719.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $6000.00           | $42.33             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $34400.00          | $107.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $13000.00          | $3.39              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $6000.00           | $1139.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $29000.00          | $29.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $51000.00          | $138.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | N/A      | N/A     | $371162.00         | $278.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | N/A      | N/A     | $34319.00          | $304.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $15000.00          | $14.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $8000.00           | $413.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-09-25      | N/A      | N/A     | $6000.00           | $0.91              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $100000.00         | $276.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | N/A      | N/A     | $159000.00         | $2016.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $163000.00         | $337.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $40650.00          | $57.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $1612667.00        | $524.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $8765.00           | $238.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $10000.00          | $1058.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $207750.00         | $2994.19           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $3000.00           | $202.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $35000.00          | $349.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $36962.00          | $24.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $2000.00           | $154.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | N/A      | N/A     | $30000.00          | $198.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | N/A      | N/A     | $591500.00         | $167.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $57000.00          | $165.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | N/A      | N/A     | $10000.00          | $2153.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $4000.00           | $2111.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $30000.00          | $6.35              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $199231.00         | $404.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $5000.00           | $44.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $25000.00          | $15.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-15      | N/A      | N/A     | $170000.00         | $9.90              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $30000.00          | $33.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $60289.00          | $676.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25000.00          | $236.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $5000.00           | $323.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | N/A      | N/A     | $18750.00          | $966.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $47000.00          | $521.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $3000.00           | $24.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $35249.00          | $258.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $58750.00          | $592.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $299691.00         | $441.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $413319.00         | $227.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $1500.00           | $161.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25114.00          | $663.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-15      | N/A      | N/A     | $55000.00          | $1016.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | N/A      | N/A     | $500000.00         | $119.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | N/A      | N/A     | $382650.00         | $2597.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | N/A      | N/A     | $51000.00          | $184.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $10000.00          | $63.02             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $1000.00           | $110.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $37118.00          | $293.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $6000.00           | $3.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $1000.00           | $573.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $25000.00          | $782.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $25891.00          | $438.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $34000.00          | $281.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $35000.00          | $15.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | N/A      | N/A     | $45000.00          | $266.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $6000.00           | $608.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | N/A      | N/A     | $185000.00         | $1567.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $18000.00          | $2649.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $2000.00           | $67.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $4000.00           | $27.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $60000.00          | $607.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $94000.00          | $206.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $6000.00           | $10.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $1000.00           | $122.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $10000.00          | $26.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $10000.00          | $533.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | N/A      | N/A     | $63000.00          | $854.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | N/A      | N/A     | $81874.00          | $1673.70           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $12000.00          | $1041.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $50000.00          | $193.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $127000.00         | $571.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $25000.00          | $196.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $14000.00          | $502.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $32000.00          | $30.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $2192.00           | $87.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $20000.00          | $24.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $50151.00          | $103.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $42047.00          | $386.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $217000.00         | $1660.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $25000.00          | $249.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $40000.00          | $452.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $179688.00         | $2294.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $214000.00         | $202.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $2000.00           | $269.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | N/A      | N/A     | $100000.00         | $127.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $1000.00           | $84.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $60000.00          | $214.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | N/A      | N/A     | $44500.00          | $4.05              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-05-01      | N/A      | N/A     | $1000.00           | $59.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $32000.00          | $96.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $7000.00           | $496.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $91000.00          | $238.88            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $23630000.00       | $24695050.34       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $346500.00         | $1194.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $30734.00          | $97.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $25000.00          | $57.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $677.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | N/A      | N/A     | $50000.00          | $795.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | N/A      | N/A     | $60000.00          | $125.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | N/A      | N/A     | $121500.00         | $67.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $60000.00          | $53.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $15000.00          | $6.65              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $2500.00           | $382.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $2000.00           | $27.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $331787.00         | $274.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $41000.00          | $1130.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $26500.00          | $2841.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $11000.00          | $26.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $7000.00           | $6.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $30041.00          | $55.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $15000.00          | $407.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $1994.00           | $0.49              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | N/A      | N/A     | $566000.00         | $288.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | N/A      | N/A     | $50834.00          | $395.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $16000.00          | $27.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $1000.00           | $79.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $3000.00           | $2314.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $1000.00           | $16.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $15000.00          | $2347.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $194000.00         | $2362.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $50350.00          | $322.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-15      | N/A      | N/A     | $25000.00          | $88.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $7000.00           | $42.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $4500.00           | $435.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $63000.00          | $882.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | N/A      | N/A     | $290000.00         | $81.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $55455.00          | $92.47             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $3000.00           | $215.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $1200.00           | $703.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $116999.00         | $1280.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $67000.00          | $569.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $1000.00           | $16.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $25000.00          | $45.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $1112.00           | $10.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $30000.00          | $624.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-01-01      | N/A      | N/A     | $25000.00          | $40.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | N/A      | N/A     | $75000.00          | $1170.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | N/A      | N/A     | $160000.00         | $11.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $3000.00           | $48.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $25000.00          | $187.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $75000.00          | $1894.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | N/A      | N/A     | $61541.00          | $387.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $30000.00          | $154.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $4000.00           | $583.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $4000.00           | $120.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $1011.00           | $72.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $26890.00          | $182.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $50000.00          | $8500.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $20715.00          | $31.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $1000.00           | $142.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | N/A      | N/A     | $110000.00         | $39.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $85000.00          | $974.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $201000.00         | $204.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $75000.00          | $529.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | N/A      | N/A     | $75000.00          | $121.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $8000.00           | $96.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $35000.00          | $6035.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $105000.00         | $1646.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $37000.00          | $779.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $37365.00          | $527.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $18000.00          | $85.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $399500.00         | $263.13            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $1000.00           | $88.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $1000.00           | $87.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-15      | N/A      | N/A     | $25000.00          | $823.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $85990.00          | $669.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $20000.00          | $122.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $39000.00          | $187.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $41000.00          | $2164.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | N/A      | N/A     | $120328.00         | $1467.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $164000.00         | $449.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | N/A      | N/A     | $45000.00          | $31.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $1000.00           | $245.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $30000.00          | $62.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | N/A      | N/A     | $10000.00          | $395.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $35000.00          | $329.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $116000.00         | $70.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $160000.00         | $469.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $34000.00          | $55.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $785000.00         | $325.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | N/A      | N/A     | $583500.00         | $8828.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $141000.00         | $214.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $4000.00           | $303.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $40000.00          | $1459.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $9000.00           | $450.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $41000.00          | $291.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $50000.00          | $383.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | N/A      | N/A     | $25524.00          | $181.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $36300.00          | $28.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $6750.00           | $643.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $7999.00           | $144.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $2000.00           | $66.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | N/A      | N/A     | $14000.00          | $185.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $25000.00          | $83.41             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $12000.00          | $15.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $127001.00         | $62.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $25000.00          | $59.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $150000.00         | $380.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $79000.00          | $539.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $15000.00          | $2.60              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $1000.00           | $77.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $4000.00           | $567.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $1000.00           | $219.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $10000.00          | $67.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $30000.00          | $19.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $25026.00          | $128.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | N/A      | N/A     | $429167.00         | $23.24             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $70000.00          | $202.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | N/A      | N/A     | $50000.00          | $7.71              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $70000.00          | $114.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $3000.00           | $42.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | N/A      | N/A     | $400000.00         | $551.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | N/A      | N/A     | $258000.00         | $324.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $70000.00          | $80.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $75000.00          | $573.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | N/A      | N/A     | $100000.00         | $17.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | N/A      | N/A     | $50054.00          | $808.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $147500.00         | $60.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $50000.00          | $487.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $87004.00          | $389.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $17000.00          | $9.60              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-09-20      | N/A      | N/A     | $1000.00           | $120.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $27000.00          | $2459.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $2000.00           | $27.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $2550.00           | $203.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $165248.00         | $226.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $20000.00          | $295.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $50000.00          | $12062.68          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $35000.00          | $1.31              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $5000.00           | $24.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $9770.00           | $57.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $40000.00          | $4.57              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $99000.00          | $2239.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $19200.00          | $262.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $32000.00          | $366.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | N/A      | N/A     | $85000.00          | $211.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $90100.00          | $48.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $60000.00          | $27.82             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $12000.00          | $722.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-03-01      | N/A      | N/A     | $311000.00         | $99.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $1000.00           | $59.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $50000.00          | $109.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $12500.00          | $1061.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $6000.00           | $24.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $5000.00           | $67.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $695268.00         | $1722.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $143000.00         | $507.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $5000.00           | $2425.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $97000.00          | $62.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $225500.00         | $139.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-15      | N/A      | N/A     | $183500.00         | $117.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $200000.00         | $69.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $123000.00         | $115.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | N/A      | N/A     | $192332.00         | $86.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-01-01      | N/A      | N/A     | $7000.00           | $7.34              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $23000.00          | $114.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $12334.00          | $4.05              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $12500.00          | $360.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $90000.00          | $27.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $169500.00         | $713.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $6032.00           | $83.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $10000.00          | $11.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $10000.00          | $111.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $50000.00          | $37.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $25000.00          | $230.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $2000.00           | $35.83             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $4000.00           | $186.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | N/A      | N/A     | $335000.00         | $110.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $185000.00         | $2.96              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $11000.00          | $103.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | N/A      | N/A     | $30000.00          | $23.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $107500.00         | $580.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $43000.00          | $488.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $12632.00          | $363.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $14000.00          | $28.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $26000.00          | $3.62              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $314.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $45000.00          | $418.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $129000.00         | $86.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $35000.00          | $58.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $100000.00         | $10.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $4000.00           | $88.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $90746.00          | $788.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | N/A      | N/A     | $14500.00          | $3399.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $1334.00           | $110.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $30000.00          | $1145.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $25000.00          | $426.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $84936.00          | $112.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $5000.00           | $547.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | N/A      | N/A     | $45000.00          | $4.99              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $1000.00           | $110.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | N/A      | N/A     | $1010000.00        | $1036.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $5000.00           | $4.36              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $88316.00          | $1278.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $40000.00          | $675.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $25000.00          | $33.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $100000.00         | $36.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $234353.00         | $304.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | N/A      | N/A     | $289630.00         | $170.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $54000.00          | $457.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $25035.00          | $505.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $66000.00          | $388.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | N/A      | N/A     | $25000.00          | $91.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $12000.00          | $88.49             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | N/A      | N/A     | $320000.00         | $2.18              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | N/A      | N/A     | $828332.00         | $602.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $171363.00         | $4837.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $25000.00          | $164.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $37000.00          | $568.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $50000.00          | $33.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $11000.00          | $121.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $125000.00         | $90.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $35121.00          | $113.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $30343.00          | $87.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $1000.00           | $8.44              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $69000.00          | $538.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $1000.00           | $36.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | N/A      | N/A     | $363100.00         | $145.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $7000.00           | $57.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $10000.00          | $560.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $16907.00          | $82.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $25028.00          | $1782.81           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $22000.00          | $49.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | N/A      | N/A     | $90000.00          | $4.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | N/A      | N/A     | $25000.00          | $38.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $26000.00          | $288.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $25000.00          | $21.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $405000.00         | $401.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $30000.00          | $320.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $12000.00          | $1390.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $42000.00          | $323.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $3000.00           | $255.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $604500.00         | $842.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $37000.00          | $30.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $1000.00           | $15.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $3000.00           | $48.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $1000.00           | $52.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $25000.00          | $119.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $26854.00          | $310.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $12684.00          | $615.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $25027.00          | $103.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $150000.00         | $185.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | N/A      | N/A     | $190041.00         | $25.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $34000.00          | $5.82              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | N/A      | N/A     | $48750.00          | $8.10              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-08-01      | N/A      | N/A     | $10000.00          | $82.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $158547.00         | $107.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1200.00           | $853.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $19686.00          | $199.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $100000.00         | $345.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $18000.00          | $28.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | N/A      | N/A     | $30000.00          | $153.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $6780.00           | $271.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $50000.00          | $13.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $389152.00         | $501.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $31200.00          | $15.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | N/A      | N/A     | $125080.00         | $1315.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $64486.00          | $639.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $75000.00          | $36.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $125000.00         | $196.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $45000.00          | $716.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | N/A      | N/A     | $102256.00         | $608.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $39667.00          | $8387.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $96000.00          | $688.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $20000.00          | $154.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $80000.00          | $8.18              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $1000.00           | $28.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $15000.00          | $153.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $6000.00           | $65.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $15188.00          | $45.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $500000.00         | $641.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $48000.00          | $1048.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $80000.00          | $874.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $179605.00         | $2062.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $2000.00           | $20.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $146590.00         | $2700.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $5000.00           | $17.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $25000.00          | $142.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | N/A      | N/A     | $1000.00           | $14.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $323730.00         | $28.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $10000.00          | $5906.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $10900.00          | $8422.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | N/A      | N/A     | $952319.00         | $3356.93           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $1000.00           | $77.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $13000.00          | $712.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $24000.00          | $1414.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $75000.00          | $710.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $157500.00         | $31.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $45054.00          | $305.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $12500.00          | $82.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $57000.00          | $324.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $10000.00          | $81.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $2000.00           | $14.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-02-20      | N/A      | N/A     | $25000.00          | $1310.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $39000.00          | $715.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $15000.00          | $20.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | N/A      | N/A     | $127000.00         | $1885.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | N/A      | N/A     | $639680.00         | $2224.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $90333.00          | $54.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $37000.00          | $16.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | N/A      | N/A     | $25000.00          | $40.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $25000.00          | $154.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $35091.00          | $204.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $25000.00          | $29.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $10000.00          | $4.82              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $122000.00         | $700.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $431250.00         | $1588.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $70664.00          | $26.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $7000.00           | $188.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | N/A      | N/A     | $100643.00         | $281.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $7750.00           | $561.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $133334.00         | $1559.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | N/A      | N/A     | $205000.00         | $2826.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $25000.00          | $3.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $108000.00         | $346.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $3000.00           | $130.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | N/A      | N/A     | $95821.00          | $0.34              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $49000.00          | $28.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | N/A      | N/A     | $25000.00          | $591.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | N/A      | N/A     | $25000.00          | $61.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $30000.00          | $660.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $7000.00           | $711.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | N/A      | N/A     | $166275.00         | $2261.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $150000.00         | $233.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $1452397.00        | $76.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $88000.00          | $750.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | N/A      | N/A     | $923522.00         | $2694.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $16667.00          | $43.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $4000.00           | $447.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-15      | N/A      | N/A     | $225000.00         | $0.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $25000.00          | $22.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | N/A      | N/A     | $31000.00          | $49.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $25000.00          | $72.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $25000.00          | $711.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $10000.00          | $74.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $27000.00          | $355.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $10000.00          | $26.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | N/A      | N/A     | $1187334.00        | $820.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $54000.00          | $509.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | N/A      | N/A     | $152706.00         | $110.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $175000.00         | $181.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | N/A      | N/A     | $175000.00         | $10.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $1031.00           | $8.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $50000.00          | $443.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $19166.00          | $219.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $15000.00          | $45.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | N/A      | N/A     | $50000.00          | $42.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $18000.00          | $12.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | N/A      | N/A     | $120000.00         | $2191.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $5000.00           | $113.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $75000.00          | $21.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $80702.00          | $428.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | N/A      | N/A     | $13667.00          | $479.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | N/A      | N/A     | $238000.00         | $130.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $75000.00          | $193.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | N/A      | N/A     | $25000.00          | $302.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $25000.00          | $2103.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | N/A      | N/A     | $202000.00         | $116.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $30000.00          | $8.15              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | N/A      | N/A     | $90914.00          | $773.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $25000.00          | $431.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $60000.00          | $196.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $85000.00          | $4141.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $5000.00           | $157.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $3000.00           | $280.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1000.00           | $6.53              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $46000.00          | $414.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $60000.00          | $207.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $107000.00         | $16.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $8000.00           | $711.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $50000.00          | $731.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $40000.00          | $2332.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $109000.00         | $165.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $68750.00          | $415.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $54000.00          | $289.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $261160.00         | $3700.71           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $9500.00           | $552.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | N/A      | N/A     | $50000.00          | $340.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $60000.00          | $26.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | N/A      | N/A     | $618236.00         | $15.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $140000.00         | $631.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | N/A      | N/A     | $10000.00          | $52.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $25000.00          | $1338.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $23000.00          | $178.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | N/A      | N/A     | $155000.00         | $18.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $5000.00           | $602.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $99000.00          | $97.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $25000.00          | $87.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $160431.00         | $100.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $31000.00          | $26.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $105000.00         | $1306.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $3000.00           | $387.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $160000.00         | $1055.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | N/A      | N/A     | $149250.00         | $1854.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $22000.00          | $193.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $4000.00           | $136.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $200000.00         | $555.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $4500.00           | $387.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | N/A      | N/A     | $119000.00         | $934.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | N/A      | N/A     | $296000.00         | $1253.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $533490.00         | $256.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $25000.00          | $105.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $130460.00         | $167.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $3000.00           | $13.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $2000.00           | $27.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $12333.00          | $63.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | N/A      | N/A     | $10000.00          | $387.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-09-15      | N/A      | N/A     | $118295.00         | $1.93              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | N/A      | N/A     | $60000.00          | $524.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $25000.00          | $87.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $70115.00          | $37.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $102954.00         | $102.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | N/A      | N/A     | $285000.00         | $12.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $31000.00          | $473.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $43000.00          | $371.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $1000.00           | $94.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $25000.00          | $204.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $25000.00          | $15.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $36435.00          | $321.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-15      | N/A      | N/A     | $30000.00          | $131.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $270000.00         | $122.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $34000.00          | $50.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $151000.00         | $71.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $50000.00          | $5249.95           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $1000.00           | $78.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | N/A      | N/A     | $208300.00         | $3629.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $25000.00          | $77.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $200000.00         | $2568.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $145000.00         | $107.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $1000.00           | $52.35             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $23000.00          | $10746.38          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $7650.00           | $74.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $1000.00           | $59.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $10000.00          | $5.06              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $4000.00           | $86.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $22000.00          | $1366.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $60000.00          | $322.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $3000.00           | $359.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $6000.00           | $56.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-20      | N/A      | N/A     | $442300.00         | $4.30              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $60000.00          | $206.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | N/A      | N/A     | $20000.00          | $269.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $14000.00          | $8556.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $2000.00           | $72.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $20363.00          | $85.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | N/A      | N/A     | $25000.00          | $41.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | N/A      | N/A     | $1000.00           | $25.67             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $20000.00          | $2324.77           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $49000.00          | $326.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $217319.00         | $324.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | N/A      | N/A     | $109000.00         | $167.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $40000.00          | $574.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $70000.00          | $1306.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $25000.00          | $19.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | N/A      | N/A     | $625000.00         | $107.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $1000.00           | $139.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $1672740.00        | $3092.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $155000.00         | $54.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | N/A      | N/A     | $67545.00          | $6952.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $36916.00          | $226.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $1219.00           | $4.15              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $175000.00         | $116.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $11000.00          | $7.11              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $55000.00          | $283.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | N/A      | N/A     | $29000.00          | $261.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $4000.00           | $259.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $56000.00          | $129.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $656412.00         | $2218.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $11000.00          | $355.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $8000.00           | $962.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $55000.00          | $1034.79           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $10000.00          | $121.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $60110.00          | $2019.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | N/A      | N/A     | $73296.00          | $18.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | N/A      | N/A     | $25107.00          | $3.93              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1000.00           | $649.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $50000.00          | $278.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $3000.00           | $320.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $45000.00          | $50.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $1000.00           | $114.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $1000.00           | $67.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $50000.00          | $84.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $67500.00          | $20.77             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $10000.00          | $171.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | N/A      | N/A     | $126050.00         | $2036.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $78000.00          | $1524.98           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $5000.00           | $5.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $188000.00         | $1304.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $107000.00         | $1232.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $250000.00         | $106.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | N/A      | N/A     | $380000.00         | $284.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $15000.00          | $271.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $150000.00         | $6.62              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $42667.00          | $102.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $20000.00          | $336.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $6100.00           | $713.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $4246.00           | $562.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $7000.00           | $71.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $40000.00          | $44.88             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $3000.00           | $31.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $190000.00         | $74.02             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $10000.00          | $71.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $31667.00          | $357.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $100000.00         | $74.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $25226.00          | $162.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-08-15      | N/A      | N/A     | $28000.00          | $2294.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $12000.00          | $1081.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $2000.00           | $152.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | N/A      | N/A     | $50000.00          | $133.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $10000.00          | $673.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $420000.00         | $582.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | N/A      | N/A     | $37500.00          | $514.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $26000.00          | $195.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | N/A      | N/A     | $26195.00          | $203.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $100000.00         | $15.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $201554.00         | $294.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $1000.00           | $198.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $15000.00          | $5.72              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $170000.00         | $3406.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | N/A      | N/A     | $25000.00          | $777.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $10000.00          | $15.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $1000.00           | $228.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $75000.00          | $974.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $35000.00          | $2036.57           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $65000.00          | $128.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-05-01      | N/A      | N/A     | $5000.00           | $2.10              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $15000.00          | $229.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | N/A      | N/A     | $10000.00          | $440.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $1000.00           | $157.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $8000.00           | $713.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $16000.00          | $365.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $139000.00         | $5960.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $45000.00          | $475.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $60000.00          | $53.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $20000.00          | $830.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $95000.00          | $20.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $31539.00          | $6.30              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-11-20      | N/A      | N/A     | $65361.00          | $3714.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $240000.00         | $223.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $130433.00         | $316.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $7000.00           | $4305.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $48334.00          | $297.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $76000.00          | $1123.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $773319.00         | $697.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $2000.00           | $1558.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $105333.00         | $267.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $66057.00          | $681.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $15000.00          | $64.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $1000.00           | $29.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | N/A      | N/A     | $20803.00          | $1468.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | N/A      | N/A     | $25000.00          | $1.73              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $100000.00         | $799.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $6000.00           | $323.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $77500.00          | $127.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1000.00           | $188.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $25000.00          | $376.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $15000.00          | $7559.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $698377.00         | $1155.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | N/A      | N/A     | $25408.00          | $7.05              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $290000.00         | $524.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-03-20      | N/A      | N/A     | $26600.00          | $2426.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $82000.00          | $875.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $5000.00           | $698.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $50000.00          | $221.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $35000.00          | $11.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $20000.00          | $85.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $2896.00           | $1.40              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $60000.00          | $127.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | N/A      | N/A     | $365000.00         | $53.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $3150.00           | $1047.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $5000.00           | $14.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $50000.00          | $795.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $18000.00          | $174.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $2000.00           | $258.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $25000.00          | $401.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | N/A      | N/A     | $49000.00          | $245.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $122000.00         | $2451.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $33983.00          | $462.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $69000.00          | $20.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $2800.00           | $31.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $10000.00          | $267.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $10000.00          | $22.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $90000.00          | $1084.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $54000.00          | $502.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $2000.00           | $229.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $5000.00           | $1.29              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1000.00           | $32.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $35000.00          | $41.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $2000.00           | $40.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | N/A      | N/A     | $400000.00         | $119.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $6000.00           | $649.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $40000.00          | $58.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $7000.00           | $61.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $1000.00           | $14.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $1000.00           | $170.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $155000.00         | $344.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25025.00          | $3.78              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $1000.00           | $62.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | N/A      | N/A     | $65523.00          | $203.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $41000.00          | $1044.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $319000.00         | $638.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $8000.00           | $62.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $48334.00          | $90.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $1000.00           | $49.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | N/A      | N/A     | $56000.00          | $6.28              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | N/A      | N/A     | $45000.00          | $45.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $27997.00          | $98.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $86000.00          | $332.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | N/A      | N/A     | $15000.00          | $4224.71           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-10-01      | N/A      | N/A     | $6000.00           | $3.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $50000.00          | $593.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $35000.00          | $8.31              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $25000.00          | $24.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $116000.00         | $788.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $4071.00           | $204.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $18750.00          | $199.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $11000.00          | $141.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $15000.00          | $16.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $20000.00          | $64.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $30000.00          | $788.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $25000.00          | $9.27              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $29000.00          | $22450.62          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $26000.00          | $1333.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | N/A      | N/A     | $82000.00          | $149.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $50000.00          | $133.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $25035.00          | $758.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $4000.00           | $747.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $57000.00          | $64.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $35000.00          | $127.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2000.00           | $1429.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $2750.00           | $472.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $4000.00           | $65.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $60335.00          | $102.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $503000.00         | $585.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $25000.00          | $564.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-02-01      | N/A      | N/A     | $3000.00           | $103.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | N/A      | N/A     | $20000.00          | $787.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $30000.00          | $18.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $507853.00         | $1467.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $165619.00         | $96.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $692666.00         | $81.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $130416.00         | $986.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $33000.00          | $272.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $25000.00          | $640.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $60000.00          | $89.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $65000.00          | $26.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $125000.00         | $26.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $12000.00          | $845.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $120000.00         | $882.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $37000.00          | $86.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $2933.00           | $2.41              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $29043.00          | $264.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | N/A      | N/A     | $127500.00         | $25.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $11000.00          | $648.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $70000.00          | $31.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | N/A      | N/A     | $30000.00          | $275.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2000.00           | $1545.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | N/A      | N/A     | $60136.00          | $29.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $65000.00          | $767.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $386750.00         | $914.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $25000.00          | $33.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $25000.00          | $374.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $35000.00          | $997.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | N/A      | N/A     | $19000.00          | $821.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $75293.00          | $2360.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $37000.00          | $17.23             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-08-01      | N/A      | N/A     | $215000.00         | $64.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $200000.00         | $81.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $2000.00           | $267.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $35000.00          | $156.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $30000.00          | $226.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $572000.00         | $1865.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $16000.00          | $67.38             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $497000.00         | $3019.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | N/A      | N/A     | $256500.00         | $464.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $251881.00         | $4533.61           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $5000.00           | $131.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | N/A      | N/A     | $1270528.00        | $86.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | N/A      | N/A     | $205488.00         | $147.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $325000.00         | $165.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $25000.00          | $278.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $50000.00          | $457.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $6000.00           | $75.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $57500.00          | $349.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $100100.00         | $131.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $26720.00          | $66.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $100000.00         | $152.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $50000.00          | $4587.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $68000.00          | $424.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $5000.00           | $306.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $10000.00          | $70.56             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $8693.00           | $1432.50           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $5000.00           | $43.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $9000.00           | $70.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | N/A      | N/A     | $25000.00          | $54.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-05-20      | N/A      | N/A     | $10000.00          | $152.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $6000.00           | $8.48              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $50000.00          | $125.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | N/A      | N/A     | $50000.00          | $5.36              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $1045000.00        | $2744.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $50284.00          | $67.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $10000.00          | $43.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | N/A      | N/A     | $28000.00          | $458.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $30000.00          | $280.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | N/A      | N/A     | $35375.00          | $281.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $90500.00          | $1175.88           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $768000.00         | $638.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $110000.00         | $1431.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $100896.00         | $397.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $1000.00           | $3.13              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $61022.00          | $808.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $54000.00          | $208.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $1007334.00        | $46.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $105000.00         | $1177.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $6500.00           | $409.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $6000.00           | $2601.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $11000.00          | $282.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $40000.00          | $79.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $100000.00         | $2.96              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $5000.00           | $572.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $32000.00          | $18.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $15000.00          | $4724.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $60000.00          | $83.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | N/A      | N/A     | $15000.00          | $3.45              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | N/A      | N/A     | $305000.00         | $360.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $2200.00           | $288.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $80000.00          | $21.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $20000.00          | $252.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $33208.00          | $348.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $227500.00         | $187.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $25069.00          | $22.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $30000.00          | $429.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $1000.00           | $99.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $5000.00           | $12.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $3800.00           | $1279.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $41084.00          | $184.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $3334.00           | $63.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $1362641.00        | $751.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $44707.00          | $1197.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $25000.00          | $91.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | N/A      | N/A     | $1000.00           | $39.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $2804.00           | $21.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $6000.00           | $42.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $20000.00          | $13995.29          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $85000.00          | $218.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $25000.00          | $158.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $1000.00           | $27.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $80000.00          | $560.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-01-20      | N/A      | N/A     | $5000.00           | $268.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $92000.00          | $1072.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $10000.00          | $62.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $34440.00          | $27.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $5000.00           | $186.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $50000.00          | $463.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | N/A      | N/A     | $203904.00         | $1336.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $8000.00           | $42.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | N/A      | N/A     | $25020.00          | $4.97              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $66032.00          | $290.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $75625.00          | $981.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | N/A      | N/A     | $25667.00          | $96.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $1188.00           | $98.98             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $50000.00          | $648.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $5000.00           | $229.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $5000.00           | $18.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $75000.00          | $66.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $25000.00          | $228.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $85000.00          | $312.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $1001.00           | $97.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $214000.00         | $601.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $3000.00           | $1.73              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $8000.00           | $817.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $40294.00          | $21.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $40000.00          | $258.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $25000.00          | $194.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $50000.00          | $125.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | N/A      | N/A     | $25000.00          | $12.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $6000.00           | $97.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $9000.00           | $174.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $3000.00           | $383.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $30000.00          | $104.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $2000.00           | $54.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $25000.00          | $271.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | N/A      | N/A     | $7500.00           | $123.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | N/A      | N/A     | $40000.00          | $77.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $30000.00          | $405.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $15000.00          | $143.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $73167.00          | $1102.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $25000.00          | $162.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $7000.00           | $3.55              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $40000.00          | $335.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $25000.00          | $198.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $4000.00           | $2873.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | N/A      | N/A     | $25000.00          | $14.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $68374.00          | $767.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $51000.00          | $414.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $25000.00          | $194.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $90000.00          | $10104.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $77667.00          | $161.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $2000.00           | $326.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $33000.00          | $611.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $25000.00          | $433.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | N/A      | N/A     | $1000.00           | $136.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $1000.00           | $53.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $41000.00          | $336.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $51000.00          | $653.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $65000.00          | $144.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $213.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $25413.00          | $199.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | N/A      | N/A     | $46796.00          | $481.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $25724.00          | $104.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $2000.00           | $16.92             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $2000.00           | $209.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $2000.00           | $74.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $6000.00           | $98.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $92000.00          | $1474.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $77500.00          | $54.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | N/A      | N/A     | $25000.00          | $175.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $34753.00          | $69.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $3000.00           | $387.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $5000.00           | $124.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $1000.00           | $118.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $35000.00          | $57.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $40064.00          | $91.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $10000.00          | $407.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | N/A      | N/A     | $83807.00          | $1229.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $10000.00          | $29.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $25000.00          | $17.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $15000.00          | $22.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $85000.00          | $38.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $52168.00          | $375.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $17023.00          | $43.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $335538.00         | $443.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | N/A      | N/A     | $275464.00         | $2316.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $45000.00          | $784.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $1000.00           | $70.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $175000.00         | $114.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $15000.00          | $1230.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $16831.00          | $7.11              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | N/A      | N/A     | $275055.00         | $149.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | N/A      | N/A     | $36000.00          | $41.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $19000.00          | $1987.24           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $25000.00          | $131.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $23000.00          | $108.04            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $12500.00          | $48.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $35000.00          | $1744.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $25487.00          | $45.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1500.00           | $506.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $8000.00           | $97.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $50538.00          | $2.27              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $45000.00          | $533.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $1000.00           | $5.83              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $2000.00           | $50.34             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $20000.00          | $28.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $13000.00          | $24.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $125000.00         | $109.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $4500.00           | $396.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $30137.00          | $6.11              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $51000.00          | $338.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $25000.00          | $302.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-01      | N/A      | N/A     | $60000.00          | $6.86              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $4000.00           | $591.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $25000.00          | $9.46              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-10-01      | N/A      | N/A     | $3000.00           | $243.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $31000.00          | $40.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $32000.00          | $234.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $12000.00          | $106.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $25000.00          | $79.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $25000.00          | $231.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $20415.00          | $309.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | N/A      | N/A     | $125000.00         | $3131.14           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $1000.00           | $9.36              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $2000.00           | $24.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | N/A      | N/A     | $35000.00          | $458.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $150000.00         | $95.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $117831.00         | $1481.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | N/A      | N/A     | $35000.00          | $697.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $55000.00          | $641.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $10000.00          | $633.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $50000.00          | $204.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $1000.00           | $8.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $1646232.00        | $1154.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $20000.00          | $240.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $2250000.00        | $6033.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $187484.00         | $1887.52           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $30000.00          | $164.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | N/A      | N/A     | $304950.00         | $26.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $30000.00          | $4.57              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $1000.00           | $83.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $3667.00           | $34.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $1000.00           | $28.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | N/A      | N/A     | $59000.00          | $400.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $50070.00          | $645.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $25982.00          | $514.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $1096.00           | $31.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | N/A      | N/A     | $205000.00         | $91.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | N/A      | N/A     | $10000.00          | $136.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $100000.00         | $141.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $60000.00          | $2066.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $11000.00          | $5626.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $3108.00           | $11.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $43904.00          | $219.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $34500.00          | $1326.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $1000.00           | $58.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $106426.00         | $1870.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-05-20      | N/A      | N/A     | $29000.00          | $1588.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $146000.00         | $12.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | N/A      | N/A     | $5000.00           | $48.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $20000.00          | $1005.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $35000.00          | $143.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | N/A      | N/A     | $67500.00          | $995.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $50000.00          | $79.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $290000.00         | $40.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $404000.00         | $266.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $18342.00          | $112.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $310310.00         | $652.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $29521.00          | $570.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | N/A      | N/A     | $2000.00           | $146.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | N/A      | N/A     | $125000.00         | $46.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $49000.00          | $3.24              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-11-20      | N/A      | N/A     | $7000.00           | $179.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $275000.00         | $320.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | N/A      | N/A     | $265287.00         | $1318.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $25000.00          | $66.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $85000.00          | $70.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $30000.00          | $478.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $35000.00          | $110.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $4000.00           | $390.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $25000.00          | $491.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $70000.00          | $97.33             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $1000.00           | $116.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $8000.00           | $54.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $102500.00         | $2571.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $4000.00           | $101.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $101000.00         | $944.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $4000.00           | $316.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $25000.00          | $73.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $115100.00         | $1549.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $150330.00         | $1541.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $15000.00          | $89.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $16000.00          | $11082.90          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $23000.00          | $61.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $148705.00         | $54.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $3000.00           | $523.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $32000.00          | $78.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $1000.00           | $51.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $201290.00         | $174.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $6000.00           | $1013.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $120000.00         | $210.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | N/A      | N/A     | $80000.00          | $158.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $1000.00           | $198.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $300000.00         | $4253.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $60000.00          | $1623.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $32732.00          | $27.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $26996.00          | $367.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $20000.00          | $152.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $105000.00         | $2175.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $17000.00          | $1482.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25366.00          | $156.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $57000.00          | $38.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | N/A      | N/A     | $50111.00          | $207.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $1000.00           | $65.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $37500.00          | $196.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $58000.00          | $615.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $25000.00          | $385.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $30000.00          | $299.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $1129.00           | $43.50             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-02-01      | N/A      | N/A     | $50000.00          | $12.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | N/A      | N/A     | $170526.00         | $34.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $134000.00         | $903.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-12-20      | N/A      | N/A     | $10000.00          | $224.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $240500.00         | $1491.48           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-03-01      | N/A      | N/A     | $5000.00           | $342.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $25000.00          | $99.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $360000.00         | $464.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $19000.00          | $181.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $32000.00          | $5.30              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | N/A      | N/A     | $230000.00         | $16.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $55000.00          | $138.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $135000.00         | $15.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $4000.00           | $764.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $51000.00          | $502.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $13000.00          | $7590.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $24500.00          | $2971.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $2000.00           | $80.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | N/A      | N/A     | $40000.00          | $0.30              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $11000.00          | $1023.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | N/A      | N/A     | $810960.00         | $294.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $98468.00          | $1187.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $1000.00           | $81.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $261000.00         | $380.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $15000.00          | $171.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $3220.00           | $189.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $3000.00           | $139.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | N/A      | N/A     | $13500.00          | $132.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $180061.00         | $2634.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $60000.00          | $1.54              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $22422.00          | $169.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $200000.00         | $279.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $28000.00          | $197.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | N/A      | N/A     | $76000.00          | $965.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $200000.00         | $20772.39          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $75000.00          | $87.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | N/A      | N/A     | $50000.00          | $87.18             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $6000.00           | $20.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $30000.00          | $25.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $81000.00          | $1227.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $30000.00          | $81.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $25000.00          | $218.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | N/A      | N/A     | $100268.00         | $251.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $50000.00          | $352.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $61000.00          | $229.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $1000.00           | $99.28             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $22000.00          | $195.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $3000.00           | $442.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $45000.00          | $35.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $18000.00          | $1803.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | N/A      | N/A     | $150000.00         | $257.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $133479.00         | $1827.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $25000.00          | $94.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | N/A      | N/A     | $2000.00           | $127.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | N/A      | N/A     | $55000.00          | $794.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $4000.00           | $489.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $15000.00          | $256.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | N/A      | N/A     | $75000.00          | $887.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | N/A      | N/A     | $32085.00          | $707.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $369366.00         | $1318.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $19500.00          | $262.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $45000.00          | $4373.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $1000.00           | $78.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $35000.00          | $951.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $115000.00         | $2180.92           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | N/A      | N/A     | $7000.00           | $79.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $14079.00          | $144.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $139972.00         | $483.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | N/A      | N/A     | $50000.00          | $832.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | N/A      | N/A     | $680000.00         | $88.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $6000.00           | $336.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | N/A      | N/A     | $152547.00         | $126.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $1919000.00        | $553.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $17000.00          | $84.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $5000.00           | $2.77              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $205000.00         | $262.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $377274.00         | $255.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | N/A      | N/A     | $90000.00          | $2271.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $105000.00         | $212.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | N/A      | N/A     | $3000.00           | $1.25              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $4000.00           | $73.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $25000.00          | $408.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $32057.00          | $217.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $51053.00          | $397.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $23000.00          | $3425.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $94073.00          | $893.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $33000.00          | $35.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $38000.00          | $358.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $14168.00          | $440.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1000.00           | $175.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $1000.00           | $103.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $5000.00           | $4.29              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | N/A      | N/A     | $82825.00          | $3.21              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $40000.00          | $711.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | N/A      | N/A     | $462427.00         | $95.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | N/A      | N/A     | $1000.00           | $0.01              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | N/A      | N/A     | $43000.00          | $1269.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $26402.00          | $179.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-09-15      | N/A      | N/A     | $16000.00          | $1436.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | N/A      | N/A     | $1232000.00        | $1431.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $5000.00           | $620.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $20835.00          | $176.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | N/A      | N/A     | $40000.00          | $22.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | N/A      | N/A     | $500484.00         | $440.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $11000.00          | $31.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $14000.00          | $44.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $25000.00          | $306.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | N/A      | N/A     | $232000.00         | $56.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $5000.00           | $4.46              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $83000.00          | $760.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $75000.00          | $279.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $1000.00           | $154.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $67500.00          | $697.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | N/A      | N/A     | $68924.00          | $821.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $100000.00         | $558.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $3000.00           | $37.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $87000.00          | $1216.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $52000.00          | $730.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $72000.00          | $493.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $45000.00          | $383.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $265000.00         | $359.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $100000.00         | $11.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $30000.00          | $53.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $25000.00          | $22.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $305000.00         | $765.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $176138.00         | $1741.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $11000.00          | $81.86             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-12-01      | N/A      | N/A     | $4000.00           | $1.05              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $52000.00          | $326.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | N/A      | N/A     | $61667.00          | $850.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $15000.00          | $74.89             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $99990.00          | $225.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $50000.00          | $464.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $1000.00           | $119.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $44205.00          | $407.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $50000.00          | $2.49              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $100000.00         | $88.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | N/A      | N/A     | $125645.00         | $1.49              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $43500.00          | $98.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $29000.00          | $171.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | N/A      | N/A     | $45250.00          | $520.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $473000.00         | $747.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $47000.00          | $19.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $43000.00          | $429.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $27241.00          | $31.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $2000.00           | $119.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | N/A      | N/A     | $117157.00         | $20.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $3000.00           | $416.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | N/A      | N/A     | $811666.00         | $2176.25           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $1000.00           | $62.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | N/A      | N/A     | $5000.00           | $177.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $564000.00         | $374.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | N/A      | N/A     | $180000.00         | $36.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $251459.00         | $222.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $6800.00           | $5004.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $144063.00         | $106.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1000.00           | $839.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $3000.00           | $52.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $72000.00          | $152.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $1155000.00        | $368.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $15000.00          | $79.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $3000.00           | $10.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | N/A      | N/A     | $29499.00          | $9.82              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $2000.00           | $19.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $38000.00          | $420.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $31000.00          | $270.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $5000.00           | $2.78              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $25614.00          | $22.03             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $5333.00           | $117.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $70000.00          | $42.94             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $1000.00           | $74.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $30000.00          | $21.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-09-20      | N/A      | N/A     | $165329.00         | $0.25              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $28220.00          | $280.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $2000.00           | $131.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $55000.00          | $172.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25000.00          | $96.62             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | N/A      | N/A     | $1000.00           | $22.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $150001.00         | $687.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $100000.00         | $118.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $68000.00          | $3095.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $30000.00          | $144.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $2000.00           | $278.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $2500.00           | $457.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $10000.00          | $121.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $135000.00         | $769.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $8500.00           | $117.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $60000.00          | $48.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | N/A      | N/A     | $182800.00         | $1901.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $1000.00           | $2.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $25000.00          | $253.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $3000.00           | $756.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $6000.00           | $268.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $10000.00          | $7.50              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $27874.00          | $2942.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25000.00          | $268.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $21000.00          | $158.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $1000.00           | $65.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-01-20      | N/A      | N/A     | $15000.00          | $483.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $1000.00           | $101.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $140000.00         | $28.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $6000.00           | $777.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $20000.00          | $139.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $35000.00          | $93.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $26058.00          | $33.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $1667.00           | $288.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $6000.00           | $568.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $95000.00          | $31.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $37216.00          | $11.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | N/A      | N/A     | $655136.00         | $31.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $6577.00           | $55.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $8000.00           | $67.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $3000.00           | $177.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $50000.00          | $2312.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $700000.00         | $178.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $15000.00          | $3371.93           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $3000.00           | $813.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $33710.00          | $251.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $80000.00          | $126.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $2000.00           | $185.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $50000.00          | $56.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $62500.00          | $54.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $1000.00           | $10.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $1000.00           | $144.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $8667.00           | $485.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $1000.00           | $105.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $25114.00          | $1.44              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $10000.00          | $64.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $14000.00          | $8.60              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $15018.00          | $65.70             | Agency Mortgage-Backed Securities  |

### Security 14: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYR0, C.4 - ISIN: US3133EPYR00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135025690.50
- **C.18.a - Value (excl. sponsor support):** $135025690.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $515185938.80
- **C.18.a - Value (excl. sponsor support):** $515185938.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: 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 16: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011CJ4
- **C.18 - Value (incl. sponsor support):** $691935483.92
- **C.18.a - Value (excl. sponsor support):** $691935483.92
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $1680289.83        | $584275.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $5343244.57        | $1835874.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $15.73             | $7.03              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $1917151.94        | $1238399.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $811086.77         | $804214.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $4793.23           | $4725.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $5598.39           | $5621.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $1041614.52        | $743912.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $1795044.79        | $600026.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $19017268.07       | $17810110.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $9322.26           | $8830.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $39864.92          | $36756.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $452890.65         | $388647.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $75.48             | $96.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $1517540.32        | $1421568.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $1533090.00        | $772146.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $45037752.76       | $22729202.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $3900.00           | $3830.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $1081519.70        | $447608.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $146328.63         | $46488.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $648393.87         | $243177.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $20102.10          | $9119.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $11563965.48       | $11563805.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $347376.77         | $336533.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $109388.71         | $84818.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $0.45              | $0.44              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | N/A      | N/A     | $351201.29         | $359373.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $141054.19         | $308596.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $598448.71         | $768790.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $2343824.52        | $580776.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $28464577.74       | $28834337.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-25      | N/A      | N/A     | $70640.32          | $70416.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $2619793.55        | $2215753.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $6.67              | $1.81              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $480781.94         | $455569.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $130008.39         | $133384.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $39864.92          | $15770.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $50.32             | $12.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $36244.84          | $33700.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $1333.55           | $1307.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $47127.10          | $42209.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $4848769.36        | $4755538.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $36873.87          | $29683.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | N/A      | N/A     | $500972.67         | $318620.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $4926017.13        | $2445265.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $167721.58         | $159011.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $1745512.95        | $700942.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $2787619.36        | $3033124.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | N/A      | N/A     | $532601.61         | $639881.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $174635.08         | $168439.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $1207741.94        | $1163993.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $4435831.59        | $3427957.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $2220052.81        | $1512819.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $21813656.13       | $5214249.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $1622.90           | $554.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-22      | N/A      | N/A     | $363354.19         | $357562.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $6292939.36        | $1584895.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $83850.00          | $81503.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $434837.42         | $144525.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $119909.27         | $33523.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $16543.55          | $22377.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $4236922.26        | $3554214.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $12.58             | $27.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $12965789.03       | $10479716.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $637662.58         | $618428.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | N/A      | N/A     | $306320.02         | $174260.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $351377.42         | $360618.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $113.23            | $111.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $287794.84         | $294550.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $56968.31          | $41960.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $43680.00          | $37629.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $4131320.32        | $1086074.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | N/A      | N/A     | $81220.65          | $83550.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | N/A      | N/A     | $37.74             | $39.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $79284.30          | $59838.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $5651100.00        | $5281207.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $11207694.19       | $12629661.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $3508024.84        | $3234838.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $2662177.74        | $2117614.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $462087.10         | $320799.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $124120.65         | $125189.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $869040.08         | $508922.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $11258183.47       | $9111202.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $9570260.32        | $2667489.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $1327409.03        | $1346618.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $11917343.23       | $12208829.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $4151.61           | $2707.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $12115.16          | $12976.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | N/A      | N/A     | $25808061.29       | $26979659.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $515303.23         | $254929.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $686319.27         | $413171.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $15.73             | $11.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | N/A      | N/A     | $15.73             | $9.73              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $359039.03         | $183502.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $18339209.03       | $10452998.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $1182.58           | $1108.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $402920.32         | $409860.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $189980.32         | $152396.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $321270.18         | $207222.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $2211229.51        | $786658.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | N/A      | N/A     | $37.74             | $40.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | N/A      | N/A     | $13135577.42       | $14817449.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $1849542.63        | $675567.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $423892.26         | $429632.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | N/A      | N/A     | $42192401.62       | $52329320.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $88.06             | $88.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $1113361.94        | $319100.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $4530809.89        | $2504391.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $1322351.61        | $1341759.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $3598.06           | $3724.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $6879398.71        | $3814081.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $12.58             | $11.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $136575.48         | $137476.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | N/A      | N/A     | $5485.16           | $5893.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $59292.58          | $60377.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $226111.94         | $63803.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $2046858.39        | $2012148.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $1498442.90        | $1520277.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $2909946.15        | $1491158.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $30570.97          | $28879.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $103576.45         | $105549.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $187879.35         | $175732.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $725928.39         | $962485.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $393.04            | $189.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-15      | N/A      | N/A     | $1484.52           | $1507.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $2294939.16        | $1649675.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $0.98              | $0.37              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $17952618.39       | $20033331.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | N/A      | N/A     | $228250.65         | $241366.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $88.06             | $88.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-16      | N/A      | N/A     | $75.48             | $75.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $158956.45         | $164649.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | N/A      | N/A     | $361882.26         | $369022.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $94.35             | $40.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $14219324.52       | $13389609.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $2440720.65        | $2580683.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $3938009.27        | $1653956.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $259584.66         | $149910.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $19902.58          | $18156.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $99890.32          | $64289.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $26834.52          | $25218.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $4651014.19        | $4448625.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $173777.61         | $82448.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $398478.09         | $186309.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $5206893.15        | $4672306.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $527506.61         | $455198.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $274975.16         | $306706.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $1231154.52        | $450201.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $58.85             | $21.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $30596.13          | $31244.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $12429.68          | $12148.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $814491.85         | $539862.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $60663.87          | $62079.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $149621.61         | $140524.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $14996.13          | $15117.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $423263.23         | $311424.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $15.72             | $5.12              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $10920.00          | $10567.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $417589.35         | $158622.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $84642.58          | $86087.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $64916.13          | $25007.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $15.73             | $4.62              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | N/A      | N/A     | $12.58             | $15.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $20921.61          | $21076.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $75408.39          | $39588.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $38877225.49       | $43215539.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $21085.16          | $20955.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $2352.58           | $2414.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $88.06             | $88.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $138387.10         | $133325.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $1764.60           | $539.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $724770.97         | $599823.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $2613683.17        | $863080.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | N/A      | N/A     | $25.16             | $26.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $1159646.13        | $1131570.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $883894.36         | $299417.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $103161.29         | $105898.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $104545.16         | $44553.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $160862.15         | $87758.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | N/A      | N/A     | $219230.93         | $171443.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $80855.81          | $57756.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $25.16             | $24.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $12.58             | $12.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $7297.10           | $2200.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $596448.39         | $584567.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $81535.16          | $82990.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-04      | N/A      | N/A     | $58650.97          | $58609.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $3560.32           | $3677.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $4466.13           | $1505.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $43.74             | $17.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $5842778.71        | $5834526.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | N/A      | N/A     | $33609357.10       | $39433525.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $230320.71         | $161210.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $405662.90         | $394644.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $26890307.93       | $18068754.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $7018490.32        | $2778641.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $52.83             | $33.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $150.97            | $149.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $37.74             | $32.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $2812981.94        | $1211990.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $3546346.14        | $1875056.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $1798785.40        | $1098243.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | N/A      | N/A     | $490.65            | $487.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $14863843.55       | $14978165.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | N/A      | N/A     | $3656237.42        | $4271254.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $4.88              | $4.84              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $7055560.93        | $5963091.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $800184.94         | $250625.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $98.36             | $35.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $55895.81          | $54949.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $514850.32         | $520047.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $75.48             | $77.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $446814.19         | $271460.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | N/A      | N/A     | $12555.48          | $12682.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $90618.39          | $92196.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $12379.35          | $12840.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | N/A      | N/A     | $31251605.81       | $32048442.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $174320.56         | $137940.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $12.58             | $8.37              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $12.58             | $12.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $427175.81         | $307082.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $3373877.42        | $3471296.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $14530.65          | $14763.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $128737.74         | $210507.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $63469.35          | $60154.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $592925.81         | $409733.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $7668255.48        | $10058069.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $75.48             | $79.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $100.65            | $99.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | N/A      | N/A     | $6900279.94        | $5521700.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $12.58             | $10.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $4023572.11        | $2389003.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | N/A      | N/A     | $64197547.75       | $67361667.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $202208.71         | $196348.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $65796.77          | $15917.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | N/A      | N/A     | $71432.90          | $72289.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $34.19             | $10.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $784189.35         | $772396.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $39864.92          | $36104.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-23      | N/A      | N/A     | $58739.03          | $58369.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $15.72             | $7.69              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $448647.67         | $168381.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $568318.06         | $573565.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $19047.10          | $14976.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $380438.71         | $382434.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $5050927.74        | $2942472.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $41983336.45       | $39548673.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $517789.84         | $238530.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $10954571.61       | $12737694.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $25.16             | $6.69              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $4958082.58        | $4884321.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $15.73             | $8.45              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $2335885.37        | $1308789.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $17849431.97       | $12658835.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $39864.92          | $29732.13          | U.S. Treasuries (including strips) |

### Security 17: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1149102960.00
- **C.18.a - Value (excl. sponsor support):** $1149102960.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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:** Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: 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 18: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXGP7, C.4 - ISIN: US3130AXGP76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $925046398.00
- **C.18.a - Value (excl. sponsor support):** $925046398.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BANK OF MONTREAL (REPO)

- **C.1 - Title:** BANK OF MONTREAL (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0QH004PS9
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 MOR | 2032-02-01      | N/A      | N/A     | $15122111.00       | $2866987.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2357306.00        | $2445871.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $7274369.00        | $7244037.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $4961124.00        | $4802119.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $2565642.00        | $2219861.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $5722182.00        | $5877480.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $13270172.00       | $8343899.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2471050.00        | $2590296.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $2499461.00        | $2550358.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3024783.00        | $3107620.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2565802.00        | $2280402.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2790644.00        | $2922439.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $11000000.00       | $8950433.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $4230000.00        | $3154749.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $7267319.00        | $7078662.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $16600000.00       | $9667195.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $8137197.00        | $8059824.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $4686000.00        | $4303004.60        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $179755.00         | $186501.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $7674000.00        | $4145574.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2884500.00        | $2963478.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $10613511.00       | $8173553.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $15000000.00       | $2663398.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2873654.00        | $3014642.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $11800000.00       | $6705436.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $16100000.00       | $9534626.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2590170.00        | $2624408.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $6608478.00        | $5995042.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2144019.00        | $2221160.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3962468.00        | $4100693.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $3777801.00        | $2272049.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3754444.00        | $3933615.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2284650.00        | $2396738.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $4100000.00        | $4141708.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $50440938.00       | $8946398.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $6206129.00        | $6267206.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $8624905.00        | $8816247.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $9590694.00        | $8496324.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $42295822.00       | $7729999.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $7212260.00        | $7056178.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $3802870.00        | $3728056.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $5127761.00        | $5259690.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $7542000.00        | $7108978.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $59175000.00       | $49436978.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $5092471.00        | $4299324.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $29000000.00       | $11607780.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $29426005.00       | $8657466.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-25      | N/A      | N/A     | $313146.00         | $285301.16         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $9449000.00        | $7365049.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $9741790.00        | $9870369.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $4670281.00        | $4607898.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $7932932.00        | $6796459.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $24396294.00       | $7696026.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $8440000.00        | $5547630.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2344535.00        | $2373885.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $8590923.00        | $5635083.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $7205348.00        | $7521710.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2313802.00        | $2421846.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3444624.00        | $3499299.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3432270.00        | $3563566.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $4777000.00        | $4441518.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $6835798.00        | $6896328.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $8017180.00        | $8079217.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $4020751.00        | $3108780.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4723661.00        | $4778964.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-25      | N/A      | N/A     | $8100736.00        | $1003118.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $5069120.00        | $3633994.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $8460000.00        | $6641403.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $4062544.00        | $4245490.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2805448.00        | $2939953.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $25299788.00       | $9268998.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $4648510.00        | $4701650.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3696275.00        | $3825950.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $6638000.00        | $4868601.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | N/A      | N/A     | $35000000.00       | $3236340.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $16500000.00       | $7642950.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $12450000.00       | $5474264.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $7328822.00        | $3654838.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $11989664.00       | $9771970.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $3000000.00        | $2480943.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2293190.00        | $2371111.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2965351.00        | $3111245.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3060510.00        | $3157331.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $4363274.00        | $4583709.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $6968454.00        | $7032403.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $12159052.00       | $4456906.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $10060000.00       | $4568943.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $5353664.00        | $5592109.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $5871134.00        | $5952941.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3255630.00        | $3387651.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $3524844.00        | $2956613.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4221626.00        | $4394693.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $98000000.00       | $74913226.27       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $3983000.00        | $2387293.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $6923356.00        | $6378467.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $4688331.00        | $4847638.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $3000000.00        | $2250850.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2094624.00        | $2195049.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3114649.00        | $3265502.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2662597.00        | $2771608.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $6359451.00        | $6539125.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2366116.00        | $2252950.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4177734.00        | $4321283.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2605000.00        | $2704755.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $15400000.00       | $9359827.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3450737.00        | $3610169.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $2982544.00        | $3024102.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $4833050.00        | $4384766.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $8758840.00        | $8447034.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3079325.00        | $3231192.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $9597122.00        | $7457805.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $4227237.00        | $4340751.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2451806.00        | $2476997.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $5649435.00        | $3878117.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $8357000.00        | $6951962.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $11800000.00       | $8633881.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $9898000.00        | $7840899.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $5766647.00        | $5825723.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2134102.00        | $2187298.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $5024288.00        | $3041032.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $48355151.00       | $7866966.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2337175.00        | $2419169.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $6741096.00        | $6799204.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $18100000.00       | $9883647.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $7981000.00        | $5259982.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $3248000.00        | $2398379.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $41000000.00       | $11172640.19       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $5026547.00        | $4632137.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $7815761.00        | $2651650.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2347327.00        | $2469802.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $8183342.00        | $8010595.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $3460564.00        | $3346340.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $4000000.00        | $3769709.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $7177214.00        | $6217126.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $15500000.00       | $9423656.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $2460568.00        | $2449606.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2633158.00        | $2600862.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $3400384.00        | $2912250.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $3930261.00        | $4115170.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $3582942.00        | $2283889.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $6014949.00        | $5873082.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2192600.00        | $2215930.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $2287500.00        | $2303754.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2662733.00        | $2753392.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4305448.00        | $4519465.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $4093336.00        | $4150085.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $9916429.00        | $7360790.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $30300228.00       | $13552237.79       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $5150000.00        | $4851356.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $9308962.00        | $2454164.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2875969.00        | $3013856.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $3137226.00        | $2632005.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $2821779.00        | $2896705.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $6611831.00        | $6631137.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $3160309.00        | $3310282.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | N/A      | N/A     | $18281000.00       | $14285952.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $30000000.00       | $27532302.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $4091928.00        | $4040692.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2407600.00        | $2494224.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $2871000.00        | $2566529.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $5139842.00        | $5193528.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $7569437.00        | $643195.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $3725000.00        | $2754300.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $12000000.00       | $7923185.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $9247679.00        | $9508117.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $11095805.00       | $9616672.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $5000000.00        | $6336069.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $3115469.00        | $3140140.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $5468653.00        | $5513559.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2704235.00        | $2789782.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $8488116.00        | $7878521.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $7749000.00        | $5129128.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3899840.00        | $3944422.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $4666771.00        | $3290994.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2789875.00        | $2890253.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3389278.00        | $3425918.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $4032852.00        | $3172933.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2523778.00        | $2652020.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $4000000.00        | $2655098.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $4000000.00        | $3157751.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $20750000.00       | $7478248.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2624739.00        | $2707244.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2688425.00        | $2814008.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2102948.00        | $2211017.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2625537.00        | $2726569.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $7280000.00        | $6159108.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $3330000.00        | $2738001.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $7252266.00        | $6094486.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-16      | N/A      | N/A     | $18402207.00       | $3834194.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $7559318.00        | $5894356.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2378299.00        | $2466235.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $9173462.00        | $8358945.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $2832889.00        | $2788808.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2405843.00        | $2399945.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $11264754.00       | $9093925.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $5218000.00        | $4143312.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2527904.00        | $2646353.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3396075.00        | $3504551.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $9309593.00        | $7112708.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2943203.00        | $3089864.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $6189000.00        | $4706529.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $7421908.00        | $7513251.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $3769658.00        | $3939569.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $3671258.00        | $3587593.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $9244024.00        | $7226718.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $5244846.00        | $4935680.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3111279.00        | $2462987.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-16      | N/A      | N/A     | $35241929.00       | $9536364.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $10689271.00       | $3897497.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-25      | N/A      | N/A     | $2180420.00        | $2234454.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $12200000.00       | $8083025.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $7241912.00        | $7227245.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $18000000.00       | $8514083.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $4500000.00        | $3866594.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $36500000.00       | $8837432.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $5394273.00        | $5631441.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $30000000.00       | $21987964.41       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $5478083.00        | $5540707.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $8221413.00        | $8131935.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $2737831.00        | $2448871.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3388868.00        | $3358720.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3489253.00        | $3614791.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $4829401.00        | $3112241.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $16694996.00       | $9287902.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $11475383.00       | $9324078.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $4096225.00        | $4052102.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $4324000.00        | $4358959.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $9475243.00        | $8454633.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4718055.00        | $4882633.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $11562111.00       | $9893808.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $4005601.00        | $3686028.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $100821000.00      | $8404180.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $11336000.00       | $8923618.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $9337926.00        | $6672499.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $4028559.00        | $3527441.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2700000.00        | $2525791.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $40000000.00       | $22229710.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2274399.00        | $2353738.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | N/A      | N/A     | $538812.00         | $536227.68         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $8152817.00        | $4830447.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $9556998.00        | $9949998.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $3530190.00        | $3657847.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $4025010.00        | $3871139.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $12496566.00       | $8467433.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $2689336.00        | $2695297.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $30001019.00       | $3479791.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $100000000.00      | $36159920.04       | Agency Collateralized Mortgage Obligation |

### Security 20: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2366634672.00
- **C.18.a - Value (excl. sponsor support):** $2366634672.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005W50
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+
- **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 MORT | 2055-03-01      | N/A      | N/A     | $1008020.00        | $1062188.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $2201620.00        | $1781331.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-15      | N/A      | N/A     | $6594800.00        | $6891907.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $166943.00         | $45579.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | N/A      | N/A     | $40120000.00       | $40240383.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $50000.00          | $46821.84          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $38691.00          | $15012.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1000.00           | $647.11            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $17073000.00       | $4473581.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-10-20      | N/A      | N/A     | $1200000.00        | $97139.69          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $1166000.00        | $50566.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $28296992.00       | $26863290.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-09-20      | N/A      | N/A     | $900000.00         | $172425.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-03-01      | N/A      | N/A     | $10365680.00       | $9712114.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | N/A      | N/A     | $425000.00         | $9844.97           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $4311912.00        | $448712.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1374820.00        | $1419154.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $193585.00         | $146916.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $19174900.00       | $12283902.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $47872900.00       | $42365184.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $71694105.00       | $32169.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $22501632.00       | $68159.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $11690768.00       | $11086056.88       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $4764008.00        | $4117318.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1800000.00        | $1499905.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $899995.00         | $2428.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $127398000.00      | $80701526.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $4672780.00        | $2340253.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $11425424.00       | $1179468.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3518560.00        | $3603194.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $56738.00          | $44470.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $763247.00         | $76906.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1178750.00        | $1211007.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | N/A      | N/A     | $6265928.00        | $6159400.26        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2243364.00        | $2212847.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $367253.00         | $68156.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $317947.00         | $254215.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $730592.00         | $74411.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1658850.00        | $1756478.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $213764.00         | $42513.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $2500000.00        | $2335408.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2059-10-25      | N/A      | N/A     | $57927872.00       | $10613190.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $25000000.00       | $5598964.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-07-15      | N/A      | N/A     | $700000.00         | $2585.74           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $986982.00         | $405665.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $9766320.00        | $2674295.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-08-01      | N/A      | N/A     | $2043236.00        | $45484.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $1496200.00        | $733541.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $155167488.00      | $159400441.89      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $18973952.00       | $19238332.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-25      | N/A      | N/A     | $952100.00         | $919512.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $51000.00          | $42517.03          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $3621808.00        | $3710103.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $182001.00         | $150477.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $2295000.00        | $2236787.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $9435010.00        | $8395413.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $1000000.00        | $84771.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $34758840.00       | $28895464.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $30000.00          | $24040.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-15      | N/A      | N/A     | $1000.00           | $523.48            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $399859.00         | $296050.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $291789.00         | $241317.35         | Agency Mortgage-Backed Securities         |

### Security 22: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPXZ3, C.4 - ISIN: US3133EPXZ35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155021887.55
- **C.18.a - Value (excl. sponsor support):** $155021887.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q92, C.4 - ISIN: US3130B5Q927, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193957356.86
- **C.18.a - Value (excl. sponsor support):** $193957356.86
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Fitch Short Rating: 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? No, C.23 Categorized at Level 3? No

### Security 24: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2963836725.00
- **C.18.a - Value (excl. sponsor support):** $2963836725.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3050807494.02
- **C.18.a - Value (excl. sponsor support):** $3050807494.02
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: 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 26: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2879614621.53
- **C.18.a - Value (excl. sponsor support):** $2879614621.53
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005UM5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's Short Rating: NR; Moody's Long Rating: NR; Fitch Long Rating: AA; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: 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 MORT | 2048-01-01      | N/A      | N/A     | $65000.00          | $11115.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1560792.00        | $1599610.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-08-20      | N/A      | N/A     | $7000000.00        | $9189.68           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-08-15      | N/A      | N/A     | $900000.00         | $8854.79           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1091798.00        | $1158268.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $107903000.00      | $84601005.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2063-10-25      | N/A      | N/A     | $23249088.00       | $9867873.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $199999.00         | $10620.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $2600000.00        | $1717542.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $774506.00         | $401877.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1085558.00        | $1151963.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $398374912.00      | $211619229.06      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $2885624.00        | $2079144.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-15      | N/A      | N/A     | $800000.00         | $796031.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-15      | N/A      | N/A     | $1606644.00        | $1256574.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-09-25      | N/A      | N/A     | $200000.00         | $208588.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $20263104.00       | $14217894.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $5472056.00        | $5627055.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $26753000.00       | $17557590.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1134054.00        | $1186861.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-25      | N/A      | N/A     | $9999999.00        | $10218072.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $120000.00         | $16150.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1084330.00        | $967731.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-25      | N/A      | N/A     | $2226344.00        | $1043911.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $520445952.00      | $275618115.94      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $5292000.00        | $5267994.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $1175426.00        | $436535.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $25015648.00       | $2147004.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1246014.00        | $1252926.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $1200000.00        | $297919.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-16      | N/A      | N/A     | $79999.00          | $530.81            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $13000000.00       | $1558951.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $3574340.00        | $3272837.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1006776.00        | $1052660.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $13000.00          | $1520.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $381298.00         | $206075.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1289312.00        | $1274729.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $34302976.00       | $24039224.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $999070.00         | $1045133.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $23270000.00       | $12713558.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $204941312.00      | $148751681.17      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | N/A      | N/A     | $300000.00         | $60924.42          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $15297536.00       | $12650887.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $209849600.00      | $117629384.14      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $7063168.00        | $6614662.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $25500000.00       | $20885456.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-16      | N/A      | N/A     | $5000000.00        | $6502233.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $2121520.00        | $1789509.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-15      | N/A      | N/A     | $16000000.00       | $1014611.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $506555.00         | $2216.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $5789088.00        | $5985793.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $33925.00          | $4927.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $791115.00         | $1139.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1618014.00        | $1710382.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $99981.00          | $33111.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-16      | N/A      | N/A     | $18000000.00       | $1809350.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $14090000.00       | $14626975.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1366392.00        | $1444942.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1014332.00        | $792436.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1250272.00        | $1321410.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1116922.00        | $1144277.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $13733344.00       | $13069964.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $5000000.00        | $8816960.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4663112.00        | $4269253.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $1921000.00        | $1541988.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $1102944.00        | $1049400.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $523078656.00      | $459628019.43      | Agency Mortgage-Backed Securities         |

### Security 28: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YH3, C.4 - ISIN: US3130B6YH36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000000640.00
- **C.18.a - Value (excl. sponsor support):** $1000000640.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5L55, C.4 - ISIN: US3130B5L555, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1249984850.00
- **C.18.a - Value (excl. sponsor support):** $1249984850.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4J85, C.4 - ISIN: US3130B4J859, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $799431880.00
- **C.18.a - Value (excl. sponsor support):** $799431880.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $980237500.00
- **C.18.a - Value (excl. sponsor support):** $980237500.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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:** Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)

- **C.1 - Title:** BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: OVU001BX7
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1; Fitch Long Rating: A; Moody's Long Rating: A2; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $39293248.00       | $10016178.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $43000.00          | $7358.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $50000.00          | $42569.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $2617435.00        | $263188.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $25342993.00       | $11262352.01       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1787440.00        | $1802540.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $1000.00           | $514.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $160000.00         | $139988.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $214886.00         | $181262.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $1026.00           | $892.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $62266261.00       | $62258730.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $72936694.00       | $33342705.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $268051.00         | $190655.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3700416.00        | $3848391.32        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-10-02      | N/A      | N/A     | $399900.00         | $398498.75         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-08-25      | N/A      | N/A     | $7119780.00        | $7123716.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-11-01      | N/A      | N/A     | $21350723.00       | $2784230.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $44216448.00       | $40878339.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $25099221.00       | $17100144.40       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $359344.00         | $22388.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-11-15      | N/A      | N/A     | $1079968.00        | $1082577.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $1000.00           | $1091.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $724658.00         | $733696.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $12147391.00       | $8263950.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $302987.00         | $8483.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $1993759.00        | $66029.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $69363328.00       | $10183604.59       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $112255.00         | $113522.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $314228.00         | $12557.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $4800786.00        | $4352145.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-15      | N/A      | N/A     | $4015744.00        | $4179148.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $3224998.00        | $35127.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $598904.00         | $621862.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $292343.00         | $38943.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | N/A      | N/A     | $288345.00         | $29733.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $20252782.00       | $13705727.46       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-12-11      | N/A      | N/A     | $221500.00         | $219043.57         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $16000.00          | $10731.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $5522936.00        | $3681573.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-15      | N/A      | N/A     | $524682.00         | $70142.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1283373.00        | $1310964.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $50469.00          | $34057.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $30531930.00       | $13479169.59       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $100000.00         | $75747.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $1153045.00        | $35755.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $1000.00           | $44.55             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2409278.00        | $2495016.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | N/A      | N/A     | $929634.00         | $121899.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $2578508.00        | $2304202.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $602567.00         | $110808.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $500000.00         | $419986.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-12-20      | N/A      | N/A     | $1229384.00        | $143851.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $157000.00         | $71531.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $10343985.00       | $28081.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1011.00           | $1020.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $9362276.00        | $8087794.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $371688.00         | $258527.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $141453993.00      | $63378122.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $9681400.00        | $6031731.51        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $78162283.00       | $63958522.83       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1482638.00        | $1510152.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $1246610.00        | $844483.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $44951.00          | $36050.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $2475000.00        | $2629963.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $1000.00           | $988.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1169110.00        | $1217587.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $14160000.00       | $13575118.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $867616.00         | $108314.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $640000.00         | $51419.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $14458176.00       | $3171783.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $60757753.00       | $26084382.89       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $195216.00         | $200963.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $4865356.00        | $3620671.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $250000.00         | $30172.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $1135884.00        | $148580.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $35837664.00       | $13488979.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $646146.00         | $668808.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $20000.00          | $11953.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $9000.00           | $5814.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $1836996.00        | $29233.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $59674.00          | $8555.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $6352699.00        | $5080077.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1028562.00        | $800937.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $15006.00          | $15306.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $92924305.00       | $94380009.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-20      | N/A      | N/A     | $4903401.00        | $67101.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | N/A      | N/A     | $2004000.00        | $177856.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $7384427.00        | $57154.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $4037617.00        | $47145.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4644616.00        | $4706169.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1881430.00        | $1395414.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $143852.00         | $92062.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1801112.00        | $1425887.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $8400000.00        | $176753.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $29193336.00       | $22666998.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $120366374.00      | $78424735.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $9323500.00        | $8252405.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-20      | N/A      | N/A     | $2986001.00        | $77509.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $1602046.00        | $121138.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $677748.00         | $126041.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $340000.00         | $44209.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $685000.00         | $380861.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $6001.00           | $6259.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $99696.00          | $100725.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $6995000.00        | $53537.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $27027.00          | $5855.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $228000.00         | $16023.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $8982790.00        | $6580787.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $22993.00          | $18115.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $9411153.00        | $7894446.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $24159830.00       | $18177935.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $40000.00          | $5041.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $1000.00           | $68.35             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1024.00           | $1024.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $1735.00           | $74.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | N/A      | N/A     | $2101635.00        | $393570.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $13676000.00       | $1237936.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $1000.00           | $477.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $685080.00         | $641981.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $31124098.00       | $5066711.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $814887.00         | $821903.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $33948010.00       | $33684180.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-20      | N/A      | N/A     | $999000.00         | $45059.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $27227898.00       | $6859518.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $10830880.00       | $9826282.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $34248644.00       | $19015791.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $1120998.00        | $153130.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $1099002.00        | $86046.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $119000.00         | $83879.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $21959444.00       | $14758819.04       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $653481.00         | $264862.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $61406690.00       | $11017632.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-20      | N/A      | N/A     | $1000.00           | $49.51             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $428987.00         | $165796.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $2382995.00        | $26729.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $8141302.00        | $3822442.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1106269.00        | $1117044.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $9166896.00        | $9271600.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $25675000.00       | $16843215.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $1958000.00        | $178858.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $66396.00          | $57810.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $13337088.00       | $3386866.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $6000.00           | $6120.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $42958332.00       | $23132683.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | N/A      | N/A     | $10346000.00       | $558698.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $825567.00         | $115741.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $4861265.00        | $3832602.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-12-01      | N/A      | N/A     | $16894176.00       | $78014.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $4404799.00        | $160867.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $900000.00         | $247337.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $1000.00           | $858.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $3118855.00        | $343738.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | N/A      | N/A     | $1490998.00        | $117467.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $208000.00         | $18030.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $16898000.00       | $2575586.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-15      | N/A      | N/A     | $6202196.00        | $57353.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-15      | N/A      | N/A     | $1222145.00        | $264869.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $658965.00         | $80802.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-05-15      | N/A      | N/A     | $1489451.00        | $190049.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $10512243.00       | $5646204.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $1000.00           | $922.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $221090126.00      | $15203979.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2441128.00        | $2494988.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $956044.00         | $962778.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $2585970.00        | $226907.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $2033336.00        | $2062198.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $21518.00          | $12205.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $7852822.00        | $7722690.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-09-20      | N/A      | N/A     | $1000.00           | $60.08             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $14086168.00       | $12591638.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $80000.00          | $74824.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | N/A      | N/A     | $66300080.00       | $12562229.66       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | N/A      | N/A     | $12498700.00       | $273962.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $88523264.00       | $56840008.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | N/A      | N/A     | $8996179.00        | $1140621.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $793765.00         | $601188.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $110543.00         | $54515.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $55100805.00       | $54574828.76       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | N/A      | N/A     | $1078642.00        | $28524.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $2515409.00        | $1809097.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $2197000.00        | $2334557.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $2021914.00        | $26271.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $26475174.00       | $2663200.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2590965.00        | $2650183.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $386860.00         | $398107.80         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-10-14      | N/A      | N/A     | $7062400.00        | $7028027.30        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $795684.00         | $576913.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | N/A      | N/A     | $999000.00         | $28152.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1421354.00        | $1405230.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $14000.00          | $6047.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $6372559.00        | $1687721.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $240776.00         | $25973.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-03-01      | N/A      | N/A     | $36134336.00       | $6131340.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $3484013.00        | $136590.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $42541568.00       | $40302566.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $500000.00         | $54297.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $1000.00           | $862.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $6109008.00        | $6347458.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $885471.00         | $435972.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-08-01      | N/A      | N/A     | $38588521.00       | $11372835.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $1000.00           | $68.27             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | N/A      | N/A     | $1589000.00        | $128943.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | N/A      | N/A     | $752970.00         | $32834.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $2610000.00        | $233879.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-15      | N/A      | N/A     | $1297000.00        | $137390.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-15      | N/A      | N/A     | $245000.00         | $35244.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | N/A      | N/A     | $4150977.00        | $593850.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $109011.00         | $4569.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $5000.00           | $5300.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | N/A      | N/A     | $23978.00          | $2787.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $2579089.00        | $213139.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | N/A      | N/A     | $86000.00          | $10095.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | N/A      | N/A     | $1000.00           | $56.13             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $2226989.00        | $203330.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | N/A      | N/A     | $12882807.00       | $1225204.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $65118976.00       | $15942000.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $6765174.00        | $446709.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $7669400.00        | $7743362.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | N/A      | N/A     | $53000.00          | $5684.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1000.00           | $991.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $6516520.00        | $6863235.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $3377750.00        | $403222.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $3147780.00        | $3178613.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $3685796.00        | $3807045.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $2360868.00        | $320070.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $400000.00         | $43890.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $2254000.00        | $213801.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $2567529.00        | $1302362.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $75000.00          | $62110.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $2943232.00        | $2247241.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $1089365.00        | $27160.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $6290160.00        | $5883422.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $4243110.00        | $4280446.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $60430749.00       | $12787910.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-15      | N/A      | N/A     | $1136886.00        | $1222449.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $5563719.00        | $3267974.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $2535936.00        | $2495023.97        | Agency Mortgage-Backed Securities         |

### Security 33: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2937622429.97
- **C.18.a - Value (excl. sponsor support):** $2937622429.97
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: NATIXIS NEW YORK BRANCH (REPO)

- **C.1 - Title:** NATIXIS NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0RG005QV7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2051-07-25      | N/A      | N/A     | $4000000.00        | $2625389.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1039432.00        | $892809.12         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $200.00            | $165.64            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $6964187.00        | $4529886.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-15      | N/A      | N/A     | $27999986.00       | $444888.79         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $200.00            | $204.34            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $4807456.00        | $3793929.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-25      | N/A      | N/A     | $6702000.00        | $4496067.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $3134024.00        | $2080280.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $7667094.00        | $8722431.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-07-15      | N/A      | N/A     | $3000000.00        | $648153.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1058400.00        | $1102216.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-25      | N/A      | N/A     | $1776000.00        | $1235693.49        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2075-04-20      | N/A      | N/A     | $30000000.00       | $29808470.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $25048186.00       | $24114950.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $37923248.00       | $12925674.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-25      | N/A      | N/A     | $2000000.00        | $853807.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $30576714.00       | $30063868.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-15      | N/A      | N/A     | $7000000.00        | $6416244.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-07-15      | N/A      | N/A     | $1380595.00        | $150925.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-02-01      | N/A      | N/A     | $111755520.00      | $98070757.28       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $100.00            | $96.45             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $600.00            | $598.31            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $14626782.00       | $3672481.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | N/A      | N/A     | $5442395.00        | $3042171.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-05-25      | N/A      | N/A     | $2000000.00        | $1574938.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-07-25      | N/A      | N/A     | $3095000.00        | $1284584.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $2500000.00        | $2242851.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-05-25      | N/A      | N/A     | $8500000.00        | $2511012.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-11-25      | N/A      | N/A     | $3000000.00        | $3388413.89        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-07-01      | N/A      | N/A     | $1008.00           | $988.70            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $1400.00           | $1379.17           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1024.00           | $853.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | N/A      | N/A     | $1461217.00        | $769212.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-04-15      | N/A      | N/A     | $5509000.00        | $4860972.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $27500000.00       | $21676074.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $39186360.00       | $5824615.62        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-07-31      | N/A      | N/A     | $2311500.00        | $2336796.29        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $6820899.00        | $5356298.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $1000.00           | $1024.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $1035.25           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2055-08-15      | N/A      | N/A     | $100.00            | $98.25             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $100.00            | $99.13             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-03-31      | N/A      | N/A     | $836000.00         | $865024.62         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $8012607.00        | $6314515.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $28098733.00       | $23951347.35       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $200.00            | $161.65            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-12-25      | N/A      | N/A     | $9900000.00        | $1272915.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-09-25      | N/A      | N/A     | $1904000.00        | $1280988.22        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $132000000.00      | $32632181.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-25      | N/A      | N/A     | $1500000.00        | $1389367.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $22489181.00       | $19521504.70       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $200.00            | $201.74            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $5000000.00        | $4267571.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-09-15      | N/A      | N/A     | $4000000.00        | $1577474.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $6811194.00        | $5221616.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $1380193.00        | $1106117.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $49743193.00       | $4259857.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $175458648.00      | $27863781.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1000.00           | $1043.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-25      | N/A      | N/A     | $4000000.00        | $4656332.07        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $54140445.00       | $36802876.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-25      | N/A      | N/A     | $2602000.00        | $1633937.50        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $1000.00           | $1017.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | N/A      | N/A     | $4753517.00        | $5115443.46        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $100.00            | $98.58             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $3156348.00        | $3381037.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $26664000.00       | $4226520.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1432111.00        | $1395581.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-25      | N/A      | N/A     | $7997000.00        | $2296095.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-25      | N/A      | N/A     | $3523175.00        | $1917955.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $4000000.00        | $1699636.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $1060.73           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $70700.00          | $42687.67          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $65160567.00       | $6434166.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-02-15      | N/A      | N/A     | $32561068.00       | $1653967.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-05-20      | N/A      | N/A     | $2610474.00        | $1497879.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-25      | N/A      | N/A     | $3000000.00        | $2893538.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $8136048.00        | $4394937.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-25      | N/A      | N/A     | $5170000.00        | $3007969.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-03-25      | N/A      | N/A     | $3716000.00        | $617012.32         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $300.00            | $300.90            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $100.00            | $100.09            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2378650.00        | $2441272.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | N/A      | N/A     | $1750028.00        | $1010347.89        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1188879.00        | $1088421.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $8672256.00        | $8842684.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $59116460.00       | $13589129.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-15      | N/A      | N/A     | $5000000.00        | $1200507.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-09-25      | N/A      | N/A     | $2220000.00        | $1337870.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $22007323.00       | $17181986.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-25      | N/A      | N/A     | $1864788.00        | $1109179.68        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1024.00           | $537.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $7201459.00        | $5719786.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-25      | N/A      | N/A     | $1614454.00        | $1172703.07        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2036-02-15      | N/A      | N/A     | $4155000.00        | $759224.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $1024.00           | $789.88            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $100.00            | $88.42             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-11-25      | N/A      | N/A     | $9797315.00        | $6097783.24        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $37587729.00       | $9989985.27        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $100.00            | $69.05             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2047-12-15      | N/A      | N/A     | $533000.00         | $410755.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $2000.00           | $1636.56           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $1508900.00        | $1556238.99        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $44666068.00       | $9094893.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1024.00           | $807.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $135396819.00      | $13865234.72       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $100.00            | $90.16             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $7000738.00        | $7076569.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-15      | N/A      | N/A     | $5000000.00        | $2001662.92        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $37599400.00       | $37725482.97       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-11-25      | N/A      | N/A     | $20000000.00       | $22912601.04       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-12-25      | N/A      | N/A     | $2000000.00        | $1916966.86        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2033-10-25      | N/A      | N/A     | $2500000.00        | $1574263.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-05-25      | N/A      | N/A     | $2255145.00        | $1143704.07        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2276500.00        | $2374717.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | N/A      | N/A     | $1390000.00        | $1146115.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $1000.00           | $31.03             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000.00           | $691.38            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $4869900.00        | $5130192.32        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $100.00            | $102.12            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $97839485.00       | $14371264.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $1000.00           | $616.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-10-15      | N/A      | N/A     | $2764000.00        | $2604860.24        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $100.00            | $90.32             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $1000.00           | $572.44            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $200.00            | $182.82            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $7860000.00        | $8119630.75        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $14238271.00       | $11679428.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-15      | N/A      | N/A     | $5099000.00        | $1051112.96        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $60000000.00       | $60483640.74       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $23377675.00       | $18000826.42       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-06-30      | N/A      | N/A     | $4900.00           | $5047.29           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $51919616.00       | $20497854.49       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $3000800.00        | $3070814.04        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1362016.00        | $1380319.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $7359680.00        | $7285690.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $22651145.00       | $17502990.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1024.00           | $535.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $25900000.00       | $4289383.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2033-05-25      | N/A      | N/A     | $3330000.00        | $3255186.00        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4505940.00        | $4575019.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $2000.00           | $1416.24           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $100.00            | $98.09             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-10-25      | N/A      | N/A     | $3004007.00        | $1586114.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $58887.00          | $36561.91          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $100.00            | $99.38             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $28646295.00       | $19163269.96       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $100.00            | $100.66            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2047-07-25      | N/A      | N/A     | $3000000.00        | $1912141.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-12-15      | N/A      | N/A     | $3432937.00        | $1869817.09        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-09-30      | N/A      | N/A     | $100.00            | $106.05            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $6000000.00        | $5506675.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-25      | N/A      | N/A     | $1581428.00        | $737729.95         | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $1777900.00        | $1796496.64        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $1600.00           | $1577.50           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-11-25      | N/A      | N/A     | $512811.00         | $563694.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-11-15      | N/A      | N/A     | $5561245.00        | $3906636.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $1000.00           | $265.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-25      | N/A      | N/A     | $1500000.00        | $1357554.53        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-10-25      | N/A      | N/A     | $3211000.00        | $1664991.98        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $16843900.00       | $15532185.66       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $100.00            | $98.31             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2029-07-01      | N/A      | N/A     | $1103.00           | $1081.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $1298817.00        | $731709.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-25      | N/A      | N/A     | $2920359.00        | $1819506.19        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $1024.00           | $546.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $18600000.00       | $6101672.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $23242101.00       | $21129727.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-25      | N/A      | N/A     | $1856326.00        | $1505603.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1024.00           | $861.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $4000000.00        | $1209564.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $10754816.00       | $8930984.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $44752465.00       | $8501364.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-25      | N/A      | N/A     | $5000000.00        | $4603676.11        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $100.00            | $99.78             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2046-07-25      | N/A      | N/A     | $5317338.00        | $2124452.44        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $24997300.00       | $14247982.80       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $20000000.00       | $4210679.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-25      | N/A      | N/A     | $7637000.00        | $3691495.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $44749820.00       | $7269260.05        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $2376700.00        | $2238872.38        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $1035.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $95775299.00       | $28268261.17       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-06-30      | N/A      | N/A     | $300.00            | $303.60            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-09-25      | N/A      | N/A     | $12169060.00       | $6666352.71        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $21150000.00       | $5455658.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $87300000.00       | $15136831.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-25      | N/A      | N/A     | $1306802.00        | $669583.86         | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $400.00            | $387.51            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-06-25      | N/A      | N/A     | $3362609.00        | $2096010.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1024.00           | $766.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-25      | N/A      | N/A     | $1500000.00        | $1604106.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-01      | N/A      | N/A     | $4931173.00        | $3771738.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $1000.00           | $797.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-25      | N/A      | N/A     | $1642538.00        | $903701.03         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1000.00           | $1005.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $19440159.00       | $19662783.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1000.00           | $918.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $16410203.00       | $11395447.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $30790000.00       | $4474958.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | N/A      | N/A     | $81010000.00       | $74982865.15       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $100.00            | $55.55             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2043-06-15      | N/A      | N/A     | $1922844.00        | $1216310.74        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $8136700.00        | $8273167.50        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-07-25      | N/A      | N/A     | $2000000.00        | $1463040.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $11748797.00       | $6835854.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $16954112.00       | $12066850.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $3791587.00        | $3615831.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-25      | N/A      | N/A     | $1747770.00        | $1958167.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $2000000.00        | $1333305.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-25      | N/A      | N/A     | $1295951.00        | $962326.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | N/A      | N/A     | $2000000.00        | $751753.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $32231400.00       | $18434234.57       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $7723100.00        | $7169911.39        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $37951232.00       | $32583272.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-15      | N/A      | N/A     | $2224314.00        | $2113327.90        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $24999800.00       | $24699777.68       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $132607226.00      | $32679718.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-25      | N/A      | N/A     | $1000000.00        | $746919.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1008.00           | $1034.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1000.00           | $1045.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $1000.00           | $290.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-15      | N/A      | N/A     | $11159000.00       | $7272518.13        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $100.00            | $101.19            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-07-25      | N/A      | N/A     | $3000000.00        | $2837058.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-25      | N/A      | N/A     | $4975000.00        | $4134390.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-25      | N/A      | N/A     | $1673507.00        | $1343505.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $50488923.00       | $6486975.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $34500000.00       | $24294401.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1000.00           | $1011.87           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $1000.00           | $1023.55           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $783600.00         | $730702.18         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2043-12-15      | N/A      | N/A     | $1007353.00        | $1097291.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-25      | N/A      | N/A     | $1207240.00        | $699315.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-03-25      | N/A      | N/A     | $5000000.00        | $1097265.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $8000000.00        | $7446761.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $13069797.00       | $7665224.17        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $100.00            | $103.35            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-07-25      | N/A      | N/A     | $1500000.00        | $1391340.67        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-04-16      | N/A      | N/A     | $100.00            | $97.59             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $100.00            | $87.04             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $6114418.00        | $5487824.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-08-15      | N/A      | N/A     | $993000.00         | $648604.84         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $9999700.00        | $10251126.89       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $45036938.00       | $44052444.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $29165624.00       | $28922361.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $41430068.00       | $36661943.85       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $200.00            | $196.86            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $9821100.00        | $5445022.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $100.00            | $88.06             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-06-25      | N/A      | N/A     | $3911000.00        | $2519311.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-05-25      | N/A      | N/A     | $5500000.00        | $4305929.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $987403.00         | $965602.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $10289490.00       | $9950799.19        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-07-15      | N/A      | N/A     | $100000000.00      | $112803947.49      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $200.00            | $198.71            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $4297759.00        | $2770283.57        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $23420458.00       | $2882134.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-25      | N/A      | N/A     | $1301000.00        | $1062388.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1000.00           | $1060.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $35468315.00       | $27267894.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $5000000.00        | $5994589.42        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $4999900.00        | $5244591.11        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $1519900.00        | $1309375.26        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $188980326.00      | $35788969.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $5592201.00        | $4083134.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-12-01      | N/A      | N/A     | $42877058.00       | $4924915.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $2938016.00        | $2899186.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-08-25      | N/A      | N/A     | $500000.00         | $276216.78         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $1847000.00        | $1750682.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-01-25      | N/A      | N/A     | $6604235.00        | $2739182.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $1060.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-25      | N/A      | N/A     | $3447000.00        | $2157711.69        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-10-15      | N/A      | N/A     | $3000000.00        | $699727.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1040.00           | $830.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $18843000.00       | $1755997.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $26661781.00       | $23130019.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-25      | N/A      | N/A     | $4000000.00        | $3345538.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $48298208.00       | $14682589.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-25      | N/A      | N/A     | $2056000.00        | $1136632.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | N/A      | N/A     | $3181397.00        | $3004702.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $5050349.00        | $5037394.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $1000.00           | $254.10            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $5433600.00        | $5106451.18        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1000.00           | $780.49            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $110238000.00      | $110628814.10      | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $35865696.00       | $31127257.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $4485052.00        | $2230535.61        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $79787200.00       | $83097413.11       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $893868.00         | $635122.22         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-07-31      | N/A      | N/A     | $100.00            | $100.82            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $100.00            | $58.26             | U.S. Treasuries (including strips)        |

### Security 35: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25QG7
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Short Rating: F1; Moody's Short Rating: NR; Fitch Long Rating: A+; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible 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 MORT | 2055-06-25      | N/A      | N/A     | $20000000.00       | $19277937.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $200000000.00      | $203546035.00      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $87681792.00       | $85150428.41       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | N/A      | N/A     | $3162000.00        | $2892243.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-25      | N/A      | N/A     | $1269570.00        | $1117250.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-25      | N/A      | N/A     | $65400960.00       | $65916603.19       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-03-15      | N/A      | N/A     | $4284000.00        | $2934478.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-25      | N/A      | N/A     | $3246000.00        | $3033231.84        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2040-07-25      | N/A      | N/A     | $2000000.00        | $13304.92          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-11-25      | N/A      | N/A     | $337000.00         | $5006.53           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $66964224.00       | $67282990.95       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-08-25      | N/A      | N/A     | $100000.00         | $22449.25          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-01-25      | N/A      | N/A     | $2000000.00        | $1985997.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-25      | N/A      | N/A     | $5905000.00        | $5589072.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $181800320.00      | $184594986.33      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-01-25      | N/A      | N/A     | $8686672.00        | $1798394.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $27430880.00       | $22161880.37       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-07-25      | N/A      | N/A     | $3100000.00        | $6874.93           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-11-25      | N/A      | N/A     | $281000.00         | $271897.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | N/A      | N/A     | $1000000.00        | $23879.43          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-09-15      | N/A      | N/A     | $1292334.00        | $85695.72          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-25      | N/A      | N/A     | $130000.00         | $94760.76          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | N/A      | N/A     | $4934536.00        | $4602247.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-15      | N/A      | N/A     | $146000.00         | $14110.11          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-04-15      | N/A      | N/A     | $1600000.00        | $1294346.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-06-15      | N/A      | N/A     | $1664286.00        | $1344791.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-27      | N/A      | N/A     | $19020199.00       | $6679326.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-25      | N/A      | N/A     | $1316610.00        | $1136856.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $36121984.00       | $36561642.82       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | N/A      | N/A     | $630812.00         | $608768.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-02-15      | N/A      | N/A     | $37000000.00       | $598188.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-07-25      | N/A      | N/A     | $15435000.00       | $15489640.19       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | N/A      | N/A     | $700000.00         | $804580.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | N/A      | N/A     | $1655500.00        | $627373.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-09-25      | N/A      | N/A     | $200006.00         | $59097.81          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-11-25      | N/A      | N/A     | $5500000.00        | $168948.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $50000000.00       | $35007864.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-07-15      | N/A      | N/A     | $875000.00         | $806246.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | N/A      | N/A     | $10674400.00       | $8203044.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $21873728.00       | $21619771.59       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-25      | N/A      | N/A     | $135667200.00      | $7152126.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-03-25      | N/A      | N/A     | $200000.00         | $43907.42          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-08-15      | N/A      | N/A     | $3250000.00        | $1621881.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-03-15      | N/A      | N/A     | $865000.00         | $30921.10          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-02-25      | N/A      | N/A     | $315000.00         | $73267.95          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-11-15      | N/A      | N/A     | $5125336.00        | $4243006.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-09-25      | N/A      | N/A     | $294449.00         | $52228.52          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-12-25      | N/A      | N/A     | $275000.00         | $20326.21          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | N/A      | N/A     | $5000000.00        | $4825961.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-15      | N/A      | N/A     | $150000.00         | $171780.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-04-25      | N/A      | N/A     | $4985000.00        | $5429618.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-05-15      | N/A      | N/A     | $2000000.00        | $21387.48          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $49072384.00       | $47154646.14       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-08-26      | N/A      | N/A     | $32000000.00       | $2014305.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-25      | N/A      | N/A     | $2521696.00        | $2021538.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | N/A      | N/A     | $250000.00         | $151481.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-25      | N/A      | N/A     | $4000000.00        | $3688569.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-25      | N/A      | N/A     | $1000000.00        | $882812.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-07-25      | N/A      | N/A     | $13665000.00       | $13446816.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | N/A      | N/A     | $145579000.00      | $147473117.53      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-12-25      | N/A      | N/A     | $1879000.00        | $1231358.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-10-15      | N/A      | N/A     | $10795000.00       | $915072.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-06-25      | N/A      | N/A     | $560000.00         | $65064.29          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-25      | N/A      | N/A     | $18768832.00       | $5689097.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | N/A      | N/A     | $200000.00         | $11831.42          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-08-25      | N/A      | N/A     | $25000000.00       | $8982306.74        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $20000000.00       | $19977637.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $129224320.00      | $130078515.37      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $300000.00         | $9440.69           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-07-15      | N/A      | N/A     | $784800.00         | $707609.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-04-25      | N/A      | N/A     | $11000000.00       | $10957425.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-10-25      | N/A      | N/A     | $62960000.00       | $17293753.06       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-25      | N/A      | N/A     | $7400000.00        | $6698606.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $16091000.00       | $15163820.49       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-25      | N/A      | N/A     | $205000.00         | $34182.30          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-04-15      | N/A      | N/A     | $1100000.00        | $700792.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5000000.00        | $5160445.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-07-25      | N/A      | N/A     | $12133000.00       | $1357295.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-12-15      | N/A      | N/A     | $324000.00         | $453789.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | N/A      | N/A     | $14869000.00       | $371016.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $11864160.00       | $12000810.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-12-25      | N/A      | N/A     | $740000.00         | $162908.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | N/A      | N/A     | $200000.00         | $6311.60           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-06-25      | N/A      | N/A     | $655000.00         | $650774.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $50000000.00       | $50335494.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-25      | N/A      | N/A     | $418558.00         | $303220.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-01-25      | N/A      | N/A     | $3422796.00        | $3231419.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-11-25      | N/A      | N/A     | $62000000.00       | $10456413.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-09-25      | N/A      | N/A     | $700000.00         | $8360.08           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | N/A      | N/A     | $1199827.00        | $54524.93          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5127136.00        | $5111749.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $472000.00         | $575253.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-03-25      | N/A      | N/A     | $2286000.00        | $576770.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-25      | N/A      | N/A     | $49050752.00       | $48455717.33       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-08-25      | N/A      | N/A     | $13442736.00       | $12084387.69       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-10-15      | N/A      | N/A     | $491000.00         | $31339.31          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $26307300.00       | $26194573.22       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-09-15      | N/A      | N/A     | $200000.00         | $24364.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-01-25      | N/A      | N/A     | $1695500.00        | $1643316.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | N/A      | N/A     | $311255.00         | $120259.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-07-25      | N/A      | N/A     | $1600000.00        | $1061050.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-04-15      | N/A      | N/A     | $1600000.00        | $614612.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-08-25      | N/A      | N/A     | $15249000.00       | $2389773.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | N/A      | N/A     | $618369.00         | $777933.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-25      | N/A      | N/A     | $602836.00         | $599774.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | N/A      | N/A     | $633000.00         | $603723.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-09-25      | N/A      | N/A     | $2000000.00        | $123326.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $18721024.00       | $17253419.98       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2057-06-25      | N/A      | N/A     | $75000.00          | $89379.52          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-01-15      | N/A      | N/A     | $3000000.00        | $1878505.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-04-25      | N/A      | N/A     | $10000000.00       | $1688363.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $50000000.00       | $50344066.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-04-15      | N/A      | N/A     | $150000.00         | $14480.97          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | N/A      | N/A     | $25000000.00       | $25272912.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-04-25      | N/A      | N/A     | $500000.00         | $449701.61         | Agency Collateralized Mortgage Obligation |

### Security 36: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25PG8
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **C.10 - Ratings:** Moody's Long Rating: NR; Standard & Poor's Long Rating: A+; Moody's Short Rating: NR; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $291000.00         | $203556.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $10047000.00       | $6829317.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | N/A      | N/A     | $219260000.00      | $190288430.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $419100.00         | $254622.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $10906000.00       | $10164893.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | N/A      | N/A     | $96000.00          | $108291.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $5000.00           | $7264.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $408594400.00      | $299794691.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $2084500.00        | $2348969.27        | U.S. Treasuries (including strips) |

### Security 37: RBC CAPITAL MARKETS LLC (REPO)

- **C.1 - Title:** RBC CAPITAL MARKETS LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 0PO004I77
- **C.18 - Value (incl. sponsor support):** $3600000000.00
- **C.18.a - Value (excl. sponsor support):** $3600000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: A2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 MORT | 2041-01-25      | N/A      | N/A     | $6000.00           | $204.52            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $25000.00          | $12.40             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-07-15      | N/A      | N/A     | $1041500.00        | $1279439.77        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $70000.00          | $45306.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $152088083.00      | $144752253.38      | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $350000.00         | $344456.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-04-15      | N/A      | N/A     | $979200.00         | $2027850.28        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $150000000.00      | $69779209.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $109268000.00      | $111151112.58      | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $71100.00          | $90604.65          | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $35000.00          | $35518.03          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-04-25      | N/A      | N/A     | $10000000.00       | $4902228.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $250000.00         | $250351.19         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $19765000.00       | $3374991.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-10-25      | N/A      | N/A     | $50000000.00       | $22527026.70       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-01-25      | N/A      | N/A     | $63240000.00       | $63465155.46       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $6000.00           | $5.75              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $3000.00           | $36.08             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $25000000.00       | $928872.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $74127000.00       | $3399393.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $50000.00          | $295.38            | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2032-02-12      | N/A      | N/A     | $2350000.00        | $2352787.10        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-02-25      | N/A      | N/A     | $126000.00         | $106036.70         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2032-07-15      | N/A      | N/A     | $685200.00         | $722811.71         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $906900.00         | $874048.97         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $15300.00          | $10177.88          | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $156000.00         | $155934.76         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $90000.00          | $86040.89          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $41500.00          | $45154.90          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-10-25      | N/A      | N/A     | $92762334.00       | $33691968.87       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2025-10-15      | N/A      | N/A     | $1000.00           | $1240.25           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2026-07-25      | N/A      | N/A     | $10000000.00       | $9909595.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $85000.00          | $51425.48          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $25000.00          | $8.80              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $109080.00         | $10272.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-25      | N/A      | N/A     | $76516856.00       | $36724724.96       | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $500000.00         | $497824.58         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2035-06-15      | N/A      | N/A     | $20000000.00       | $8928980.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $10000.00          | $7514.06           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2040-03-27      | N/A      | N/A     | $75000.00          | $76252.85          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2025-10-15      | N/A      | N/A     | $994000.00         | $1009707.54        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2027-09-25      | N/A      | N/A     | $60766000.00       | $57211843.94       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $200000.00         | $196992.41         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2028-08-14      | N/A      | N/A     | $115000.00         | $115245.14         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $1000.00           | $5.30              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-25      | N/A      | N/A     | $58390000.00       | $58397798.33       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $964100.00         | $1400687.07        | U.S. Treasuries (including strips)        |
| FEDERAL FARM CREDIT B | 2031-08-25      | N/A      | N/A     | $2900000.00        | $2894055.00        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-09-25      | N/A      | N/A     | $5780000.00        | $4358606.79        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $130000.00         | $125799.94         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2030-05-25      | N/A      | N/A     | $13475000.00       | $7995739.48        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $500000.00         | $436698.49         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2028-06-25      | N/A      | N/A     | $7500000.00        | $4140653.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-10-15      | N/A      | N/A     | $10243444.00       | $6528257.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $4000.00           | $4.56              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-15      | N/A      | N/A     | $38726446.00       | $3173304.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $43517000.00       | $44716633.14       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $16000.00          | $15484.26          | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $4000.00           | $2.25              | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $170000.00         | $158065.35         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $25000.00          | $15.34             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $25216.00          | $34.27             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-25      | N/A      | N/A     | $25000000.00       | $17977679.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $5000.00           | $3.53              | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $18400.00          | $20453.26          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $71200.00          | $116056.61         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2028-08-11      | N/A      | N/A     | $9000.00           | $9009.90           | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $1329726.00        | $1273264.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2027-08-17      | N/A      | N/A     | $500000.00         | $499843.22         | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $130000.00         | $127500.39         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $3000.00           | $3.19              | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $400000.00         | $397429.65         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $24900.00          | $23989.21          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $12700.00          | $12624.88          | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $10000000.00       | $336431.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-25      | N/A      | N/A     | $57250000.00       | $17224419.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $79000.00          | $59671.55          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $2000000.00        | $65222.60          | Agency Mortgage-Backed Securities         |
| FRESB MTG TR 2018-SB4 | 2038-01-25      | N/A      | N/A     | $30000000.00       | $6951038.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-04-25      | N/A      | N/A     | $10000000.00       | $6146173.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $37822000.00       | $38138120.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $34373262.00       | $1025413.19        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $350000.00         | $347121.31         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $6000000.00        | $687688.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-26      | N/A      | N/A     | $18500000.00       | $2722694.53        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $200000.00         | $188329.75         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2041-12-25      | N/A      | N/A     | $52000.00          | $158.08            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $72913628.00       | $67176016.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-25      | N/A      | N/A     | $24529000.00       | $6443266.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-27      | N/A      | N/A     | $50000000.00       | $38952202.94       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $800000.00         | $781183.41         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $600000.00         | $563518.52         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $912200.00         | $1209457.46        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2047-05-20      | N/A      | N/A     | $76804000.00       | $3841336.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $8000.00           | $19.24             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-06-25      | N/A      | N/A     | $63440000.00       | $7851447.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2027-08-12      | N/A      | N/A     | $35000.00          | $35013.15          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $250000.00         | $241400.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $4000.00           | $7.78              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $375000.00         | $166764.86         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $580000.00         | $574960.33         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $9288527.00        | $6101183.22        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-07-15      | N/A      | N/A     | $1016200.00        | $1146313.71        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2028-04-25      | N/A      | N/A     | $25000000.00       | $24029993.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $45000.00          | $46122.42          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-09-29      | N/A      | N/A     | $75000.00          | $59439.65          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $38300.00          | $62626.74          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $10000.00          | $9283.72           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2034-05-30      | N/A      | N/A     | $30000.00          | $30357.28          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-05-25      | N/A      | N/A     | $44110000.00       | $12761720.32       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $24000.00          | $24125.88          | U.S. Treasuries (including strips)        |
| FEDERAL FARM CREDIT B | 2029-03-01      | N/A      | N/A     | $75000.00          | $69284.87          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-08-28      | N/A      | N/A     | $60000.00          | $52351.07          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $8999400.00        | $10141191.69       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-05-25      | N/A      | N/A     | $80000.00          | $61673.21          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2026-04-15      | N/A      | N/A     | $167300.00         | $204357.70         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $4912937.00        | $4847243.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $50000.00          | $4176.67           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $900000.00         | $882570.38         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $37126.00          | $33.37             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $5000000.00        | $313762.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $29508.00          | $18887.37          | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2038-04-29      | N/A      | N/A     | $900000.00         | $794799.30         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2027-12-25      | N/A      | N/A     | $49331032.00       | $30198110.07       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $929900.00         | $786485.34         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $600000.00         | $593570.55         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $500000.00         | $469464.52         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2029-01-25      | N/A      | N/A     | $178248000.00      | $169112393.93      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $13336.00          | $13681.71          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $510000.00         | $496067.84         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $16135133.00       | $15023378.61       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $37078297.00       | $16910541.42       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $16000.00          | $16281.82          | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2033-03-25      | N/A      | N/A     | $15000000.00       | $8748613.49        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $700000.00         | $681978.48         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2027-02-25      | N/A      | N/A     | $2003957.00        | $923905.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2038-03-17      | N/A      | N/A     | $100000.00         | $102048.00         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-03-25      | N/A      | N/A     | $70000.00          | $70571.18          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-09-25      | N/A      | N/A     | $17240000.00       | $11277655.27       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $700000.00         | $609275.99         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $29127237.00       | $2909020.23        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $300000.00         | $280604.66         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $897000.00         | $894248.10         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2037-08-21      | N/A      | N/A     | $2795000.00        | $2796652.47        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $205000.00         | $196070.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $440000.00         | $341149.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-05-25      | N/A      | N/A     | $35067140.00       | $27201524.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $25000.00          | $76.54             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-25      | N/A      | N/A     | $14500000.00       | $8239655.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2027-06-09      | N/A      | N/A     | $100000.00         | $101044.39         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-08-25      | N/A      | N/A     | $12483000.00       | $11647188.25       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-03-15      | N/A      | N/A     | $4000.00           | $4097.75           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2027-11-25      | N/A      | N/A     | $20000000.00       | $6082597.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $3000.00           | $26.63             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $212000.00         | $121403.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-25      | N/A      | N/A     | $33735000.00       | $30344369.20       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $960900.00         | $886070.16         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $53672000.00       | $3667104.82        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $922600.00         | $1072775.60        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $2000.00           | $0.72              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | N/A      | N/A     | $38209221.00       | $3193283.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-25      | N/A      | N/A     | $36275000.00       | $4021645.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-04-01      | N/A      | N/A     | $5000.00           | $1.45              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-28      | N/A      | N/A     | $1000000.00        | $999816.67         | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $963600.00         | $1009107.45        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2028-03-25      | N/A      | N/A     | $14933530.00       | $10335579.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2027-08-25      | N/A      | N/A     | $6770000.00        | $6767962.98        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-07-09      | N/A      | N/A     | $1500000.00        | $1509349.50        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-09-25      | N/A      | N/A     | $4344789.00        | $2293038.60        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-07-15      | N/A      | N/A     | $1014100.00        | $1358323.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $900000.00         | $885128.51         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2044-08-19      | N/A      | N/A     | $50000.00          | $49956.43          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-10-25      | N/A      | N/A     | $370000.00         | $57859.13          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-11-25      | N/A      | N/A     | $40000.00          | $31721.25          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-06-25      | N/A      | N/A     | $2545000.00        | $2185292.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $86800000.00       | $87514315.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2028-05-26      | N/A      | N/A     | $75000.00          | $70807.90          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-10-25      | N/A      | N/A     | $20000000.00       | $8759099.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $9606823.00        | $269391.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $28000.00          | $21049.54          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $410149.00         | $360098.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | N/A      | N/A     | $11500000.00       | $9980158.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-12-25      | N/A      | N/A     | $45000000.00       | $42289674.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-08-25      | N/A      | N/A     | $26150000.00       | $3951156.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2030-03-08      | N/A      | N/A     | $50000.00          | $45575.75          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $5000.00           | $4.35              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $205000.00         | $181385.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-07-27      | N/A      | N/A     | $30301000.00       | $5565831.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2029-02-14      | N/A      | N/A     | $100000.00         | $95452.58          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2026-08-14      | N/A      | N/A     | $1305000.00        | $1314381.65        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2031-03-17      | N/A      | N/A     | $50000.00          | $45023.15          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $295000.00         | $301882.88         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $77468.00          | $64556.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2044-11-25      | N/A      | N/A     | $25000.00          | $25356.04          | Agency Debentures and Agency Strips       |
| FHLMC REMIC SERIES K- | 2027-10-25      | N/A      | N/A     | $67111000.00       | $62992882.67       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $12600.00          | $16326.47          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2042-12-25      | N/A      | N/A     | $106900.00         | $29604.79          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-04-20      | N/A      | N/A     | $56784359.00       | $3513478.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-07-25      | N/A      | N/A     | $13515000.00       | $4979642.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-25      | N/A      | N/A     | $17500000.00       | $5151057.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-11-15      | N/A      | N/A     | $12000.00          | $33.96             | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $942400.00         | $572551.45         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $13000.00          | $7493.96           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $40000.00          | $39663.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-15      | N/A      | N/A     | $34545291.00       | $5094999.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-12-25      | N/A      | N/A     | $21000000.00       | $12819616.79       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $1000.00           | $82.94             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $46670000.00       | $46731220.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-25      | N/A      | N/A     | $13000000.00       | $11054678.06       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-08-31      | N/A      | N/A     | $300000.00         | $311698.44         | U.S. Treasuries (including strips)        |
| FEDERAL FARM CREDIT B | 2028-02-04      | N/A      | N/A     | $1525000.00        | $1529144.27        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-12-25      | N/A      | N/A     | $22350000.00       | $20850441.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2033-09-27      | N/A      | N/A     | $100000.00         | $84690.14          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2031-05-15      | N/A      | N/A     | $780000.00         | $697667.65         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $32377744.00       | $3459267.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $37460.00          | $31737.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-25      | N/A      | N/A     | $16000000.00       | $16018879.97       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-25      | N/A      | N/A     | $24250000.00       | $18498970.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $106000.00         | $93915.05          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-10-25      | N/A      | N/A     | $12000.00          | $5851.82           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $95116000.00       | $94913783.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $6000.00           | $5.38              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-28      | N/A      | N/A     | $39250000.00       | $20218264.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-27      | N/A      | N/A     | $31000000.00       | $30845927.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-05-20      | N/A      | N/A     | $70187000.00       | $3375540.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-06-25      | N/A      | N/A     | $54000000.00       | $53462117.99       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $73032000.00       | $73929749.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $93770935.00       | $87918626.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-20      | N/A      | N/A     | $248333086.00      | $1552567.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-25      | N/A      | N/A     | $26620000.00       | $27354280.17       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $600000.00         | $586725.39         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-04-25      | N/A      | N/A     | $3721.00           | $8078.03           | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2035-09-25      | N/A      | N/A     | $1000000.00        | $1016747.00        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2031-01-15      | N/A      | N/A     | $1021300.00        | $1193093.25        | U.S. Treasuries (including strips)        |
| FEDERAL FARM CREDIT B | 2029-08-13      | N/A      | N/A     | $1310000.00        | $1310056.04        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-10-12      | N/A      | N/A     | $25000.00          | $23488.21          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-08-22      | N/A      | N/A     | $200000.00         | $199993.96         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-10-19      | N/A      | N/A     | $25000.00          | $23088.13          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-05-25      | N/A      | N/A     | $20822000.00       | $18843715.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-01-25      | N/A      | N/A     | $12993330.00       | $11400399.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-04-25      | N/A      | N/A     | $440000.00         | $6590.97           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $9965100.00        | $9717276.24        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $521593.00         | $486483.97         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2033-01-15      | N/A      | N/A     | $1300.00           | $1369.41           | U.S. Treasuries (including strips)        |
| FEDERAL FARM CREDIT B | 2030-06-03      | N/A      | N/A     | $67000.00          | $61099.09          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2059-07-16      | N/A      | N/A     | $72000.00          | $14291.11          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-11-15      | N/A      | N/A     | $520000.00         | $451290.63         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2039-09-20      | N/A      | N/A     | $1465000.00        | $1480052.39        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $939600.00         | $938272.99         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2030-02-01      | N/A      | N/A     | $5000.00           | $3.01              | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $1013700.00        | $1603780.52        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $420000.00         | $419076.80         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2036-03-25      | N/A      | N/A     | $48750000.00       | $5599520.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-09-25      | N/A      | N/A     | $32140000.00       | $7060799.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-08-25      | N/A      | N/A     | $20000000.00       | $20202720.00       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $1016600.00        | $2224103.96        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $560863.00         | $567753.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-05-25      | N/A      | N/A     | $28552000.00       | $14492320.28       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $4000.00           | $4053.69           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $969800.00         | $1445535.03        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2032-11-26      | N/A      | N/A     | $17000000.00       | $16541001.53       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $920000.00         | $891267.15         | U.S. Treasuries (including strips)        |
| FRESB MTG TR 2016-SB1 | 2036-01-25      | N/A      | N/A     | $42562000.00       | $6958275.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2039-10-17      | N/A      | N/A     | $150000.00         | $149791.85         | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $695000.00         | $675547.49         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2046-11-15      | N/A      | N/A     | $650000.00         | $56250.54          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2025-11-01      | N/A      | N/A     | $1800.00           | $0.06              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $150000.00         | $116982.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-01-25      | N/A      | N/A     | $28420000.00       | $25909418.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $25000.00          | $4.22              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $25000.00          | $58.22             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $8300.00           | $9257.78           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $15300.00          | $20068.25          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-01-15      | N/A      | N/A     | $45900.00          | $55169.92          | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2027-10-25      | N/A      | N/A     | $80387000.00       | $36743931.57       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $54700.00          | $57836.77          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $4000.00           | $519.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $80049000.00       | $80980690.31       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-07-15      | N/A      | N/A     | $66400.00          | $67304.95          | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $5000000.00        | $174045.98         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $700000.00         | $195108.90         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2028-10-25      | N/A      | N/A     | $20509000.00       | $8809224.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | N/A      | N/A     | $1000.00           | $21.06             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-06-20      | N/A      | N/A     | $6750000.00        | $102424.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $33000000.00       | $33420797.65       | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2029-05-25      | N/A      | N/A     | $200000.00         | $199905.84         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-08-20      | N/A      | N/A     | $4902000.00        | $4903279.42        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $148051719.00      | $94388973.25       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $240000.00         | $235930.14         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2028-03-25      | N/A      | N/A     | $23035000.00       | $19956519.16       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-11-26      | N/A      | N/A     | $10000000.00       | $9999907.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $2195725.00        | $1406466.53        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $914200.00         | $657188.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $450000.00         | $388991.49         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $11135000.00       | $4557235.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-06-20      | N/A      | N/A     | $36547329.00       | $717068.20         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-04-15      | N/A      | N/A     | $933000.00         | $970769.53         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $125000.00         | $113239.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-06-25      | N/A      | N/A     | $107416000.00      | $103579286.02      | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $100000.00         | $95944.70          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-01-15      | N/A      | N/A     | $880700.00         | $946320.83         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2027-09-25      | N/A      | N/A     | $4500000.00        | $4344140.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $3000.00           | $21.62             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2034-07-15      | N/A      | N/A     | $843300.00         | $881582.94         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $1009500.00        | $2179258.01        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-01-15      | N/A      | N/A     | $865100.00         | $914812.64         | U.S. Treasuries (including strips)        |
| FEDERAL FARM CREDIT B | 2040-03-12      | N/A      | N/A     | $175000.00         | $178871.66         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2029-05-15      | N/A      | N/A     | $1000.00           | $1106.56           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-07-15      | N/A      | N/A     | $453000.00         | $11565.22          | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2034-08-21      | N/A      | N/A     | $5000.00           | $4994.64           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-05-25      | N/A      | N/A     | $25000000.00       | $24816463.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2028-09-20      | N/A      | N/A     | $60000.00          | $56210.50          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $25000.00          | $3.16              | Agency Mortgage-Backed Securities         |
| FRESB MTG TR 2019-SB6 | 2039-02-25      | N/A      | N/A     | $21375887.00       | $6621021.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $201669525.00      | $2835755.80        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $896000.00         | $919548.30         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2047-11-25      | N/A      | N/A     | $29294000.00       | $21816881.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-04-25      | N/A      | N/A     | $44000000.00       | $39538116.42       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $6400.00           | $6121.50           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2029-08-27      | N/A      | N/A     | $270000.00         | $269852.85         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $1283395.00        | $1307113.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $2000.00           | $1.60              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-26      | N/A      | N/A     | $23950000.00       | $6354536.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-01-25      | N/A      | N/A     | $199949916.00      | $66059669.16       | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $18000.00          | $18278.18          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $32955000.00       | $33748863.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-26      | N/A      | N/A     | $500000.00         | $497511.67         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-06-25      | N/A      | N/A     | $15950000.00       | $8424845.34        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $300000.00         | $294282.91         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2035-06-15      | N/A      | N/A     | $5000.00           | $4625.19           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-01-25      | N/A      | N/A     | $8095000.00        | $1462926.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-04-25      | N/A      | N/A     | $36000000.00       | $11487877.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2032-07-15      | N/A      | N/A     | $292000.00         | $293707.81         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-08-19      | N/A      | N/A     | $225000.00         | $223803.25         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2041-06-15      | N/A      | N/A     | $10971630.00       | $11091556.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-15      | N/A      | N/A     | $4850000.00        | $1430229.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $142625.00         | $136286.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $19111583.00       | $19881609.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-25      | N/A      | N/A     | $197000000.00      | $3785358.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $3000.00           | $15.95             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $14410979.00       | $3076191.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2034-02-14      | N/A      | N/A     | $30000.00          | $14029.49          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2033-07-15      | N/A      | N/A     | $853400.00         | $895461.73         | U.S. Treasuries (including strips)        |
| FRESB MTG TR 2016-SB2 | 2036-07-25      | N/A      | N/A     | $28250000.00       | $9921273.62        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $287700.00         | $300150.86         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-02-25      | N/A      | N/A     | $24000.00          | $19744.02          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $310000.00         | $293987.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-01-25      | N/A      | N/A     | $5000000.00        | $5006832.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-08-12      | N/A      | N/A     | $50000.00          | $49557.00          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-04-01      | N/A      | N/A     | $32837745.00       | $32922225.37       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $350000.00         | $332613.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1599233.00        | $1148771.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-10-25      | N/A      | N/A     | $50450000.00       | $25115114.79       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2032-04-12      | N/A      | N/A     | $75000.00          | $72480.40          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2025-09-25      | N/A      | N/A     | $10000000.00       | $6068680.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $34590629.00       | $829544.87         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $890900.00         | $938999.54         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $399365.00         | $256283.53         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $971800.00         | $1084431.86        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $512300.00         | $515308.94         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2027-10-25      | N/A      | N/A     | $104967927.00      | $79628375.52       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $968900.00         | $1310584.03        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $994300.00         | $1084390.51        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2027-05-25      | N/A      | N/A     | $4500000.00        | $2769406.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $15000.00          | $10220.74          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-05-25      | N/A      | N/A     | $52700000.00       | $52686953.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $21000.00          | $5731.57           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $6000.00           | $746.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-25      | N/A      | N/A     | $5750000.00        | $4129975.49        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $600000.00         | $563874.91         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $5000.00           | $2.22              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-25      | N/A      | N/A     | $50000000.00       | $36972188.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $39000.00          | $38574.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-25      | N/A      | N/A     | $66451000.00       | $66594770.39       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-01-20      | N/A      | N/A     | $45000.00          | $38633.99          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-10-15      | N/A      | N/A     | $917400.00         | $1076376.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $996200.00         | $1566878.42        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2028-12-25      | N/A      | N/A     | $10000000.00       | $8921063.69        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $175000.00         | $171843.92         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $935700.00         | $886341.29         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $1090000.00        | $1400256.18        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $680000.00         | $688068.16         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $15000.00          | $9873.56           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | N/A      | N/A     | $9000000.00        | $6862533.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $40911575.00       | $696692.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-11-25      | N/A      | N/A     | $61074000.00       | $13133150.58       | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 201 | 2039-04-25      | N/A      | N/A     | $103145000.00      | $47490977.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-09-25      | N/A      | N/A     | $56250000.00       | $5962516.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | N/A      | N/A     | $9790000.00        | $9506709.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $274000.00         | $124473.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-25      | N/A      | N/A     | $2888346.00        | $2262889.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-25      | N/A      | N/A     | $51247000.00       | $4392261.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1363000.00        | $1365376.92        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-07-15      | N/A      | N/A     | $1211400.00        | $1455407.91        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2030-08-27      | N/A      | N/A     | $250000.00         | $249796.46         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $262135297.00      | $163921126.93      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-25      | N/A      | N/A     | $20000000.00       | $16020266.66       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-06-30      | N/A      | N/A     | $800000.00         | $806643.30         | U.S. Treasuries (including strips)        |
| FRESB MTG TR 2019-SB5 | 2038-11-25      | N/A      | N/A     | $21185000.00       | $6764495.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-04-20      | N/A      | N/A     | $7700.00           | $7846.64           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $200000000.00      | $79375868.03       | Agency Collateralized Mortgage Obligation |

### Security 38: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CU3
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA-; Fitch Long Rating: AA; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $204772000.00      | $208062516.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | N/A      | N/A     | $205470400.00      | $210528242.52      | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1000.00           | $711.27            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $186645500.00      | $189046076.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $476390000.00      | $489802971.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $259076900.00      | $240632232.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $2692500.00        | $2532206.09        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $1024.00           | $656.00            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $349621200.00      | $354294293.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $864000.00         | $879272.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | N/A      | N/A     | $7119000.00        | $7195030.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $348501300.00      | $354879169.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $342300.00         | $335912.75         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1090.00           | $779.73            | Agency Mortgage-Backed Securities  |

### Security 39: NATIXIS NEW YORK BRANCH (REPO)

- **C.1 - Title:** NATIXIS NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0RG005QW5
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Fitch Short Rating: F1; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: 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 MORT | 2050-07-01      | N/A      | N/A     | $1000.00           | $591.28            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-04-16      | N/A      | N/A     | $23998100.00       | $23419025.85       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $1000000.00        | $699310.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1021141.00        | $892464.03         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2034-07-15      | N/A      | N/A     | $243300.00         | $254344.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $14400.00          | $14413.35          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $1000.00           | $582.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $3177547.00        | $2877417.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $1000.00           | $367.64            | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2056-04-01      | N/A      | N/A     | $32848000.00       | $5890303.36        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-04-15      | N/A      | N/A     | $10.00             | $0.16              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $30280582.00       | $28934885.64       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $5423600.00        | $5502088.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $200.00            | $154.12            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $5957280.00        | $4464134.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $727.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $2043520.00        | $1976488.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $2457132.00        | $2483826.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $1401431.00        | $828401.72         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $4999800.00        | $5038254.98        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $12986500.00       | $13258452.48       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-03-31      | N/A      | N/A     | $42286500.00       | $43754621.44       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $8487046.00        | $8504135.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $1000.00           | $569.99            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $18424300.00       | $18895107.95       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1183503.00        | $1134141.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $1661610.00        | $1565150.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $1000.00           | $210.00            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $16555700.00       | $16166297.70       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-01-15      | N/A      | N/A     | $8689300.00        | $9336738.52        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $4998300.00        | $2771161.56        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $10999700.00       | $8854629.85        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-15      | N/A      | N/A     | $966600.00         | $978550.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $1912800.00        | $1975983.42        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $3142055.00        | $3207367.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $14280000.00       | $13439624.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $12637808.00       | $12987264.46       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $10000000.00       | $9914970.65        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $6986964.00        | $7256880.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $1000.00           | $266.03            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $100.00            | $91.41             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $11689600.00       | $11903484.87       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $19999000.00       | $20322830.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $4888000.00        | $4717324.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $1000.00           | $640.62            | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2038-06-15      | N/A      | N/A     | $5600000.00        | $2978841.60        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $78573946.00       | $79374012.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $1000.00           | $523.12            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-10-15      | N/A      | N/A     | $100.00            | $102.57            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $12793967.00       | $2898246.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $1000.00           | $940.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $1000000.00        | $895495.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $11500019.00       | $6478718.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1006298.00        | $961564.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $1000.00           | $241.40            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $499800.00         | $516616.99         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $2010000.00        | $1885348.59        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $2209500.00        | $1909948.24        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $103308.00         | $104427.03         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $38262200.00       | $38545498.30       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $1000.00           | $110.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1260909.00        | $1180065.14        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-07-31      | N/A      | N/A     | $3320000.00        | $3347065.22        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $1000.00           | $168.94            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $500.00            | $383.46            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2040-07-13      | N/A      | N/A     | $409000.00         | $283461.63         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1009.00           | $1035.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $80168541.00       | $77912547.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $25155000.00       | $25648907.26       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $200.00            | $210.69            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1799207.00        | $1509738.59        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $106000.00         | $108387.97         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $18303600.00       | $18434550.32       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $100.00            | $65.22             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $24666000.00       | $25391125.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-02      | N/A      | N/A     | $1000.00           | $632.56            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $200000.00         | $196855.45         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $2695050.00        | $2331373.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | N/A      | N/A     | $19137177.00       | $2769493.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $6561130.00        | $2852952.96        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $678000.00         | $662476.50         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1170639.00        | $1083901.31        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $19958200.00       | $19901936.98       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1000.00           | $846.44            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2035-09-10      | N/A      | N/A     | $4000.00           | $3024.73           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-07-01      | N/A      | N/A     | $1000.00           | $980.85            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $200.00            | $198.69            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $8929500.00        | $5391506.89        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $1000.00           | $202.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $3150000.00        | $3232884.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1986950.00        | $2099499.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1000.00           | $648.69            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $3101000.00        | $2376328.25        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $20576900.00       | $20287590.12       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $1000.00           | $183.88            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $100.00            | $100.74            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1000.00           | $904.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $19854400.00       | $20629240.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $1000.00           | $595.68            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $9999900.00        | $9940754.18        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1000.00           | $943.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $28899087.00       | $23636042.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1000.00           | $938.98            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-09-11      | N/A      | N/A     | $430700.00         | $430036.72         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $329033.00         | $281632.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000.00           | $609.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $1000.00           | $470.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1661104.00        | $1683427.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1208892.00        | $1212823.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $9334385.00        | $8480552.13        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $2998300.00        | $3885052.48        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1000.00           | $1034.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $125360768.00      | $117092540.09      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $9464052.00        | $9325699.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $1694902.00        | $1626321.18        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $300000.00         | $232615.29         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $1000.00           | $674.95            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $200.00            | $161.65            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $78835100.00       | $78167146.60       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $10563300.00       | $10380810.38       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $16225000.00       | $16256658.58       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $101300.00         | $103930.25         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $7966398.00        | $7810167.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1000.00           | $973.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $6441000.00        | $6340820.98        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $100000.00         | $77641.13          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $92719744.00       | $94541882.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $931880.00         | $893564.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $45543377.00       | $35715657.72       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $50000000.00       | $49241000.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-10-14      | N/A      | N/A     | $13999900.00       | $13925000.54       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $9843300.00        | $10102160.82       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $286815.00         | $195154.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $1000.00           | $129.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | N/A      | N/A     | $17669995.00       | $2583684.58        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $24999500.00       | $17732550.24       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2045-04-01      | N/A      | N/A     | $17000000.00       | $2762020.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $5939000.00        | $3488404.19        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $100.00            | $90.32             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $36959000.00       | $38410938.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1000.00           | $679.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $15814000.00       | $15007486.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $9808223.00        | $9056771.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $24934688.00       | $15560787.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $6104000.00        | $6096944.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $2333000.00        | $2170102.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1000.00           | $1011.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-01      | N/A      | N/A     | $12768693.00       | $12524197.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1000.00           | $243.67            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $354200.00         | $361702.87         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $5398000.00        | $4843317.71        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $83606800.00       | $85651740.56       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $26534500.00       | $27222030.52       | U.S. Treasuries (including strips)        |
| FEDERAL FARM CREDIT B | 2040-08-13      | N/A      | N/A     | $4000.00           | $2685.83           | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2051-05-15      | N/A      | N/A     | $200.00            | $126.67            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $6757899.00        | $6143703.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1174719.00        | $1229149.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $340935.00         | $361665.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $1000.00           | $142.39            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $100.00            | $88.67             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $999900.00         | $1026428.79        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1007411.00        | $998678.67         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $400.00            | $360.62            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $43761100.00       | $40806956.53       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-08-15      | N/A      | N/A     | $100.00            | $98.25             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $1000.00           | $210.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $466664.00         | $373373.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1271650.00        | $867763.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1000.00           | $851.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $2278711.00        | $2164594.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $23157586.00       | $20090008.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $1954189.00        | $1505447.64        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-01-15      | N/A      | N/A     | $100.00            | $116.82            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $1000.00           | $184.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $7583856.00        | $5265706.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $3548816.00        | $418024.96         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $300.00            | $293.87            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $1000200.00        | $618376.64         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $12999800.00       | $11092795.33       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $7575000.00        | $3554437.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $7206710.00        | $7084407.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $7098704.00        | $2868584.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2033-10-24      | N/A      | N/A     | $15000.00          | $14669.19          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $22461900.00       | $22603457.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1008.00           | $780.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1000.00           | $652.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $20045945.00       | $19128568.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $4600000.00        | $4423407.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $27999507.00       | $28000869.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1018499.00        | $918942.29         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $1000.00           | $1162.77           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $4000000.00        | $3698147.11        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $2567200.00        | $2606586.43        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $2400.00           | $2371.20           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $2899807.00        | $2769509.97        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $1000.00           | $983.48            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-31      | N/A      | N/A     | $3465800.00        | $3546443.77        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $2219337.00        | $764488.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $27807446.00       | $25457779.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $1000000.00        | $951439.44         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $4998500.00        | $4139710.05        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $1000.00           | $177.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1371367.00        | $1385760.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1000.00           | $679.25            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $200.00            | $184.19            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $1000.00           | $572.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $20226780.00       | $19441025.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1000.00           | $674.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $9579170.00        | $9424573.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1000.00           | $798.35            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-07-31      | N/A      | N/A     | $2700000.00        | $2753272.83        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2042-12-15      | N/A      | N/A     | $15535000.00       | $6111251.51        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $1357376.00        | $1296561.03        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $99995400.00       | $58253407.22       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $22488700.00       | $22056291.68       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $1000.00           | $154.41            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $6978400.00        | $6867868.22        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $697.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $1000.00           | $246.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1444.00           | $1080.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $1000.00           | $135.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $1877142.00        | $1793732.66        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $100.00            | $100.66            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $44681544.00       | $37104322.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1000.00           | $993.84            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $600.00            | $615.09            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $111395685.00      | $45501223.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $806969.00         | $782953.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $1000.00           | $562.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $1000.00           | $319.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $833.87            | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2038-01-15      | N/A      | N/A     | $12700000.00       | $6715201.20        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1395670.00        | $1481987.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $4719894.00        | $3670681.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1108553.00        | $1055177.85        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $7065900.00        | $7113974.04        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $1000.00           | $418.20            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $1000.00           | $963.42            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $3064698.00        | $2851597.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $1008.00           | $277.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $3306000.00        | $3181267.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-02-15      | N/A      | N/A     | $1548.00           | $78.63             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2038-06-01      | N/A      | N/A     | $9610000.00        | $8907080.82        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $2000000.00        | $1957118.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1616727.00        | $1142639.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1460570.00        | $1300495.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1093412.00        | $693521.95         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $10000000.00       | $7188670.98        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $6844700.00        | $3802438.35        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $1815390.00        | $1707191.34        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $200.00            | $194.39            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $3635952.00        | $2971624.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1080243.00        | $1033379.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1001.00           | $781.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1249669.00        | $496431.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $2000000.00        | $1936500.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1000.00           | $566.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $4500817.00        | $2579202.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $1000.00           | $523.84            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $68276600.00       | $69884245.33       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1042.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1000.00           | $732.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1201468.00        | $997489.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $1004.00           | $396.38            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $9999900.00        | $9999761.52        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $14911029.00       | $12130735.10       | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2065-09-15      | N/A      | N/A     | $9714000.00        | $1063440.15        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $509744.00         | $467830.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1227700.00        | $1002279.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $10088432.00       | $6051328.20        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $500.00            | $484.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $700.00            | $688.15            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $882657.00         | $869249.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-02-01      | N/A      | N/A     | $16825824.00       | $14765456.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $1000.00           | $125.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $3529316.00        | $467533.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $1016454.00        | $121783.82         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $12000200.00       | $11923088.15       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $1001.00           | $398.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $16998737.00       | $2356147.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $1001.00           | $31.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $9120554.00        | $6448892.41        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $100.00            | $90.51             | U.S. Treasuries (including strips)        |

### Security 40: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15VL6
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $760000.00         | $81839.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-12-01      | N/A      | N/A     | $7317660.00        | $575369.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $2000296.00        | $1597876.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $5000000.00        | $485640.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $501000.00         | $153409.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $27000000.00       | $27172996.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | N/A      | N/A     | $1500000.00        | $80593.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $5327523.00        | $4763140.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $12443600.00       | $12616987.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $2135000.00        | $2148197.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $2925000.00        | $804490.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $731041.00         | $699353.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $24162723.00       | $2724211.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $2040230.00        | $2080834.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-06-01      | N/A      | N/A     | $1146258.00        | $519544.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $10146106.00       | $10414384.83       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $1077764.00        | $697095.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $10596006.00       | $9049818.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $3887000.00        | $3954279.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-10-01      | N/A      | N/A     | $4200000.00        | $555333.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $2046222.00        | $503430.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $10860000.00       | $2345818.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $18499132.00       | $2604098.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $213315.00         | $154753.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $310000.00         | $60220.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $11533341.00       | $1254479.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $3019142.00        | $67964.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $800000.00         | $821768.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $22860726.00       | $19600244.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $403299.00         | $64058.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $731000.00         | $146440.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $2710000.00        | $2784159.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $585000.00         | $247567.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-08-01      | N/A      | N/A     | $1748554.00        | $1509418.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $3069364.00        | $2602618.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $1004000.00        | $1030064.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $11907120.00       | $2204251.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $11691938.00       | $3047295.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $173347.00         | $74811.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $85256.00          | $56022.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $940000.00         | $165493.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $175000.00         | $59255.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $119000.00         | $54790.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $59688795.00       | $50534828.65       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $1500000.00        | $292488.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $15553203.00       | $15767194.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $24059000.00       | $24255548.65       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $1373807.00        | $617027.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $38009915.00       | $4175688.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $3154507.00        | $328274.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $11655132.00       | $1448443.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $1780000.00        | $225851.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $1144250.00        | $816198.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $10000000.00       | $8943648.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $17954077.00       | $1255779.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $796000.00         | $199649.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $4205591.00        | $3771964.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $590000.00         | $81182.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $3647673.00        | $3470539.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $390836.00         | $241940.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $12281000.00       | $12605873.38       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $800000.00         | $53153.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $6400000.00        | $194897.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $4234000.00        | $61253.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $1608000.00        | $199257.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $8400000.00        | $86852.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $9000000.00        | $5688817.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $565000.00         | $106212.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-03-01      | N/A      | N/A     | $1055727.00        | $138037.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $44915000.00       | $45198059.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $7717000.00        | $7874293.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-12-01      | N/A      | N/A     | $1192512.00        | $218040.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $1343950.00        | $1320175.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $19934105.00       | $14939584.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | N/A      | N/A     | $100000.00         | $65409.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | N/A      | N/A     | $219059.00         | $210616.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $3938636.00        | $3258345.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $8300000.00        | $8167890.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | N/A      | N/A     | $484918.00         | $416710.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $6469111.00        | $1811167.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $5880000.00        | $5948266.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $4849000.00        | $5004750.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $3039627.00        | $2858462.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $8500000.00        | $2327541.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $2346173.00        | $481640.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $3128000.00        | $295289.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $2800000.00        | $563824.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $454617.00         | $124376.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $10208550.00       | $2084850.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $68285536.00       | $77796.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-10-01      | N/A      | N/A     | $4781591.00        | $91850.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-10-01      | N/A      | N/A     | $684000.00         | $94363.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $361000.00         | $152863.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | N/A      | N/A     | $3849214.00        | $3486540.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $1475000.00        | $182388.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $400000.00         | $73904.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $1012000.00        | $213705.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $200000.00         | $130320.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $2100000.00        | $170661.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $825000.00         | $82390.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $800000.00         | $184503.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $530099.00         | $265305.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $1844000.00        | $296442.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $129711000.00      | $130896054.09      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-06-01      | N/A      | N/A     | $13564811.00       | $117110.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | N/A      | N/A     | $1703000.00        | $51151.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $6603000.00        | $381309.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $1119237.00        | $487921.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $6330000.00        | $6468769.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $579601.00         | $88667.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $798856.00         | $270169.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-09-01      | N/A      | N/A     | $1164000.00        | $785025.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $875876.00         | $174782.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $2447863.00        | $284230.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $33388635.00       | $3674649.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $1750000.00        | $1291546.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $556000.00         | $137203.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $7623864.00        | $7730094.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $9235000.00        | $8685247.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $909000.00         | $137752.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $6143155.00        | $5855290.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $1007002.00        | $306731.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $800000.00         | $128518.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $17707155.00       | $16919440.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $18000000.00       | $74824.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $13639985.00       | $11985030.47       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $1100000.00        | $88142.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $3896109.00        | $3900667.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $2781000.00        | $370757.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $1281090.00        | $1339910.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $27600000.00       | $27434338.67       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $451000.00         | $73211.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | N/A      | N/A     | $10786993.00       | $5678739.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $5382907.00        | $4970498.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $14206000.00       | $14555994.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $1073300.00        | $524430.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $1120000.00        | $788668.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $415013.00         | $358494.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $4446205.00        | $3922232.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $807458.00         | $565129.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $2320000.00        | $193281.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $2280358.00        | $2306554.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $3250000.00        | $92592.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $1285006.00        | $390328.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $191000.00         | $104449.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $2000000.00        | $324829.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $592000.00         | $57766.23          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $567917.00         | $513246.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $1162000.00        | $146330.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $5000000.00        | $183426.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $8806000.00        | $9129239.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $2659500.00        | $375765.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | N/A      | N/A     | $15355491.00       | $961056.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $950000.00         | $258468.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $760000.00         | $595686.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $1496495.00        | $1512634.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $1600000.00        | $82001.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $1708337.00        | $1676263.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $742000.00         | $151861.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | N/A      | N/A     | $2000000.00        | $299095.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $888000.00         | $920602.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $400000.00         | $71085.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $15040577.00       | $172589.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $1000000.00        | $74538.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $1207000.00        | $1240016.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-12-01      | N/A      | N/A     | $800000.00         | $124962.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $1496672.00        | $282668.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $5900000.00        | $387100.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $546427.00         | $510503.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $2564000.00        | $331123.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $225000.00         | $144534.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-08-01      | N/A      | N/A     | $4294000.00        | $51972.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $2608574.00        | $2632995.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $19399965.00       | $11431965.65       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $1983772.00        | $2003570.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $29266000.00       | $29880361.62       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $4354443.00        | $3929897.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $1049217.00        | $190910.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $1000.00           | $1019.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $100159.00         | $88434.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $98952889.00       | $10686277.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $6332000.00        | $6509960.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $2684695.00        | $2577849.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $1700000.00        | $201647.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $1444562.00        | $1421232.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | N/A      | N/A     | $1318427.00        | $1088705.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $1813483.00        | $1747848.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $4340000.00        | $4238221.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $24223000.00       | $24533223.96       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $630000.00         | $106282.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $33878000.00       | $34192907.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $700000.00         | $104273.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | N/A      | N/A     | $2000000.00        | $137227.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $1215800.00        | $1191976.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $1800000.00        | $226795.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $4917558.00        | $4469051.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $2071000.00        | $300995.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $5420000.00        | $4343224.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $1159807.00        | $805662.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $12805000.00       | $12772465.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $431000.00         | $58416.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $857000.00         | $158992.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $669463.00         | $131071.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $22163712.00       | $5706656.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $1368944.00        | $1366385.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $135000.00         | $73830.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $10607948.00       | $10373739.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $1661680.00        | $1709706.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $8031440.00        | $1629451.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-12-01      | N/A      | N/A     | $1660229.00        | $238223.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $1000000.00        | $831659.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $129057.00         | $61723.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $153576.00         | $84077.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $9717892.00        | $2075623.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-12-01      | N/A      | N/A     | $1961854.00        | $399372.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $11718236.00       | $1614119.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $1100000.00        | $125637.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $5646782.00        | $60800.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $209478.00         | $208531.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $12646538.00       | $5714419.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $10182112.00       | $2427771.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | N/A      | N/A     | $2949879.00        | $62742.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $10000000.00       | $2187149.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $1262780.00        | $1188143.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $1548887.00        | $290987.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-08-01      | N/A      | N/A     | $635000.00         | $304586.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $58360958.00       | $34048463.46       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $7113717.00        | $272719.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $4827117.00        | $63725.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $194979.00         | $181804.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $1181000.00        | $1172351.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-12-01      | N/A      | N/A     | $3119962.00        | $2646580.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $3005000.00        | $484911.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $508665.00         | $185908.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | N/A      | N/A     | $15000000.00       | $2211829.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $942641.00         | $92493.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $1581089.00        | $73037.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $300000.00         | $55305.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | N/A      | N/A     | $531201.00         | $474638.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-02-01      | N/A      | N/A     | $1000000.00        | $116534.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $16654800.00       | $16971659.42       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $366790.00         | $67894.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-12-01      | N/A      | N/A     | $363419.00         | $161983.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $9181558.00        | $65412.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | N/A      | N/A     | $1211445.00        | $1225157.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $6426118.00        | $3318958.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | N/A      | N/A     | $650000.00         | $283795.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $3562190.00        | $3448399.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $5887072.00        | $3367396.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-08-01      | N/A      | N/A     | $3693283.00        | $127607.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $5345000.00        | $5627924.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $53698203.00       | $9856213.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $4000000.00        | $777593.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $10120588.00       | $1074131.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-01-01      | N/A      | N/A     | $320447.00         | $169733.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $7368000.00        | $7473518.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $4770.00           | $4089.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $445000.00         | $62456.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $9730000.00        | $9741579.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-01-01      | N/A      | N/A     | $200000.00         | $128783.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-10-01      | N/A      | N/A     | $1600000.00        | $384480.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $3871668.00        | $3847901.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $260000.00         | $252372.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $1645675.00        | $370201.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $1040000.00        | $159803.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $1358256.00        | $944915.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $23452459.00       | $208283.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $500000.00         | $196675.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $1691906.00        | $1644158.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-08-01      | N/A      | N/A     | $1059304.00        | $116806.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $1249755.00        | $665571.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $12422000.00       | $64059.84          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | N/A      | N/A     | $46499000.00       | $1054355.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $78000000.00       | $78431253.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-11-15      | N/A      | N/A     | $20063675.00       | $16925733.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $2400000.00        | $2453108.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $3600000.00        | $3049974.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $1385640.00        | $1339903.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-06-01      | N/A      | N/A     | $374644.00         | $117279.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $6134100.00        | $6130198.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $20483000.00       | $68604.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $1250000.00        | $63334.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $2200000.00        | $2272286.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $15855000.00       | $2643768.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $4005000.00        | $4029956.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $178751.00         | $91061.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $1292057.00        | $1188581.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $1480000.00        | $66559.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $4884179.00        | $4983078.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-12-15      | N/A      | N/A     | $11137461.00       | $9358738.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $592000.00         | $100101.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $10636340.00       | $2760591.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $2805554.00        | $68350.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $2748000.00        | $2792051.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $950000.00         | $153142.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $15033000.00       | $15222708.10       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $430000.00         | $252102.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $989000.00         | $107897.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $124742039.00      | $70326075.91       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $2250000.00        | $140930.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $4000000.00        | $360059.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $380000.00         | $229126.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $653288.00         | $308612.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $36265751.00       | $6300300.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $151057.00         | $69977.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $2000000.00        | $86727.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-05-01      | N/A      | N/A     | $1100000.00        | $104580.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | N/A      | N/A     | $3638332.00        | $507109.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $620216.00         | $120322.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | N/A      | N/A     | $2917806.00        | $2636851.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $4010535.00        | $638199.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-12-01      | N/A      | N/A     | $10714893.00       | $927552.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $122534667.00      | $72232096.07       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $452163.00         | $148924.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $955000.00         | $143574.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $1204387.00        | $166084.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $5900000.00        | $5363816.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-11-01      | N/A      | N/A     | $1681566.00        | $560445.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $7109611.00        | $70611.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $4158660.00        | $4238352.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $9650000.00        | $52664.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $2990000.00        | $2652917.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $280000.00         | $56031.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $9216158.00        | $55645.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $2019000.00        | $2111061.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $1792640.00        | $401885.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $700000.00         | $111182.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $8194427.00        | $7340697.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $19983935.00       | $19833131.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $185188.00         | $167178.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $2014245.00        | $56486.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $2000000.00        | $339808.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $20000000.00       | $57836.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $2050151.00        | $378206.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $125000.00         | $74301.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $10213693.00       | $172706.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | N/A      | N/A     | $2240000.00        | $245897.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $1110374.00        | $461587.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $9620000.00        | $9859917.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $29120000.00       | $28968653.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $1620053.00        | $798139.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $2039711.00        | $1605369.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $40014135.00       | $38909922.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $18760000.00       | $18712335.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $117689.00         | $52513.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $3181884.00        | $1765886.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $878832.00         | $748194.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $4805000.00        | $851083.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $12320000.00       | $12350594.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $2589817.00        | $259462.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $3772000.00        | $3640690.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $355500.00         | $348698.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $1272878.00        | $1241203.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-09-01      | N/A      | N/A     | $5240036.00        | $2406488.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $6882920.00        | $7067699.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-09-01      | N/A      | N/A     | $2558898.00        | $1830544.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $1010000.00        | $139389.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $987326.00         | $698949.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $179000.00         | $60191.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $14502159.00       | $3189072.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $12754175.00       | $131137.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $25072000.00       | $25238734.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $2458000.00        | $1970221.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $690000.00         | $83065.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-01-01      | N/A      | N/A     | $73300000.00       | $1642290.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $800000.00         | $228722.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $10345377.00       | $10635084.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $577742.00         | $53865.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $8000000.00        | $8097156.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $4767110.00        | $1785031.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $765000.00         | $99442.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $4203551.00        | $3896402.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $317669.00         | $161959.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $4416000.00        | $4557842.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-10-01      | N/A      | N/A     | $1142998.00        | $115008.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $870508.00         | $90263.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $7865000.00        | $8038415.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $170170000.00      | $171891553.22      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | N/A      | N/A     | $512000.00         | $105949.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $654700.00         | $340816.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $48426000.00       | $48524902.02       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYAN9703  | 2033-07-01      | N/A      | N/A     | $2387000.00        | $2284734.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $24700000.00       | $24742533.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $1270830.00        | $177598.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $1207000.00        | $199144.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $750000.00         | $73340.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | N/A      | N/A     | $121397.00         | $63796.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $17043019.00       | $16914408.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-06-01      | N/A      | N/A     | $3495503.00        | $108180.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $4500000.00        | $132333.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-07-01      | N/A      | N/A     | $100000.00         | $72280.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $500000.00         | $69154.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $200000.00         | $118524.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $27825120.00       | $27649389.22       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $2660000.00        | $369629.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $346581.00         | $182761.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $6200000.00        | $797999.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $5070000.00        | $5104606.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $66958078.00       | $5919563.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $1493.00           | $80.32             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-08-01      | N/A      | N/A     | $1711327.00        | $154684.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $900000.00         | $185029.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | N/A      | N/A     | $427000.00         | $79539.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $15750000.00       | $15709982.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | N/A      | N/A     | $6099250.00        | $3059776.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $3781410.00        | $298455.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $5164798.00        | $5299587.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $387000.00         | $318515.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $90000.00          | $52684.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $4651000.00        | $4704313.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $2900000.00        | $2990202.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-10-01      | N/A      | N/A     | $389771.00         | $307515.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $464000.00         | $58237.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $6085000.00        | $6287493.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | N/A      | N/A     | $990238.00         | $922486.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $16318000.00       | $16457170.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $1891000.00        | $1968293.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $1229770.00        | $1272251.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $1876587.00        | $1398288.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $106000.00         | $73725.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $3763364.00        | $319243.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $3118186.00        | $2993725.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $1500000.00        | $150768.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-08-01      | N/A      | N/A     | $1530320.00        | $1297568.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $731162.00         | $65600.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $1858000.00        | $1960834.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-15      | N/A      | N/A     | $11018017.00       | $8987534.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $1218415.00        | $992220.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-12-01      | N/A      | N/A     | $1000000.00        | $100464.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $14597306.00       | $2015729.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $1550092.00        | $1537731.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $25000000.00       | $358069.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $366112.00         | $177532.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $6192000.00        | $6413752.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $1937000.00        | $2005412.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $225000.00         | $69474.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $550000.00         | $92992.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $1067565.00        | $607939.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $6072430.00        | $6264390.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $1129328.00        | $588374.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $1075000.00        | $182524.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $233045.00         | $58262.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-09-01      | N/A      | N/A     | $200000.00         | $121638.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $10023583.00       | $3131227.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $1009500.00        | $844549.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-11-01      | N/A      | N/A     | $279673.00         | $225048.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $1378000.00        | $742830.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $19027878.00       | $13965553.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $3452551.00        | $775884.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $388168.00         | $104409.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $3338406.00        | $3457207.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-03-01      | N/A      | N/A     | $2500000.00        | $296705.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-09-01      | N/A      | N/A     | $4311000.00        | $218277.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $365000.00         | $136876.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-02-01      | N/A      | N/A     | $5901414.00        | $1141367.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $1028959.00        | $223887.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-01-01      | N/A      | N/A     | $31228000.00       | $29803529.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $8811963.00        | $2513681.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $23986711.00       | $7080940.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $3844181.00        | $3760041.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $33862000.00       | $34110276.18       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $571000.00         | $197888.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $9931613.00        | $8792067.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $1189487.00        | $366222.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $2220000.00        | $2314202.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $34654344.00       | $34469771.04       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $3000000.00        | $527769.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $9026870.00        | $9310434.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $1040000.00        | $154887.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $18136000.00       | $18216402.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $699123.00         | $444751.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $516540.00         | $512509.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $5321000.00        | $5264800.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $46285739.00       | $46750339.83       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | N/A      | N/A     | $394730.00         | $203371.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $27020000.00       | $4263353.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $14509000.00       | $14612142.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $3158152.00        | $2818498.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $13084467.00       | $207108.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $9750000.00        | $9624107.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $20371704.00       | $4047535.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $587007.00         | $281856.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $1900000.00        | $184384.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | N/A      | N/A     | $395000.00         | $279000.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $500000.00         | $447684.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $5038791.00        | $4836522.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | N/A      | N/A     | $85000.00          | $81711.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-09-01      | N/A      | N/A     | $1000000.00        | $133184.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $4985000.00        | $5192120.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $3418857.00        | $3367154.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $628405.00         | $76610.23          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $1162929.00        | $174509.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $529386.00         | $279096.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $2284391.00        | $1718865.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-11-01      | N/A      | N/A     | $830000.00         | $108047.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $165000.00         | $101493.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $12857500.00       | $1512719.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $4500419.00        | $3993696.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $1005733.00        | $981689.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-08-01      | N/A      | N/A     | $1143800.00        | $174733.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $360000.00         | $50184.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | N/A      | N/A     | $1345000.00        | $150815.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | N/A      | N/A     | $449572.00         | $239355.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $20000000.00       | $590209.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $2630000.00        | $122393.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $4210000.00        | $4353018.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $1312773.00        | $247285.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $2653989.00        | $1574152.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $816366.00         | $348625.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $5250000.00        | $201270.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $15210000.00       | $98816.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $9740000.00        | $104033.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $625000.00         | $97399.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $7900000.00        | $7953184.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | N/A      | N/A     | $2125000.00        | $231541.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $487192.00         | $490031.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $2291000.00        | $60895.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $11125000.00       | $11232084.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $1670699.00        | $85814.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $7000000.00        | $75039.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $2488998.00        | $1204821.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $4082580.00        | $4169887.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $1100000.00        | $723345.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $1273357.00        | $1030335.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | N/A      | N/A     | $699965.00         | $121279.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $42566716.00       | $30328862.38       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $1694003.00        | $234777.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $1000000.00        | $123217.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $98679.00          | $95357.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $5477000.00        | $5391814.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $10789967.00       | $11000457.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $139000.00         | $58597.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $7255831.00        | $4092158.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $9890500.00        | $8686060.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $2788296.00        | $244731.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $11000000.00       | $10710883.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $3361195.00        | $3231871.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $27313379.00       | $22374426.37       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $1000000.00        | $51551.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-12-01      | N/A      | N/A     | $6245260.00        | $3829397.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $3575000.00        | $143914.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $11603120.00       | $537409.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $3300000.00        | $52576.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $775000.00         | $62433.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $34441076.00       | $3053230.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $6977949.00        | $5859029.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $10262337.00       | $10530007.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $79400000.00       | $83102730.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $6776000.00        | $95345.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $415000.00         | $248912.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $2000000.00        | $1370893.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $9000000.00        | $494892.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $2994154.00        | $3062551.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $7198000.00        | $6230636.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $4050000.00        | $4055207.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $7000000.00        | $129120.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $364000.00         | $239663.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-12-01      | N/A      | N/A     | $1125000.00        | $242513.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $16353190.00       | $16232091.07       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $430000.00         | $402690.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $3430000.00        | $492107.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $4068880.00        | $4191853.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $10000000.00       | $9943805.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $3108000.00        | $1968281.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $4206903.00        | $3982267.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $460282.00         | $394732.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $8546429.00        | $1506979.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $3642000.00        | $77625.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $4010000.00        | $4167385.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $25527000.00       | $25804912.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $5165000.00        | $58143.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $465000.00         | $60195.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $1441000.00        | $263858.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $687520.00         | $716237.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $46855477.00       | $10411738.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $2471000.00        | $122915.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $6105000.00        | $1062268.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $4774008.00        | $55294.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $300000.00         | $52524.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $59355114.00       | $708913.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $8218063.00        | $624062.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $2343204.00        | $180487.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-07-01      | N/A      | N/A     | $2335000.00        | $198235.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $1225000.00        | $158449.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $15364000.00       | $753521.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $1195000.00        | $244557.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $6200000.00        | $6156841.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $29203079.00       | $23976970.18       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $4325000.00        | $744726.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $3323278.00        | $58014.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $2960649.00        | $2071935.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $7529794.00        | $51646.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $890000.00         | $114864.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $1492526.00        | $91508.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $700000.00         | $481713.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $13675000.00       | $13427136.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $8151000.00        | $8200919.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-04-01      | N/A      | N/A     | $1053972.00        | $105517.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $8922553.00        | $8545469.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $1237541.00        | $1207790.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $4005600.00        | $2574311.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $654138.00         | $556771.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $3975000.00        | $190366.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $3345050.00        | $168097.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-10-01      | N/A      | N/A     | $65000.00          | $59078.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $289000.00         | $117654.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $56000000.00       | $56858585.78       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $33589742.00       | $4627110.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $500000.00         | $78378.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $2879925.00        | $1984061.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $933000.00         | $455141.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $10750765.00       | $810475.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $5650000.00        | $913139.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $200000.00         | $55254.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $1000000.00        | $744525.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $21954216.00       | $894261.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $25258518.00       | $113573.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $5755795.00        | $173928.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $310000.00         | $122009.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | N/A      | N/A     | $100000.00         | $66513.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $3057002.00        | $2784570.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $1028340.00        | $612877.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $8915093.00        | $9140638.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $15000000.00       | $675969.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $9554273.00        | $1596397.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $4156746.00        | $698553.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $210000.00         | $124418.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-07-01      | N/A      | N/A     | $100000.00         | $68116.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $608452.00         | $97857.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $574752.00         | $271714.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-08-01      | N/A      | N/A     | $100000.00         | $60939.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $7368000.00        | $7438994.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $8212259.00        | $188626.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $19497672.00       | $5316147.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $257000.00         | $99263.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | N/A      | N/A     | $27385756.00       | $9524833.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-01-01      | N/A      | N/A     | $3630000.00        | $3808836.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $3759000.00        | $3955300.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $500000.00         | $56647.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $135385000.00      | $137875512.40      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $16188889.00       | $8094319.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $117641260.00      | $70056469.67       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $1700000.00        | $328688.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-04-01      | N/A      | N/A     | $424362.00         | $53745.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | N/A      | N/A     | $554970.00         | $282121.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $5788263.00        | $5468209.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $1387640.00        | $1427135.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $3870000.00        | $4008098.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $9814000.00        | $918398.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $14055049.00       | $11799067.79       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | N/A      | N/A     | $3880000.00        | $371374.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $410000.00         | $162579.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $7900000.00        | $8090192.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $8724000.00        | $7544206.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $7708227.00        | $4101375.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $19728000.00       | $20214040.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-06-01      | N/A      | N/A     | $10070667.00       | $4637768.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $5067400.00        | $5157131.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $37000000.00       | $7649192.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $106000.00         | $53949.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-05-01      | N/A      | N/A     | $563469.00         | $352118.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $4128002.00        | $4235671.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $1184560.00        | $537255.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $1024875.00        | $1012035.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $1018627.00        | $1019818.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-02-01      | N/A      | N/A     | $2020430.00        | $152672.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $2065582.00        | $159287.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $100000.00         | $71891.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-07-01      | N/A      | N/A     | $28010000.00       | $1467669.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $56030000.00       | $56383107.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $12688000.00       | $11745649.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $211000.00         | $88579.90          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $400000.00         | $72067.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $21214939.00       | $19161260.35       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $3050000.00        | $389446.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $1193661.00        | $1197383.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $7998946.00        | $8140830.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $2878351.00        | $153201.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $3807678.00        | $77877.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | N/A      | N/A     | $2685000.00        | $1825272.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $100000.00         | $60918.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $5683020.00        | $4069952.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-12-01      | N/A      | N/A     | $2100000.00        | $65595.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $21392966.00       | $3497854.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-12-01      | N/A      | N/A     | $300000.00         | $189612.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $2397161.00        | $222447.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-06-01      | N/A      | N/A     | $577000.00         | $54041.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-04-01      | N/A      | N/A     | $1000000.00        | $203540.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $10965672.00       | $10072207.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $5861464.00        | $5267689.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $1380000.00        | $128913.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $3533820.00        | $85419.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $20456169.00       | $20424734.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $58051000.00       | $58416843.85       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | N/A      | N/A     | $1019241.00        | $509698.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $1600767.00        | $1087703.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $50000000.00       | $49937466.65       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $1030286.00        | $898549.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $11740000.00       | $11986449.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $7432327.00        | $734290.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $400000.00         | $81419.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $1150000.00        | $183165.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $43277000.00       | $43549736.46       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $9852199.00        | $9241767.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $2000000.00        | $1414144.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $1000000.00        | $1042480.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $19207348.00       | $19064202.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $20975000.00       | $21205261.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $8054759.00        | $8165885.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-08-01      | N/A      | N/A     | $500000.00         | $288804.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $2705000.00        | $349907.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $940000.00         | $95904.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $1395000.00        | $259717.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $501833.00         | $520863.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $500000.00         | $115176.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $5500000.00        | $1295124.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $10435008.00       | $3772741.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $501000.00         | $320914.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $18996000.00       | $18807954.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $18258000.00       | $51647.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $7207097.00        | $7471688.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $1564009.00        | $734443.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | N/A      | N/A     | $1978000.00        | $97773.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $6800000.00        | $115965.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $6652392.00        | $6323549.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $4580000.00        | $613497.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $9810718.00        | $7526318.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $1260000.00        | $132287.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $334194.00         | $130869.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $1450000.00        | $894755.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $1535098.00        | $1575859.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $1772521.00        | $471405.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $122315.00         | $105980.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | N/A      | N/A     | $819000.00         | $84856.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $5000000.00        | $51675.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-07-01      | N/A      | N/A     | $10120408.00       | $337465.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-10-01      | N/A      | N/A     | $1135628.00        | $593456.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $217097.00         | $104148.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $682005.00         | $88392.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $37011873.00       | $4268224.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $465000.00         | $452664.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $2432907.00        | $2096612.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $4159160.00        | $4305794.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $8948000.00        | $765796.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $2000000.00        | $136630.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $10749456.00       | $9285342.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $11783000.00       | $10822940.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $10400495.00       | $9992760.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | N/A      | N/A     | $420783.00         | $184685.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $650000.00         | $70443.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $8725006.00        | $8217941.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-12-01      | N/A      | N/A     | $36717943.00       | $59839.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $1092000.00        | $791652.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $7400000.00        | $348317.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-05-01      | N/A      | N/A     | $741987.00         | $546639.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $2444200.00        | $202200.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $800000.00         | $75397.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $9524552.00        | $681608.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $23798900.00       | $23196713.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $1575029.00        | $1511298.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $1000000.00        | $120660.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $2020305.00        | $1713755.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $387995.00         | $373227.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $15000000.00       | $3339111.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $1355000.00        | $217201.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $10000000.00       | $9878031.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $4800000.00        | $449451.94         | Agency Mortgage-Backed Securities |

### Security 41: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1102516624.51
- **C.18.a - Value (excl. sponsor support):** $1102516624.51
- **C.19 - Percentage of Net Assets:** 0.3600%
- **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:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: 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 42: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5WQ7, C.4 - ISIN: US3130B5WQ79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $105001527.75
- **C.18.a - Value (excl. sponsor support):** $105001527.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U63, C.4 - ISIN: US3130B5U630, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1895029201.95
- **C.18.a - Value (excl. sponsor support):** $1895029201.95
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: 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? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275227642.25
- **C.18.a - Value (excl. sponsor support):** $275227642.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11596268611.14
- **C.18.a - Value (excl. sponsor support):** $11596268611.14
- **C.19 - Percentage of Net Assets:** 3.8000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: AIF9958A5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: A+; Fitch Short Rating: F1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2060-01-15      | N/A      | N/A     | $217573.00         | $214866.25         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $100.00            | $100.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | N/A      | N/A     | $91660300.00       | $94289342.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $546329800.00      | $555449781.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | N/A      | N/A     | $61745100.00       | $63330824.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $35577200.00       | $34973890.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $7088900.00        | $7115261.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $1883000.00        | $1849040.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $165827800.00      | $161174833.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | N/A      | N/A     | $380904900.00      | $446911945.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $8143400.00        | $7920939.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $138343300.00      | $135587649.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $21484900.00       | $21144597.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $700.00            | $721.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $35600.00          | $36207.56          | U.S. Treasuries (including strips) |

### Security 47: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **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: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $969857371.20
- **C.18.a - Value (excl. sponsor support):** $969857371.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NN4, C.4 - ISIN: US3130B5NN40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999426780.00
- **C.18.a - Value (excl. sponsor support):** $999426780.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $397992545.46
- **C.18.a - Value (excl. sponsor support):** $397992545.46
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: 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 HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LJ5, C.4 - ISIN: US3130B5LJ55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749992042.50
- **C.18.a - Value (excl. sponsor support):** $749992042.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Moody's Short Rating: P-1; Fitch Long Rating: 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? No, C.23 Categorized at Level 3? No

### Security 51: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48785547.00
- **C.18.a - Value (excl. sponsor support):** $48785547.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2906792464.35
- **C.18.a - Value (excl. sponsor support):** $2906792464.35
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4400223787.28
- **C.18.a - Value (excl. sponsor support):** $4400223787.28
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $790497447.20
- **C.18.a - Value (excl. sponsor support):** $790497447.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5923921985.08
- **C.18.a - Value (excl. sponsor support):** $5923921985.08
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: NATIXIS NEW YORK BRANCH (REPO)

- **C.1 - Title:** NATIXIS NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0RG005RH7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Moody's Long Rating: A1; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $200.00            | $178.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $4200100.00        | $4307427.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $100000.00         | $101921.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $100.00            | $93.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-04      | N/A      | N/A     | $32561100.00       | $32537981.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-22      | N/A      | N/A     | $6300000.00        | $6199578.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $6000000.00        | $5826117.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $100.00            | $85.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $35000000.00       | $35919855.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | N/A      | N/A     | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | N/A      | N/A     | $8361700.00        | $8446369.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $200.00            | $120.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $25100000.00       | $26128712.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $24551000.00       | $21150386.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $200.00            | $172.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $3000000.00        | $3023073.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $100.00            | $98.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $3896000.00        | $3855151.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $14999100.00       | $14838373.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | N/A      | N/A     | $7621600.00        | $9362821.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $100.00            | $94.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $900.00            | $919.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $300.00            | $278.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $1000400.00        | $937624.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $1951900.00        | $2057282.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $100.00            | $94.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | N/A      | N/A     | $200.00            | $209.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $6057200.00        | $5887240.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $7737100.00        | $6975403.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $59967100.00       | $56090158.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $5998700.00        | $5882527.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $900.00            | $931.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $4445600.00        | $4520160.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $900.00            | $912.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $470600.00         | $409607.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $8600000.00        | $8626373.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $132500.00         | $127878.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | N/A      | N/A     | $13000000.00       | $13161922.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $1900.00           | $1877.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $200.00            | $146.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $1000100.00        | $1295881.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $1586700.00        | $1627812.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $2000.00           | $1768.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | N/A      | N/A     | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $848500.00         | $897157.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $11600000.00       | $11909362.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $200.00            | $177.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $100.00            | $82.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $100.00            | $77.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $1600.00           | $1491.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $17550000.00       | $12347991.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $11435500.00       | $11989564.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $9436400.00        | $9273378.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | N/A      | N/A     | $15000000.00       | $15094051.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $8122000.00        | $8192660.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $1549800.00        | $1528009.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $8200000.00        | $5659755.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $300.00            | $348.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $100.00            | $102.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $100.00            | $48.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $1300.00           | $740.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $24999200.00       | $27200877.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $1300.00           | $1046.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $400.00            | $221.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $1016100.00        | $1033061.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | N/A      | N/A     | $3800000.00        | $3855921.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $900000.00         | $915359.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $100.00            | $70.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | N/A      | N/A     | $2534000.00        | $2670311.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $100.00            | $52.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $300.00            | $292.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $200.00            | $125.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $9998600.00        | $10079254.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $64514200.00       | $66332883.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $300.00            | $327.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $100.00            | $103.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $1100.00           | $1048.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $21846000.00       | $21283574.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | N/A      | N/A     | $8000000.00        | $8462905.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $1964300.00        | $1878823.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $5986300.00        | $5673643.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $5214400.00        | $5364963.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $6537200.00        | $6333137.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $1695000.00        | $1704955.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $100.00            | $85.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $1100.00           | $882.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $10928600.00       | $11298917.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | N/A      | N/A     | $500000.00         | $447222.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $14271200.00       | $12508660.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $1000.00           | $1010.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $1000000.00        | $1018393.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $9000000.00        | $8862505.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | N/A      | N/A     | $4000000.00        | $4057459.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | N/A      | N/A     | $1000.00           | $1019.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $100.00            | $83.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $300.00            | $273.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $5000000.00        | $5037088.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $25000000.00       | $21717234.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $1904100.00        | $1753565.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $100.00            | $103.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $100.00            | $94.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $7382000.00        | $7184287.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $44000000.00       | $44595791.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $15757000.00       | $16111973.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $100.00            | $101.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $3469100.00        | $3585289.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $29900800.00       | $28807089.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $200.00            | $194.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $9199600.00        | $9306695.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $11999100.00       | $11733627.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $10999700.00       | $10802465.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | N/A      | N/A     | $4610300.00        | $4717574.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $9973000.00        | $9693863.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $1000.00           | $795.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $100.00            | $105.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $100.00            | $98.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | N/A      | N/A     | $3876000.00        | $2497558.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $2400000.00        | $1666175.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $14613600.00       | $14560431.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $14500000.00       | $14405127.44       | U.S. Treasuries (including strips) |

### Security 57: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6064926559.49
- **C.18.a - Value (excl. sponsor support):** $6064926559.49
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: 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 58: BANK OF AMERICA N.A. (REPO)

- **C.1 - Title:** BANK OF AMERICA N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9DJT3UXIJIZJI4WXO774, C.5 - Other ID: 0BAN03J33
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Moody's Long Rating: Aa2; Standard & Poor's Short Rating: A-1; Fitch Long Rating: 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

**C.8 - Repurchase 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 MOR | 2047-10-01      | N/A      | N/A     | $147583387.00      | $29267087.38       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $147918178.00      | $23522963.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $16492004.00       | $2875176.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $2000.00           | $320.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $3926.00           | $688.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $23668005.00       | $2770037.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $1359.00           | $86.30             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $23000000.00       | $2806368.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $250000000.00      | $29252786.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $2040678.00        | $501921.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $268152931.00      | $35947551.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $1269.00           | $108.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $21027154.00       | $3005499.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $969168325.00      | $63494462.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $2765.00           | $185.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $1005842781.00     | $80248854.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $14790170.00       | $1620138.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $3940.00           | $1256.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $23721233.00       | $2663692.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $11350249.00       | $2891961.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $300000000.00      | $43170609.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $15849248.00       | $2772406.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $1180000000.00     | $184439313.80      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $20190935.00       | $2833392.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $3257.00           | $228.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $10530664.00       | $1095834.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $266128723.00      | $54158850.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $1280.00           | $150.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | N/A      | N/A     | $1947411409.00     | $262647052.64      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $13448.00          | $1221.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $29391.00          | $2254.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $135073503.00      | $27995903.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $15091.00          | $8612.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $3412.00           | $270.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $1451.00           | $106.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $31640536.00       | $3008822.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $275200729.00      | $42292330.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $1542797.00        | $24008.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $249602710.00      | $44301812.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $100000.00         | $7902.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $1889863.00        | $230532.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $27222692.00       | $2069074.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $141592688.00      | $28099535.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $22323811.00       | $2983932.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $2471.00           | $184.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $1501000000.00     | $154531307.43      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $2150.00           | $650.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $42600000.00       | $2700778.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $16838010.00       | $2943450.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $15562318.00       | $2762225.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $18784642.00       | $2755917.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $11949263.00       | $2662339.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $2000.00           | $237.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $19126602.00       | $2442149.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $6000.00           | $548.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $139220054.00      | $29457185.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $18000000.00       | $2819136.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $175000000.00      | $37710723.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $1263.00           | $196.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $1609509.00        | $197661.90         | Agency Mortgage-Backed Securities |

### Security 59: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LM8, C.4 - ISIN: US3130B5LM84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999989460.00
- **C.18.a - Value (excl. sponsor support):** $999989460.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209933854.20
- **C.18.a - Value (excl. sponsor support):** $209933854.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5P44, C.4 - ISIN: US3130B5P440, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299992953.00
- **C.18.a - Value (excl. sponsor support):** $299992953.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: 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? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPA96, C.4 - ISIN: US3133EPA969, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140035299.60
- **C.18.a - Value (excl. sponsor support):** $140035299.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LH9, C.4 - ISIN: US3130B5LH99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999995670.00
- **C.18.a - Value (excl. sponsor support):** $999995670.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4018838043.90
- **C.18.a - Value (excl. sponsor support):** $4018838043.90
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: 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 65: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1501431300.00
- **C.18.a - Value (excl. sponsor support):** $1501431300.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010YV5
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Fitch Long Rating: AA-; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $1000.00           | $805.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $400000.00         | $89337.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | N/A      | N/A     | $1000.00           | $106.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $2622882.00        | $2342926.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $1001.00           | $152.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $384510.00         | $397031.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $180955.00         | $181339.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $253891.00         | $217962.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1032.00           | $983.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $12107606.00       | $6838321.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $1000.00           | $460.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $18867734.00       | $16487808.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $249000.00         | $23803.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $34919586.00       | $22408.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $28189464.00       | $24641782.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $100000.00         | $10152.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $1323318.00        | $1394763.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $2444000.00        | $1543950.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $27590.00          | $18466.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $59008.00          | $37274.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-25      | N/A      | N/A     | $1000.00           | $829.99            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $35000.00          | $25953.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $604236.00         | $598778.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $100000.00         | $18319.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $37069454.00       | $29827185.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $800000.00         | $528826.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | N/A      | N/A     | $14996018.00       | $1303378.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $2566319.00        | $1714376.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $64000.00          | $27400.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $5600000.00        | $1746628.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $634615.00         | $643171.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $10594927.00       | $10924208.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $389000.00         | $285341.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1386862.00        | $1438344.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $5900872.00        | $5153346.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $5700000.00        | $280892.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $175000.00         | $18322.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $493408.00         | $407680.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $3010000.00        | $18848.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $150000.00         | $120826.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1569728.00        | $1530709.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $6990215.00        | $7319101.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $14684864.00       | $4674327.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $4232264.00        | $2739526.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $1000.00           | $111.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $5200001.00        | $4125110.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $34682084.00       | $28146374.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $5469472.00        | $636120.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2025-09-25      | N/A      | N/A     | $11524348.00       | $1469.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $914.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1118232.00        | $1138613.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-25      | N/A      | N/A     | $5000000.00        | $4476671.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2578422.00        | $2695703.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $757723.00         | $799559.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $7518041.00        | $5737221.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1500000.00        | $1137592.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $137000.00         | $66341.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $187317.00         | $164780.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $5574592.00        | $5665537.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $1030.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $43056.00          | $25627.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $7784580.00        | $6608057.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | N/A      | N/A     | $410000.00         | $41190.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $1001.00           | $283.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $14000000.00       | $12848909.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $37000.00          | $22069.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $9152698.00        | $9404842.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $349044.00         | $308901.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $1000.00           | $592.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $2171200.00        | $1185033.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | N/A      | N/A     | $1000.00           | $100.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $1000.00           | $153.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $95000.00          | $32947.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $595000.00         | $400610.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $12292108.00       | $12681677.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $148943.00         | $27706.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $65006336.00       | $20610079.10       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $1000000.00        | $253201.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $2348807.00        | $396962.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $24360368.00       | $19261092.85       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $481000.00         | $415509.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $224835.00         | $227919.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $88004.00          | $27539.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-20      | N/A      | N/A     | $100000.00         | $6399.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $2922740.00        | $2332795.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $60261760.00       | $62379693.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $11746752.00       | $11162268.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1000.00           | $874.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $510891.00         | $510554.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | N/A      | N/A     | $1640606.00        | $76813.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $70000.00          | $11026.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $48949000.00       | $8378073.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $4454043.00        | $856313.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $1789000.00        | $26411.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $123260.00         | $39401.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $33000.00          | $27659.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $1050000.00        | $130169.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $889000.00         | $733374.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $2021288.00        | $426822.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1686180.00        | $11440.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $56000.00          | $37984.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $4251501.00        | $150212.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1424977.00        | $782093.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $490474.00         | $329831.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | N/A      | N/A     | $1000.00           | $150.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $15201728.00       | $6513315.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $99000.00          | $63884.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $31558064.00       | $31879097.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $6754651.00        | $6684536.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $14610000.00       | $255045.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2320400.00        | $2388376.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $293000.00         | $102778.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $6152986.00        | $6220373.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2512180.00        | $2590345.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $515000.00         | $414773.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $1000.00           | $130.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $6587920.00        | $6345416.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $19775832.00       | $15481293.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $19614993.00       | $17442718.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $3455026.00        | $2770944.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $1000.00           | $858.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $23224295.00       | $2615194.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $17461286.00       | $17995308.39       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $321000.00         | $143555.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1262821.00        | $848593.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $1000.00           | $375.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $1000.00           | $589.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $24502453.00       | $20920372.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $2494541.00        | $1961951.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $78000.00          | $80204.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-01      | N/A      | N/A     | $46385.00          | $6810.05           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $478998.00         | $41981.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $3995.00           | $1886.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1024.00           | $860.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $305779.00         | $308414.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $132000.00         | $23219.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $364692.00         | $258366.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-20      | N/A      | N/A     | $1000.00           | $65.79             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $9001.00           | $7827.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $573996.00         | $575804.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $1001.00           | $114.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $315750.00         | $312735.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $2944000.00        | $1574044.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $9544256.00        | $1757270.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $485000.00         | $248069.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | N/A      | N/A     | $1028.00           | $14.29             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $52159893.00       | $37608288.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | N/A      | N/A     | $4002935.00        | $418601.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1306523.00        | $1241498.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $1000.00           | $355.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $6650000.00        | $6831667.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1243722.00        | $1265361.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2206328.00        | $1621218.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-15      | N/A      | N/A     | $1000.00           | $1014.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $7844029.00        | $4772797.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $700000.00         | $439058.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $1000.00           | $121.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $963374.00         | $15953.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $3344250.00        | $3173102.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $150056.00         | $106895.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $398477.00         | $103122.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $15220985.00       | $15373309.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1087859.00        | $1091663.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $63763458.00       | $57954629.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $1867170.00        | $335743.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $527000.00         | $56297.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $125000.00         | $23187.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $4000000.00        | $563879.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $743371.00         | $583883.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $300000.00         | $43810.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $3128301.00        | $605925.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $1312984.00        | $910892.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $1000.00           | $91.35             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1797092.00        | $1397395.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $1345000.00        | $1019961.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-15      | N/A      | N/A     | $14108352.00       | $124507.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | N/A      | N/A     | $24999.00          | $21152.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $52000.00          | $6732.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $586599.00         | $500817.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $1000000.00        | $11380.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $245000.00         | $5117.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $499950.00         | $6073.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $50000.00          | $35270.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $1027588.00        | $951344.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $77140002.00       | $57530249.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $50000.00          | $8892.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1000.00           | $987.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2025-09-25      | N/A      | N/A     | $1145.00           | $694.86            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $2000.00           | $898.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $775000.00         | $572749.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $303476.00         | $250562.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $1000.00           | $95.31             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $4682087.00        | $4286223.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $269000.00         | $232499.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1081550.00        | $1081159.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $23602285.00       | $17982882.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-06-20      | N/A      | N/A     | $1001.00           | $68.35             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-15      | N/A      | N/A     | $1042.00           | $45.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $161088.00         | $23519.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $1000.00           | $354.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $197000.00         | $55135.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $20210720.00       | $15860410.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $20341.00          | $21033.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1000.00           | $1069.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $27000.00          | $20943.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $161795.00         | $6420.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1016700.00        | $1003379.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $551903.00         | $557440.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | N/A      | N/A     | $1000.00           | $18.98             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | N/A      | N/A     | $1307.00           | $27.73             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $185231.00         | $34016.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $1000.00           | $757.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $333897.00         | $228897.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $98063.00          | $99762.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $78000.00          | $6963.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $47496.00          | $17008.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-15      | N/A      | N/A     | $33368837.00       | $2790716.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $995000.00         | $708449.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2196788.00        | $2205321.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $1545227.00        | $74088.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-08-01      | N/A      | N/A     | $9226738.00        | $497744.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | N/A      | N/A     | $173000.00         | $16438.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $28167751.00       | $26152384.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1209537.00        | $63158.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | N/A      | N/A     | $1000.00           | $143.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1341536.00        | $967245.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $1004.00           | $71.34             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $1094000.00        | $841486.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $644000.00         | $536990.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $2434000.00        | $856900.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $188469.00         | $35965.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1011.00           | $1003.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $1000.00           | $16.25             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3810799.00        | $3834436.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $1024.00           | $777.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $14093206.00       | $6468292.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-10-20      | N/A      | N/A     | $1363895.00        | $76692.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $106786.00         | $66775.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $16590336.00       | $11569889.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3873289.00        | $3829989.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $821000.00         | $493773.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1426750.00        | $1472182.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $5000000.00        | $6336069.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1191950.00        | $1171387.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $93471.00          | $95278.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $20099641.00       | $12610389.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $154347.00         | $122602.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $1005.00           | $101.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $1000.00           | $92.43             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | N/A      | N/A     | $18473443.00       | $3989782.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $3506000.00        | $367024.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $5750373.00        | $5794236.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $5000000.00        | $3495160.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $1000.00           | $651.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $4013928.00        | $3814652.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $13009423.00       | $6905621.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3496465.00        | $3423666.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-05-20      | N/A      | N/A     | $2000.00           | $219.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $29752.00          | $22868.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $1000.00           | $86.69             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $1000.00           | $639.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $4000000.00        | $54722.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $1173.00           | $108.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $3887712.00        | $1543678.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $31455744.00       | $18631575.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $3527919.00        | $3597047.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $30236440.00       | $29068008.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $411000.00         | $260123.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1367059.00        | $8923.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $1000.00           | $124.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $92033.00          | $93223.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $5357940.00        | $5274606.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $13037.00          | $9440.45           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $1279107.00        | $975572.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $1001.00           | $480.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $5059010.00        | $5194567.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $17016.00          | $13060.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | N/A      | N/A     | $1000.00           | $93.21             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $1000.00           | $729.63            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $583000.00         | $73452.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $61000.00          | $50677.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $1000000.00        | $20574.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $1005.00           | $126.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $14784537.00       | $15034334.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $346858.00         | $280266.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $277097.00         | $29093.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $25000.00          | $8392.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $82204.00          | $52434.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $85253491.00       | $71571549.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $7000.00           | $5539.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-25      | N/A      | N/A     | $5329.00           | $4920.44           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $2962000.00        | $1565229.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $6381789.00        | $6225400.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $1002.00           | $65.35             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $30358.00          | $20464.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-15      | N/A      | N/A     | $1000.00           | $1010.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $31102821.00       | $29660597.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $112999.00         | $16004.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $1100000.00        | $198765.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $2303600.00        | $440367.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $134669.00         | $10373.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $200000.00         | $32482.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $34402242.00       | $138798.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $604975.00         | $621564.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $32948.00          | $26437.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1068000.00        | $879265.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $91660.00          | $57343.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1631919.00        | $1480776.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $417324.00         | $418077.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $6367000.00        | $816238.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $499000.00         | $527133.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $68676.00          | $23790.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $8332800.00        | $7647653.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $159999.00         | $126352.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-25      | N/A      | N/A     | $3643.00           | $3597.45           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1076810.00        | $1072689.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $189345.00         | $121084.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $100000.00         | $12978.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1134593.00        | $1145231.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $6999.00           | $7311.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $9000.00           | $8234.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $1002.00           | $70.42             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $86940.00          | $84194.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $5408375.00        | $5548155.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | N/A      | N/A     | $14999020.00       | $1362235.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | N/A      | N/A     | $137382.00         | $13106.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $1001.00           | $35.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2604546.00        | $2631375.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $2423260.00        | $221250.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $1000.00           | $1008.79           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | N/A      | N/A     | $717820.00         | $86382.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $1300004.00        | $126158.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2254760.00        | $2267064.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $200000.00         | $130903.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $1000.00           | $62.62             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5662656.00        | $4652898.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $12123328.00       | $6059646.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $813170.00         | $117895.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1125954.00        | $1171937.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2698970.00        | $2726931.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $9768266.00        | $8623956.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $700000.00         | $376837.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $199800512.00      | $168996308.17      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $825008.00         | $675796.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5055296.00        | $5177334.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $2440840.00        | $2233289.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $5937871.00        | $4074791.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $1000.00           | $752.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-25      | N/A      | N/A     | $13334.00          | $13857.92          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $1000.00           | $100.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $61100727.00       | $62160644.56       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $1000.00           | $136.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $500000.00         | $325752.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $1000.00           | $256.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $4251107.00        | $975165.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $4808000.00        | $277461.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $18630000.00       | $15665755.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $1239000.00        | $1176840.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $153000.00         | $101327.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | N/A      | N/A     | $5254.00           | $1053.72           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $1001.00           | $12.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $40000.00          | $10653.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $1000.00           | $324.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1000.00           | $1069.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $24980676.00       | $1143139.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $830888.00         | $734215.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $4794788.00        | $4844855.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $531000.00         | $500308.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $100000.00         | $68772.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-20      | N/A      | N/A     | $1000.00           | $162.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $15244480.00       | $13280602.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $100000.00         | $77777.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $37000.00          | $29419.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $1393334.00        | $196267.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $2082688.00        | $1927153.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $16428992.00       | $16528635.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | N/A      | N/A     | $825000.00         | $785465.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $338991.00         | $58122.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $1000.00           | $608.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $75000.00          | $48521.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $1000.00           | $265.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $3287644.00        | $2553342.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $5547472.00        | $5538374.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $497285.00         | $485396.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $44538952.00       | $37659685.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $5156683.00        | $3489623.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $637490.00         | $402181.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1864212.00        | $1936942.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $13000.00          | $6219.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $4248482.00        | $4142415.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $47252548.00       | $10569493.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $4202490.00        | $711260.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $335537.00         | $271828.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $1000.00           | $1036.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $432219.00         | $270624.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-25      | N/A      | N/A     | $109969058.00      | $2841905.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $2349664.00        | $1825713.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $110000.00         | $24069.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $266602.00         | $212193.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $1203712.00        | $789766.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1333654.00        | $1358817.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $59648.00          | $47871.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $272000.00         | $45042.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $893000.00         | $718717.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $16056094.00       | $15876138.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $50000.00          | $34560.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $1977154.00        | $1173791.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $219219.00         | $8099.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1000.00           | $876.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $232339.00         | $230649.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $25731.00          | $13855.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $2596424.00        | $2610481.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $1105037.00        | $603413.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $8340290.00        | $3703071.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $5161855.00        | $1135312.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $1000.00           | $836.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $900000.00         | $5548.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $2068996.00        | $1955300.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $200000.00         | $34837.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $1021.00           | $16.03             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $18892325.00       | $14391174.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $16147000.00       | $130010.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $2720000.00        | $19766.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $75000.00          | $8919.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $790200.00         | $581582.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1157231.00        | $1039992.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-15      | N/A      | N/A     | $848841.00         | $195119.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $1000.00           | $795.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $309663.00         | $40366.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1600119.00        | $1621983.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $1000.00           | $694.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-15      | N/A      | N/A     | $853772.00         | $911067.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $1000.00           | $283.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-01      | N/A      | N/A     | $198480.00         | $90001.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $13948056.00       | $13434622.12       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-16      | N/A      | N/A     | $975738.00         | $943494.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $29386369.00       | $29624250.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-25      | N/A      | N/A     | $19380369.00       | $17336649.61       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3123984.00        | $3218597.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $157672.00         | $145319.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $65000.00          | $14164.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $18000.00          | $5710.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $495000.00         | $342157.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $5602369.00        | $5068362.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $1877298.00        | $1984863.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1143060.00        | $1170263.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1000.00           | $811.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $19283488.00       | $17734199.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $11004.00          | $6845.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-20      | N/A      | N/A     | $1000.00           | $154.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $2133396.00        | $93488.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $30000000.00       | $19203664.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $19225767.00       | $17651924.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $270709.00         | $212068.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1400691.00        | $765948.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1343770.00        | $1338624.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-15      | N/A      | N/A     | $3204957.00        | $3174749.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $204000.00         | $66912.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1012010.00        | $1002488.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $117000.00         | $19297.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $1008.00           | $595.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1000.00           | $673.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-15      | N/A      | N/A     | $1000.00           | $169.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $204883.00         | $27862.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $29709.00          | $25677.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1421945.00        | $1413311.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $1800483.00        | $511504.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $384708.00         | $400797.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $5422488.00        | $5026042.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $16254802.00       | $11931285.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $6471768.00        | $5880736.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $344314.00         | $332637.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $121000.00         | $93613.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $8787081.00        | $5186335.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $2475867.00        | $2192719.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $5530000.00        | $3786293.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $78000.00          | $8480.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $21170398.00       | $15495244.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $22715188.00       | $20708146.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $49357755.00       | $1460220.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-20      | N/A      | N/A     | $1000.00           | $412.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | N/A      | N/A     | $1045087.00        | $944817.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $55000.00          | $7826.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $3623456.00        | $3468524.37        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $160000.00         | $46523.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $1000.00           | $392.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $162636.00         | $25132.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $81647.00          | $77657.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2422000.00        | $1752734.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1500000.00        | $1205117.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $1000.00           | $23.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $3500000.00        | $21048.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $8218801.00        | $8081159.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1024841.00        | $1037948.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $931667.00         | $1086252.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1680530.00        | $1606379.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $405000.00         | $253596.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $1001.00           | $274.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | N/A      | N/A     | $1463362.00        | $197396.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $51000.00          | $33766.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $1000.00           | $100.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $1250000.00        | $131916.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $10760978.00       | $11241633.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $750000.00         | $45296.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $13920.00          | $14458.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $99000.00          | $12440.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $2998308.00        | $19618.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $9032872.00        | $1589733.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $106000.00         | $17907.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $5117151.00        | $3482795.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2431593.00        | $1719222.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $63228.00          | $13845.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $1000.00           | $89.82             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | N/A      | N/A     | $2890582.00        | $283913.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $1332000.00        | $778296.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $5466.00           | $5206.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $31000.00          | $11624.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $3052741.00        | $2782543.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $1000.00           | $99.91             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1665635.00        | $1674879.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $2500000.00        | $338338.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $31887228.00       | $20858972.29       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $24471354.00       | $19845328.33       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1562284.00        | $1580050.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $90000.00          | $10906.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $3025532.00        | $2273105.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-15      | N/A      | N/A     | $4657056.00        | $2995977.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $33166756.00       | $31469512.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $7842530.00        | $6574687.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $1000.00           | $746.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | N/A      | N/A     | $1720000.00        | $212436.87         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $419000.00         | $222180.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $1505000.00        | $155830.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $1000.00           | $181.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $273207.00         | $234283.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $1655358.00        | $129979.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $3783479.00        | $2467716.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1651506.00        | $1563958.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $650000.00         | $593848.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $1203158.00        | $742611.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $1002.00           | $80.80             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $200000.00         | $36457.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $1000.00           | $274.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $225000.00         | $37533.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1282950.00        | $1244371.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $1000.00           | $841.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $50004.00          | $9216.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $755256.00         | $430597.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $1000.00           | $75.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $757000.00         | $624078.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $112000.00         | $18925.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $369765.00         | $77067.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-25      | N/A      | N/A     | $40000000.00       | $661854.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1210232.00        | $5962.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1556080.00        | $1546817.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $494914.00         | $329718.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2547640.00        | $2619803.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $1176000.00        | $117127.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $1548791.00        | $496716.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-15      | N/A      | N/A     | $1000.00           | $50.67             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $100000.00         | $77616.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $1000.00           | $183.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $33992.00          | $20384.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $503853.00         | $352578.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $10946920.00       | $9320138.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $114929.00         | $84569.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1188126.00        | $827672.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $1000.00           | $74.46             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-20      | N/A      | N/A     | $9168531.00        | $1132127.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5045000.00        | $3580673.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $3345629.00        | $95197.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $1000.00           | $146.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $2740000.00        | $12686.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $1000000.00        | $78190.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1360000.00        | $290423.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $427000.00         | $46015.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $1333353.00        | $812683.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $6744000.00        | $5248865.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2477818.00        | $2158343.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $418848.00         | $120394.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $1000.00           | $577.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $1000.00           | $162.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-20      | N/A      | N/A     | $1058.00           | $145.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $198203.00         | $79215.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $200000.00         | $145406.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $491752.00         | $49670.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $1000.00           | $706.91            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $9967400.00        | $6083350.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $1000.00           | $252.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-25      | N/A      | N/A     | $40400.00          | $32443.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1475000.00        | $1254848.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $54134049.00       | $53618637.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $45893.00          | $23928.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $5434784.00        | $5590296.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $77127.00          | $77542.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1000.00           | $1061.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1400040.00        | $1434787.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $1000.00           | $98.33             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $148684.00         | $28422.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $1000.00           | $1008.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | N/A      | N/A     | $1001.00           | $164.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $5931992.00        | $5857672.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $28929.00          | $26663.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $25334286.00       | $23303845.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $3502000.00        | $2326063.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $14083809.00       | $11066462.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $675975.00         | $658875.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-04-20      | N/A      | N/A     | $187491.00         | $11436.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $1000.00           | $595.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $1000.00           | $863.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2434443.00        | $2286319.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $475804.00         | $54341.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $1000.00           | $139.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1354666.00        | $1418858.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $20035969.00       | $20928722.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $32713.00          | $9548.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $37761638.00       | $4431027.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1600453.00        | $870864.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3948039.00        | $3892786.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $15483.00          | $12668.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $1000.00           | $363.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1023411.00        | $1032905.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $1000.00           | $82.11             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-25      | N/A      | N/A     | $43795.00          | $14626.25          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $21818432.00       | $11237505.77       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1309577.00        | $1350274.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $195223.00         | $21669.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $4949370.00        | $4796000.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | N/A      | N/A     | $1000.00           | $92.84             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $1000.00           | $515.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $1000.00           | $730.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1090584.00        | $1136645.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1145000.00        | $976894.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $13330000.00       | $10621207.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $9279426.00        | $13836.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-15      | N/A      | N/A     | $1000.00           | $1038.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | N/A      | N/A     | $160442.00         | $15611.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $260609.00         | $46670.05          | Agency Mortgage-Backed Securities         |

### Security 67: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YF7, C.4 - ISIN: US3130B6YF79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249995962.50
- **C.18.a - Value (excl. sponsor support):** $249995962.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CW9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Fitch Long Rating: AA; Standard & Poor's Long Rating: AA-
- **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 MOR | 2055-02-25      | N/A      | N/A     | $10000000.00       | $9163086.42        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $3227577.00        | $1657496.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2086459.00        | $2180413.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $35698820.00       | $31541381.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $3463234.00        | $2741927.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $17914841.00       | $9570460.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $31136960.00       | $29692370.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $7346602.00        | $6940184.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1212698.00        | $1269742.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-25      | N/A      | N/A     | $500000.00         | $438454.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $19395447.00       | $11038828.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $307667.00         | $252604.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $1521.00           | $0.67              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-25      | N/A      | N/A     | $100300000.00      | $2104582.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $16465399.00       | $12199535.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-25      | N/A      | N/A     | $10000000.00       | $5335048.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $9677292.00        | $7398662.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $11026215.00       | $9556593.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $70529353.00       | $38639392.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $34226.00          | $1552.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1484451.00        | $1538270.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1000.00           | $663.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $10767737.00       | $10596817.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | N/A      | N/A     | $1000.00           | $509.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-25      | N/A      | N/A     | $6000000.00        | $1373010.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-25      | N/A      | N/A     | $15079209.00       | $10243383.34       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $115000.00         | $72765.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $26270306.00       | $20738107.47       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1000.00           | $520.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | N/A      | N/A     | $2491236.00        | $1378675.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $24983969.00       | $13191609.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $78717824.00       | $40255678.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $500760.00         | $439150.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-08-25      | N/A      | N/A     | $45549436.00       | $867575.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2208756.00        | $2032691.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $5061444.00        | $5199407.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-25      | N/A      | N/A     | $25422381.00       | $17874952.24       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-08-25      | N/A      | N/A     | $5000000.00        | $920788.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-05-01      | N/A      | N/A     | $74641.00          | $39225.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | N/A      | N/A     | $58372160.00       | $54150179.14       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $64000.00          | $46681.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $707.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $33953892.00       | $17987923.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-25      | N/A      | N/A     | $94623.00          | $60669.93          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-11-25      | N/A      | N/A     | $41835639.00       | $23139719.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-09-25      | N/A      | N/A     | $13414427.00       | $8169986.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-25      | N/A      | N/A     | $86932478.00       | $4347430.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $2275696.00        | $305668.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $4208.00           | $159.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $173496792.00      | $39710289.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-25      | N/A      | N/A     | $1144448.00        | $120283.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-11-25      | N/A      | N/A     | $3805000.00        | $2354200.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-25      | N/A      | N/A     | $8011287.00        | $7004340.20        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $797737.00         | $797326.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1650000.00        | $1395951.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | N/A      | N/A     | $709742.00         | $667405.36         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $10000000.00       | $8098020.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-02-25      | N/A      | N/A     | $1000000.00        | $296344.65         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $2010400.00        | $2018704.66        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $3258852.00        | $1619814.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $61409.00          | $1176.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $50493197.00       | $50688694.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-25      | N/A      | N/A     | $7958773.00        | $6473384.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | N/A      | N/A     | $6000000.00        | $4638826.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $103004740.00      | $7930340.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1017044.00        | $1060750.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1000.00           | $869.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-25      | N/A      | N/A     | $4140790.00        | $3593742.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $1222794.00        | $591157.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-25      | N/A      | N/A     | $4546000.00        | $3445508.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $8093.00           | $8419.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1098.00           | $1123.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $2273653.00        | $1391225.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-25      | N/A      | N/A     | $1401980.00        | $799712.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $1000.00           | $332.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | N/A      | N/A     | $3002072.00        | $2294177.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-25      | N/A      | N/A     | $1448000.00        | $1138792.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $12809167.00       | $12305309.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $81875968.00       | $17889244.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $5113471.00        | $4847656.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $46373000.00       | $46639433.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $118965836.00      | $48701089.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-25      | N/A      | N/A     | $1750000.00        | $741478.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $13555496.00       | $13500030.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $1000.00           | $255.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $65354546.00       | $34208236.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $70271998.00       | $38194545.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $4989116.00        | $4546698.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $39738560.00       | $31194147.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $5000.00           | $3648.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $4736086.00        | $4555562.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $8668033.00        | $2572069.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $21893.00          | $8778.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $151976.00         | $145029.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-25      | N/A      | N/A     | $3669472.00        | $2375410.45        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $17104935.00       | $3370447.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $135000.00         | $112617.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $37278427.00       | $36579120.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-25      | N/A      | N/A     | $16183311.00       | $15716808.26       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $101748835.00      | $90762514.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $8577001.00        | $6978898.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | N/A      | N/A     | $5469111.00        | $4742130.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $23639758.00       | $17834129.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-25      | N/A      | N/A     | $1332610.00        | $1107288.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $25909.00          | $22761.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $15000000.00       | $19008207.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $50000.00          | $46485.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-25      | N/A      | N/A     | $4283600.00        | $3640081.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-11-25      | N/A      | N/A     | $3010.00           | $2215.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $11757448.00       | $10367204.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-25      | N/A      | N/A     | $135190.00         | $63575.17          | Agency Mortgage-Backed Securities         |

### Security 69: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AX4K1, C.4 - ISIN: US3130AX4K10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000035770.00
- **C.18.a - Value (excl. sponsor support):** $1000035770.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2905858992.50
- **C.18.a - Value (excl. sponsor support):** $2905858992.50
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: 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 71: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HF6, C.4 - ISIN: US3130B6HF62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399995872.00
- **C.18.a - Value (excl. sponsor support):** $399995872.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1471473226.15
- **C.18.a - Value (excl. sponsor support):** $1471473226.15
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53998732.08
- **C.18.a - Value (excl. sponsor support):** $53998732.08
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008JN8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Moody's Long Rating: NR; Standard & Poor's Long Rating: A+; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Long Rating: NR; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $497000.00         | $52150.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $110000.00         | $76783.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $1657711.00        | $8105.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1150992.00        | $1168535.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $110000.00         | $10728.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $443734.00         | $348154.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $19603889.00       | $20218052.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1054740.00        | $838213.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $5000.00           | $4014.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $10589992.00       | $10137212.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $49234417.00       | $32859965.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1126846.00        | $1085811.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $32651112.00       | $22026538.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $35809637.00       | $35823497.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $1098301.00        | $1138318.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $47852.00          | $30727.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1027224.00        | $1088586.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $4548034.00        | $3152656.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $3871061.00        | $322074.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $494909.00         | $461241.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1960198.00        | $1986583.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $100000.00         | $64932.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1779616.00        | $1399860.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $4814909.00        | $4466998.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $281000.00         | $5033.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $5865000.00        | $832537.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $25454551.00       | $16421599.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2355990.00        | $2393915.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1087480.00        | $790797.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1793247.00        | $1854929.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $313000.00         | $117465.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $6000.00           | $2388.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1306140.00        | $1320961.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $1290432.00        | $646564.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $19719415.00       | $20380837.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $169138.00         | $16457.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $289600.00         | $123689.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $935988.00         | $728582.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $225000.00         | $9237.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $700000.00         | $406963.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $25406.00          | $3581.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $10793163.00       | $9483927.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $4403271.00        | $3112077.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $3217164.00        | $3149018.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $60000.00          | $14338.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $534581.00         | $159653.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $11948543.00       | $9659859.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $4332542.00        | $3435140.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $4653192.00        | $4696133.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1097499.00        | $1136948.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $15156207.00       | $14279413.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $636506.00         | $485811.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $6000.00           | $718.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $100000.00         | $66048.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $89000.00          | $86611.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $830700.00         | $306117.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $33714869.00       | $22826784.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $119000.00         | $15036.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $87000.00          | $24010.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $2380818.00        | $1801297.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $100000.00         | $73845.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $2859835.00        | $2875383.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $7023183.00        | $322696.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $445000.00         | $343617.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $884786.00         | $833066.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $3319735.00        | $520129.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $81616.00          | $29753.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $83000.00          | $21253.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $4625400.00        | $4695138.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1349934.00        | $1400193.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $300000.00         | $60067.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-02-01      | N/A      | N/A     | $1004085.00        | $275657.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $14130994.00       | $9841004.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1186940.00        | $893527.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $16000.00          | $1411.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1110989.00        | $614541.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $339928.00         | $213533.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $325596.00         | $241488.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $35000.00          | $21584.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $237000.00         | $159376.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $511494.00         | $496426.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $235000.00         | $937.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $87909547.00       | $76546578.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $5078890.00        | $4802901.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1282846.00        | $1299582.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $69824000.00       | $43759532.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $2620000.00        | $575488.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $184000.00         | $51159.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1007394.00        | $1054487.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $4397200.00        | $4421750.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1306549.00        | $1359416.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $80000.00          | $52286.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $925000.00         | $140480.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $8000.00           | $1185.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1392285.00        | $1442077.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1123295.00        | $1135382.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $26754230.00       | $26505385.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1395181.00        | $1331808.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $285502.00         | $261816.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $12800000.00       | $1372202.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2613831.00        | $2649345.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $7369985.00        | $275425.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $4078220.00        | $3905970.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $845000.00         | $435715.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1233654.00        | $1279373.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $3000000.00        | $1821034.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $1003000.00        | $118271.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $34000.00          | $31892.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $1583580.00        | $1626943.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $157579.00         | $105002.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $363872.00         | $280446.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $1457550.00        | $775746.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000000.00        | $932831.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1514502.00        | $1371989.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1000.00           | $849.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1000.00           | $803.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $200000.00         | $127490.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $2652278.00        | $2577753.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $29022906.00       | $28424.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $10000000.00       | $1199933.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $3757619.00        | $3701890.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $240885.00         | $147709.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $132755590.00      | $124614643.08      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $3714551.00        | $3798246.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $4159475.00        | $4221719.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $500510.00         | $278759.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $680500.00         | $535948.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $14002396.00       | $11506767.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $10175557.00       | $9584727.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1697213.00        | $1307956.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $44325711.00       | $35884035.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2313000.00        | $1990519.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $50000.00          | $36983.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $62000.00          | $10476.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $10359601.00       | $9169501.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $3300000.00        | $612007.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $160645.00         | $89881.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $1535778.00        | $1477036.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $48068670.00       | $29345684.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $1746913.00        | $59763.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $184834851.00      | $179505817.73      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2861678.00        | $2745835.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $38571.00          | $22190.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $18068949.00       | $3076562.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1015723.00        | $1007006.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $23000.00          | $5456.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1788955.00        | $1886722.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $32217914.00       | $33790590.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $598437.00         | $1946.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1020181.00        | $1020206.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $28484000.00       | $23584998.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $272000.00         | $211809.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $1115000.00        | $34499.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $43495068.00       | $44101123.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $485000.00         | $158072.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1768500.00        | $1777848.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $5000.00           | $1190.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $1073600.00        | $719689.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $529954.00         | $54720.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $250000.00         | $167758.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $266201.00         | $149344.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $500000.00         | $347298.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $2175000.00        | $63824.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2502322.00        | $1591603.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $19366514.00       | $15375293.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $701710.00         | $513551.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $60000.00          | $38668.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $2500000.00        | $1371576.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $164000.00         | $5646.17           | Agency Mortgage-Backed Securities |

### Security 75: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2854394221.47
- **C.18.a - Value (excl. sponsor support):** $2854394221.47
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: WELLS FARGO BANK N.A. (REPO)

- **C.1 - Title:** WELLS FARGO BANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WFC02FY4
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $7000000.00        | $6918888.95        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $26000000.00       | $26495271.58       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $27000.00          | $19865.77          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $1444690000.00     | $1481014480.67     | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-12-23      | N/A      | N/A     | $10447300.00       | $10311714.94       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $700.00            | $1016.99           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $100000.00         | $101270.93         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $25013500.00       | $23707076.16       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $314687000.00      | $292594775.53      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $145000.00         | $145324.67         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $732290000.00      | $751819577.48      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $100.00            | $74.79             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $48763800.00       | $30148365.10       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $45000000.00       | $44710835.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $6000.00           | $6052.20           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $56000000.00       | $57472697.74       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $15986400.00       | $16104765.38       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $39832600.00       | $40500666.31       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $266500.00         | $249568.76         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $22900.00          | $10965.22          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $30000000.00       | $29063059.23       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $257890000.00      | $250416224.53      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-04-30      | N/A      | N/A     | $910000.00         | $927546.78         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $15427966.00       | $15474459.49       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $11600000.00       | $12167694.73       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $147850000.00      | $144270447.27      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $10400.00          | $10311.57          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-10-21      | N/A      | N/A     | $2641300.00        | $2625188.07        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $301000000.00      | $295602798.50      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $19338100.00       | $19883249.61       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-05-31      | N/A      | N/A     | $503760000.00      | $530858737.00      | U.S. Treasuries (including strips)        |

### Security 77: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245170730.00
- **C.18.a - Value (excl. sponsor support):** $245170730.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1480732827.95
- **C.18.a - Value (excl. sponsor support):** $1480732827.95
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO)

- **C.1 - Title:** PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VT001CD8
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa3; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA-; Fitch Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $11800000.00       | $10632995.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $9531183.00        | $4166705.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $22000000.00       | $11186474.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $100000000.00      | $51624830.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $75200000.00       | $28524182.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $51500000.00       | $52771057.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $4500000.00        | $1663095.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $77000000.00       | $75267500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $10000000.00       | $7754031.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $16000000.00       | $15838047.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $25900000.00       | $26767798.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $6600000.00        | $2382457.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $208200000.00      | $74997860.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $18300000.00       | $17415959.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $50000000.00       | $25027519.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $75000000.00       | $58192764.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $25000000.00       | $10000137.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $25000000.00       | $12137858.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $78000000.00       | $74716200.00       | U.S. Treasuries (including strips) |

### Security 80: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXMF2, C.4 - ISIN: US3130AXMF21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $225049781.25
- **C.18.a - Value (excl. sponsor support):** $225049781.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $597571872.00
- **C.18.a - Value (excl. sponsor support):** $597571872.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16B10
- **C.18 - Value (incl. sponsor support):** $2375000000.00
- **C.18.a - Value (excl. sponsor support):** $2375000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: A1; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+; Fitch Short Rating: F1; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 M | 2048-12-20      | N/A      | N/A     | $582011.00         | $571416.16         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $25694400.00       | $11139344.62       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $5426100.00        | $1906205.21        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2059-09-15      | N/A      | N/A     | $85000.00          | $13005.17          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2064-03-15      | N/A      | N/A     | $85000.00          | $10147.30          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $22846451.00       | $10363949.80       | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2045-09-15      | N/A      | N/A     | $85000.00          | $28202.15          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $21793667.00       | $6181163.42        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2058-03-15      | N/A      | N/A     | $85000.00          | $13583.85          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2043-03-15      | N/A      | N/A     | $85000.00          | $32645.95          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $410800.00         | $170147.61         | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2054-03-15      | N/A      | N/A     | $85000.00          | $17032.30          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2048-03-15      | N/A      | N/A     | $85000.00          | $23889.25          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $731300.00         | $286290.79         | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2041-09-15      | N/A      | N/A     | $83000.00          | $34881.58          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $20833581.00       | $9312360.70        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $8073242.00        | $4860180.49        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $18352500.00       | $5058793.21        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $357584.00         | $297116.93         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $912000.00         | $346425.02         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $907900.00         | $282772.72         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-11-15      | N/A      | N/A     | $28150079.18       | $16014157.79       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $4611481.58        | $2255120.56        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $1000000.00        | $1097106.35        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $64275514.00       | $20420330.80       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $650800.00         | $195250.41         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $10708300.00       | $4018932.07        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $13178067.00       | $4738187.17        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2057-09-15      | N/A      | N/A     | $85000.00          | $14003.75          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $94471566.00       | $54557423.84       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $18527600.00       | $10850021.95       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $35350157.12       | $18403963.45       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2039-05-16      | N/A      | N/A     | $100000.00         | $276745.96         | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTH | 2039-09-15      | N/A      | N/A     | $85000.00          | $42861.34          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2041-04-16      | N/A      | N/A     | $532199.00         | $496330.41         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $1213300.00        | $372925.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $32223500.00       | $8256015.16        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $8.00              | $1.94              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $13691733.00       | $6796548.88        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-05-15      | N/A      | N/A     | $4402300.00        | $2724499.83        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $9612800.00        | $3557062.84        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2049-09-15      | N/A      | N/A     | $85000.00          | $22406.85          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2054-09-15      | N/A      | N/A     | $85000.00          | $16608.15          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $4960903.98        | $1638169.87        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2044-03-15      | N/A      | N/A     | $85000.00          | $30743.65          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2047-03-15      | N/A      | N/A     | $85000.00          | $25987.05          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $10430267.00       | $4445025.17        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2065-03-15      | N/A      | N/A     | $85000.00          | $9602.88           | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $10329263.00       | $5461380.90        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-07-31      | N/A      | N/A     | $146817000.00      | $149713799.10      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $147449000.00      | $150046120.83      | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2042-03-15      | N/A      | N/A     | $85000.00          | $34668.10          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2056-03-15      | N/A      | N/A     | $85000.00          | $15299.15          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $3844200.00        | $1542427.59        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $57843474.00       | $29641020.60       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $151298000.00      | $149530826.95      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $10272100.00       | $2732245.06        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $14096200.00       | $3829021.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $171793200.00      | $180116801.12      | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2059-03-15      | N/A      | N/A     | $85000.00          | $12956.55          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $41274664.81       | $25200122.78       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $266467379.00      | $111915766.25      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $9688350.00        | $2708601.07        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $1907900.00        | $1025601.18        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $15520499.00       | $5972505.30        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $16659200.00       | $4384584.83        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2039-09-16      | N/A      | N/A     | $1614668.00        | $1000257.51        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $1237000.00        | $611966.17         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $18398274.00       | $4316327.07        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $240000.00         | $105174.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $742400.00         | $351524.92         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $3717100.00        | $1323640.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $571000.00         | $155408.50         | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2060-09-15      | N/A      | N/A     | $85000.00          | $12307.41          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $54616000.00       | $12673697.42       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $438700.00         | $264857.67         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $993000.00         | $427840.01         | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2040-03-15      | N/A      | N/A     | $85000.00          | $39005.48          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $844200.00         | $201794.19         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $21325600.00       | $6515695.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $40659333.00       | $16827678.15       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $29034267.00       | $11659232.53       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $46474767.00       | $12090271.21       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $398000.00         | $145538.25         | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2061-09-15      | N/A      | N/A     | $85000.00          | $11647.13          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $23608206.11       | $7997232.60        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $3705700.00        | $1553366.44        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2037-09-15      | N/A      | N/A     | $85000.00          | $47508.20          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $2354900.00        | $932311.97         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $14373300.00       | $3812546.57        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $9361000.00        | $2241978.22        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $134297700.00      | $130650072.27      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $16000.00          | $7113.97           | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2064-09-15      | N/A      | N/A     | $85000.00          | $9871.31           | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $59199799.49       | $23419499.88       | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2044-09-15      | N/A      | N/A     | $85000.00          | $29832.45          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $850700.00         | $294668.87         | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2045-03-15      | N/A      | N/A     | $85000.00          | $28993.50          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2065-09-15      | N/A      | N/A     | $84000.00          | $9195.90           | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2055-09-15      | N/A      | N/A     | $85000.00          | $15722.45          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $43113367.00       | $16365402.98       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $58400.00          | $19686.00          | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2065-09-15      | N/A      | N/A     | $85000.00          | $9341.67           | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $12209556.00       | $5368358.63        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2049-03-15      | N/A      | N/A     | $85000.00          | $23053.70          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $47001667.00       | $15711153.22       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $1000000.00        | $925790.93         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $40088296.00       | $25140252.36       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $5325000.00        | $1328619.45        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2062-09-15      | N/A      | N/A     | $85000.00          | $11022.29          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $4200.00           | $1962.88           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-11-15      | N/A      | N/A     | $10553300.00       | $6711941.01        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $22551150.00       | $10388638.27       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2037-07-15      | N/A      | N/A     | $5276000.00        | $3019191.00        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $1362000.00        | $654208.10         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $31834800.00       | $9462639.62        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2056-09-15      | N/A      | N/A     | $85000.00          | $14822.30          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $10614383.00       | $3646974.63        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $53244480.00       | $21699894.31       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $922200.00         | $306508.85         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-03-31      | N/A      | N/A     | $166593000.00      | $171574585.83      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $1800.00           | $695.22            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $3081400.00        | $1528793.47        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $3413000.00        | $1165549.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $2286000.00        | $1030217.90        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2050-09-15      | N/A      | N/A     | $85000.00          | $21021.35          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $9696733.00        | $2923758.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $62915819.00       | $37356393.36       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $9962390.00        | $3887782.85        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $58742577.00       | $32913289.67       | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2052-09-15      | N/A      | N/A     | $85000.00          | $18578.45          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $39199540.00       | $13791338.96       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $3055000.00        | $1867570.38        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $156377400.00      | $152699287.99      | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $364296.00         | $284095.28         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $19230179.00       | $5510696.25        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2041-10-16      | N/A      | N/A     | $1900000.00        | $453263.13         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $25700701.00       | $6472901.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $22735800.00       | $11474076.19       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $17734600.00       | $5485772.88        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $980000.00         | $449076.18         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $14832751.00       | $6935082.40        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $6200.00           | $3122.65           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $326800.00         | $75703.55          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $134200.00         | $50331.17          | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2038-09-15      | N/A      | N/A     | $85000.00          | $44700.65          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $25536000.00       | $5882702.78        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2063-03-15      | N/A      | N/A     | $85000.00          | $10722.50          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $3103900.00        | $1403114.89        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2062-03-15      | N/A      | N/A     | $85000.00          | $11330.42          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2040-09-15      | N/A      | N/A     | $85000.00          | $37974.86          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2041-03-15      | N/A      | N/A     | $83000.00          | $35950.62          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $22585700.00       | $6635769.00        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2051-03-15      | N/A      | N/A     | $85000.00          | $20386.40          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2042-09-15      | N/A      | N/A     | $85000.00          | $33637.05          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2046-09-15      | N/A      | N/A     | $85000.00          | $26723.15          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $1900.00           | $478.52            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $390500.00         | $126262.32         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $19847200.00       | $7060760.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $1680200.00        | $436830.16         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $82800800.00       | $45767893.80       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-05-15      | N/A      | N/A     | $2654800.00        | $712543.01         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $1422000.00        | $714719.95         | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2037-03-15      | N/A      | N/A     | $85000.00          | $48745.29          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2050-03-15      | N/A      | N/A     | $85000.00          | $21629.95          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2039-03-15      | N/A      | N/A     | $85000.00          | $43588.85          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $66984881.00       | $16771942.44       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $616764.00         | $672868.80         | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTH | 2048-09-15      | N/A      | N/A     | $85000.00          | $23853.13          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2043-09-15      | N/A      | N/A     | $85000.00          | $31676.95          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2055-03-15      | N/A      | N/A     | $85000.00          | $16161.05          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2058-09-15      | N/A      | N/A     | $85000.00          | $13265.95          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2049-11-15      | N/A      | N/A     | $2201600.00        | $652659.92         | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2052-03-15      | N/A      | N/A     | $85000.00          | $19118.20          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2060-03-15      | N/A      | N/A     | $85000.00          | $12651.49          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2051-09-15      | N/A      | N/A     | $85000.00          | $19814.35          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $46521900.00       | $15151810.65       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $153852400.00      | $151194474.40      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $10614767.00       | $5111180.15        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2053-03-15      | N/A      | N/A     | $85000.00          | $18061.65          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $1186800.00        | $766622.95         | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2046-03-15      | N/A      | N/A     | $85000.00          | $27432.05          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2061-03-15      | N/A      | N/A     | $85000.00          | $11972.76          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $534800.00         | $227257.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $982900.00         | $273960.77         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $7926300.00        | $3760640.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $462000.00         | $121454.26         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $359200.00         | $132858.02         | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2047-09-15      | N/A      | N/A     | $85000.00          | $25172.75          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2049-11-15      | N/A      | N/A     | $2718200.00        | $788930.37         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-08-15      | N/A      | N/A     | $19200.00          | $4401.70           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $2198500.00        | $908846.71         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $3405284.00        | $624024.16         | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTH | 2053-09-15      | N/A      | N/A     | $85000.00          | $17560.15          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2036-09-15      | N/A      | N/A     | $85000.00          | $49933.51          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $73882700.00       | $75241676.59       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $365900.00         | $187008.93         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $166855000.00      | $161476678.86      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $862400.00         | $252647.84         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $31091500.00       | $9738168.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $662300.00         | $323554.08         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $777300.00         | $368846.73         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $516800.00         | $186251.62         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $28220546.00       | $7183935.07        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $65560367.00       | $23946710.77       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $25461000.00       | $8198340.16        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2063-09-15      | N/A      | N/A     | $85000.00          | $10430.95          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $554000.00         | $225717.33         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $9714731.00        | $5299910.36        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2038-03-15      | N/A      | N/A     | $85000.00          | $46169.62          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2057-03-15      | N/A      | N/A     | $73000.00          | $12373.50          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2051-05-15      | N/A      | N/A     | $20800.00          | $5729.55           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $24899867.00       | $8658256.45        | U.S. Treasuries (including strips)        |

### Security 83: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499996955.00
- **C.18.a - Value (excl. sponsor support):** $499996955.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON08X18
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Short Rating: F1; Moody's Short Rating: P-1; Fitch Long Rating: A; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $366500.00         | $347166.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $52252700.00       | $54720411.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $34904100.00       | $40585591.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $78437200.00       | $73453938.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | N/A      | N/A     | $70532800.00       | $74614053.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $69334600.00       | $72693950.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $273595700.00      | $182001569.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $724100.00         | $1079306.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | N/A      | N/A     | $75697100.00       | $78098794.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $77831800.00       | $77331662.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | N/A      | N/A     | $78210000.00       | $80548692.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $733700.00         | $818365.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $80340100.00       | $76492459.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $76572900.00       | $74819685.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $456300.00         | $436444.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $67697900.00       | $68736532.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $18362100.00       | $17696961.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $63130000.00       | $63977391.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $89941900.00       | $64656272.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $11608500.00       | $10704491.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $30851200.00       | $31662018.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $406335000.00      | $396229786.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $1388200.00        | $2016838.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $15919300.00       | $9671708.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $75805900.00       | $78374597.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | N/A      | N/A     | $74226200.00       | $75690733.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $43646400.00       | $44154501.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $26314400.00       | $25466194.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | N/A      | N/A     | $76618100.00       | $77393926.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $125572600.00      | $125395251.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $71095500.00       | $60130732.83       | U.S. Treasuries (including strips) |

### Security 85: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $723214595.98
- **C.18.a - Value (excl. sponsor support):** $723214595.98
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5PJ1, C.4 - ISIN: US3130B5PJ10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $799998904.00
- **C.18.a - Value (excl. sponsor support):** $799998904.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005Y41
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Long Rating: AA; Moody's Long Rating: NR; Fitch Short Rating: F1+; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $31819188.01       | $21682676.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $476593600.00      | $132839504.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $1000.00           | $814.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | N/A      | N/A     | $9174700.00        | $9491234.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $74570600.00       | $45305077.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $412600.00         | $172954.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $9908600.00        | $10445113.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | N/A      | N/A     | $34384200.00       | $35062623.61       | U.S. Treasuries (including strips) |

### Security 88: WELLS FARGO BANK N.A. (REPO)

- **C.1 - Title:** WELLS FARGO BANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WFC02G49
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA-; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $129840800.00      | $150975549.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $75000000.00       | $78541986.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $9946900.00        | $14451295.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $10000000.00       | $11153954.15       | U.S. Treasuries (including strips) |

### Security 89: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON08X75
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $152002700.00      | $137283343.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $151489400.00      | $110948307.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $26932600.00       | $24618882.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $183684600.00      | $135149490.30      | U.S. Treasuries (including strips) |

### Security 90: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QT7, C.4 - ISIN: US912797QT77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199834.72
- **C.18.a - Value (excl. sponsor support):** $199834.72
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Fitch Long Rating: 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 91: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5EA2, C.4 - ISIN: US3130B5EA20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74999695.50
- **C.18.a - Value (excl. sponsor support):** $74999695.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: 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 92: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2V28, C.4 - ISIN: US3130B2V288, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000099620.00
- **C.18.a - Value (excl. sponsor support):** $1000099620.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15YV1
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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:** Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible 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 MOR | 2034-11-15      | N/A      | N/A     | $3336000.00        | $1999337.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-15      | N/A      | N/A     | $4400000.00        | $4115690.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-25      | N/A      | N/A     | $82966676.00       | $82653276.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-12-15      | N/A      | N/A     | $1000000.00        | $851011.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-09-15      | N/A      | N/A     | $6996828.00        | $8101707.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-08-25      | N/A      | N/A     | $25000000.00       | $11241586.22       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1911735.00        | $1624397.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-15      | N/A      | N/A     | $6843000.00        | $4687356.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-11-15      | N/A      | N/A     | $200000.00         | $233913.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | N/A      | N/A     | $800000.00         | $512876.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | N/A      | N/A     | $37346608.00       | $35443217.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $12072576.00       | $11686598.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $10916312.00       | $10974108.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-04-15      | N/A      | N/A     | $10000000.00       | $185727.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $50000000.00       | $47324518.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2058-03-25      | N/A      | N/A     | $2098636.00        | $1437010.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | N/A      | N/A     | $8195978.00        | $7575681.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-04-25      | N/A      | N/A     | $5795858.00        | $5713821.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | N/A      | N/A     | $1069000.00        | $947709.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | N/A      | N/A     | $9250000.00        | $3113772.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-25      | N/A      | N/A     | $7282458.00        | $6662270.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | N/A      | N/A     | $35641224.00       | $34413059.11       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-06-27      | N/A      | N/A     | $5496789.00        | $58719.97          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-01-25      | N/A      | N/A     | $400000.00         | $220740.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | N/A      | N/A     | $7330469.00        | $4356696.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | N/A      | N/A     | $2543000.00        | $171217.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-25      | N/A      | N/A     | $28179274.00       | $23363032.19       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-02-25      | N/A      | N/A     | $200000.00         | $153422.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $2321160.00        | $2281186.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-25      | N/A      | N/A     | $400000.00         | $194964.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | N/A      | N/A     | $700000.00         | $667558.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $42787300.00       | $36704252.60       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | N/A      | N/A     | $400000.00         | $396919.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-25      | N/A      | N/A     | $16751000.00       | $382893.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-01-25      | N/A      | N/A     | $23529588.00       | $154138.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-07-15      | N/A      | N/A     | $1467300.00        | $666678.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $55000000.00       | $55467357.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $203574.00         | $162294.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-25      | N/A      | N/A     | $244249302.00      | $195002.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-05-15      | N/A      | N/A     | $576675.00         | $439454.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-02-15      | N/A      | N/A     | $2179551.00        | $1917684.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-06-25      | N/A      | N/A     | $64028.00          | $186168.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-25      | N/A      | N/A     | $581389.00         | $319335.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | N/A      | N/A     | $4500000.00        | $4350708.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-02-15      | N/A      | N/A     | $400000.00         | $205333.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2058-03-25      | N/A      | N/A     | $171245521.00      | $46976374.76       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | N/A      | N/A     | $200000.00         | $109239.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-12-25      | N/A      | N/A     | $5000000.00        | $175276.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-25      | N/A      | N/A     | $14479924.00       | $9556350.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-08-25      | N/A      | N/A     | $14921718.00       | $5155660.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-25      | N/A      | N/A     | $1000000.00        | $858657.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-15      | N/A      | N/A     | $1383000.00        | $457043.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-10-25      | N/A      | N/A     | $8425000.00        | $5057527.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-15      | N/A      | N/A     | $7271000.00        | $10224391.29       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-01-19      | N/A      | N/A     | $8675000.00        | $54315.15          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-03-15      | N/A      | N/A     | $600000.00         | $472326.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-15      | N/A      | N/A     | $2500000.00        | $78700.36          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $50000000.00       | $40400927.27       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | N/A      | N/A     | $20000000.00       | $1849493.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $7492569.00        | $7137476.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $30818277.00       | $28135056.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-25      | N/A      | N/A     | $2138000.00        | $74701.22          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $2798758.00        | $2383500.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-25      | N/A      | N/A     | $7471000.00        | $555349.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-04-15      | N/A      | N/A     | $100000.00         | $90499.82          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-11-25      | N/A      | N/A     | $9372897.00        | $3236057.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-09-25      | N/A      | N/A     | $5750000.00        | $4498157.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | N/A      | N/A     | $10500000.00       | $643594.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | N/A      | N/A     | $15857000.00       | $80073.41          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-07-25      | N/A      | N/A     | $1686630.00        | $97268.85          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-25      | N/A      | N/A     | $21401619.00       | $21198875.81       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-03-15      | N/A      | N/A     | $745000.00         | $711916.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-04-25      | N/A      | N/A     | $1111370.00        | $256291.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-02-15      | N/A      | N/A     | $2652181.00        | $2675392.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-05-15      | N/A      | N/A     | $315841.00         | $273368.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | N/A      | N/A     | $6000000.00        | $892354.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-05-25      | N/A      | N/A     | $15000000.00       | $209361.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | N/A      | N/A     | $3285000.00        | $421679.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-15      | N/A      | N/A     | $4275000.00        | $223606.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | N/A      | N/A     | $400000.00         | $268622.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2670246.00        | $2493128.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-25      | N/A      | N/A     | $300000.00         | $271679.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | N/A      | N/A     | $4995000.00        | $4209431.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | N/A      | N/A     | $200000.00         | $108764.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | N/A      | N/A     | $26660365.00       | $14560462.42       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | N/A      | N/A     | $2929158.00        | $1651365.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | N/A      | N/A     | $300000.00         | $102056.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-25      | N/A      | N/A     | $19276270.00       | $2722806.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1111957.00        | $1022657.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-25      | N/A      | N/A     | $500000.00         | $97370.74          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-06-25      | N/A      | N/A     | $32236190.00       | $32669025.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-05-25      | N/A      | N/A     | $1037490.00        | $622326.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-25      | N/A      | N/A     | $1100000.00        | $281691.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $18042152.00       | $17468653.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-15      | N/A      | N/A     | $20100000.00       | $18851142.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-12-15      | N/A      | N/A     | $7803333.00        | $257141.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-08-25      | N/A      | N/A     | $7670000.00        | $489791.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $77591.00          | $71956.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2058-07-25      | N/A      | N/A     | $19581656.00       | $5475182.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-06-25      | N/A      | N/A     | $7251555.00        | $1385467.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $98978.00          | $90116.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $19189515.00       | $18118887.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-25      | N/A      | N/A     | $4200000.00        | $6066143.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-03-25      | N/A      | N/A     | $11390014.00       | $10682966.23       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-15      | N/A      | N/A     | $815000.00         | $1009626.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-15      | N/A      | N/A     | $5000000.00        | $324851.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-08-25      | N/A      | N/A     | $2941990.00        | $2932230.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-04-25      | N/A      | N/A     | $7000000.00        | $169449.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-08-15      | N/A      | N/A     | $801843.00         | $808071.68         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 20 | 2058-08-26      | N/A      | N/A     | $152342498.00      | $50414435.29       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-25      | N/A      | N/A     | $1025687.00        | $892038.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | N/A      | N/A     | $33287735.00       | $33004669.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | N/A      | N/A     | $53449487.00       | $52365685.81       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $12570451.00       | $11342122.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-25      | N/A      | N/A     | $368500000.00      | $251538.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-15      | N/A      | N/A     | $44950000.00       | $11729168.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-08-15      | N/A      | N/A     | $500000.00         | $398215.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $32094412.00       | $28475714.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-15      | N/A      | N/A     | $1200000.00        | $108852.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-11-15      | N/A      | N/A     | $200000.00         | $273916.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | N/A      | N/A     | $15950000.00       | $1925390.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-25      | N/A      | N/A     | $33633121.00       | $4699901.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-01-25      | N/A      | N/A     | $970000.00         | $144497.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-25      | N/A      | N/A     | $15349123.00       | $981126.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1000.00           | $852.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-15      | N/A      | N/A     | $40001220.00       | $39508840.54       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-03-25      | N/A      | N/A     | $12070000.00       | $10166208.63       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2057-01-25      | N/A      | N/A     | $12253460.00       | $7815225.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1723.00           | $1766.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-15      | N/A      | N/A     | $251256.00         | $530169.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-25      | N/A      | N/A     | $33232073.00       | $31561526.23       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-09-25      | N/A      | N/A     | $25000000.00       | $705713.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-25      | N/A      | N/A     | $2410376.00        | $1834802.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-09-15      | N/A      | N/A     | $2500005.00        | $942495.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-01-25      | N/A      | N/A     | $355000.00         | $258000.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-15      | N/A      | N/A     | $1800000.00        | $1182220.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | N/A      | N/A     | $56130568.00       | $60608809.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | N/A      | N/A     | $3600873.00        | $3374310.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | N/A      | N/A     | $35000000.00       | $4179213.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $445338.00         | $443555.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | N/A      | N/A     | $4333000.00        | $4245708.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-08-15      | N/A      | N/A     | $3596428.00        | $2514312.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-25      | N/A      | N/A     | $200000.00         | $69556.99          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | N/A      | N/A     | $750000.00         | $668506.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-15      | N/A      | N/A     | $104023188.00      | $104128306.44      | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2032-11-25      | N/A      | N/A     | $9550000.00        | $899333.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2059-02-25      | N/A      | N/A     | $118450131.00      | $53907038.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $10703300.00       | $9392518.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-05-15      | N/A      | N/A     | $1681475.00        | $827486.63         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 20 | 2057-11-26      | N/A      | N/A     | $997069.00         | $269224.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | N/A      | N/A     | $5000000.00        | $601716.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | N/A      | N/A     | $3069000.00        | $562408.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-10-25      | N/A      | N/A     | $2000000.00        | $65266.96          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | N/A      | N/A     | $1000000.00        | $1438602.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-25      | N/A      | N/A     | $601000.00         | $541489.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | N/A      | N/A     | $266300.00         | $73748.89          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-02-15      | N/A      | N/A     | $200000.00         | $128696.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | N/A      | N/A     | $500000.00         | $451778.06         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | N/A      | N/A     | $37982080.00       | $36074391.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-25      | N/A      | N/A     | $159808252.00      | $160692293.49      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-15      | N/A      | N/A     | $49999283.00       | $161703.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-08-25      | N/A      | N/A     | $14567275.00       | $694681.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-12-15      | N/A      | N/A     | $8600000.00        | $197005.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-09-25      | N/A      | N/A     | $11000000.00       | $282418.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-06-25      | N/A      | N/A     | $10000000.00       | $4720007.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-03-25      | N/A      | N/A     | $3110000.00        | $134661.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-01-25      | N/A      | N/A     | $7700000.00        | $7382146.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $105000.00         | $100291.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | N/A      | N/A     | $33818784.00       | $31302670.29       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | N/A      | N/A     | $5400000.00        | $571168.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-03-15      | N/A      | N/A     | $2525000.00        | $345537.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-01-15      | N/A      | N/A     | $430928.00         | $370137.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-25      | N/A      | N/A     | $20861065.00       | $9521696.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | N/A      | N/A     | $56145425.00       | $1211844.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-11-25      | N/A      | N/A     | $5250000.00        | $467262.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | N/A      | N/A     | $17255000.00       | $11926180.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-09-25      | N/A      | N/A     | $40400433.00       | $27661886.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1157968.00        | $996466.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-15      | N/A      | N/A     | $17488018.00       | $22707131.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $4784666.00        | $4990657.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-25      | N/A      | N/A     | $20000000.00       | $1038620.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-09-25      | N/A      | N/A     | $429479.00         | $440737.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-03-15      | N/A      | N/A     | $2109000.00        | $467545.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $193751.00         | $187153.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-25      | N/A      | N/A     | $100000.00         | $102080.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | N/A      | N/A     | $414956.00         | $392495.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-03-25      | N/A      | N/A     | $307200.00         | $271315.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-08-15      | N/A      | N/A     | $5000000.00        | $118812.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | N/A      | N/A     | $1700000.00        | $408241.46         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 20 | 2058-07-25      | N/A      | N/A     | $11043234.00       | $7599682.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-15      | N/A      | N/A     | $600000.00         | $476220.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-06-15      | N/A      | N/A     | $5085051.00        | $3768522.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | N/A      | N/A     | $728000.00         | $678119.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-05-25      | N/A      | N/A     | $9100000.00        | $364585.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | N/A      | N/A     | $2632400.00        | $1387205.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | N/A      | N/A     | $1512860.00        | $1527956.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-15      | N/A      | N/A     | $85816885.00       | $10688123.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | N/A      | N/A     | $591200.00         | $560577.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-10-25      | N/A      | N/A     | $2927900.00        | $2827687.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2061-11-25      | N/A      | N/A     | $725000.00         | $483510.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $6851277.00        | $5757802.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-25      | N/A      | N/A     | $590000.00         | $279815.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-25      | N/A      | N/A     | $473750.00         | $472629.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | N/A      | N/A     | $705675.00         | $285008.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | N/A      | N/A     | $1010000.00        | $720178.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | N/A      | N/A     | $2383381.00        | $206718.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-08-25      | N/A      | N/A     | $9302690.00        | $8139271.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $40554715.00       | $38794969.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-15      | N/A      | N/A     | $5000000.00        | $145109.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | N/A      | N/A     | $13400000.00       | $866381.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $1500000.00        | $1392531.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | N/A      | N/A     | $120728.00         | $87427.54          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | N/A      | N/A     | $10098417.00       | $9538484.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-02-15      | N/A      | N/A     | $5000000.00        | $179746.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-01-15      | N/A      | N/A     | $19732994.00       | $333049.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-04-15      | N/A      | N/A     | $1130609.00        | $1176426.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | N/A      | N/A     | $4762443.00        | $653850.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-12-25      | N/A      | N/A     | $330000.00         | $216257.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-05-15      | N/A      | N/A     | $6169049.00        | $6085399.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-25      | N/A      | N/A     | $1000000.00        | $771235.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1061260.00        | $859933.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-25      | N/A      | N/A     | $6754810.00        | $1511237.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | N/A      | N/A     | $52289077.00       | $12217162.19       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-07-15      | N/A      | N/A     | $12700000.00       | $56072.76          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-11-25      | N/A      | N/A     | $526000000.00      | $268225.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-08-15      | N/A      | N/A     | $10000000.00       | $11100600.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-03-15      | N/A      | N/A     | $697952.00         | $587590.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-08-15      | N/A      | N/A     | $17699000.00       | $16500109.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-07-15      | N/A      | N/A     | $5242254.00        | $323882.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-11-25      | N/A      | N/A     | $44500000.00       | $21459189.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $4826367.00        | $4595921.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-25      | N/A      | N/A     | $18735000.00       | $478772.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-01-25      | N/A      | N/A     | $1079002.00        | $404160.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | N/A      | N/A     | $8625000.00        | $189607.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $8056526.00        | $8577259.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-15      | N/A      | N/A     | $9700000.00        | $12259148.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1007237.00        | $1044959.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-25      | N/A      | N/A     | $457728471.00      | $80267.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-11-25      | N/A      | N/A     | $300000.00         | $294387.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | N/A      | N/A     | $3467702.00        | $3470028.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-25      | N/A      | N/A     | $800000.00         | $370225.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1725214.00        | $1790342.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-15      | N/A      | N/A     | $7757242.00        | $476728.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-15      | N/A      | N/A     | $400000.00         | $274120.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-15      | N/A      | N/A     | $7138000.00        | $103901.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | N/A      | N/A     | $4050259.00        | $3622840.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-12-25      | N/A      | N/A     | $2000000.00        | $150696.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-04-25      | N/A      | N/A     | $1000000.00        | $556793.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-05-25      | N/A      | N/A     | $17600000.00       | $12300209.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-07-15      | N/A      | N/A     | $5585606.00        | $1325173.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | N/A      | N/A     | $9338155.00        | $4457479.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $339902.00         | $311573.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $435836.00         | $399561.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-25      | N/A      | N/A     | $10634713.00       | $10232124.11       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | N/A      | N/A     | $113000000.00      | $97100558.26       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $100000.00         | $116592.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | N/A      | N/A     | $916000.00         | $470983.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-01-15      | N/A      | N/A     | $5480000.00        | $70939.75          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $4500000.00        | $3475681.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | N/A      | N/A     | $3557957.00        | $2058334.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $6999686.00        | $6899638.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-25      | N/A      | N/A     | $8396666.00        | $1650962.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-06-25      | N/A      | N/A     | $42437045.00       | $30055554.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-08-15      | N/A      | N/A     | $1000000.00        | $127800.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-07-25      | N/A      | N/A     | $8830000.00        | $8914883.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-15      | N/A      | N/A     | $600000.00         | $441986.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-25      | N/A      | N/A     | $2550568.00        | $2447039.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $57000.00          | $52355.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-15      | N/A      | N/A     | $5634672.00        | $4474488.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1406592.00        | $1413042.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-15      | N/A      | N/A     | $1042250.00        | $1951746.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-08-15      | N/A      | N/A     | $8200000.00        | $7943801.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | N/A      | N/A     | $425000.00         | $327842.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | N/A      | N/A     | $2000000.00        | $81382.62          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-15      | N/A      | N/A     | $4755149.00        | $5521864.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-09-15      | N/A      | N/A     | $3300000.00        | $4551366.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2060-11-25      | N/A      | N/A     | $1000000.00        | $552363.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-04-25      | N/A      | N/A     | $45553000.00       | $641704.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-08-25      | N/A      | N/A     | $7839341.00        | $7164511.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-09-25      | N/A      | N/A     | $1856125.00        | $1700634.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-01-25      | N/A      | N/A     | $2650000.00        | $359112.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-12-15      | N/A      | N/A     | $2000000.00        | $127780.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-25      | N/A      | N/A     | $29974000.00       | $1625348.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-01-25      | N/A      | N/A     | $6233043.00        | $4877892.20        | Agency Collateralized Mortgage Obligation |

### Security 94: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXNZ7, C.4 - ISIN: US3130AXNZ75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175038174.50
- **C.18.a - Value (excl. sponsor support):** $175038174.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: 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? No, C.23 Categorized at Level 3? No

### Security 95: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285N6, C.4 - ISIN: US9128285N64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $630485754.10
- **C.18.a - Value (excl. sponsor support):** $630485754.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: NORINCHUKIN BANK NEW YORK BRANCH (REPO)

- **C.1 - Title:** NORINCHUKIN BANK NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493007VSMFZCPV1NB83, C.5 - Other ID: 0QP001SH7
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Fitch Long Rating: NR; Moody's Long Rating: A1; Standard & Poor's Long Rating: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $298629700.00      | $306000099.00      | U.S. Treasuries (including strips) |

### Security 97: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CV1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Standard & Poor's Long Rating: AA-; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-07-15      | N/A      | N/A     | $10000000.00       | $12287788.94       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $99208.00          | $70684.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1891858.00        | $1559096.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $812057.00         | $679996.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $1583828.00        | $611805.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $103000.00         | $36985.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $2434000.00        | $274290.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $35500.00          | $23655.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1024.00           | $814.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $60000.00          | $58570.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $216016.00         | $95296.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $70000.00          | $68266.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $47858042.00       | $42284555.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $236000.00         | $133483.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $77000.00          | $37803.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $260000.00         | $147441.76         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $94100.00          | $87781.55          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $274000.00         | $168355.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $13000.00          | $5016.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $950652.00         | $851388.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $3484000.00        | $113936.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1046794.00        | $884502.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $2100000.00        | $264926.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $240000.00         | $196781.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $202000.00         | $127007.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $2000000.00        | $75254.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $200000.00         | $67354.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $455000.00         | $345470.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $890536.00         | $334207.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $2667065.00        | $273873.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $399000.00         | $292820.04         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $9192700.00        | $9677732.81        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $1460.00           | $354.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $6708536.00        | $818202.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $56680.00          | $45407.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $148000.00         | $53360.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $65000.00          | $47351.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1131024.00        | $1006259.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $63000.00          | $29696.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $300000.00         | $113234.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $7492720.00        | $682983.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | N/A      | N/A     | $3573000.00        | $172759.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $58000.00          | $17652.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $200000.00         | $51163.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $909616.00         | $375960.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $524859.00         | $367759.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $700000.00         | $431724.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $99000.00          | $54862.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $40000.00          | $34646.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $108650726.00      | $9666392.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $505000.00         | $415150.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1105754.00        | $787247.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $755915.00         | $800392.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $497392.00         | $320076.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $200000.00         | $162446.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $163001.00         | $54514.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1318478.00        | $1154694.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $53591465.00       | $4104095.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $1500000.00        | $200812.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $227134.00         | $104932.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $860620.00         | $814657.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $245112.00         | $197155.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $2820202.00        | $646681.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $938025.00         | $919334.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $1450000.00        | $125382.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $135696.00         | $86851.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $34020.00          | $9716.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $60246912.00       | $10077318.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $56188352.00       | $9845911.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $703.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $134170613.00      | $10039217.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $87000.00          | $27029.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $671089.00         | $624424.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $905220.00         | $645506.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $663626.00         | $392047.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1347074.00        | $1274421.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $25223.00          | $15117.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $1033001.00        | $141995.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $192000.00         | $104603.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $999000.00         | $877803.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $63168448.00       | $10084266.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $128142883.00      | $122842688.81      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1109456.00        | $997152.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $48869895.00       | $43828346.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $216178.00         | $153154.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $510000.00         | $185955.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $848000.00         | $759092.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $14058.00          | $11373.03          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $97026300.00       | $96221709.55       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $299898.00         | $287635.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1365245.00        | $994422.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $116495.00         | $72691.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $90000.00          | $38227.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $186000.00         | $89607.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $70000.00          | $43054.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $500000.00         | $258441.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $109649.00         | $73509.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $542024.00         | $481270.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $105000.00         | $92215.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $12681451.00       | $10546855.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $440998.00         | $164486.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $15800000.00       | $251654.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $362000.00         | $213614.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $713004.00         | $228565.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $76409219.00       | $81351486.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $678000.00         | $484767.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $137844.00         | $89336.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $309000.00         | $279561.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $200000.00         | $151040.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $111542.00         | $97995.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $400000.00         | $304673.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $201000.00         | $145832.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $273000.00         | $211236.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $97132.00          | $59498.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $100000.00         | $60477.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $105000.00         | $81074.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $1745000.00        | $197369.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $135002.00         | $117162.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $89000.00          | $69419.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $8430000.00        | $257162.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $1059355.00        | $723633.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1052784.00        | $1014143.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1610354.00        | $536697.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $98018.00          | $73871.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $376000.00         | $140347.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $253000.00         | $162578.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $323560.00         | $293368.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1113606.00        | $740767.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1622990.00        | $1265521.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $15474718.00       | $1800776.49        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-07-15      | N/A      | N/A     | $5096400.00        | $5149278.80        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $100000.00         | $48054.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $99378.00          | $80882.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $3084000.00        | $981665.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $107000.00         | $42586.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $5000000.00        | $3341902.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $647998.00         | $31975.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $98268.00          | $47797.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $100000.00         | $77067.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $400000.00         | $306906.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $500000.00         | $403972.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $450764.00         | $127724.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1567517.00        | $903178.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $2000000.00        | $155437.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $150000.00         | $87850.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $190580.00         | $147820.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $2071000.00        | $283301.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $70000.00          | $39623.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $1660000.00        | $160558.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $415000.00         | $123316.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $1545001.00        | $87308.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $378083.00         | $306866.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $673000.00         | $216753.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $1590552.00        | $1243501.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $5879070.00        | $1001717.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $248000.00         | $179561.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $874283.00         | $504134.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $71569288.00       | $1162368.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2783403.00        | $2839320.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $18000.00          | $7266.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $41486784.00       | $1339534.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $750000.00         | $666594.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2750006.00        | $2824901.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $1617128.00        | $580690.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $430000.00         | $146080.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $248000.00         | $174865.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $11234204.00       | $10231379.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $200000.00         | $127003.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $105000.00         | $87027.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1208860.00        | $712689.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $200827.00         | $71355.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $13116.00          | $5607.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1066334.00        | $984723.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $799992.00         | $92534.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $31000.00          | $28832.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $74000.00          | $48525.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1172680.00        | $958899.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $189773.00         | $167157.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $5936000.00        | $4758504.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $145796.00         | $143624.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $410000.00         | $321354.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $150000.00         | $86413.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $117000.00         | $34130.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $836000.00         | $567184.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $300000.00         | $274318.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $189820.00         | $128797.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $724000.00         | $35771.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $951870.00         | $34021.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $1907982.00        | $1668911.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1024.00           | $1012.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1158507.00        | $728920.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $165230.00         | $118517.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $300000.00         | $253042.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $86000.00          | $81755.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $12216.00          | $12273.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $1150000.00        | $45242.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $4825740.00        | $3042027.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $50090560.00       | $9897956.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $395000.00         | $326010.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $12888006.00       | $9598039.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $1147000.00        | $127672.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $500000.00         | $314791.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $25477.00          | $23422.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $571379.00         | $250536.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $14361.00          | $11584.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $1390000.00        | $588057.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $466001.00         | $311279.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1008.00           | $785.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1537938.00        | $274312.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $100000.00         | $60994.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1642672.00        | $1655717.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $506000.00         | $225244.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $2625000.00        | $114974.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $43087.00          | $16619.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $2092000.00        | $178097.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $2000000.00        | $115927.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $100000.00         | $77751.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $18000000.00       | $71175.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $170000.00         | $103754.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $200000.00         | $116398.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $313450.00         | $326199.42         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $101200.00         | $98073.49          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $433426.00         | $288301.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $90000.00          | $43630.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $2000000.00        | $357738.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1044259.00        | $1062484.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $486000.00         | $455766.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $100000.00         | $41308.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3087872.00        | $3112644.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $143862.00         | $44447.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $100000.00         | $58060.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $148000.00         | $72999.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $6604322.00        | $1040644.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $4995354.00        | $587914.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1000000.00        | $612069.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $2149627.00        | $954642.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $522664.00         | $243971.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $18000.00          | $11914.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1093862.00        | $776500.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $119000.00         | $69617.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $400000.00         | $263165.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $35000.00          | $23429.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $24000.00          | $17733.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $795000.00         | $472106.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $622439.00         | $574136.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $2676384.00        | $461685.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $181746.00         | $158094.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $129050.00         | $102155.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $40757568.00       | $9293923.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $110000.00         | $96148.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $21978.00          | $17976.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $927000.00         | $627209.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $381116.00         | $175772.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $637740.00         | $211724.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $1035000.00        | $112583.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $2143232.00        | $828607.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $5559296.00        | $1031009.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $9958366.00        | $9704101.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $200000.00         | $136961.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $175000.00         | $129766.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $150000.00         | $47888.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $130000.00         | $88048.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $1087804.00        | $303374.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $6920131.00        | $771234.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $4643936.00        | $4659163.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $828403.00         | $743128.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $205000.00         | $166295.24         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $25000000.00       | $25071684.50       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $103997.00         | $86408.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $79000.00          | $60635.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $100000.00         | $62399.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $1600000.00        | $618306.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $701003.00         | $539547.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $101472.00         | $61111.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $74417.00          | $71895.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $245000.00         | $100507.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $164041.00         | $89216.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | N/A      | N/A     | $1800000.00        | $61641.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $69000.00          | $31251.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $3167985.00        | $3143966.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $1612758.00        | $1546567.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $1477995.00        | $967239.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $899000.00         | $761985.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $135000.00         | $100476.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $1275998.00        | $258216.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $1000000.00        | $639163.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $1500000.00        | $181328.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $1095000.00        | $128388.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $1510000.00        | $282037.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $132586098.00      | $127396347.75      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $649111.00         | $271271.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $160000.00         | $128341.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $1000.00           | $462.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $568808.00         | $30738.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $96428.00          | $86356.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $5000.00           | $3436.11           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $15000000.00       | $15040328.61       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $1597504.00        | $65412.42          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $60600.00          | $62366.21          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $71843.00          | $38226.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $290000.00         | $175567.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $2836949.00        | $2606546.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1757722.00        | $1532576.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1001986.00        | $990618.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $63952.00          | $39630.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1251914.00        | $1136038.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $66000.00          | $46350.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $1100000.00        | $633953.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $35694.00          | $27522.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $700000.00         | $231822.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $900000.00         | $580655.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $2114000.00        | $1539039.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $60000.00          | $25575.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $44373.00          | $43755.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $45000.00          | $26539.52          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $13130100.00       | $13184338.50       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1123215.00        | $877315.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $200000.00         | $187373.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $834671.00         | $568856.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $199993.00         | $166731.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $1290000.00        | $46553.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $29972.00          | $25835.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1660405.00        | $1604968.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $600000.00         | $596524.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $63560.00          | $52348.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $428000.00         | $268782.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $65000.00          | $60298.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $168000.00         | $98866.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1045124.00        | $619870.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $90480.00          | $59974.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1740000.00        | $1227982.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1195226.00        | $766263.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $10240.00          | $9759.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $282822.00         | $133025.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1024.00           | $972.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $955373.00         | $966976.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $124810246.00      | $120478840.02      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $139000.00         | $86154.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1762111.00        | $1392492.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $500000.00         | $239547.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1045117.00        | $168138.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $38000.00          | $28832.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $1156030.00        | $56297.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1044188.00        | $754493.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $200000.00         | $120312.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $632374.00         | $407197.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1481254.00        | $1012393.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $207000.00         | $135663.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $260000.00         | $156445.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $4997900.00        | $34963.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $160000.00         | $124322.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $197000.00         | $116018.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $305000.00         | $186603.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $372653.00         | $341955.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $200000.00         | $149564.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2775444.00        | $2827522.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $305000.00         | $222877.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $266694.00         | $181386.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $147000.00         | $66723.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-25      | N/A      | N/A     | $10201307.00       | $7172730.02        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $47416110.00       | $45469415.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $296000.00         | $104987.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $2774410.00        | $2562676.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $100000.00         | $55531.38          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $7098600.00        | $7127179.69        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1240684.00        | $936262.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $500000.00         | $177522.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $1477010.00        | $267188.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1200000.00        | $139939.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $95000.00          | $37796.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $246539.00         | $179943.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $100000.00         | $67294.12          | Agency Mortgage-Backed Securities         |

### Security 98: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $931319095.00
- **C.18.a - Value (excl. sponsor support):** $931319095.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $910257812.50
- **C.18.a - Value (excl. sponsor support):** $910257812.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2922732492.75
- **C.18.a - Value (excl. sponsor support):** $2922732492.75
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: TD SECURITIES USA LLC (REPO)

- **C.1 - Title:** TD SECURITIES USA LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QG004S16
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA-; Moody's Long Rating: NR; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $3011.13           | $3102.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $35638586.75       | $34020828.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $42421918.50       | $35149372.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $166598182.56      | $36197293.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $28337129.44       | $24245943.04       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $162500000.00      | $143354876.33      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-04-20      | N/A      | N/A     | $812.50            | $27.01             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $31698455.75       | $30108158.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $39539637.31       | $30851272.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-03-25      | N/A      | N/A     | $4968437.50        | $4907773.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $169918227.38      | $135488516.89      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $52110582.88       | $45611697.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $42004043.25       | $33327222.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-25      | N/A      | N/A     | $1702884.63        | $1780466.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $38162346.63       | $32188680.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $22214046.56       | $13748429.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $343801428.75      | $63929395.39       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-10-07      | N/A      | N/A     | $5208775.00        | $5185022.99        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $365056.25         | $18770.33          | Agency Mortgage-Backed Securities         |

### Security 102: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **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: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245197707.50
- **C.18.a - Value (excl. sponsor support):** $245197707.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXKT4, C.4 - ISIN: US3130AXKT43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000221250.00
- **C.18.a - Value (excl. sponsor support):** $1000221250.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5PM4, C.4 - ISIN: US3130B5PM49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246946672.70
- **C.18.a - Value (excl. sponsor support):** $246946672.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: 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? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH32, C.4 - ISIN: US3133EPH329, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75033639.00
- **C.18.a - Value (excl. sponsor support):** $75033639.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $499367185.00
- **C.18.a - Value (excl. sponsor support):** $499367185.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: 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 107: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NG9, C.4 - ISIN: US3130B5NG98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $953203291.43
- **C.18.a - Value (excl. sponsor support):** $953203291.43
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2000394680.00
- **C.18.a - Value (excl. sponsor support):** $2000394680.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZV0, C.4 - ISIN: US3133EPZV03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140034263.60
- **C.18.a - Value (excl. sponsor support):** $140034263.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010YR4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Long Rating: AA-
- **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 MOR | 2046-02-15      | N/A      | N/A     | $1000000.00        | $798050.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1451.00           | $0.95              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $2609.00           | $315.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2000.00           | $2062.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2005760.00        | $1417703.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $424741.00         | $3445.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $90000.00          | $19959.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $981.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-20      | N/A      | N/A     | $2465.00           | $253.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2089592.00        | $2103366.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | N/A      | N/A     | $23726720.00       | $22425301.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $5993229.00        | $6229559.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | N/A      | N/A     | $2508.00           | $117.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $248950.00         | $1157.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $4018.00           | $188.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $500000.00         | $62337.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $87248.00          | $2030.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $1849.00           | $218.96            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $2000.00           | $1217.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $7000000.00        | $5715130.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1000.00           | $1027.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $1173.00           | $18.42             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $1051.00           | $4.49              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $420328.00         | $439181.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $18127072.00       | $1096134.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $51733921.00       | $47154961.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $45443.00          | $47357.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $168240.00         | $25250.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $2002.00           | $1937.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $223657.00         | $161955.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $12000.00          | $8146.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $232386.00         | $25724.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $7980272.00        | $8049060.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $1975677.00        | $570203.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $1000.00           | $166.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $3088.00           | $7.33              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $19244413.00       | $16272015.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $2362.00           | $46.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $365823.00         | $296436.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $8740193.00        | $125275.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1001.00           | $1069.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $69888.00          | $70890.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $514286.00         | $5820.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $256994.00         | $170513.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-25      | N/A      | N/A     | $1250000.00        | $82700.50          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $1012.00           | $227.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $85000.00          | $33818.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $464976.00         | $480131.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | N/A      | N/A     | $1000.00           | $128.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-25      | N/A      | N/A     | $429000.00         | $395026.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $30667264.00       | $20121068.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $58271.00          | $29087.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-20      | N/A      | N/A     | $38893.00          | $1287.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $7933696.00        | $8150653.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $7303360.00        | $5093270.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-25      | N/A      | N/A     | $1090.00           | $201.73            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $7931760.00        | $8140878.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $1033496.00        | $167795.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $734862.00         | $776968.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $112000.00         | $34671.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $419931.00         | $251.52            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $212244.00         | $217867.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $8954.00           | $4609.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $1115325.00        | $94202.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $16533.00          | $3401.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2001.00           | $2033.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1126.00           | $919.27            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $2007.00           | $152.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1483050.00        | $1441191.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $81369.00          | $331.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-25      | N/A      | N/A     | $69328736.00       | $546236.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-04-25      | N/A      | N/A     | $271448.00         | $238025.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $684889.00         | $41424.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $3636.00           | $4.25              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-20      | N/A      | N/A     | $11344.00          | $154.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $392550.00         | $238881.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $250000.00         | $15904.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1104.00           | $935.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | N/A      | N/A     | $1132.00           | $652.47            | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $25000.00          | $10430.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $2729.00           | $24.36             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $13000.00          | $3561.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $459219.00         | $348477.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1037758.00        | $254076.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $2848666.00        | $2432211.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $24372.00          | $1205.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $198018.00         | $9556.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $2352.00           | $16.96             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $1291000.00        | $281207.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $4102.00           | $801.37            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $25469312.00       | $24470527.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $40010039.00       | $21238005.14       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $194691072.00      | $15984.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-20      | N/A      | N/A     | $1021.00           | $67.18             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $1932159.00        | $2252750.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $373543.00         | $299413.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $7288529.00        | $5719690.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $9970284.00        | $30527.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $54342.00          | $42721.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $3123078.00        | $3203900.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $256224.00         | $163843.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $1000.00           | $98.41             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $16124.00          | $14245.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $1694352.00        | $5450.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-25      | N/A      | N/A     | $395001.00         | $334228.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | N/A      | N/A     | $1001.00           | $92.93             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1005.00           | $996.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $75000.00          | $69739.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $70102.00          | $71188.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $15601.00          | $268.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $9059753.00        | $8551838.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-15      | N/A      | N/A     | $128384.00         | $20847.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $1666.00           | $2.29              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-15      | N/A      | N/A     | $1824782.00        | $1648093.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | N/A      | N/A     | $4412.00           | $58.67             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $1235880.00        | $873658.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $500000.00         | $346581.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1670.00           | $1648.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $88000.00          | $61082.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-20      | N/A      | N/A     | $1000000.00        | $48348.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $348899.00         | $0.21              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $63269.00          | $65233.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1003.00           | $1047.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $2428750.00        | $378056.70         | Agency Mortgage-Backed Securities         |
| GNAR WN 784594 M      | 2042-09-20      | N/A      | N/A     | $2710.00           | $456.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $1000.00           | $449.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $2000.00           | $1305.41           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $52016.00          | $34491.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1360174.00        | $1256316.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $1684719.00        | $1016387.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $404129.00         | $305700.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $180000.00         | $44793.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $5000000.00        | $32138.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $1094.00           | $120.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $1500000.00        | $42770.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1344960.00        | $1253315.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $26541.00          | $150.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $1526188.00        | $417599.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $1000.00           | $858.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-25      | N/A      | N/A     | $2488.00           | $2378.08           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $13000.00          | $2353.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $27191.00          | $3.42              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | N/A      | N/A     | $2000.00           | $678.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $99000.00          | $94176.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $4189722.00        | $2716775.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1000.00           | $998.82            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $1148.00           | $1026.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $2002.00           | $2059.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $3780.00           | $137.74            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-07-14      | N/A      | N/A     | $1000.00           | $797.04            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $15484.00          | $69.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2964573.00        | $2981990.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $2000.00           | $1765.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $10190501.00       | $7311407.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $5073.00           | $26.73             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $893350.00         | $102029.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | N/A      | N/A     | $2000.00           | $751.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $3425.00           | $30.42             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $38338.00          | $6008.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $2002.00           | $1089.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1520000.00        | $1207496.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1813429.00        | $1796473.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $1000.00           | $16.25             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3032053.00        | $3064235.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $47035.00          | $37957.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $9621727.00        | $9775828.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | N/A      | N/A     | $1282.00           | $82.03             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $1000.00           | $82.11             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $434216.00         | $448932.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $2437.00           | $356.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $170000.00         | $173823.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $1029.00           | $53.23             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | N/A      | N/A     | $13000.00          | $3037.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $551392.00         | $555855.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $1000.00           | $518.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $38387522.00       | $11318220.29       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | N/A      | N/A     | $11381.00          | $1036.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-05-01      | N/A      | N/A     | $12626.00          | $1.15              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $2000.00           | $908.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $3748107.00        | $3243223.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $387812.00         | $327664.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $1339.00           | $4.81              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $479999.00         | $427296.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $64314185.00       | $7811.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | N/A      | N/A     | $250000.00         | $4992.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1750000.00        | $38733.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $19999000.00       | $30308.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | N/A      | N/A     | $43966.00          | $1529.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $526628.00         | $517375.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $5140.00           | $159.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $7041862.00        | $45528.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $202993.00         | $30861.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $10173061.00       | $10124400.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1000.00           | $751.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $13473.00          | $190.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $9000.00           | $5973.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $354658.00         | $38433.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $148119.00         | $76343.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $898574.00         | $276505.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | N/A      | N/A     | $1007.00           | $163.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $5613664.00        | $4541044.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $1450000.00        | $656122.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1120703.00        | $1132405.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $13040.00          | $13.43             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-15      | N/A      | N/A     | $2000.00           | $111.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3059876.00        | $3025404.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $523496.00         | $543775.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $1434.00           | $67.50             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-04-20      | N/A      | N/A     | $91139.00          | $977.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $105000.00         | $77010.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-15      | N/A      | N/A     | $1007.00           | $73.50             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $1000.00           | $949.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $49132.00          | $6655.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $15389700.00       | $14431395.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $668354.00         | $570113.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $376998.00         | $71333.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $50000.00          | $51086.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $96001.00          | $58875.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $284000.00         | $19261.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $84025.00          | $49890.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $2004.00           | $738.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $3000.00           | $2904.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1024.00           | $975.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $1850000.00        | $2586.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1360014.00        | $1422557.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1982939.00        | $1506193.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $948997.00         | $7422.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $1655.00           | $53.32             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1540280.00        | $1557470.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $70687.00          | $8811.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $285981.00         | $174785.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $22995738.00       | $195675.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $222789.00         | $220662.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | N/A      | N/A     | $1000000.00        | $34234.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-15      | N/A      | N/A     | $2018.00           | $207.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $19687.00          | $20255.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1006.00           | $1034.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1541684.00        | $618230.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $1032.00           | $49.48             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $25020901.00       | $21163308.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $672681.00         | $100371.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $1000000.00        | $27797.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $125007.00         | $151.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $178975.00         | $110199.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $105047.00         | $9315.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $3420.00           | $385.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $95999.00          | $79105.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1008.00           | $834.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $877828.00         | $16610.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2302560.00        | $2323556.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $52000.00          | $35295.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $808556.00         | $832212.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $910013.00         | $929513.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1865225.00        | $1774855.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-25      | N/A      | N/A     | $50000.00          | $42309.14          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $1017.00           | $627.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | N/A      | N/A     | $1013.00           | $286.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $5479704.00        | $4632203.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $388990.00         | $366509.65         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $84546960.00       | $892328.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $592936.00         | $49527.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1017.00           | $75.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $4108893.00        | $294931.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $3575582.00        | $2778265.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $1798137.00        | $1565406.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $775000.00         | $59386.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $1024.00           | $37.32             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $5904.00           | $6266.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $31608585.00       | $29003281.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $1100000.00        | $4166.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $1069986.00        | $46898.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1000.00           | $944.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $1897.00           | $14.54             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $2342.00           | $2190.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $700000.00         | $8991.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-01      | N/A      | N/A     | $1137802.00        | $14074.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $1001.00           | $610.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $300000.00         | $60956.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $885343.00         | $857343.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $208930.00         | $215568.26         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $10190100.00       | $2745528.83        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $22494.00          | $21735.93          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-02-24      | N/A      | N/A     | $3688000.00        | $2889908.60        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1568868.00        | $1612504.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $5744327.00        | $5684699.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $15356154.00       | $11452467.54       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $1060652.00        | $110117.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $1000.00           | $30.90             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $90000.00          | $90391.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $250000.00         | $788.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $20322251.00       | $20126149.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $49000000.00       | $12927920.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $13042800.00       | $7985690.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $19973398.00       | $19476922.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $8772.00           | $8248.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-25      | N/A      | N/A     | $88614.00          | $87506.10          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $31259.00          | $152.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1005.00           | $1036.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | N/A      | N/A     | $1300000.00        | $54332.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $77194897.00       | $78448986.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $14187.00          | $10201.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1020.00           | $938.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $4592432.00        | $12790.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | N/A      | N/A     | $1000.00           | $84.41             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $1831412.00        | $32973.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $2000.00           | $1762.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $444362.00         | $7074.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $1000.00           | $66.40             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $79503.00          | $78188.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $2000.00           | $355.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $41775.00          | $2776.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $1100.00           | $1115.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $98000.00          | $14998.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $3212.00           | $3.90              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | N/A      | N/A     | $1227688.00        | $49289.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $192477.00         | $16007.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $1000.00           | $900.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $19948165.00       | $13049055.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $700000.00         | $148.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | N/A      | N/A     | $1400000.00        | $5764.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $50000.00          | $50123.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $1000.00           | $554.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1436164.00        | $1445933.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $11666.00          | $2358.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $11611.00          | $18.31             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $2409.00           | $65.53             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $2000.00           | $1591.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $5000.00           | $5183.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $465000.00         | $57383.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $1000.00           | $610.32            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $1003.00           | $176.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $400000.00         | $41610.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $1821.00           | $1869.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $1162.00           | $105.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $16000.00          | $9807.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $1016080.00        | $1053746.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $6420679.00        | $5520807.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-01-20      | N/A      | N/A     | $2000.00           | $281.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $3681384.00        | $3160425.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-05-20      | N/A      | N/A     | $1379.00           | $1417.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $4883924.00        | $4968645.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $3610.00           | $84.00             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $11000.00          | $7078.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | N/A      | N/A     | $9153.00           | $33.88             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $1705.00           | $169.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $23124301.00       | $16312060.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $1048.00           | $21.80             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $26804534.00       | $16425153.59       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3440847.00        | $3512134.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | N/A      | N/A     | $2023.00           | $263.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1008.00           | $1046.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $2230247.00        | $2249849.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $1116.00           | $13.57             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $722848.00         | $729641.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $21379529.00       | $20855614.78       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-20      | N/A      | N/A     | $484000.00         | $50223.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $50000.00          | $13422.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $91469.00          | $8094.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $1930.00           | $234.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $6011.00           | $50.86             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $391998.00         | $62226.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $1450000.00        | $7795.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $13327576.00       | $12765135.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $2016.00           | $50.80             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $2959000.00        | $761395.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $2000.00           | $195.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $60000.00          | $11972.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $2000.00           | $711.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $1682.00           | $0.20              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $2665.00           | $8.11              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $6777.00           | $0.97              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $50000.00          | $43609.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $50013319.00       | $84504.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $1030.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $502996.00         | $29121.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $1760000.00        | $11459.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-15      | N/A      | N/A     | $1020.00           | $66.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | N/A      | N/A     | $584929.00         | $39711.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $1955332.00        | $919274.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $175000.00         | $64814.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $16630.00          | $72.40             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-01      | N/A      | N/A     | $342000.00         | $25909.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $1000.00           | $154.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $4000.00           | $332.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $200000.00         | $134786.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $801835.00         | $474039.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $3634267.00        | $2859987.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $86984.00          | $31083.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $1040.00           | $214.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $150000.00         | $149708.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-15      | N/A      | N/A     | $1001.00           | $242.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $1178020.00        | $918906.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1078274.00        | $1064570.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $11000.00          | $6299.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $1013.00           | $0.90              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $10147411.00       | $1835734.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $3017.00           | $483.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | N/A      | N/A     | $6517235.00        | $695539.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | N/A      | N/A     | $79000.00          | $34492.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | N/A      | N/A     | $7160.00           | $1435.97           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-11-20      | N/A      | N/A     | $40401.00          | $4551.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $290136.00         | $297902.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $18226.00          | $32.72             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $18000000.00       | $139151.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $14866656.00       | $14441801.40       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $2000.00           | $845.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $29498.00          | $261.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $47000.00          | $25983.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $1021.00           | $1.50              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $5000.00           | $524.12            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $2000.00           | $140.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $6749999.00        | $1488081.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $4504316.00        | $4644466.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $14535001.00       | $13868275.27       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $322000.00         | $206077.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-25      | N/A      | N/A     | $510000.00         | $445916.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1001.00           | $1009.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $1628.00           | $8.99              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $89265.00          | $4846.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $1818132.00        | $194923.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $67937.00          | $1574.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $55318784.00       | $50279262.05       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $230510.00         | $182304.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $22521005.00       | $673824.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $6110.00           | $62.08             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $5403.00           | $3752.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $10745.00          | $1210.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $3000000.00        | $16780.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $12000.00          | $1571.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1127999.00        | $1159575.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $300000.00         | $91.54             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1013.00           | $1066.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $1444.00           | $1443.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $30000.00          | $27522.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1407848.00        | $769769.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $191271.00         | $195018.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $11858.00          | $10367.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $1196146.00        | $521424.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1368232.00        | $697121.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1274920.00        | $1317547.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $74000.00          | $65140.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | N/A      | N/A     | $7660978.00        | $10174.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $1450000.00        | $21363.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $85252.00          | $49.17             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $12811976.00       | $6141689.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $914.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1194849.00        | $1223325.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $1046.00           | $24.90             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | N/A      | N/A     | $3000.00           | $1148.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $12720000.00       | $690054.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $2000.00           | $1944.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | N/A      | N/A     | $2000.00           | $345.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $17274.00          | $138.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $3000.00           | $1830.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $1000.00           | $130.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $53745848.00       | $3020956.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $2000.00           | $251.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $68338900.00       | $67807799.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-25      | N/A      | N/A     | $452000.00         | $161981.70         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-12-25      | N/A      | N/A     | $14288434.00       | $14072717.04       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2048-07-15      | N/A      | N/A     | $431967.00         | $61337.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $35000.00          | $11059.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $1009.00           | $60.18             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $1446.00           | $197.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $1047.00           | $79.82             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $3422572.00        | $3446128.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $488560.00         | $361059.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $981340.00         | $793837.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $1008.00           | $1017.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $835587.00         | $521171.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $43780.00          | $34909.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-01      | N/A      | N/A     | $7641.00           | $2.54              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-08-01      | N/A      | N/A     | $1167.00           | $0.76              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $46018066.00       | $38413207.19       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $1013.00           | $7.16              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $1000.00           | $1053.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1024.00           | $1044.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-02-20      | N/A      | N/A     | $12334067.00       | $134462.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $6679010.00        | $663234.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $45000.00          | $46423.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | N/A      | N/A     | $633580.00         | $230951.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $1000.00           | $482.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $182258.00         | $50272.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $204459.00         | $210232.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $6718554.00        | $1216073.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $497049.00         | $7800.68           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $175.57            | $95.78             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1024.00           | $1020.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | N/A      | N/A     | $3391.00           | $0.52              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $684.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-12-01      | N/A      | N/A     | $762187.00         | $1427.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $40786605.00       | $37868376.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $585061.00         | $99836.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1261611.00        | $1292026.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | N/A      | N/A     | $249000.00         | $180964.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | N/A      | N/A     | $2003.00           | $233.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $9000.00           | $6065.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $255000.00         | $42824.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $7136.00           | $4.38              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $14316173.00       | $14155718.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $5939655.00        | $3527527.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2000.00           | $2115.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $125000.00         | $99415.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | N/A      | N/A     | $1011.00           | $149.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | N/A      | N/A     | $1001.00           | $202.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $2000.00           | $1488.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3024.00           | $3176.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $16145.00          | $11297.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | N/A      | N/A     | $4994590.00        | $562781.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $1200.00           | $165.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $4991974.00        | $69421.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | N/A      | N/A     | $268655.00         | $60.76             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $2584.00           | $2056.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $48322957.00       | $245358.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $14460063.00       | $14607162.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $868966.00         | $561955.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $66075.00          | $56255.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $1139.00           | $643.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $1008.00           | $26.30             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | N/A      | N/A     | $3202.00           | $67.94             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1742698.00        | $1765079.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $413518.00         | $299277.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $187304.00         | $174444.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $702164.00         | $457498.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1344938.00        | $597507.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $1000.00           | $790.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $200000.00         | $57123.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $2240.00           | $19.53             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $1405.00           | $944.29            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $157000.00         | $20521.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1009.00           | $831.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $1030390.00        | $344215.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $191983.00         | $183774.20         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $2373.00           | $1.15              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $219252.00         | $147174.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1450656.00        | $1484070.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $100000.00         | $62008.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $460000.00         | $43439.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $477621.00         | $16937.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $1000.00           | $111.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $6683024.00        | $5143787.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $1000.00           | $41.42             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $29808788.00       | $24737117.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $1116.00           | $103.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $184824.00         | $57.88             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $1211546.00        | $1213209.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $761.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $20257.00          | $2712.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $670233.00         | $457828.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-25      | N/A      | N/A     | $121491.00         | $109269.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $11542723.00       | $39554.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $2000.00           | $437.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $2041719.00        | $215714.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $487610.00         | $135286.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1200000.00        | $973089.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | N/A      | N/A     | $7800.00           | $62.73             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-03-24      | N/A      | N/A     | $5727000.00        | $4817670.12        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-03-01      | N/A      | N/A     | $7576275.00        | $879127.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $2636828.00        | $1236.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $1192.00           | $711.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $2467779.00        | $1406965.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-09-25      | N/A      | N/A     | $6982769.00        | $2332040.42        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $4534264.00        | $3077343.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $90823160.00       | $7231853.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | N/A      | N/A     | $1550000.00        | $447365.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $7108.00           | $122.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1000.00           | $1041.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $2037.00           | $514.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1003.00           | $5.01              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2000.00           | $2035.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $835578.00         | $529864.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | N/A      | N/A     | $186080.00         | $16838.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $2305628.00        | $2175599.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $1010.00           | $714.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-25      | N/A      | N/A     | $1915.00           | $1910.10           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $282858.00         | $191596.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $134256.00         | $148539.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $40000.00          | $4964.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $1530867.00        | $36332.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $17466.00          | $234.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $33000.00          | $14563.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | N/A      | N/A     | $1085000.00        | $57812.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $255000.00         | $27085.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $6000.00           | $5601.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $1000.00           | $655.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $53165.00          | $5546.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $118000.00         | $76882.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $494000.00         | $401930.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $8130.00           | $399.46            | Agency Mortgage-Backed Securities         |

### Security 111: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NV4, C.4 - ISIN: US313385NV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99249042.00
- **C.18.a - Value (excl. sponsor support):** $99249042.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: 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 112: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5579551556.52
- **C.18.a - Value (excl. sponsor support):** $5579551556.52
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1050307618.50
- **C.18.a - Value (excl. sponsor support):** $1050307618.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008JP3
- **C.18 - Value (incl. sponsor support):** $251612903.20
- **C.18.a - Value (excl. sponsor support):** $251612903.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Fitch Short Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Fitch Long Rating: NR; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $57531.29          | $64830.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $94103.23          | $32136.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-31      | N/A      | N/A     | $105929.03         | $105903.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $4722396.77        | $1241461.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $1232022.58        | $550699.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $927570.97         | $399649.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $7342064.52        | $5941903.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $1603780.64        | $965493.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $2761665.48        | $2059710.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $4225939.35        | $5428805.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | N/A      | N/A     | $7800.00           | $7742.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $25.16             | $20.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | N/A      | N/A     | $1938551.61        | $1655722.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $96870.97          | $39468.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $640606.45         | $281665.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $370625.81         | $117747.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $54851.61          | $53559.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | N/A      | N/A     | $1754144.52        | $2107475.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $791574.19         | $218194.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $3648.39           | $929.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | N/A      | N/A     | $1585161.29        | $981026.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $44019.68          | $35936.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $1849229.03        | $1260127.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $66425.81          | $30600.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $62022.58          | $59216.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | N/A      | N/A     | $72665.81          | $21541.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $2525187.10        | $878065.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $439316.13         | $128701.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $97500.00          | $39120.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $16354.84          | $4805.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $1506909.68        | $653293.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $102670.65         | $98951.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | N/A      | N/A     | $7045.16           | $6995.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $8535590.32        | $7586543.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $3822415.16        | $2465499.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $20129.03          | $7640.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $250983.87         | $75299.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $8806.45           | $2926.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | N/A      | N/A     | $4575958.06        | $4783690.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $675203.23         | $164049.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-31      | N/A      | N/A     | $1887.10           | $1886.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $3622860.97        | $4040922.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-15      | N/A      | N/A     | $11448.39          | $11424.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $23818734.19       | $22562282.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $58625.81          | $27410.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $3090812.90        | $1143705.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $67935.48          | $22291.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $7800.00           | $3269.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $47806.45          | $17007.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $266583.87         | $70907.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $95109.68          | $37625.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $11184.19          | $2893.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $3975735.48        | $2427373.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $293883.87         | $98235.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $698112.58         | $1141527.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $807803.23         | $1173612.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $83661.29          | $31376.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $5032.26           | $2274.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $1735500.00        | $540535.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $165938.71         | $41792.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $42258.39          | $53851.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $937258.06         | $707382.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $626641.94         | $148209.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $1459.35           | $393.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $681279.68         | $699184.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $541093.55         | $129592.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $607393.55         | $596754.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $1026819.68        | $250635.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $48687.10          | $34528.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $738735.48         | $482840.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $7224561.29        | $2901152.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $2189686.45        | $2434033.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | N/A      | N/A     | $52838.71          | $52640.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $1570580.32        | $1129038.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $5791474.84        | $1614240.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $1152387.10        | $839079.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $1067341.94        | $1115449.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $196887.10         | $46554.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $213870.97         | $61287.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $32206.45          | $16253.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $11951.61          | $3629.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $1971953.23        | $496642.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $4818.39           | $1381.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | N/A      | N/A     | $34684.84          | $41689.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $4020019.35        | $1638366.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $757354.84         | $723953.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | N/A      | N/A     | $973414.84         | $1025387.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $121403.23         | $46768.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $1196419.35        | $803925.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | N/A      | N/A     | $22645.16          | $6572.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $44535.48          | $12631.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | N/A      | N/A     | $64161.29          | $67323.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $42396.77          | $14361.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $2984506.45        | $1091356.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | N/A      | N/A     | $1169874.19        | $936149.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $1244100.00        | $1199959.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $669793.55         | $166101.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $5985128.71        | $6328345.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $1170377.42        | $808774.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $2855202.58        | $3113903.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $9058.06           | $2837.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $12580.65          | $5505.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $155622.58         | $152773.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $4025.81           | $1710.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $2661963.87        | $2454664.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $12.58             | $9.15              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $33212.90          | $12131.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $18498542.90       | $18472417.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $6290.32           | $2120.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $7447.74           | $8660.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $15725.81          | $3678.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | N/A      | N/A     | $55920.97          | $65611.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $7389594.19        | $4489519.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $100.65            | $103.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $527493.87         | $573950.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $1103322.58        | $637169.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $4187216.13        | $2078525.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | N/A      | N/A     | $277717.74         | $575132.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $195251.61         | $70202.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $4019641.94        | $2192931.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $97978.06          | $65177.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $89951.61          | $32031.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $8481996.77        | $6944151.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $74477.42          | $68670.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $2106000.00        | $671702.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $844035.48         | $764409.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $769180.65         | $236419.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $1150122.58        | $483049.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $628906.45         | $175825.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $195880.65         | $53312.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | N/A      | N/A     | $6951712.26        | $1914911.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $56612.90          | $15016.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $3524996.13        | $3933544.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | N/A      | N/A     | $3144922.26        | $3325644.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $1104454.84        | $524009.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | N/A      | N/A     | $1615354.84        | $918951.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $1553558.71        | $2443523.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | N/A      | N/A     | $5661.29           | $5639.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $77622.58          | $41726.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $804029.03         | $191142.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $125.81            | $127.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $3470534.52        | $2935288.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $333387.10         | $115479.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $64412.90          | $21270.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $378325.16         | $361862.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $377.42            | $208.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $106683.87         | $34494.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $4529.03           | $4412.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $62400.00          | $23478.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $32835.48          | $9646.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | N/A      | N/A     | $7435.16           | $8387.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $332129.03         | $126159.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $427112.90         | $360979.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $4389940.64        | $3215119.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $2725596.77        | $1959246.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $123919.35         | $43597.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $512409.68         | $485799.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $1023058.06        | $855553.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $1805951.61        | $1264057.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $4704997.74        | $6238209.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $3020361.29        | $922823.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | N/A      | N/A     | $2825550.00        | $3451421.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $3089303.23        | $1142646.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $242051.61         | $78834.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $11574.19          | $3440.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $2880212.90        | $2225793.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | N/A      | N/A     | $71583.87          | $45527.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $478945.16         | $378991.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $162164.52         | $63284.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $259161.29         | $63666.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $106432.26         | $24969.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | N/A      | N/A     | $377.42            | $101.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $54977.42          | $21472.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $843997.74         | $1258020.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | N/A      | N/A     | $657980.32         | $694097.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $56235.48          | $32932.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $4843548.39        | $4801797.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $2241116.13        | $1953094.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $223558.06         | $76811.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $954141.29         | $2087457.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | N/A      | N/A     | $1391809.35        | $1726197.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $60387.10          | $16403.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $4906.45           | $4796.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $5409.68           | $1253.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $11700.00          | $10693.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $346470.97         | $325287.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $128951.61         | $41521.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $169335.48         | $52379.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $50448.39          | $20879.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $447619.35         | $114685.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | N/A      | N/A     | $739666.45         | $864086.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $576948.39         | $477484.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | N/A      | N/A     | $818031.29         | $878982.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $10379.03          | $2480.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | N/A      | N/A     | $537696.77         | $420490.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $1322351.61        | $1009898.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $1422644.52        | $1489831.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $3330977.42        | $1677660.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | N/A      | N/A     | $1639119.68        | $2013590.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $127530.00         | $201765.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $302816.13         | $125182.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $75483.87          | $36876.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $175537.74         | $237441.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $6768.39           | $1637.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $118509.68         | $61698.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $2957206.45        | $1341492.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $57870.97          | $22911.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $525241.94         | $184519.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $548692.26         | $719692.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $4940507.42        | $5207244.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $12832.26          | $6275.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $1509677.42        | $735923.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $201038.71         | $50336.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $1794503.23        | $1189434.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $144300.00         | $73944.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $54222.58          | $17086.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $2119159.35        | $4574735.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $95990.32          | $24435.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $248845.16         | $75031.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $4021529.03        | $2126299.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $2195662.26        | $1932395.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $4195896.77        | $3090546.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $259412.90         | $99825.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $92467.74          | $33324.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $10160003.22       | $9449747.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $93725.81          | $24382.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | N/A      | N/A     | $2075.81           | $2159.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $209719.35         | $188187.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $2598293.23        | $3366743.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $5136362.90        | $1281553.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $1046143.55        | $295195.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $2012.90           | $1736.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $324580.65         | $144416.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $4087577.42        | $2290257.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $2727609.68        | $675874.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $1555496.13        | $2535472.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $48561.29          | $20695.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $1148235.48        | $298526.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $679354.84         | $254968.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $1824570.97        | $1774796.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $59883.87          | $28835.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $965526.77         | $828565.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $113.23            | $110.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $3631277.42        | $2156078.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $58625.81          | $36765.53          | U.S. Treasuries (including strips) |

### Security 115: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV40, C.4 - ISIN: US3133ERV409, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125040936.25
- **C.18.a - Value (excl. sponsor support):** $125040936.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: 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 116: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286L9, C.4 - ISIN: US9128286L99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395984376.00
- **C.18.a - Value (excl. sponsor support):** $395984376.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)

- **C.1 - Title:** BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: OVU001BW9
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Long Rating: A2; Standard & Poor's Long Rating: A+; Fitch Long Rating: A; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $24998900.00       | $25663400.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | N/A      | N/A     | $3805600.00        | $3853166.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $15699700.00       | $13768798.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | N/A      | N/A     | $61336000.00       | $82169118.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $142617000.00      | $140555631.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $999900.00         | $973232.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $142487800.00      | $144613958.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $560000.00         | $561668.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $35248800.00       | $35503989.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | N/A      | N/A     | $1676600.00        | $1768194.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $19700000.00       | $20067661.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $100.00            | $94.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $6052200.00        | $6587005.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | N/A      | N/A     | $3272700.00        | $3371320.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | N/A      | N/A     | $11296000.00       | $12138385.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $3154000.00        | $3194845.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $100.00            | $102.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | N/A      | N/A     | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $799900.00         | $828200.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $29846400.00       | $30295643.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $100.00            | $92.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $3749800.00        | $3694648.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $15000000.00       | $14843553.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $28934000.00       | $20612864.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $7423000.00        | $5119591.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $300.00            | $281.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $4610800.00        | $4500727.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $100.00            | $86.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $1199500.00        | $1127388.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $400.00            | $410.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $14799800.00       | $14578439.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $83711000.00       | $76540644.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $39134400.00       | $39399977.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $1515000.00        | $1342619.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $15718300.00       | $17717500.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $42209100.00       | $39974518.59       | U.S. Treasuries (including strips) |

### Security 118: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5432006025.40
- **C.18.a - Value (excl. sponsor support):** $5432006025.40
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6398092978.53
- **C.18.a - Value (excl. sponsor support):** $6398092978.53
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: 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: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005Y66
- **C.18 - Value (incl. sponsor support):** $1179457000.00
- **C.18.a - Value (excl. sponsor support):** $1179457000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Short Rating: NR; Fitch Short Rating: F1+; Fitch Long Rating: 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

**C.8 - Repurchase 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 MOR | 2047-12-01      | N/A      | N/A     | $2130885.65        | $524723.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $1179.46           | $154.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $117945.70         | $103736.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-07-01      | N/A      | N/A     | $105938.43         | $765.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $12598975.40       | $12882030.23       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $1218772.23        | $246263.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $864935.13         | $719972.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1318678.53        | $1231102.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $182122754.61      | $161096559.64      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $68801.66          | $44051.37          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2595019.27        | $2732345.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $2003111.14        | $1716137.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1581651.84        | $1144037.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2627223.17        | $2739735.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-02-01      | N/A      | N/A     | $307924.77         | $441.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $1684417.93        | $1597997.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-02-01      | N/A      | N/A     | $5935348.44        | $411018.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $2900445.17        | $515500.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $3931523.33        | $1451424.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $212334.89         | $175424.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $5913067.71        | $5468432.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $950760.29         | $723777.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | N/A      | N/A     | $235891.40         | $35276.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $39321423.12       | $6682748.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $5464112.90        | $5689691.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $202453.40         | $30177.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $645516.82         | $664296.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-12-01      | N/A      | N/A     | $606211.02         | $104978.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $3412562.25        | $2487531.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $3662336.65        | $3700185.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $960864.30         | $191432.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $577597.39         | $362006.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $272371.22         | $71048.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $40493.12          | $33383.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1628569.06        | $1215507.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $38710958.20       | $19849384.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $14972700.23       | $13571440.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $458992.77         | $483464.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $2885363.85        | $2312350.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $4324675.67        | $1543929.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $195842.94         | $102677.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $27229743.19       | $27481845.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3850024.43        | $4077000.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $786304.67         | $479332.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-07-01      | N/A      | N/A     | $555635.12         | $28342.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $8083953.85        | $8242643.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $8858281.92        | $470999.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $393152.33         | $87751.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $276398.67         | $284774.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $11794.57          | $8330.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1989819.44        | $1953853.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $47177.49          | $9535.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $34676.04          | $25441.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $416565.34         | $434246.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $10445648.62       | $1051302.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $517651.88         | $441393.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4135789.56        | $4388139.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $30441791.46       | $17655110.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $553680.36         | $351278.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $54882.89          | $22190.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $27521468.51       | $28197293.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $199696.62         | $60377.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $929526.92         | $633779.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $393.15            | $320.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1435006.02        | $611260.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1057414.65        | $1117479.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $58998464.66       | $61045514.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $550413.27         | $61447.39          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $62257917.67       | $40443221.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $12518913.86       | $9150181.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $9530930.96        | $9897383.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $244221.90         | $43684.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $1244327.14        | $447781.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $117945.70         | $16183.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $4370721.67        | $2951415.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $837406.61         | $875476.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1584825.36        | $1671962.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $593380.10         | $563053.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $10253953.83       | $9023944.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $957225.28         | $1011243.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $36613.88          | $26173.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $589728.50         | $309964.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3721919.67        | $3654758.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $876006.30         | $749943.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2061-03-01      | N/A      | N/A     | $2801289.01        | $1448002.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $538150.85         | $567737.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1592933.74        | $1259304.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $97342.95          | $19715.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $628049.06         | $653037.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $17650.97          | $13492.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2038954.05        | $2131676.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $15219319.98       | $15569463.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $393152.33         | $295288.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $593792.91         | $157526.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $6626371.85        | $6366703.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $566301.34         | $594942.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $7245149.59        | $7360556.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1708907.38        | $920982.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $3369315.50        | $1819599.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $9828.81           | $7942.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $73899051.32       | $68621618.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $23307580.02       | $24328958.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $99066.52          | $97444.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $3488487.83        | $3163023.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $4345742.34        | $4330351.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $522498.66         | $535728.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $20187.19          | $5814.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $61896.33          | $58423.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1206584.51        | $889225.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $291785.87         | $179591.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4184461.82        | $4366241.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $500420.80         | $362267.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $272257.20         | $17826.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $5204904.43        | $5178236.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $347372.10         | $234343.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $8038159.86        | $7707865.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $3922710.43        | $4153126.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | N/A      | N/A     | $6169778.88        | $39069.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $973990.87         | $1031149.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $941599.84         | $796369.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-04-01      | N/A      | N/A     | $17413.90          | $3384.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $589728.50         | $108789.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $464143.06         | $34502.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $905.04            | $61.18             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $2432.04           | $1852.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1689819.05        | $1524330.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $2069947.04        | $196073.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $881683.42         | $920801.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $3948822.04        | $850533.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $78630.47          | $6721.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $36453.87          | $22353.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $635907.39         | $49640.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | N/A      | N/A     | $132885.49         | $20252.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $3358527.40        | $3554660.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $28530278.53       | $20597189.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $417555.30         | $328348.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $135559830.36      | $138873890.54      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $6073024.09        | $5135257.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $56780.63          | $53067.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $483546.70         | $179621.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-10-01      | N/A      | N/A     | $982880.83         | $78655.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1459625.22        | $1191028.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $432172.70         | $455546.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $294864.25         | $108122.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $4253342.11        | $4386593.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $2086.85           | $1838.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $37318451.95       | $25292816.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $3263384.53        | $3431245.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1278127.23        | $1350214.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1572.61           | $1226.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $558935.24         | $352498.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $2122.63           | $270.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $133451678.35      | $122076849.44      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $402989.00         | $389486.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $2618023.40        | $509315.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $6657248.46        | $63141.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $14071356.05       | $8566264.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $684085.06         | $477713.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $4457171.15        | $1235625.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $83829.51          | $2042.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $427356.59         | $178182.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $281696.79         | $213888.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1082733.66        | $1072665.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $2496671.43        | $2464623.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $31452.19          | $5335.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $805069.04         | $649391.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $5153362.15        | $3473850.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $1965761.67        | $196353.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $51109.41          | $33129.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $275599.79         | $274131.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $37873716.71       | $4429129.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $349894.57         | $344476.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $16301416.73       | $2875296.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $342042.53         | $265967.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1348064.31        | $1101367.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $426766.86         | $451324.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $35948.28          | $17515.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $28882064.94       | $29805433.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $463212.08         | $374000.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $132723.90         | $102064.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $8617546.88        | $5244902.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $44411393.40       | $22762366.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $88465691.25       | $86599258.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $583661.37         | $582052.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $182033.46         | $187530.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $5222333.66        | $5383447.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $5375139.39        | $5518303.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $524582.37         | $552792.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $825619.90         | $133688.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $7863.05           | $7373.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $29562696.55       | $16143594.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $3063.44           | $1810.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $58972.85          | $48993.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $2358.91           | $1467.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $396887.28         | $395040.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $7303851.95        | $5650914.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $634024.19         | $435141.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $985461.49         | $1028686.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1179946.08        | $1238348.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $513291.82         | $373320.04         | Agency Mortgage-Backed Securities |

### Security 121: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010OR5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $241600.00         | $160717.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | N/A      | N/A     | $46300.00          | $48960.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | N/A      | N/A     | $82900.00          | $83807.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $5300.00           | $5727.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $560582.16         | $473782.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | N/A      | N/A     | $49100000.00       | $49609987.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $200.00            | $140.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $100.00            | $102.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $1000.00           | $938.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $173500.00         | $176409.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $220000.00         | $221292.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $0.11              | $0.04              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | N/A      | N/A     | $18547100.00       | $21761128.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $200000.00         | $195580.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | N/A      | N/A     | $2258200.00        | $2280047.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $41.70             | $40.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $10325100.00       | $8551149.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $300.00            | $83.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $4681257.11        | $2553878.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $300.00            | $281.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $20400.00          | $18938.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $3200.00           | $3267.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $61300.00          | $57722.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $9400.00           | $9636.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $168400.00         | $170511.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $600.00            | $589.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $374894.26         | $177868.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $100.00            | $100.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $617900.00         | $634518.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $66442800.00       | $34881321.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $19883300.00       | $16816780.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $2814200.00        | $2688457.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-23      | N/A      | N/A     | $808300.00         | $805921.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $183.02            | $69.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $10556000.00       | $10670771.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $400.00            | $251.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $200.00            | $54.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-05      | N/A      | N/A     | $4300.00           | $4225.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $13.62             | $10.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $3301500.00        | $3490824.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $174600.00         | $175135.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $1000.00           | $980.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $181900.00         | $184532.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $9318157.47        | $3971081.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $2172500.00        | $2169990.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $200.00            | $154.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | N/A      | N/A     | $400.00            | $397.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $411200.00         | $329852.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $300.00            | $268.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $100.00            | $90.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $600.00            | $213.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $143.21            | $74.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $1956532.57        | $901315.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $200.00            | $205.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $61463.29          | $43020.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $900.00            | $897.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $1600.00           | $689.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $172381878.42      | $83004632.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $1600.00           | $1641.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $11266923.48       | $7677664.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $500.00            | $187.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $295800.00         | $112360.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-14      | N/A      | N/A     | $42600.00          | $42372.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $6597.62           | $2266.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $700000.00         | $712875.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $51.20             | $27.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $305200.00         | $300567.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | N/A      | N/A     | $5984000.00        | $12392418.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $300.00            | $74.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $138.01            | $49.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $6589900.00        | $6471052.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $304.13            | $82.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $10000.00          | $9883.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-11      | N/A      | N/A     | $76100.00          | $73833.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $200.00            | $53.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $900.00            | $874.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $923832.31         | $533514.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $172336.32         | $123880.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $1400.00           | $1372.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $100.00            | $33.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | N/A      | N/A     | $10000.00          | $10153.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $17947903.60       | $11730821.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $200.00            | $196.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $300.00            | $148.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $1514016.17        | $1073741.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-25      | N/A      | N/A     | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $100.00            | $92.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-31      | N/A      | N/A     | $1842000.00        | $1843872.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $14907600.00       | $14886545.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $100.00            | $55.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $5309700.00        | $5593499.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $735400.00         | $172006.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $600.00            | $604.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $1421100.00        | $1922253.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $2400.00           | $703.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $78158.09          | $46406.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $289314.02         | $236859.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | N/A      | N/A     | $9000.00           | $9209.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $6.34              | $2.15              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $177320100.00      | $144613914.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $2.86              | $1.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $311172600.00      | $319235335.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $205.30            | $75.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $9827664.30        | $4594944.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $451.00            | $173.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $3299029.77        | $1089392.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $14300.00          | $13792.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $36689826.52       | $18801151.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | N/A      | N/A     | $515800.00         | $514511.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $15583400.00       | $3724993.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $1822228.48        | $1523876.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $43252000.00       | $18379504.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $262.17            | $230.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $64712019.27       | $32658214.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | N/A      | N/A     | $52231600.00       | $53563373.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $56308400.00       | $62591861.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $33100.00          | $37299.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $1782.63           | $472.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $200.00            | $194.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $200.00            | $193.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $393.91            | $123.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $851.31            | $386.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-13      | N/A      | N/A     | $15623700.00       | $15488867.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $1000.00           | $989.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-16      | N/A      | N/A     | $24502000.00       | $24203247.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $4161600.00        | $1121264.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $162600600.00      | $160181610.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $696900.00         | $696228.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $71231200.00       | $72276655.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $600.00            | $202.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $21407345.00       | $8724606.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $100.00            | $73.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $57085817.98       | $34366290.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $5752107.68        | $3607273.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $100.00            | $97.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $19400.00          | $19702.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | N/A      | N/A     | $200.00            | $245.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $447944.99         | $222359.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $2400.00           | $1550.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $69274.88          | $17748.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $19139.60          | $8038.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $0.44              | $0.18              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $7576700.00        | $2770602.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $453896.97         | $239988.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-04      | N/A      | N/A     | $179300.00         | $177343.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $204000.00         | $207732.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $1.99              | $0.57              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $100.00            | $31.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $297.41            | $130.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $1800.00           | $1900.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $3616821.44        | $2499357.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $99800.00          | $101151.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $2600.00           | $2560.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $10000.00          | $10127.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $100.00            | $25.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $51780100.00       | $60208571.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | N/A      | N/A     | $7468700.00        | $7600225.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-02      | N/A      | N/A     | $100.00            | $99.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $20000200.00       | $32600497.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $100.00            | $74.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $94456.26          | $57669.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $5059100.00        | $11068231.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $100.00            | $55.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $100.00            | $101.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $2553400.00        | $2531490.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $9.10              | $5.33              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | N/A      | N/A     | $48.88             | $39.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $171591.18         | $129506.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $9.11              | $3.66              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $9700.00           | $9873.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $7566.90           | $6594.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $0.19              | $0.06              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $700.00            | $197.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $311200.00         | $306270.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | N/A      | N/A     | $1781082.32        | $1132775.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $6206548.61        | $3477510.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $310500.00         | $315263.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $1000.00           | $934.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $17500.00          | $17615.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $100.00            | $58.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $26229732.08       | $22634291.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $8862200.00        | $8823149.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $400.00            | $377.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $139844800.00      | $140578308.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $3388561.96        | $2185659.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $106.05            | $36.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-07      | N/A      | N/A     | $386000.00         | $384239.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $112.53            | $36.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $1848000.00        | $1910619.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $400.00            | $147.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $86130.24          | $57088.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $13400.00          | $13499.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $1.00              | $0.90              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $100.00            | $85.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | N/A      | N/A     | $758.40            | $431.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $0.20              | $0.06              | U.S. Treasuries (including strips) |

### Security 122: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G56, C.4 - ISIN: US3130B3G568, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1400271166.00
- **C.18.a - Value (excl. sponsor support):** $1400271166.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: 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? No, C.23 Categorized at Level 3? No

### Security 123: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011BG1
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Fitch Long Rating: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $38849487.94       | $20540850.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $25000.00          | $25430.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $168337045.67      | $81056980.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $164600.00         | $155800.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $704700.00         | $710380.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $69619700.00       | $90209848.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $255355300.00      | $284951041.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $86800.00          | $44952.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $2260900.00        | $2460017.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $322816.31         | $125977.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $20394753.94       | $14093529.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $459658.98         | $272923.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | N/A      | N/A     | $25212700.00       | $26558866.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $255063700.00      | $247171785.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $1.00              | $0.61              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $300.00            | $280.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $6955600.00        | $6881065.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $4587805.26        | $3379212.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $31061400.00       | $31541441.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $25691200.00       | $24760576.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $7699000.00        | $3877632.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $100.00            | $71.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $296683.54         | $186056.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $1185300.00        | $1378236.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $200.00            | $214.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $230368700.00      | $232140535.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-06      | N/A      | N/A     | $1221000.00        | $1211427.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $107184500.00      | $93292774.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $10466574.11       | $5864390.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $7914849.81        | $4317977.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $26.42             | $13.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $19719800.00       | $18472680.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $285564000.00      | $291997188.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $123343000.00      | $125359269.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $862575.49         | $428180.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $4343800.00        | $4445762.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-28      | N/A      | N/A     | $32567000.00       | $32230908.56       | U.S. Treasuries (including strips) |

### Security 124: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2896701679.72
- **C.18.a - Value (excl. sponsor support):** $2896701679.72
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5FT0, C.4 - ISIN: US3130B5FT02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999608.00
- **C.18.a - Value (excl. sponsor support):** $99999608.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008IH2
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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:** Standard & Poor's Long Rating: A+; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $380000.00         | $80449.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $8942299.00        | $6075462.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $8997950.00        | $9146558.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1127454.00        | $1143692.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $13195924.00       | $9586246.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $6764649.00        | $5439387.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1553364.00        | $1528918.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $1684832.00        | $1599909.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $10241148.00       | $10592949.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1015803.00        | $1014745.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $500000.00         | $5579.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $31427893.00       | $24248822.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $1933000.00        | $1059167.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $100000.00         | $53624.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $100000.00         | $67945.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $51975164.00       | $46893646.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $15161450.00       | $14944336.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $642000.00         | $423589.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $481135.00         | $12024.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $16792800.00       | $17179233.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $148973.00         | $100440.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $173538.00         | $3263.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $9571831.00        | $9579074.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1608191.00        | $1342343.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $664900.00         | $594490.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1606475.00        | $1682036.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $2173663.00        | $1601349.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-02-01      | N/A      | N/A     | $5408767.00        | $1766392.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $100000.00         | $15223.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $198655.00         | $7794.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $2053294.00        | $1560224.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $327000.00         | $54357.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $9052501.00        | $8627695.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $46210.00          | $38665.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $378888.00         | $273937.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $1629177.00        | $1676881.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $1212698.00        | $1117619.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $12000.00          | $7476.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $1070843.00        | $1034633.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $150000.00         | $99733.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $12500000.00       | $2625380.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $40215249.00       | $40889457.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1243000.00        | $304477.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2344010.00        | $2403992.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $38578331.00       | $29167101.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $1010602.00        | $1061679.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $7879881.00        | $6932940.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $4384000.00        | $3417121.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $99000.00          | $18098.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $590000.00         | $317784.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $200000.00         | $146465.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $4966270.00        | $5050629.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $632000.00         | $514602.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $29000.00          | $17664.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2712370.00        | $2780495.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $2078291.00        | $2108931.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $1718351.00        | $971706.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1189900.00        | $1241077.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $4914111.00        | $5005523.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $4482410.00        | $4261590.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1311012.00        | $755800.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $240780.00         | $5986.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $649482.00         | $450992.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $200000.00         | $131360.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $24631550.00       | $29676.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $788000.00         | $62169.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $10703406.00       | $7211838.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $1006897.00        | $1008589.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $3104000.00        | $1897098.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $535000.00         | $5889.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $4059837.00        | $3066912.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1159702.00        | $1164222.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1048138.00        | $1074870.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $391000.00         | $258156.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $10195889.00       | $1987810.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $2460325.00        | $1361577.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $60734.00          | $61249.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $51692121.00       | $42682580.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $175000.00         | $18961.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2065588.00        | $1983630.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-08-01      | N/A      | N/A     | $2560000.00        | $772097.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $175000.00         | $79608.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $4289000.00        | $3602478.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $16000.00          | $7756.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $15617081.00       | $12386889.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $300000.00         | $215876.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4667460.00        | $4758759.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $27000.00          | $7574.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $2500000.00        | $1779341.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $200000.00         | $168848.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3523912.00        | $3649881.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $50287.00          | $29811.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $10000.00          | $5816.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $87310942.00       | $85527119.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $1666708.00        | $1532358.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $5005489.00        | $5084343.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2200000.00        | $1460552.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $5069642.00        | $3224273.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $544000.00         | $405994.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $27189748.00       | $18436468.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1125000.00        | $720948.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1299000.00        | $374006.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $17587750.00       | $808175.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $4177180.00        | $4225474.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $5059949.00        | $4825732.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $448679.00         | $276983.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $20000000.00       | $18223509.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $8138661.00        | $6303262.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $105000.00         | $11273.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $289146.00         | $259605.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $219000.00         | $37122.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $669000.00         | $530044.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $334220.00         | $28158.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1925172.00        | $1961488.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $3000000.00        | $2621588.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $21000.00          | $4159.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $213534.00         | $1422.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $34645747.00       | $23270823.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $71298.00          | $39073.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $240000.00         | $114964.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $5002432.00        | $5085106.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $487080.00         | $393973.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1021822.00        | $1005701.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $501591.00         | $390802.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1660519.00        | $1743213.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $55000.00          | $24091.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $884329.00         | $841999.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $20035905.00       | $17126246.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $136743.00         | $87005.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $4000000.00        | $50298.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $600000.00         | $596524.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $33000.00          | $24875.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1074362.00        | $1094427.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $3238537.00        | $3367217.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2462454.00        | $2558129.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $3508225.00        | $3372985.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1919693.00        | $1991475.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1501547.00        | $1579731.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $85254.00          | $6777.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $560000.00         | $344625.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $21000.00          | $9122.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $15426921.00       | $9345525.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $156238.00         | $104148.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $5000000.00        | $3393139.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $678147.00         | $556489.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $11415916.00       | $3873074.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $444735.00         | $1287.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $100000.00         | $1842.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $7087491.00        | $7036515.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $3792017.00        | $3258584.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $16389357.00       | $4309968.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $332465.00         | $191462.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $220892.00         | $55610.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $500000.00         | $366125.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | N/A      | N/A     | $85000.00          | $30125.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $6015000.00        | $92336.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $210000.00         | $1568.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $482182.00         | $352109.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $28280.00          | $20786.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $285000.00         | $4421.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $3071656.00        | $2833363.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1075000.00        | $617819.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1060096.00        | $975164.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $2085832.00        | $1052589.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $300000.00         | $218400.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $66750.00          | $12967.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $6000.00           | $619.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $27335532.00       | $27169569.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $2000.00           | $1192.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $1348578.00        | $1249781.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $655402.00         | $535116.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $300000.00         | $244794.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1364000.00        | $853063.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2431500.00        | $1838888.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $50000000.00       | $39044776.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $2971666.00        | $2513286.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $3841000.00        | $3109851.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $2136435.00        | $1467767.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $555000.00         | $69326.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $3437136.00        | $3090763.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $3045000.00        | $1543054.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $227915.00         | $4953.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1329000.00        | $884046.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $30000.00          | $21593.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $14658875.00       | $15006528.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $358000.00         | $34107.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $25000.00          | $2550.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $52475800.00       | $53856263.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2425458.00        | $2273147.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $93000.00          | $2746.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $32725342.00       | $32660033.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2600000.00        | $1662872.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $2775420.00        | $2790218.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $2011834.00        | $1524924.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $350123.00         | $2782.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $389391.00         | $267839.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $688492.00         | $455421.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3396366.00        | $3426177.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $23702195.00       | $3433859.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $3606527.00        | $3154863.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $4984617.00        | $4063557.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $1521049.00        | $742957.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $3837000.00        | $901587.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2721144.00        | $2835531.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $350432.00         | $234243.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1030000.00        | $633511.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $3707657.00        | $2476001.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $10659621.00       | $10336835.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1101415.00        | $1086750.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2758088.00        | $2878008.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $6080692.00        | $5733308.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $326337.00         | $220304.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $33108.00          | $26970.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $10609690.00       | $49880.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $1424475.00        | $19631.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $14000000.00       | $102703.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $58000.00          | $42317.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $28908112.00       | $25477012.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $100000.00         | $81331.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $218000.00         | $33659.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $630000.00         | $2235.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $1471549.00        | $1452950.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1235654.00        | $1221007.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $1424363.00        | $1473627.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $16895945.00       | $17629441.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $1387917.00        | $110724.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $20000.00          | $10524.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $34000.00          | $8227.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $3000.00           | $1587.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $3329000.00        | $20532.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $5235592.00        | $4432425.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $227735.00         | $178030.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $952000.00         | $622915.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $2230591.00        | $226865.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $2246000.00        | $754905.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $2290000.00        | $1799395.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $543980.00         | $23604.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $5125405.00        | $5077743.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $267493.00         | $266834.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $10955000.00       | $987125.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $140000.00         | $144088.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1026840.00        | $1086436.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1169000.00        | $857179.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4024890.00        | $4072012.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $79234.00          | $3773.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $6300000.00        | $3745983.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $500000.00         | $340766.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $7031528.00        | $6926227.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $28058437.00       | $26687575.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $406179.00         | $1039.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $17719025.00       | $18664371.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $75000.00          | $3425.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $815000.00         | $625677.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $751508.00         | $477086.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2362873.00        | $2470764.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $32000.00          | $649.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $34653000.00       | $2141173.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $6933561.00        | $7196644.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1948230.00        | $2027324.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $5048927.00        | $306076.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $415000.00         | $278131.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $10105076.00       | $1408226.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $1069000.00        | $7917.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $121713.00         | $86239.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $14412000.00       | $14018464.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $241396.00         | $123553.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $2874454.00        | $2808819.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $1200000.00        | $853583.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2589347.00        | $2501871.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $2020599.00        | $2065657.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000000.00        | $602977.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $2084403.00        | $31203.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $29000.00          | $7072.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $500000.00         | $468076.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $10404264.00       | $8154283.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $53000.00          | $39839.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $204000.00         | $3798.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $60000.00          | $12912.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $18533000.00       | $12810160.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $2707474.00        | $23274.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $25000.00          | $507.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $1172517.00        | $1188374.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $654250.00         | $6695.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $234000.00         | $3457.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1534000.00        | $1143946.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1013236.00        | $1072661.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $6149729.00        | $6076145.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1324229.00        | $1351230.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $3320100.00        | $822038.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $252954.00         | $135354.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1144161.00        | $1058125.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2122599.00        | $2202172.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $382647.00         | $142208.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1682895.00        | $1743640.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $2292700.00        | $2116618.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $23000.00          | $2303.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $400000.00         | $284901.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1508069.00        | $1436290.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $450000.00         | $10617.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1335732.00        | $1380557.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $371726.00         | $279194.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $460003.00         | $27197.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2889174.00        | $2915328.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $565000.00         | $1014.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $3000000.00        | $834749.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $100000.00         | $52952.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $201000.00         | $186357.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $1252057.00        | $1297260.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $145000.00         | $110161.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3002491.00        | $3045389.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $76000.00          | $7212.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $48000.00          | $30598.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $2319000.00        | $1225626.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $189000.00         | $23454.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $12366441.00       | $6733618.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $550503.00         | $28016.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $16938512.00       | $11623847.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $33403618.00       | $32906371.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $6447279.00        | $6677469.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $795670.00         | $73153.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $5112361.00        | $3536674.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $1856051.00        | $1790168.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $70000000.00       | $54331219.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $6851421.00        | $110649.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $162000.00         | $98406.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $3272092.00        | $3184541.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $10324105.00       | $6942394.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $1030881.00        | $646576.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $3428734.00        | $2383876.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $7000000.00        | $88859.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $33000.00          | $29572.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1000.00           | $837.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $2036548.00        | $1874917.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1271214.00        | $1256824.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $10108125.00       | $10431285.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $100000.00         | $78379.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $44695.00          | $717.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $124000.00         | $828.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1445665.00        | $1483653.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $10345664.00       | $7717731.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $4025844.00        | $22495.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $140000.00         | $115363.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $61000.00          | $19081.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1362300.00        | $1430853.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $50606.00          | $2981.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $100000.00         | $74136.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $709315.00         | $662856.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $24275455.00       | $8621807.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $3202025.00        | $3185279.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $54000.00          | $4033.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1254664.00        | $1169590.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1360152.00        | $780563.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-08-01      | N/A      | N/A     | $794000.00         | $20751.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $96561166.00       | $59165415.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $543891.00         | $470970.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1169965.00        | $1163423.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $10000.00          | $8695.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1079860.00        | $1138003.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2594562.00        | $2736226.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1228244.00        | $1215237.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $4900967.00        | $3403646.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $9660141.00        | $70192.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $5039073.00        | $5126711.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $1000000.00        | $663215.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $12000.00          | $5254.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3661818.00        | $3839897.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $600000.00         | $52108.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $18000000.00       | $16006579.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $107129.00         | $83063.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $140000.00         | $78011.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $29000.00          | $4020.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $15600000.00       | $11768818.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $29572595.00       | $28913272.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $5303765.00        | $5384046.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $200000.00         | $93352.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $160000.00         | $128880.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $110000.00         | $3757.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $67000.00          | $54685.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $3718146.00        | $3543278.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $5300000.00        | $2727512.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $854897.00         | $650238.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $22524521.00       | $13455418.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3835362.00        | $3906621.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $5709218.00        | $5256466.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $289000.00         | $159329.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $111000.00         | $37883.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2520731.00        | $2613975.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $177616.00         | $164221.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $181000.00         | $118634.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $28652150.00       | $19880563.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $6401476.00        | $5325214.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $371174.00         | $238623.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $75000.00          | $67501.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $486000.00         | $371509.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $6200000.00        | $1127433.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2037953.00        | $1989553.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $151439.00         | $13407.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $300000.00         | $267475.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1233970.00        | $953038.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3125494.00        | $3260798.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $3205027.00        | $3213818.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $396615.00         | $42232.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $245000.00         | $2165.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $508729.00         | $398643.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $777000.00         | $26296.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $1000000.00        | $1001210.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $3927343.00        | $156432.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $8000.00           | $6140.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $8139162.00        | $4905799.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $300000.00         | $11788.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $33968618.00       | $31879938.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $2355074.00        | $2295440.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1284922.00        | $1185738.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $25424009.00       | $21399798.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $100000.00         | $80177.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $7000.00           | $584.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $241000.00         | $29511.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $475000.00         | $469666.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $100000.00         | $69316.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $200000.00         | $12353.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $951941.00         | $948222.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1946348.00        | $1942902.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $17057548.00       | $10375416.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $4000.00           | $3092.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $28000.00          | $12293.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $2530000.00        | $1418146.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $268000.00         | $230103.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1502000.00        | $694884.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $372279.00         | $63197.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $2105000.00        | $1423151.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1103867.00        | $1117274.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $11000000.00       | $8970198.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $98956678.00       | $87963736.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $20000.00          | $8448.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $9053123.00        | $600447.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $73750.00          | $33714.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $225240.00         | $172389.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $420993.00         | $290607.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $434050.00         | $43444.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $5100000.00        | $153672.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $200000.00         | $182987.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $6485465.00        | $6724320.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2711581.00        | $2798672.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $108843.00         | $79976.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $340000.00         | $53037.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $55380.00          | $55030.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $663628.00         | $550567.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $79919.00          | $80541.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $100000.00         | $64998.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $266000.00         | $43550.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1045319.00        | $1094829.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $165000.00         | $37915.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $2580853.00        | $2327070.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $3800290.00        | $2179958.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $150000.00         | $113840.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $28000.00          | $642.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $100000.00         | $63027.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $27000.00          | $20259.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1379929.00        | $1114564.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $584826.00         | $480758.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $1925231.00        | $1776274.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $1550000.00        | $1344180.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $1659909.00        | $1725280.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $1000000.00        | $173787.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $5000.00           | $2904.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $1160400.00        | $1158549.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $19488882.00       | $13639719.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $100000.00         | $64956.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $68682035.00       | $2129844.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $9023593.00        | $8045301.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $160000.00         | $48697.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $15000000.00       | $37320.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $475000.00         | $84448.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $1740000.00        | $16065.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $408600.00         | $171846.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $12736634.00       | $7343541.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $1136000.00        | $209175.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1898796.00        | $1825632.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $10197840.00       | $161002.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $19014232.00       | $14071691.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1271598.00        | $1295798.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $409001.00         | $86543.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $1088442.00        | $888909.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $8000.00           | $3572.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $275000.00         | $265047.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1374000.00        | $1419263.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2075840.00        | $2155250.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $270000.00         | $51406.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $900000.00         | $741687.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1001953.00        | $588717.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $105000.00         | $17542.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $55000.00          | $31974.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $327525.00         | $255193.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $136000.00         | $72271.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $2214682.00        | $509274.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $6000.00           | $634.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $2921180.00        | $1719542.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $1446381.00        | $1353062.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $775000.00         | $470997.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $1269838.00        | $917772.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $126000.00         | $84043.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $200000.00         | $149706.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $51980.00          | $47286.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $4300023.00        | $4175530.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $8197320.00        | $8297243.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $296878.00         | $176634.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1000000.00        | $216995.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $40000.00          | $29108.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $2500000.00        | $1376286.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $6225000.00        | $649029.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $3914100.00        | $3529954.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $7535518.00        | $5163576.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $220000.00         | $191161.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1400000.00        | $1178866.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $3991297.00        | $3919652.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $4000000.00        | $298533.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1746440.00        | $1806867.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2822568.00        | $2801587.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $185000.00         | $981.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $105045.00         | $80234.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $10379000.00       | $10056007.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $50000.00          | $31430.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $922265.00         | $110073.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $3000.00           | $2110.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1170937.00        | $77043.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1048404.00        | $1037576.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $7465000.00        | $48730.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1182247.00        | $1204197.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $365575.00         | $324920.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $1541785.00        | $440448.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $38038571.00       | $30799370.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $41610300.00       | $32107955.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $8089405.00        | $7136593.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $3178409.00        | $341419.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $13349459.00       | $9577402.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $310321.00         | $3515.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $2927396.00        | $3046136.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $4088408.00        | $3924565.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1841090.00        | $1811335.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $121041.00         | $778.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $9000.00           | $8180.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $34230346.00       | $35308251.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $1000000.00        | $441570.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $4400000.00        | $135679.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $20174906.00       | $19131616.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $3695652.00        | $648126.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $160000.00         | $113760.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $195000.00         | $125493.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $3709362.00        | $3280451.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-01-01      | N/A      | N/A     | $10000000.00       | $2728810.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $10609580.00       | $9394273.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2000.00           | $1600.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $2000000.00        | $874805.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1690000.00        | $1310456.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $31000000.00       | $25657620.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $8436807.00        | $8549740.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1065000.00        | $665507.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-07-01      | N/A      | N/A     | $7782401.00        | $14547.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $75000.00          | $31667.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $3427577.00        | $3480079.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $18245639.00       | $15743429.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $19398180.00       | $7634726.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $555000.00         | $1359.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $24000.00          | $2023.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $427456.00         | $264863.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $49697.00          | $48430.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $1784560.00        | $1398078.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1088862.00        | $1125744.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $60000.00          | $7697.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $280000.00         | $43671.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $79160.00          | $15062.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1048224.00        | $357437.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $2442825.00        | $374217.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $7400538.00        | $6970836.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $518554.00         | $426838.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $1360133.00        | $216673.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $55143297.00       | $33160373.01       | Agency Mortgage-Backed Securities |

### Security 127: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXM47, C.4 - ISIN: US3130AXM475, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $700154875.00
- **C.18.a - Value (excl. sponsor support):** $700154875.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1979679180.60
- **C.18.a - Value (excl. sponsor support):** $1979679180.60
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: 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 129: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GR3, C.4 - ISIN: US3130B5GR37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $439998785.60
- **C.18.a - Value (excl. sponsor support):** $439998785.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Fitch Short Rating: 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? No, C.23 Categorized at Level 3? No

### Security 130: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW008B76
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Fitch Long Rating: AA-; Standard & Poor's Long Rating: A+; Moody's Long Rating: Aa3
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-09-30      | N/A      | N/A     | $100000400.00      | $100362961.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $100001000.00      | $98428710.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $100999400.00      | $98256179.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $100677400.00      | $101939762.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $80834800.00       | $79376966.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $83919400.00       | $85676770.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $97533200.00       | $99029571.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | N/A      | N/A     | $100000900.00      | $101929134.75      | U.S. Treasuries (including strips) |

### Security 131: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWW1, C.4 - ISIN: US3133EPWW13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $600054348.00
- **C.18.a - Value (excl. sponsor support):** $600054348.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25PR4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2064-07-15      | N/A      | N/A     | $11254864.00       | $11849045.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | N/A      | N/A     | $473697.00         | $340793.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-16      | N/A      | N/A     | $4113048.00        | $2928392.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $42598592.00       | $25138149.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $23252160.00       | $17203052.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $9706960.00        | $9002955.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-03-16      | N/A      | N/A     | $3650188.00        | $2594025.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-16      | N/A      | N/A     | $30262976.00       | $28080565.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $19375000.00       | $19025426.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $3275000.00        | $1986419.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $500000.00         | $453935.06         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $3900000.00        | $24386.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-03-16      | N/A      | N/A     | $11780000.00       | $1790592.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-11-15      | N/A      | N/A     | $797200.00         | $763646.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $14857000.00       | $566333.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-05-16      | N/A      | N/A     | $20000000.00       | $9512582.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $595519.00         | $583640.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-12-15      | N/A      | N/A     | $3000000.00        | $3135024.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-03-01      | N/A      | N/A     | $2457100.00        | $1108562.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4482152.00        | $4319928.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $316000.00         | $200910.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | N/A      | N/A     | $2734440.00        | $376774.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $653102.00         | $422424.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | N/A      | N/A     | $14382000.00       | $1534514.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $33363072.00       | $4477851.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $785068.00         | $819724.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-16      | N/A      | N/A     | $10855000.00       | $9729844.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $17713912.00       | $241426.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $50170000.00       | $41815807.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $5429280.00        | $3341777.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $2005680.00        | $1428776.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $4700000.00        | $1965520.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $517651.00         | $541478.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $17901980.00       | $4626517.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $1829100.00        | $777052.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2560368.00        | $2315770.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $99465984.00       | $98060806.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $701912.00         | $729710.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $36979712.00       | $37494587.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $1757420.00        | $1962419.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-11-15      | N/A      | N/A     | $18500000.00       | $17687456.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $5539880.00        | $4728201.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-16      | N/A      | N/A     | $54488768.00       | $47292267.50       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $33790080.00       | $12606084.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $3137992.00        | $425427.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $5000000.00        | $1608868.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-06-16      | N/A      | N/A     | $6377168.00        | $5463453.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $3786890.00        | $2862181.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $352856.00         | $357113.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1340906.00        | $1325552.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1916868.00        | $1211225.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $8601104.00        | $8575883.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-01-16      | N/A      | N/A     | $247000.00         | $287655.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $3050704.00        | $3163083.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $50000000.00       | $49726019.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $5000000.00        | $3535608.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $81333760.00       | $70748348.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $28198080.00       | $3653890.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $2900000.00        | $2999439.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $2282332.00        | $367713.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-02-15      | N/A      | N/A     | $805500.00         | $819520.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-16      | N/A      | N/A     | $102208256.00      | $86745047.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $1831678.00        | $1123578.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-07-15      | N/A      | N/A     | $2000000.00        | $2032931.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $12500000.00       | $12370308.74       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $3999524.00        | $641225.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-16      | N/A      | N/A     | $147358976.00      | $131766862.16      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $8286000.00        | $8619861.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $19810432.00       | $6071066.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $12472400.00       | $11891197.25       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-01-16      | N/A      | N/A     | $459371.00         | $218422.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $3201524.00        | $1845913.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $471883.00         | $234945.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $5741159.00        | $5064939.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | N/A      | N/A     | $5816472.00        | $415745.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-20      | N/A      | N/A     | $663763.00         | $587896.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-09-16      | N/A      | N/A     | $2696904.00        | $2074819.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1656796.00        | $1728580.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-05-15      | N/A      | N/A     | $3129996.00        | $3268984.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-06-15      | N/A      | N/A     | $17484320.00       | $17207117.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $15312240.00       | $7232233.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $140019000.00      | $82787778.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4269672.00        | $4480113.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1798984.00        | $1866655.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $19080064.00       | $18768438.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $900000.00         | $155572.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | N/A      | N/A     | $13728432.00       | $1348410.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $600000.00         | $478282.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3042456.00        | $3075317.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $8581000.00        | $770773.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $13377904.00       | $9791686.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $7510904.00        | $7596618.84        | Agency Mortgage-Backed Securities         |

### Security 133: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFW6, C.4 - ISIN: US91282CFW64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100043750.00
- **C.18.a - Value (excl. sponsor support):** $100043750.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **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 Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56R4, C.4 - ISIN: US3130B56R40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $821569947.08
- **C.18.a - Value (excl. sponsor support):** $821569947.08
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: 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? No, C.23 Categorized at Level 3? No

### Security 135: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1364414852.63
- **C.18.a - Value (excl. sponsor support):** $1364414852.63
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008JO6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Long Rating: NR; Standard & Poor's Long Rating: A+; Moody's Short Rating: NR; Fitch Short Rating: NR; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $22489400.00       | $22988480.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $80919900.00       | $79982257.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $88281400.00       | $85618485.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $335500.00         | $329956.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | N/A      | N/A     | $1703500.00        | $1717646.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $67502000.00       | $64485912.90       | U.S. Treasuries (including strips) |

### Security 137: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010P03
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Fitch Short Rating: F1+; Fitch Long Rating: AA-; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2025-09-30      | N/A      | N/A     | $3808200.00        | $3793919.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $23047600.00       | $6272842.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-14      | N/A      | N/A     | $88479700.00       | $88006333.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $200.00            | $50.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $160.47            | $109.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | N/A      | N/A     | $71222000.00       | $88333413.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $500.00            | $513.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $300.00            | $298.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $3070600.00        | $2892532.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $36675100.00       | $33064534.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-02      | N/A      | N/A     | $22845000.00       | $22754076.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $300.00            | $303.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-06      | N/A      | N/A     | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $154589650.68      | $60327992.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-18      | N/A      | N/A     | $325000.00         | $322042.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $243.13            | $128.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $204063.35         | $119502.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $1000.00           | $1002.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-21      | N/A      | N/A     | $8615300.00        | $8562746.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-31      | N/A      | N/A     | $100.00            | $100.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $4800.00           | $5581.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $164253800.00      | $178719618.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $600.00            | $237.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $200.00            | $205.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-04      | N/A      | N/A     | $300.00            | $299.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-30      | N/A      | N/A     | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | N/A      | N/A     | $81.19             | $64.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $181895700.00      | $184053880.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $100.00            | $91.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $12003.06          | $10460.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-26      | N/A      | N/A     | $100.00            | $98.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $200.00            | $129.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-23      | N/A      | N/A     | $3200.00           | $3190.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | N/A      | N/A     | $300.00            | $306.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $14025253.43       | $8327522.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $34427816.66       | $19289802.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $200.00            | $86.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $34700.00          | $44962.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $317900.00         | $293143.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $840900.00         | $847126.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-16      | N/A      | N/A     | $600.00            | $596.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $35813100.00       | $35762520.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $19563138.43       | $16360085.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $89182882.62       | $59112287.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $5139322.88        | $2967964.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $300.00            | $302.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $1732717.78        | $1323300.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $539110300.00      | $540317408.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-15      | N/A      | N/A     | $400.00            | $403.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $2239319.89        | $1348095.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $8739600.00        | $8857940.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-25      | N/A      | N/A     | $600.00            | $598.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-19      | N/A      | N/A     | $2271100.00        | $2222475.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $100.00            | $97.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $60.78             | $31.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $6000.00           | $5819.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $97211000.00       | $91358073.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $299000.00         | $109336.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $100.00            | $157.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $4948600.00        | $6693731.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $2796800.00        | $2868268.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $78737600.00       | $77825244.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $17.37             | $14.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-22      | N/A      | N/A     | $21100.00          | $20763.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $600.00            | $602.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $18754300.00       | $10397774.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-09      | N/A      | N/A     | $469400.00         | $464047.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $218300.00         | $214986.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-20      | N/A      | N/A     | $300.00            | $297.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $1100.00           | $412.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-02      | N/A      | N/A     | $499700.00         | $494386.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | N/A      | N/A     | $28655000.00       | $30184959.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-09      | N/A      | N/A     | $2600000.00        | $2515188.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $9.48              | $6.64              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $1400.00           | $1322.81           | U.S. Treasuries (including strips) |

### Security 138: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196664062.00
- **C.18.a - Value (excl. sponsor support):** $196664062.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: ING FINANCIAL MARKETS LLC (REPO)

- **C.1 - Title:** ING FINANCIAL MARKETS LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QZ003C71
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $35458958.00       | $26163440.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $30911914.00       | $24391286.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $48092997.00       | $40935162.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-09-01      | N/A      | N/A     | $103828923.00      | $37096075.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $50000000.00       | $38960624.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $45000000.00       | $37274089.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $45068527.00       | $38294609.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $50000000.00       | $37519974.00       | Agency Mortgage-Backed Securities |

### Security 140: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $304877307.65
- **C.18.a - Value (excl. sponsor support):** $304877307.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXR67, C.4 - ISIN: US3130AXR672, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500143775.00
- **C.18.a - Value (excl. sponsor support):** $500143775.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011CK1
- **C.18 - Value (incl. sponsor support):** $90217000.00
- **C.18.a - Value (excl. sponsor support):** $90217000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Long Rating: AA-; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $385360.11         | $412978.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $240090.17         | $28107.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $456498.02         | $54836.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $25675.76          | $26325.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $19811.65          | $14581.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1394497.88        | $1387843.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $3007.83           | $24.03             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $4993.69           | $5035.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $636185.02         | $609145.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $1028.47           | $183.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $283867.07         | $172595.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3757530.47        | $3904984.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1641362.27        | $1696456.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $40373.19          | $40633.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $7217.36           | $6209.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $7220172.61        | $131148.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $10875130.32       | $8308704.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $391548.28         | $408009.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $37057.90          | $36887.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $3569300.64        | $2874033.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $606714.38         | $598855.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $5543350.73        | $1080297.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $521.82            | $25.69             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3337570.34        | $3395467.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1804.34           | $1840.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $4402.23           | $4229.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $24559.59          | $23509.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $31514.24          | $32918.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1434433.34        | $1398228.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | N/A      | N/A     | $408.14            | $8.66              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $501067.38         | $294834.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $7956409.00        | $7918351.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-15      | N/A      | N/A     | $248740.54         | $212025.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1070576.27        | $1079764.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $1479571.79        | $1416308.30        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $396954.80         | $402479.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $129194.35         | $99633.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $494313.02         | $308106.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $4254754.61        | $3611313.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $360.87            | $376.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $634742.99         | $662454.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | N/A      | N/A     | $433041.60         | $241114.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2986378.29        | $3016758.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $128939.58         | $132294.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $326585.54         | $65361.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $768.65            | $17.81             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2165.21           | $2068.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $427.27            | $57.51             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $382.88            | $64.80             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $1983544.52        | $393517.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $14307.69          | $11873.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $630986.72         | $515141.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $345195.50         | $20156.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1071979.69        | $92598.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2166.29           | $2113.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-25      | N/A      | N/A     | $136033.88         | $112457.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $2464874.95        | $2042171.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $71755.35          | $12017.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1562194.32        | $981723.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $1058313.61        | $3510.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $3969.55           | $2562.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $6492.02           | $1749.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $50088.48          | $31241.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $8660.83           | $5995.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $636.21            | $603.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1286703.72        | $1359870.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2068858.05        | $1997256.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $2671.87           | $90.20             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-25      | N/A      | N/A     | $444.95            | $13.45             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $229384.30         | $267444.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $368193.62         | $384436.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $780501.19         | $444198.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-15      | N/A      | N/A     | $212529.60         | $174926.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $53119.05          | $52292.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1739881.40        | $1754190.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $4858112.19        | $3772378.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $4485.59           | $2108.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-25      | N/A      | N/A     | $53627.87          | $55116.49          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $867914.97         | $568720.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $5697.74           | $5345.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $10938.27          | $11113.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $3197953.39        | $2052508.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $14434.72          | $14811.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $58160.37          | $48708.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $2810131.08        | $1518061.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $34282.46          | $32339.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2880.45           | $2908.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-25      | N/A      | N/A     | $3490296.17        | $629195.52         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $57378.01          | $36314.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $219862.44         | $10541.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $84592.15          | $85764.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $2660207.75        | $1599713.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $83894.59          | $81241.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $16352830.49       | $16485205.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $250296.60         | $7534.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $2684.50           | $2865.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $9567343.96        | $7835554.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $4785363.01        | $34937.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $360.87            | $80.36             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $194.15            | $0.02              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $372.42            | $1.62              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-25      | N/A      | N/A     | $396200.95         | $185599.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $33181.09          | $33653.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-25      | N/A      | N/A     | $324711.91         | $205276.43         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $1963.48           | $440.81            | Agency Mortgage-Backed Securities         |

### Security 143: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2967021450.21
- **C.18.a - Value (excl. sponsor support):** $2967021450.21
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25S26
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Short Rating: F1; Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Long Rating: NR; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $2868484.00        | $2942984.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-16      | N/A      | N/A     | $1007168.00        | $879890.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-05-20      | N/A      | N/A     | $3951796.00        | $200592.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | N/A      | N/A     | $6060160.00        | $5165638.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $4369464.00        | $3376232.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $4367752.00        | $3066731.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $11478176.00       | $11108061.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-05-15      | N/A      | N/A     | $3060160.00        | $2427198.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-09-16      | N/A      | N/A     | $7189970.00        | $31266.25          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $1869000.00        | $282534.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $128329472.00      | $109288946.94      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $4409000.00        | $3068114.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $7933880.00        | $6480144.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $2300000.00        | $531692.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $72388096.00       | $47333427.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1318610.00        | $1376719.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $200000.00         | $45320.16          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5658940.00        | $5741559.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $7646000.00        | $927675.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $143000.00         | $18617.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $13618848.00       | $8395431.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $234000.00         | $82248.67          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2886000.00        | $2780199.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $1255554.00        | $205788.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | N/A      | N/A     | $69319000.00       | $8378320.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $4044424.00        | $3631588.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $5000000.00        | $54318.80          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $10500000.00       | $9521942.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $1993436.00        | $232821.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-15      | N/A      | N/A     | $18407020.00       | $17520501.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $3600000.00        | $2177175.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-15      | N/A      | N/A     | $1050000.00        | $1092570.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $74874000.00       | $19037687.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $5100000.00        | $3258295.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $14853280.00       | $11402905.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1079468.00        | $1126497.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $42400000.00       | $2415662.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $259000.00         | $32558.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $3644908.00        | $627426.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $135058.00         | $135538.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $47505000.00       | $45242658.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | N/A      | N/A     | $2545988.00        | $121941.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $18000.00          | $5474.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $6976360.00        | $6386870.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $25919000.00       | $26410669.02       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $2300000.00        | $109100.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-20      | N/A      | N/A     | $3000000.00        | $110940.06         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-02-15      | N/A      | N/A     | $2665290.00        | $2389309.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $35000000.00       | $30472210.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $4350000.00        | $814492.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-09-16      | N/A      | N/A     | $251256.00         | $130045.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $500000.00         | $306878.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1272286.00        | $1144073.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $3700000.00        | $2665134.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $88230.00          | $12461.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $2571428.00        | $443617.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $310730752.00      | $270289821.09      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $285000.00         | $114700.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $3002860.00        | $12821.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $11949408.00       | $10083044.27       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $2553280.00        | $1566128.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $1313278.00        | $1213492.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $490000.00         | $401566.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-15      | N/A      | N/A     | $26641088.00       | $23450963.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $5882544.00        | $5197602.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | N/A      | N/A     | $3574320.00        | $3153622.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2678652.00        | $2718019.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | N/A      | N/A     | $2238424.00        | $1084183.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $5196168.00        | $5402719.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | N/A      | N/A     | $6690448.00        | $482832.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $9281664.00        | $5817372.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | N/A      | N/A     | $2393764.00        | $2054883.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $18500000.00       | $14694758.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $2317796.00        | $926414.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $1446258.00        | $376127.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | N/A      | N/A     | $367000.00         | $46443.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $6043520.00        | $5491800.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $1000000.00        | $752783.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $789808.00         | $807593.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | N/A      | N/A     | $9679440.00        | $8066751.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-03-16      | N/A      | N/A     | $286945.00         | $103198.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $29206528.00       | $22284631.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-20      | N/A      | N/A     | $7595008.00        | $6062469.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-04-15      | N/A      | N/A     | $12936.00          | $10758.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $25298240.00       | $1269270.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $48564000.00       | $49352663.19       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $151515.00         | $81849.26          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $1867932.00        | $1495285.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $13625632.00       | $11916550.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $3567880.00        | $3490996.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1275172.00        | $1200058.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $21603200.00       | $17128516.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | N/A      | N/A     | $29077440.00       | $5225713.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $11758000.00       | $11568123.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $200000.00         | $100476.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-08-20      | N/A      | N/A     | $241150.00         | $220866.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $185000.00         | $23861.17          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4104280.00        | $4153425.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-20      | N/A      | N/A     | $234928.00         | $72304.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $100000.00         | $15228.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $170516000.00      | $83522581.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | N/A      | N/A     | $7010179.00        | $5954251.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $368203.00         | $375166.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $980000.00         | $875944.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $7297000.00        | $6561891.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $27000.00          | $21713.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $4594000.00        | $3523267.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $224568.00         | $142996.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $5477952.00        | $4841014.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $6877960.00        | $5591375.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | N/A      | N/A     | $6648600.00        | $5914247.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1050134.00        | $1053351.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3276496.00        | $2923053.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1366170.00        | $1261255.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $4159800.00        | $3125955.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $14222560.00       | $12811848.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $5178470.00        | $3246971.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $29996192.00       | $31877377.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $2886200.00        | $518608.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1486286.00        | $1222915.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $6550000.00        | $6027632.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $32400000.00       | $30812503.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | N/A      | N/A     | $824260.00         | $166601.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $14434112.00       | $10967019.52       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1577542.00        | $1642935.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $2203300.00        | $1835817.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $76000000.00       | $1309102.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-04-15      | N/A      | N/A     | $1000000.00        | $999311.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $331000.00         | $244027.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $17162000.00       | $184747.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1011740.00        | $972094.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1845000.00        | $1374413.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-15      | N/A      | N/A     | $1190406.00        | $1081584.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $19209760.00       | $670030.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2814948.00        | $2978472.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $6707750.00        | $5365697.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1737000.00        | $1194521.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $500000.00         | $158660.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $1700000.00        | $847053.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $3315040.00        | $138169.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-05-15      | N/A      | N/A     | $6848720.00        | $5911801.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $15237632.00       | $9615141.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $160000.00         | $50907.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-11-20      | N/A      | N/A     | $2359572.00        | $325450.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $20000000.00       | $17646920.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $19926528.00       | $13300282.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $20000000.00       | $14420385.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $717397.00         | $730168.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $5308100.00        | $4011932.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $2030000.00        | $115407.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1248810.00        | $1293100.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1007568.00        | $1000066.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $20727648.00       | $18657501.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1960000.00        | $1246870.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $83054080.00       | $79359770.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1200000.00        | $1180964.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $20395616.00       | $19379176.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1530000.00        | $1327845.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $16673472.00       | $15178046.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $9210784.00        | $7806239.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $567727.00         | $47024.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $25000000.00       | $19654462.92       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $21796704.00       | $21902612.19       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $1574004.00        | $190880.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $7653072.00        | $4404957.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $11000000.00       | $11294164.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $2237164.00        | $165690.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $9476450.00        | $7921597.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $478000.00         | $58198.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $2045000.00        | $1314125.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-01      | N/A      | N/A     | $3200264.00        | $412932.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $89004544.00       | $53134494.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $1700000.00        | $691720.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $368374400.00      | $324128864.30      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $3757168.00        | $3532586.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $7187872.00        | $5973081.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $75000.00          | $9059.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $5432512.00        | $4929540.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $34257280.00       | $20464187.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2076600.00        | $2151539.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $200000.00         | $180358.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $18525664.00       | $14456863.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $487958.00         | $60207.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $3595684.00        | $2258251.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $152611.00         | $25239.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $2460000.00        | $460168.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $27548000.00       | $24679429.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $84020480.00       | $82181471.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $250000.00         | $148666.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $9541000.00        | $9659534.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $9195568.00        | $8871227.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $15483408.00       | $13111745.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $5191160.00        | $4490442.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $24692864.00       | $1233238.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $492593.00         | $65025.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $8083184.00        | $6351540.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $80000000.00       | $6225599.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-16      | N/A      | N/A     | $30405000.00       | $8525120.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-15      | N/A      | N/A     | $554600.00         | $483814.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $800000.00         | $760419.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $1225000.00        | $127824.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-15      | N/A      | N/A     | $316419.00         | $329247.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-16      | N/A      | N/A     | $200000.00         | $101318.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $925909.00         | $16274.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $13406832.00       | $1165661.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $16648000.00       | $16520476.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $128333312.00      | $128232471.18      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $8961260.00        | $8816537.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $29137568.00       | $12030045.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $9342000.00        | $5179721.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $7184088.00        | $6535117.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $9950750.00        | $10339896.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $3237000.00        | $920237.78         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-05-20      | N/A      | N/A     | $218000.00         | $25646.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-20      | N/A      | N/A     | $4075000.00        | $213370.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $14016544.00       | $11348406.89       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $8000000.00        | $5095749.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $1810000.00        | $1215142.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $3607380.00        | $3198924.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $4500000.00        | $508843.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | N/A      | N/A     | $4886400.00        | $5032529.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-16      | N/A      | N/A     | $2146356.00        | $1466357.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2837636.00        | $2880111.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $12918000.00       | $10034732.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $10000000.00       | $8455268.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $4220024.00        | $2851822.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $11437568.00       | $9689285.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $6313570.00        | $6250234.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1186588.00        | $1224195.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $738000.00         | $612760.22         | Agency Mortgage-Backed Securities         |

### Security 145: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXBC1, C.4 - ISIN: US3130AXBC19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1225112577.50
- **C.18.a - Value (excl. sponsor support):** $1225112577.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $866082063.75
- **C.18.a - Value (excl. sponsor support):** $866082063.75
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1206973941.48
- **C.18.a - Value (excl. sponsor support):** $1206973941.48
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4824987645.99
- **C.18.a - Value (excl. sponsor support):** $4824987645.99
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $94318375.00
- **C.18.a - Value (excl. sponsor support):** $94318375.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: 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 150: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1471673747.35
- **C.18.a - Value (excl. sponsor support):** $1471673747.35
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4HV6, C.4 - ISIN: US3130B4HV64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999380160.00
- **C.18.a - Value (excl. sponsor support):** $999380160.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99237833.00
- **C.18.a - Value (excl. sponsor support):** $99237833.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GM4, C.4 - ISIN: US3130B5GM40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $649990841.50
- **C.18.a - Value (excl. sponsor support):** $649990841.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008JJ7
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Long Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $1386000.00        | $790257.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $150000.00         | $21794.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1482220.00        | $1351461.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $1315000.00        | $100464.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $1063650.00        | $1113581.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1759340.00        | $1426519.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $100000.00         | $57037.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $28375984.00       | $26551870.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $470000.00         | $403600.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $405000.00         | $383666.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $4648631.00        | $4029680.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $138776.00         | $95125.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $1500000.00        | $209262.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $350000.00         | $881.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1029032.00        | $806159.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $2127841.00        | $2159962.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $128000.00         | $4922.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $18617965.00       | $18282314.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $5019848.00        | $5211875.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $628145.00         | $576775.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $300000.00         | $225593.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $2450000.00        | $1395572.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $533000.00         | $58291.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1216227.00        | $1100617.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $45667.00          | $39614.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1141661.00        | $1206097.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $551545.00         | $500285.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $52458025.00       | $38888154.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $108000.00         | $68977.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $3000.00           | $1777.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $1117000.00        | $180977.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1036803.00        | $658864.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $3583400.00        | $354844.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-06-01      | N/A      | N/A     | $7749000.00        | $33053.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $102657.00         | $80568.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1097109.00        | $1143301.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1042073.00        | $1086333.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $60000.00          | $47246.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $2285870.00        | $1440046.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $930000.00         | $212978.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $4962055.00        | $103285.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $18291746.00       | $16650870.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2449274.00        | $1705545.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $490000.00         | $417860.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $56000.00          | $1695.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1898077.00        | $1815943.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1041250.00        | $1100654.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $203445.00         | $24487.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $16392527.00       | $14962509.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $1871195.00        | $699386.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $14000.00          | $13653.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $45000.00          | $11976.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1142070.00        | $1194105.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $85000.00          | $56376.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $9708659.00        | $366024.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $300000.00         | $58565.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $20000000.00       | $1306491.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $20000000.00       | $24326.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $512763.00         | $330991.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $25000.00          | $20279.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $566118.00         | $565013.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2434062.00        | $2514984.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $25000.00          | $8867.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $275000.00         | $200456.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $2609700.00        | $1419548.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $1624670.00        | $939347.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $385000.00         | $1201.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $75000.00          | $610.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $5816632.00        | $5543177.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $1637000.00        | $151899.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $39000.00          | $3416.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1235240.00        | $1307383.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $5738125.00        | $5985845.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1948235.00        | $1905391.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $3000000.00        | $2148629.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $1922756.00        | $133312.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $150000.00         | $141913.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $2026287.00        | $1372884.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $2345427.00        | $1402351.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2002222.00        | $1919597.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $200000.00         | $204849.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $5075960.00        | $534018.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $12866983.00       | $13111946.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $3180991.00        | $8799.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $2000.00           | $852.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1448000.00        | $796138.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $85000.00          | $53884.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $3324848.00        | $2094535.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $3241644.00        | $3191078.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $1139142.00        | $815430.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $2000000.00        | $1964476.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2074151.00        | $2031778.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $450000.00         | $215545.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $575000.00         | $364037.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $100000.00         | $76977.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $248000.00         | $2231.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $7999.00           | $940.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $4286361.00        | $4100386.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1487704.00        | $1542486.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $20000.00          | $2139.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1640019.00        | $1646568.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $4614262.00        | $4423339.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $6763295.00        | $6586271.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $1500000.00        | $445604.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $10126498.00       | $9957232.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1681709.00        | $1402889.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $3896367.00        | $2720182.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $84377.00          | $14421.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $787000.00         | $739551.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $27924676.00       | $82309.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1214386.00        | $877406.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $700000.00         | $470213.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $350000.00         | $3129.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $100000.00         | $54056.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $21144949.00       | $18597128.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $11713045.00       | $9322150.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $1002187.00        | $1000302.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1258654.00        | $1166965.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $1180000.00        | $9616.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4875332.00        | $5025551.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $30007.00          | $4343.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $830000.00         | $5647.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $2029391.00        | $1202102.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $2380309.00        | $2049114.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $40298351.00       | $30174064.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $566095.00         | $555761.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $4200000.00        | $3392072.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1118085.00        | $1174290.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $35729.00          | $28103.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $250000.00         | $95528.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $11250000.00       | $38552.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $213000.00         | $152275.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-08-01      | N/A      | N/A     | $4400000.00        | $9340.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $125000.00         | $79748.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $248000.00         | $226153.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $216133.00         | $102296.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $864000.00         | $666563.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1243760.00        | $1301115.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $1043601.00        | $998576.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $34744811.00       | $33957868.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2024326.00        | $2114004.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1525893.00        | $1257433.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $1349000.00        | $1282130.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $187500.00         | $138349.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $266747.00         | $179069.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $23695007.00       | $19569013.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $3075000.00        | $2170282.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $30000.00          | $2093.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $8000.00           | $1854.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $1200000.00        | $480239.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $338000.00         | $48099.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $28000.00          | $2938.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $917964.00         | $1628.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $2940000.00        | $101706.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $1011974.00        | $871364.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $482000.00         | $434806.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $8800000.00        | $5344739.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $300000.00         | $217660.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1000157.00        | $723755.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1800000.00        | $1359792.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $250000.00         | $140375.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $31979.00          | $27296.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $1349000.00        | $20175.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $773000.00         | $110890.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $2668768.00        | $2580349.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1500000.00        | $974173.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $55000000.00       | $2202987.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $474146.00         | $464334.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $44671.00          | $1568.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $999900.00         | $780414.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $281440.00         | $168218.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $350000.00         | $189337.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $1661478.00        | $156062.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1017000.00        | $474580.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $1265861.00        | $999431.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $900000.00         | $85287.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1154034.00        | $1182766.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1318651.00        | $1366465.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $1165000.00        | $31059.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $1132634.00        | $1086434.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $110000.00         | $1121.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $4948050.00        | $5004499.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $2084925.00        | $1491951.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $56000000.00       | $35846841.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $210000.00         | $106651.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $70654.00          | $43118.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $731856.00         | $486546.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $71000.00          | $54979.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $680660.00         | $311448.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2611122.00        | $2653171.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $24862990.00       | $17286318.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1689733.00        | $1746363.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $204000.00         | $138304.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $370000.00         | $759.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $9593597.00        | $10003618.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $1869542.00        | $119930.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $8689351.00        | $7728316.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $3800576.00        | $3743310.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $5174000.00        | $3478094.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $1100000.00        | $1375.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $700000.00         | $2239.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1018067.00        | $1066330.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $5816871.00        | $5509326.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $140000.00         | $115047.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $65000.00          | $24156.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $17000.00          | $1700.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $100000.00         | $13227.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $200000.00         | $93367.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $8000.00           | $1489.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $50860.00          | $50470.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2000000.00        | $1314437.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $113894030.00      | $27823980.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1522573.00        | $1524462.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1385000.00        | $1054460.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2509307.00        | $2439426.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1280586.00        | $1298700.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $22466063.00       | $7374.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $5247765.00        | $4929419.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $30617961.00       | $28901297.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1855059.00        | $1955059.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-05-01      | N/A      | N/A     | $2723000.00        | $8328.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1012319.00        | $930987.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $37500000.00       | $7737416.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1225000.00        | $1112857.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $572456.00         | $353730.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $109000.00         | $17036.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $2644628.00        | $1815031.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $179610.00         | $31232.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $2400469.00        | $2119410.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $25058883.00       | $6997.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $200000.00         | $163904.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $4650942.00        | $4354359.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $250000.00         | $27744.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $8396027.00        | $6386908.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $136356.00         | $89719.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $26000.00          | $5056.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $200000.00         | $135829.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $28080001.00       | $28686073.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1294000.00        | $1222578.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1500000.00        | $727758.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $2423000.00        | $961369.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $1010933.00        | $978045.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $2876349.00        | $2671820.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $1129829.00        | $592019.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $12959018.00       | $12203202.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $70000.00          | $9575.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $225000.00         | $16978.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $200000.00         | $130311.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $42000.00          | $5887.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $200263.00         | $13449.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $107169.00         | $5630.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $21266100.00       | $21448825.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $700000.00         | $660931.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $200000.00         | $130645.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $145000.00         | $124910.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $28949084.00       | $16937272.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $12318343.00       | $7314297.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $114000.00         | $13493.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $5839546.00        | $5992797.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $59000.00          | $11939.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $8000.00           | $1222.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $90000.00          | $1061.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $80000.00          | $54976.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $1000001.00        | $958787.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1895980.00        | $1909980.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $29000.00          | $8730.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $1978238.00        | $293711.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $303440.00         | $246678.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $34000.00          | $23302.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $41655.00          | $12833.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $2130816.00        | $1875058.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $143000.00         | $138735.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $500000.00         | $24495.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $800000.00         | $111892.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2000000.00        | $1426920.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $410000.00         | $18975.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $8127373.00        | $8339301.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $3618721.00        | $3471013.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $6196808.00        | $225023.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $261000.00         | $62706.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $23332036.00       | $279493.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000000.00        | $749812.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $2157000.00        | $972840.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $528404.00         | $6908.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $19774174.00       | $19956658.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $435000.00         | $49166.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $320000.00         | $47892.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $8000.00           | $1132.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1051000.00        | $925821.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $500068.00         | $345787.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $7000.00           | $4247.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $68000.00          | $3962.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1062153.00        | $1020203.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1242210.00        | $1067433.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $243782.00         | $150615.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $77668.00          | $43208.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $40824.00          | $6032.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $650000.00         | $3207.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $200000.00         | $123975.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $300000.00         | $194256.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $6654041.00        | $6204525.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $2000000.00        | $8889.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $273585917.00      | $262993663.26      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1000932.00        | $986967.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1877658.00        | $1948778.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $6843805.00        | $6909957.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $130012.00         | $121147.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1610000.00        | $962006.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $20040057.00       | $18645020.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1522093.00        | $1542534.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $1141031.00        | $43804.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $374000.00         | $138095.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $1322461.00        | $1344032.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2314811.00        | $2165645.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $4000000.00        | $3085516.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $102069.00         | $88417.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $275000.00         | $167777.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | N/A      | N/A     | $1100000.00        | $389598.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $8000.00           | $596.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $3590000.00        | $340811.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $20000.00          | $14739.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $799188.00         | $260299.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2153514.00        | $1867531.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $980000.00         | $351905.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $13325000.00       | $9923880.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $51880.00          | $31504.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $1673356.00        | $1628967.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $14000000.00       | $13448.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $486000.00         | $99699.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $1115365.00        | $1093251.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $2389610.00        | $2142548.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1540398.00        | $1141454.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $35000.00          | $24379.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1700000.00        | $1426273.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $4000.00           | $1566.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $3299768.00        | $3274670.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1601800.00        | $1639854.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $97000.00          | $32441.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $15000.00          | $807.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $9312450.00        | $7990964.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $53854.00          | $50221.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $325396.00         | $287828.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $3388000.00        | $2892750.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $485000.00         | $375849.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $3000.00           | $2065.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $440000.00         | $86402.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $3501561.00        | $3154274.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $980000.00         | $723176.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $200000.00         | $57620.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $3208600.00        | $2463961.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1003533.00        | $1062944.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $20000.00          | $5955.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $700000.00         | $312554.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $89211.00          | $6571.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $95427.00          | $52136.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1651065.00        | $1222498.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $236729443.00      | $235635516.34      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $523505.00         | $444320.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1009486.00        | $1028308.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $404000.00         | $74015.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $30000.00          | $502.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $21000.00          | $14985.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $12300000.00       | $9521217.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1810381.00        | $11623.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $4935231.00        | $4710294.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1030641.00        | $989114.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $9900921.00        | $2509924.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1460000.00        | $275661.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $3000.00           | $1462.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-08-01      | N/A      | N/A     | $270000.00         | $971.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $1800000.00        | $24125.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $202066.00         | $2531.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $446621.00         | $416694.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $17079319.00       | $16192328.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $2400000.00        | $251664.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $155000.00         | $2372.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $36700000.00       | $23241141.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $198168.00         | $110667.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $250000.00         | $153877.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $7968019.00        | $8241805.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $1986490.00        | $1196886.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $1178089.00        | $779140.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $2550000.00        | $1988837.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $1135620.00        | $1118446.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $101250.00         | $2417.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $2407197.00        | $2420317.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $200000.00         | $114384.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $5541616.00        | $5215161.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $155828.00         | $29115.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $34200000.00       | $31376089.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $16783367.00       | $228353.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $12504951.00       | $8541721.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $400000.00         | $113600.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1354339.00        | $1377939.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $1500000.00        | $90933.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $3449217.00        | $590949.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $2373785.00        | $474312.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $5000.00           | $3614.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $128000.00         | $69701.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $3603293.00        | $3616963.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $1057628.00        | $1035467.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $136000.00         | $32974.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1270000.00        | $308904.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $34225.00          | $21743.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $84133.00          | $3637.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $5000.00           | $1610.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $12000.00          | $1097.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $2250000.00        | $118712.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $100000.00         | $88534.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1054266.00        | $831047.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $15000.00          | $12974.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $1375286.00        | $1411809.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $130000.00         | $41947.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $879000.00         | $88018.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $115000.00         | $112095.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $7150428.00        | $6707888.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $157000.00         | $32027.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $1500000.00        | $269745.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $286342.00         | $174750.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $569797.00         | $6314.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $7991080.00        | $5914191.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $200000.00         | $110697.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $2000.00           | $603.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $4433665.00        | $3817259.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $35000000.00       | $9263739.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $54000.00          | $6526.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $986652.00         | $912718.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $60000.00          | $51586.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $85000.00          | $76967.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2808108.00        | $3062877.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $3000000.00        | $46555.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $38000.00          | $26260.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1904143.00        | $1528989.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $4725662.00        | $4834442.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1113649.00        | $1131386.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $11778000.00       | $11101770.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | N/A      | N/A     | $160000.00         | $41163.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $92688.00          | $90771.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2681548.00        | $2640111.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $541830.00         | $295961.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $1387198.00        | $579434.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $950000.00         | $55864.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $85000.00          | $64088.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $5341384.00        | $5484590.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $920000.00         | $104814.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $75000.00          | $21681.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $12953504.00       | $12873035.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $140000.00         | $41600.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $31687000.00       | $10701354.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1841761.00        | $1657090.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $36977625.00       | $37305374.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $28003519.00       | $16586785.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $545000.00         | $217280.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $26840.00          | $7206.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $1289000.00        | $749302.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $200000.00         | $129264.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $16801000.00       | $14214173.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1158503.00        | $1153401.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1595288.00        | $80493.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2071502.00        | $2110192.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $6421869.00        | $5473567.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1995000.00        | $1493480.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $45178822.00       | $46386527.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $3000000.00        | $2048392.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1345160.00        | $1368203.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $2066810.00        | $1656667.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $841423.00         | $759338.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $50533.00          | $45049.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $2020058.00        | $389957.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $23000.00          | $20729.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $619908.00         | $31080.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1116930.00        | $1126261.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $24000.00          | $4708.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $5600000.00        | $1540537.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $375000.00         | $211708.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $5069536.00        | $3020806.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $1082677.00        | $741273.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1494756.00        | $1509422.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $2107126.00        | $2186644.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $28606989.00       | $29961949.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $192701.00         | $131675.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1411904.00        | $1017424.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $5828215.00        | $4796908.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $23000.00          | $3808.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $4025000.00        | $1843733.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $50000000.00       | $10928011.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $1068691.00        | $1023754.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $255186.00         | $257525.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2276108.00        | $2199679.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $643343.00         | $586553.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $750000.00         | $294488.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $21000.00          | $1842.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $2944000.00        | $1862859.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1366277.00        | $1029231.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $345000.00         | $262425.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $349314.00         | $6348.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $1000000.00        | $362614.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $5453837.00        | $5537131.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $500000.00         | $207407.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2754887.00        | $2864211.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $511425.00         | $494061.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1358678.00        | $572361.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $7640612.00        | $6077089.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $1009315.00        | $978508.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $140232392.00      | $116373235.12      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $525000.00         | $503677.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $214000.00         | $196436.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $500000.00         | $235025.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $1500000.00        | $3151.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $535000.00         | $207866.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $1167000.00        | $186474.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $2960529.00        | $1211555.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $59311722.00       | $40817899.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $1050808.00        | $1029382.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2162504.00        | $2093805.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $720000.00         | $6670.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $50000000.00       | $28183492.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $999463.00         | $641364.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1000462.00        | $1045498.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $326000.00         | $214643.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1130923.00        | $1047942.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3252961.00        | $2870827.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1675326.00        | $1735150.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $110000.00         | $72320.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $165980000.00      | $89849238.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $1525000.00        | $9849.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $34000.00          | $26786.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $100908.00         | $100371.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $515370.00         | $469120.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $40259670.00       | $26948597.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $4321963.00        | $4386514.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $331000.00         | $26356.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $112183.00         | $107105.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $3400000.00        | $2177528.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $224000.00         | $209226.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $329345.00         | $25082.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $365000.00         | $28933.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $64818.00          | $42903.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $1783405.00        | $1765359.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $3013121.00        | $2393173.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1643919.00        | $1669965.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $10000.00          | $7964.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $3000.00           | $2124.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $878728.00         | $680710.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $17140089.00       | $12903116.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $15000.00          | $4561.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $3414430.00        | $3262099.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $935000.00         | $101551.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $160000.00         | $140057.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $695549.00         | $600476.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $105000.00         | $21354.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $281108.00         | $157415.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $4227370.00        | $4187614.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $2628563.00        | $2341995.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $2491452.00        | $2442319.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1242543.00        | $1286803.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1003527.00        | $878670.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $73637326.00       | $67317703.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $493322.00         | $447543.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $1536426.00        | $627386.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $2978577.00        | $2963837.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $7062309.00        | $5683038.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $22000.00          | $14997.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $34000.00          | $24596.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $162225.00         | $14300.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $339533.00         | $246767.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $13000.00          | $1806.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $4250841.00        | $2680835.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $185000.00         | $19407.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $989259.00         | $767185.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $46054.00          | $29513.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2879391.00        | $3047269.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1730000.00        | $812808.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $867166.00         | $478925.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $70000.00          | $7168.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $340000.00         | $280874.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $147093.00         | $1617.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $1511420.00        | $959840.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $19762245.00       | $20319593.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $19051000.00       | $19209976.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2040934.00        | $2098127.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $2000000.00        | $766312.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $6728624.00        | $6507629.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $7040558.00        | $5019.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1314457.00        | $1336911.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $154850.00         | $30876.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1457037.00        | $1491136.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $225938.00         | $173678.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $2365000.00        | $2285898.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $19813611.00       | $20372407.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $9000.00           | $3942.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $3052520.00        | $2365547.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $5056710.00        | $36077.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $6315000.00        | $99849.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1287553.00        | $1332172.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $273434.00         | $177312.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $160551.00         | $127459.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $777113.00         | $740584.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $7000.00           | $4208.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2149494.00        | $2235281.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2649315.00        | $2719313.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $657811.00         | $138934.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $22000.00          | $2158.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $420000.00         | $268375.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $8000.00           | $1502.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1865439.00        | $1226453.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $754000.00         | $134608.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $14265406.00       | $6112384.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $32370.00          | $4311.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $217000.00         | $173633.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1168000.00        | $948174.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $181378149.00      | $173664671.66      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $3000.00           | $2727.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $26074370.00       | $22765752.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $200000.00         | $132437.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $200000.00         | $140565.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $31000.00          | $16822.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $11483745.00       | $11206098.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $239833.00         | $153600.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1026000.00        | $833335.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $145000.00         | $89790.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $100000.00         | $97616.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $9033713.00        | $5040023.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $276092.00         | $264984.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $700000.00         | $450430.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $125000.00         | $7590.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $50000.00          | $36109.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3529072.00        | $3574360.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $69871.00          | $66655.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $55000.00          | $51287.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $450050.00         | $293071.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $10454179.00       | $7247734.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $3048000.00        | $2532860.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $35590267.00       | $7333452.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $24882000.00       | $4035126.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $5653183.00        | $2151573.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1000000.00        | $34332.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $9000.00           | $1103.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $4993544.00        | $4785874.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $5000.00           | $591.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $18000000.00       | $4907289.68        | Agency Mortgage-Backed Securities |

### Security 155: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110065598.50
- **C.18.a - Value (excl. sponsor support):** $110065598.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS36, C.4 - ISIN: US3133ERS363, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $365130155.35
- **C.18.a - Value (excl. sponsor support):** $365130155.35
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: 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 157: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q68, C.4 - ISIN: US3130B5Q687, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699991523.00
- **C.18.a - Value (excl. sponsor support):** $699991523.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000375330.00
- **C.18.a - Value (excl. sponsor support):** $1000375330.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: 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 159: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200083952.00
- **C.18.a - Value (excl. sponsor support):** $200083952.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: 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 160: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6837075622.13
- **C.18.a - Value (excl. sponsor support):** $6837075622.13
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LE4, C.4 - ISIN: US313385LE45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148969447.97
- **C.18.a - Value (excl. sponsor support):** $148969447.97
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: 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

### Security 162: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15YA7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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:** Fitch Short Rating: F1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1; Fitch Long Rating: A+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $9667970.00        | $9342434.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-11-01      | N/A      | N/A     | $10000000.00       | $285903.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $4998000.00        | $5043856.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4865174.00        | $5064475.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-15      | N/A      | N/A     | $49700.00          | $29073.72          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $5035902.00        | $4915564.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $6000000.00        | $6595480.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $6623608.00        | $5373130.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-08-15      | N/A      | N/A     | $33781.00          | $27239.25          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $6424028.00        | $6434098.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $99702284.00       | $99561339.79       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $500000.00         | $501562.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-05-16      | N/A      | N/A     | $17552745.00       | $17585917.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $50000000.00       | $50338144.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-05-16      | N/A      | N/A     | $19000000.00       | $18777469.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $106000.00         | $73624.87          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $409184.00         | $480798.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $1633282.00        | $857194.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $50000000.00       | $31349743.16       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $99428.00          | $98085.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $26117415.00       | $22673697.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $25157351.00       | $21673282.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $19407636.00       | $19381056.75       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $1000000.00        | $247387.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-09-25      | N/A      | N/A     | $8000000.00        | $4382493.11        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $4744604.00        | $5122400.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $168999000.00      | $106866703.40      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $4787027.00        | $5013128.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $99886368.00       | $98777961.98       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $5004060.00        | $5161764.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $46900000.00       | $46438920.89       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4937801.00        | $4975169.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-25      | N/A      | N/A     | $7736318.00        | $5096319.25        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $5066623.00        | $5012046.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $5800000.00        | $4639162.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-05-16      | N/A      | N/A     | $3974372.00        | $1917785.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $150753.00         | $149802.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $1174180.00        | $1155052.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $2485482.00        | $2425148.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1268023.00        | $1269752.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $3140261.00        | $3152268.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-02-01      | N/A      | N/A     | $4250000.00        | $159754.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $93998000.00       | $92910375.76       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-01      | N/A      | N/A     | $12719574.00       | $524561.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $10571000.00       | $10607202.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $87000.00          | $65692.23          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $23874000.00       | $23553751.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $5165830.00        | $5400300.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $18844528.00       | $18158193.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $7209197.00        | $74657.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $5104755.00        | $5298774.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $1172212.00        | $731657.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $620392.00         | $587285.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-10-25      | N/A      | N/A     | $9750000.00        | $4813575.48        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $49996475.00       | $41810232.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $4856601.00        | $5059192.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $4304520.00        | $4288498.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $751369.00         | $733248.90         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $40000000.00       | $34066811.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $13081887.00       | $14243833.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $113485425.00      | $90003084.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-25      | N/A      | N/A     | $3000000.00        | $2167443.83        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $25000240.00       | $1049930.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5061420.00        | $5336224.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $10440648.00       | $10236365.12       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $38686775.00       | $34715144.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $49704418.00       | $37154975.26       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $30000000.00       | $771371.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $14441613.00       | $13901769.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $62563.00          | $66573.82          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-06-16      | N/A      | N/A     | $10475567.00       | $10398466.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $9000459.00        | $8988778.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $4767685.00        | $5164238.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2068-02-16      | N/A      | N/A     | $695970.00         | $567561.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $5658077.00        | $5788720.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $19784503.00       | $16827904.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $5086970.00        | $5278884.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-05-01      | N/A      | N/A     | $4595968.00        | $77865.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $45000001.00       | $42862226.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $411078.00         | $514862.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-11-01      | N/A      | N/A     | $6060606.00        | $63126.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $49000000.00       | $44219009.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $40704308.00       | $40613009.41       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4968986.00        | $5127529.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $5169932.00        | $5296783.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $63424250.00       | $64650057.52       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $8925117.00        | $8489739.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $5123904.00        | $5201284.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-01      | N/A      | N/A     | $32620000.00       | $116589.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-16      | N/A      | N/A     | $1000.00           | $998.29            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $5180872.00        | $5397106.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-01      | N/A      | N/A     | $50000015.00       | $255542.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $68696469.00       | $65562865.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $9790522.00        | $9746272.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $150756.00         | $149491.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5186489.00        | $5339719.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5217697.00        | $5202113.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $1045476.00        | $798390.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $1188838.00        | $1308210.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $50000000.00       | $22462892.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $972680.00         | $898837.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-10-25      | N/A      | N/A     | $4842323.00        | $2212235.40        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $2339164.00        | $1404035.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $13626865.00       | $73804.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-01      | N/A      | N/A     | $1029272.00        | $74923.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $6617000.00        | $6480550.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $825285.00         | $780434.06         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2072-04-20      | N/A      | N/A     | $28063170.00       | $26657301.46       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $270230.00         | $231673.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $16666666.00       | $16807497.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $50000000.00       | $16635879.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $456818.00         | $433796.80         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $9989781.00        | $9784862.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $49876005.00       | $36626663.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $1147.00           | $620.87            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $13706363.00       | $5290148.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $9728000.00        | $9627099.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $99966033.00       | $85964657.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3746901.00        | $3647000.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5045896.00        | $5282559.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $188549.00         | $178449.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $35562.00          | $21310.64          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $9852971.00        | $9466142.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $40616948.00       | $25120253.75       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4806986.00        | $5003022.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $3479746.00        | $58915.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2842000.00        | $2816332.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $590171.00         | $283562.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-01      | N/A      | N/A     | $7853215.00        | $72571.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $8879770.00        | $8610109.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-02-16      | N/A      | N/A     | $17594910.00       | $16114525.10       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $5028266.00        | $5245718.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $9998507.00        | $537874.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $4484436.00        | $60444.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $122294.00         | $143311.23         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $5021871.00        | $5318914.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | N/A      | N/A     | $1000000.00        | $53132.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-01      | N/A      | N/A     | $1600000.00        | $87370.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $4674715.00        | $4538942.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2154864.00        | $2103162.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $9942871.00        | $9386118.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $13109872.00       | $13476995.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $445117.00         | $263403.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5074019.00        | $5386799.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $2000198.00        | $1950262.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $3302842.00        | $3430345.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $16362195.00       | $128251.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5167290.00        | $5409152.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $58650689.00       | $58552843.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $717314.00         | $630841.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1320142.00        | $1341185.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4953143.00        | $5283503.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $5157454.00        | $4441443.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $23932801.00       | $23505526.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $323613.00         | $331250.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $11609250.00       | $7315158.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-10-25      | N/A      | N/A     | $15489303.00       | $4681160.76        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1377018.00        | $1278276.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3327277.00        | $2887690.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $835559.00         | $670634.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-25      | N/A      | N/A     | $5079543.00        | $4876148.96        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $1274796.00        | $1522446.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $2150127.00        | $2184322.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $831679.00         | $856312.17         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $11094971.00       | $6765088.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $1274948.00        | $1450438.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $5295267.00        | $5170108.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $40000000.00       | $39474711.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $49984175.00       | $38027927.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $9348274.00        | $9547627.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $158261.00         | $150916.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $1733426.00        | $1556574.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $6613290.00        | $6383887.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-11-01      | N/A      | N/A     | $12000000.00       | $133778.75         | Agency Mortgage-Backed Securities         |

### Security 163: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXLE6, C.4 - ISIN: US3130AXLE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125025472.50
- **C.18.a - Value (excl. sponsor support):** $125025472.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: 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? No, C.23 Categorized at Level 3? No

### Security 164: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25PA1
- **C.18 - Value (incl. sponsor support):** $2750000000.00
- **C.18.a - Value (excl. sponsor support):** $2750000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-06-30      | N/A      | N/A     | $814898000.00      | $839393302.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $1631190400.00     | $795774765.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $1012313500.00     | $1032456360.15     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | N/A      | N/A     | $102070800.00      | $107673627.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $38434880.00       | $29702014.05       | U.S. Treasuries (including strips) |

### Security 165: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $492785835.00
- **C.18.a - Value (excl. sponsor support):** $492785835.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1485973275.00
- **C.18.a - Value (excl. sponsor support):** $1485973275.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YP5, C.4 - ISIN: US3130B6YP51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499992565.00
- **C.18.a - Value (excl. sponsor support):** $499992565.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON08X42
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Moody's Long Rating: A1; Standard & Poor's Long Rating: A; Fitch Long Rating: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1000.00           | $824.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $18275.00          | $6246.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-02-20      | N/A      | N/A     | $20000000.00       | $14940.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1874042.00        | $1616903.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $1692000.00        | $215755.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-15      | N/A      | N/A     | $620000.00         | $642963.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $9144672.00        | $6176406.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $681946.00         | $694738.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1539693.00        | $1164411.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1077374.00        | $1103787.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $1995.00           | $72.86             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | N/A      | N/A     | $2979000.00        | $259328.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | N/A      | N/A     | $241210.00         | $26266.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1177568.00        | $566469.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $2000.00           | $213.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1066942.00        | $998376.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1120488.00        | $600600.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1000.00           | $730.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $1000.00           | $178.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $1100000.00        | $182944.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1826210.00        | $1849344.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | N/A      | N/A     | $1000.00           | $33.93             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $1000.00           | $589.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $1000.00           | $183.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $922059.00         | $974242.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $9200000.00        | $7686705.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $1000.00           | $100.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1016169.00        | $944549.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2551650.00        | $2584082.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $100000000.00      | $16884.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $5000000.00        | $4868240.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $9430000.00        | $9890078.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $1000.00           | $166.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $64424673.00       | $57582.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1000.00           | $1010.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-12-15      | N/A      | N/A     | $1000.00           | $1038.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $1000.00           | $779.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $1000.00           | $76.71             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $1000.00           | $11.11             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2374728.00        | $2356563.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $21000.00          | $19772.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $12116543.00       | $10668970.01       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $49802000.00       | $4550.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $47749998.00       | $14328.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $33619620.00       | $22137.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-15      | N/A      | N/A     | $1418380.00        | $195679.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | N/A      | N/A     | $1000.00           | $109.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $150000000.00      | $10756.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $3080870.00        | $2886324.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $1000.00           | $251.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $271118632.00      | $118708.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $139000.00         | $27602.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1000.00           | $1035.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $96000.00          | $43560.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1008.00           | $1008.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $1000.00           | $2.71              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-15      | N/A      | N/A     | $21250000.00       | $183707.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1078940.00        | $1130140.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $4900000.00        | $4866043.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1615857.00        | $1524508.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1006360.00        | $1055606.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $183408.00         | $179310.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $1539924.00        | $677360.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $1000.00           | $743.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-10-20      | N/A      | N/A     | $30793970.00       | $12804.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $4072000.00        | $3133283.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1634951.00        | $1558750.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4105112.00        | $4235222.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $25999000.00       | $1283541.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | N/A      | N/A     | $99000.00          | $46242.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $56000.00          | $40275.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1560750.00        | $1617058.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $6658360.00        | $3337314.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-16      | N/A      | N/A     | $50000000.00       | $227692.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $3343399.00        | $3489504.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-15      | N/A      | N/A     | $1999.00           | $267.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $300000000.00      | $306437873.61      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $3040609.00        | $2578462.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1508032.00        | $1585864.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $1000.00           | $308.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $1589234.00        | $1264899.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1381938.00        | $1408269.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $1000000.00        | $637540.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-08-20      | N/A      | N/A     | $1003.00           | $87.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1057479.00        | $942468.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-04-20      | N/A      | N/A     | $3465236.00        | $3030711.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $1991.00           | $25.15             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $26110075.00       | $21221500.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-05-15      | N/A      | N/A     | $13000.00          | $12544.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | N/A      | N/A     | $725000.00         | $106629.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $1978000.00        | $33683.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $1000.00           | $50.83             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $404754.00         | $141042.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $2987.00           | $2669.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1000.00           | $1021.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-20      | N/A      | N/A     | $41000.00          | $22203.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $8168.00           | $5331.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $359253.00         | $168673.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-07-15      | N/A      | N/A     | $505423.00         | $525490.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1019035.00        | $1029055.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-12-20      | N/A      | N/A     | $1000.00           | $82.48             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $1000.00           | $1009.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $23339878.00       | $13662974.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | N/A      | N/A     | $13949168.00       | $1321846.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1274665.00        | $1270318.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-07-15      | N/A      | N/A     | $3146776.00        | $3331678.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $119127024.00      | $68644696.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-20      | N/A      | N/A     | $68458137.00       | $33262.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $2902775.00        | $3138006.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $1000.00           | $647.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $2992.00           | $23.16             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $1000.00           | $39.96             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1306865.00        | $1357723.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $1000.00           | $473.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $251573.00         | $253698.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1791362.00        | $1653003.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $1147654.00        | $1228163.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1691840.00        | $1308411.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1380000.00        | $1128455.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $330000.00         | $31213.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $348569.00         | $344482.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1592422.00        | $1628783.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-15      | N/A      | N/A     | $1000.00           | $87.20             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5889200.00        | $6075850.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $252000.00         | $235199.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $1082463.00        | $850553.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $1000.00           | $22.23             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $1000.00           | $136.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1038.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $6904576.00        | $4197377.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | N/A      | N/A     | $99000.00          | $35452.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-09-15      | N/A      | N/A     | $107312.00         | $53726.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-15      | N/A      | N/A     | $1000.00           | $304.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $420000.00         | $111380.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1489335.00        | $1391759.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-15      | N/A      | N/A     | $141000.00         | $52205.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $2000.00           | $102.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $50000000.00       | $10581.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $1000.00           | $877.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1052.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $10969260.00       | $42447.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1879458.00        | $1989783.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $1000.00           | $538.49            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-11-15      | N/A      | N/A     | $7337270.00        | $7226437.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $1039824.00        | $928920.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1093425.00        | $1020010.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $1000.00           | $1020.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | N/A      | N/A     | $1000.00           | $37.13             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1515307.00        | $1516721.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $6604253.00        | $6908425.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1922316.00        | $2025125.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $103993.00         | $74376.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-02-20      | N/A      | N/A     | $24828703.00       | $15688.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1151333.00        | $1178725.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $108714242.00      | $55924538.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1047373.00        | $1071923.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $911413.00         | $36413.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | N/A      | N/A     | $1000.00           | $125.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $1000.00           | $1025.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-16      | N/A      | N/A     | $43549533.00       | $90145.83          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-01-20      | N/A      | N/A     | $50000000.00       | $1411.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-15      | N/A      | N/A     | $13000000.00       | $11964781.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1247063.00        | $1143794.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $998000.00         | $891392.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-15      | N/A      | N/A     | $591512.00         | $602388.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1000.00           | $991.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $106906.00         | $43096.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $7434328.00        | $90928.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $4999024.00        | $5047718.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1000.00           | $1038.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1095029.00        | $1020088.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-25      | N/A      | N/A     | $16895004.00       | $193647.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1159159.00        | $1170926.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | N/A      | N/A     | $367000.00         | $31514.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1131170.00        | $1204666.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1000.00           | $961.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1000.00           | $1037.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $442923.00         | $242172.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2562516.00        | $2604292.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $1000.00           | $999.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $191538.00         | $200434.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $1000.00           | $732.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5217344.00        | $5449675.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | N/A      | N/A     | $708444.00         | $37525.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1576506.00        | $1181304.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1731950.00        | $1500749.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $150050.00         | $151204.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-03-20      | N/A      | N/A     | $5285296.00        | $4706963.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-04-16      | N/A      | N/A     | $30792322.00       | $293360.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $125074.00         | $120691.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1008.00           | $1037.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-15      | N/A      | N/A     | $1059.00           | $216.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5500000.00        | $5514470.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-12-20      | N/A      | N/A     | $1000.00           | $117.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $4998.00           | $5151.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $1000.00           | $1029.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1169910.00        | $480999.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $1220000.00        | $761268.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1771137.00        | $1730035.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $5488895.00        | $539701.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $1000.00           | $68.87             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-07-20      | N/A      | N/A     | $1000.00           | $1065.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1042.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1040555.00        | $1073536.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $1000.00           | $8.04              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $16000000.00       | $13988814.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $1070000.00        | $758522.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | N/A      | N/A     | $1000.00           | $116.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1365211.00        | $1247678.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $1000.00           | $739.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-16      | N/A      | N/A     | $20556114.00       | $114534.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $11167003.00       | $4949.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $80511.00          | $51525.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $375607.00         | $334924.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $488180.00         | $100861.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1043530.00        | $1050175.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-15      | N/A      | N/A     | $1000.00           | $161.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1031.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $1096758.00        | $996813.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1119890.00        | $917439.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $597884.00         | $564856.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-15      | N/A      | N/A     | $1000.00           | $1046.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1000.00           | $479.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $16762014.00       | $6577.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | N/A      | N/A     | $1000.00           | $514.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $1000.00           | $29.05             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-07-20      | N/A      | N/A     | $69768735.00       | $18521.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $3013415.00        | $2431793.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $1000.00           | $634.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $128339.00         | $82066.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $8173776.00        | $63222.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1538632.00        | $1320237.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1297380.00        | $1358447.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $22000000.00       | $11782379.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2206472.00        | $2236803.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $13785124.00       | $192381.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $1000.00           | $31.01             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $3284924.00        | $1228329.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1468090.00        | $1547396.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $9900000.00        | $9680830.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2598547.00        | $2398000.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $199989.00         | $95945.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1060356.00        | $832783.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $6000.00           | $6192.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $700000.00         | $558114.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $4452682.00        | $49945.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-16      | N/A      | N/A     | $2400.00           | $54.11             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1000.00           | $1037.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1986.00           | $2056.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | N/A      | N/A     | $260337.00         | $31814.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $32000000.00       | $4595.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1491911.00        | $1443605.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $58181401.00       | $58402460.70       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4798000.00        | $5061628.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $1001.00           | $2.95              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $27000000.00       | $22886.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $771143.00         | $786607.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2074-08-20      | N/A      | N/A     | $4193824.00        | $4138995.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-15      | N/A      | N/A     | $361000.00         | $158746.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1986403.00        | $2118317.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-11-20      | N/A      | N/A     | $1000.00           | $968.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2082753.00        | $1865772.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-09-20      | N/A      | N/A     | $1000.00           | $816.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1009.00           | $1023.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $1000.00           | $12.56             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | N/A      | N/A     | $2000.00           | $636.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1020503.00        | $1068703.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $3016766.00        | $272706.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-15      | N/A      | N/A     | $615000.00         | $133286.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $220063.00         | $230779.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $314000.00         | $27219.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1000.00           | $1022.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $75000.00          | $53034.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $125256.00         | $125240.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1000.00           | $1070.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1269519.00        | $1314976.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | N/A      | N/A     | $678865.00         | $123352.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $250776115.00      | $252449784.24      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $1000.00           | $1037.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $2590650.00        | $1986181.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1059532.00        | $945929.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1000.00           | $970.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1288021.00        | $1308319.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $999000.00         | $54129.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $17021760.00       | $4263428.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1812637.00        | $1913802.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $94726.00          | $10435.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $3097111.00        | $2447419.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2526944.00        | $2615050.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1857297.00        | $1700177.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1158915.00        | $1182078.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $67788747.00       | $19293.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | N/A      | N/A     | $1000.00           | $174.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3406183.00        | $3539275.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-12-16      | N/A      | N/A     | $38010486.00       | $28783.81          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-09-20      | N/A      | N/A     | $1000.00           | $128.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $28569831.00       | $16205378.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $1000.00           | $36.53             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-07-20      | N/A      | N/A     | $21028840.00       | $7032.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1481266.00        | $1512185.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1154232.00        | $1214089.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $4977.00           | $68.00             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $4318416.00        | $2944426.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $30000000.00       | $341115.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1351304.00        | $1365691.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3564.00           | $3706.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $2185000.00        | $64739.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1486900.00        | $1547093.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $541226.00         | $391801.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1186464.00        | $1225947.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | N/A      | N/A     | $1000.00           | $105.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-15      | N/A      | N/A     | $1000.00           | $898.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $111000.00         | $110137.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $1359000.00        | $46167.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-11-20      | N/A      | N/A     | $1000.00           | $137.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $3402756.00        | $3536726.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-15      | N/A      | N/A     | $2000.00           | $2099.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1979127.00        | $1827845.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-15      | N/A      | N/A     | $100990.00         | $53209.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $1216054.00        | $397540.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1000.00           | $1039.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2797156.00        | $2878802.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $189825324.00      | $49906.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-15      | N/A      | N/A     | $252264.00         | $64141.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $2695341.00        | $2266927.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-10-15      | N/A      | N/A     | $8000.00           | $6925.41           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | N/A      | N/A     | $1000.00           | $444.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $1000.00           | $656.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1352340.00        | $1109138.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $11500000.00       | $10313559.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | N/A      | N/A     | $1000.00           | $146.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $82999.00          | $29163.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1000.00           | $1052.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $1000.00           | $15.91             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $1000000.00        | $173395.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1000.00           | $1012.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $49242167.00       | $34391927.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-15      | N/A      | N/A     | $314000.00         | $110691.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $8224152.00        | $8355366.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $95097861.00       | $37984.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $2125000.00        | $1778729.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $1884.00           | $23.84             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $13091.00          | $12567.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-15      | N/A      | N/A     | $1791050.00        | $1890723.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-20      | N/A      | N/A     | $1024.00           | $100.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $5159205.00        | $5401847.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1219000.00        | $895384.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $6071.00           | $6383.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-20      | N/A      | N/A     | $28720000.00       | $115890.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-04-20      | N/A      | N/A     | $47042709.00       | $4969.05           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $18838.00          | $1692.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | N/A      | N/A     | $450016.00         | $53272.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $499000.00         | $40301.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $98172.00          | $11753.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $2828176.00        | $2987770.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $1098000.00        | $688850.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $308608.00         | $317729.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $66000.00          | $27931.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $1000.00           | $970.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $244678.00         | $252724.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $26000000.00       | $9757499.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $10098072.00       | $10418127.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-08-15      | N/A      | N/A     | $2217768.00        | $2259791.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1080100.00        | $779401.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-04-20      | N/A      | N/A     | $58013355.00       | $20259.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $16834848.00       | $115843.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1003950.00        | $1045132.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2919654.00        | $3036472.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-15      | N/A      | N/A     | $1000.00           | $34.08             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1103645.00        | $1133254.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $89000.00          | $79697.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-06-20      | N/A      | N/A     | $27116857.00       | $12098.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $16000000.00       | $13110431.89       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $1000.00           | $62.62             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $2271840.00        | $2289844.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $84000.00          | $55299.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $75978.00          | $60606.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-06-20      | N/A      | N/A     | $1000.00           | $67.88             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-04-20      | N/A      | N/A     | $108719717.00      | $11700.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | N/A      | N/A     | $1000.00           | $189.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1176544.00        | $1126964.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1954952.00        | $1853238.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2785120.00        | $2876721.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $1000.00           | $137.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2874512.00        | $2930928.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $2624320.00        | $1730153.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $239056718.00      | $48021.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3696904.00        | $3771925.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $1000.00           | $55.92             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1492579.00        | $1229434.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $526288.00         | $456201.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $1008.00           | $297.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $1000.00           | $234.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3747448.00        | $3846898.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $1000.00           | $1060.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $64803456.00       | $36910921.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1024.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1037.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $1979.00           | $53.79             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $1000.00           | $43.09             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $5030490.00        | $2242881.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $45502.00          | $28349.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-15      | N/A      | N/A     | $1000.00           | $105.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1032.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $158008.00         | $20535.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1000.00           | $1018.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-07-20      | N/A      | N/A     | $4003168.00        | $42812.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-08-20      | N/A      | N/A     | $192217675.00      | $74624.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | N/A      | N/A     | $224000.00         | $44945.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1110765.00        | $1123969.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $1400000.00        | $1245180.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $350000.00         | $46672.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | N/A      | N/A     | $24993.00          | $2755.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $2000.00           | $2110.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-25      | N/A      | N/A     | $9000000.00        | $8590770.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-04-20      | N/A      | N/A     | $3873564.00        | $3535609.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $1000.00           | $1016.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-15      | N/A      | N/A     | $2000.00           | $2081.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $2000.00           | $23.35             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-07-15      | N/A      | N/A     | $823902.00         | $892024.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $272505.00         | $282978.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $1000.00           | $940.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $1000.00           | $34.12             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1092500.00        | $1133922.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $9500000.00        | $9203202.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | N/A      | N/A     | $1000.00           | $134.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $22000000.00       | $280966.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1322555.00        | $1012630.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-01-20      | N/A      | N/A     | $1000.00           | $866.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | N/A      | N/A     | $51360008.00       | $4768171.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $600000.00         | $593401.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $50104293.00       | $3485.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3375280.00        | $3449156.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $67563765.00       | $25388.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $4484368.00        | $4772222.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $38000.00          | $35992.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-12-15      | N/A      | N/A     | $1000.00           | $941.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $16028396.00       | $13512944.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $15131096.00       | $10627.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $1000.00           | $43.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1176875.00        | $1227193.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1200000.00        | $822427.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | N/A      | N/A     | $393854.00         | $32237.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-25      | N/A      | N/A     | $10896933.00       | $10014922.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $14000000.00       | $11629249.01       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $1000.00           | $70.58             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | N/A      | N/A     | $304000.00         | $99845.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $1000.00           | $591.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1045248.00        | $920648.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | N/A      | N/A     | $2000.00           | $52.89             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $5156.00           | $491.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1005407.00        | $1044505.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1182603.00        | $1172235.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $4066000.00        | $1973137.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1984436.00        | $1325412.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $1000.00           | $99.70             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $1000.00           | $1015.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $53000000.00       | $9086076.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $2000000.00        | $1611786.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $3247780.00        | $3287211.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $99460.00          | $100616.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $221410364.00      | $109064849.99      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | N/A      | N/A     | $1024.00           | $83.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $16000000.00       | $13720700.91       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $5542860.00        | $5697809.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1017.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $8000000.00        | $6509406.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $1000.00           | $1014.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $200000.00         | $170526.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1042.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $67060895.00       | $4674.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | N/A      | N/A     | $9083000.00        | $634595.44         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2030-02-25      | N/A      | N/A     | $1000.00           | $999.11            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $3422944.00        | $3396906.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2459984.00        | $2565004.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1024.00           | $1032.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $754008.00         | $578050.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1117494.00        | $1053622.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $1499000.00        | $81006.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $24000000.00       | $18105342.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3822772.00        | $3962707.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $232713257.00      | $17017.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $901092229.00      | $862339697.06      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2000.00           | $2033.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1000.00           | $1018.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $1000.00           | $1016.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1657941.00        | $1470617.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $163642.00         | $166857.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2072-01-20      | N/A      | N/A     | $20659168.00       | $22770166.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-04-20      | N/A      | N/A     | $100000000.00      | $24779.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1128118.00        | $730987.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1161234.00        | $1122323.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1228858.00        | $1180687.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $52500000.00       | $32046513.30       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $1000.00           | $140.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $1900000.00        | $1063040.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $1000.00           | $607.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $605894.00         | $60948.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $129408.00         | $128172.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $543915.00         | $570863.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $1001.00           | $28.03             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-04-20      | N/A      | N/A     | $21581990.00       | $203249.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2659595.00        | $2693205.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $1563800.00        | $1084842.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $28976392.00       | $10259.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $118341.00         | $51910.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $1000.00           | $94.33             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $30000000.00       | $803.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $24519419.00       | $284373.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $2806820.00        | $212236.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1246940.00        | $1001757.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $2300000.00        | $1372328.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | N/A      | N/A     | $408229.00         | $36805.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2600156.00        | $2660855.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-10-20      | N/A      | N/A     | $51500000.00       | $9934.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $260648891.00      | $85999.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-03-20      | N/A      | N/A     | $4286656.00        | $4106259.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1337575.00        | $1258970.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $1241000.00        | $636551.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $445514.00         | $63870.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1000.00           | $1037.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-02-20      | N/A      | N/A     | $5270232.00        | $4631142.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $2977604.00        | $1541119.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-15      | N/A      | N/A     | $90000.00          | $31522.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $51000000.00       | $13455590.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $624350.00         | $426051.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $5000000.00        | $2232914.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $1000.00           | $173.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $1000.00           | $258.27            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $10145712.00       | $10005389.11       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4538259.00        | $4682097.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $1000.00           | $553.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $543269.00         | $45428.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $35285000.00       | $16545.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-01-15      | N/A      | N/A     | $18000.00          | $18592.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $40000000.00       | $5738.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-20      | N/A      | N/A     | $1000.00           | $25.96             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | N/A      | N/A     | $53108302.00       | $6021843.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5538416.00        | $5713943.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1076739.00        | $1084595.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2896547.00        | $3060132.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $3983440.00        | $2057365.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-05-15      | N/A      | N/A     | $1000.00           | $964.97            | Agency Mortgage-Backed Securities         |

### Security 169: MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: JBONEPAGQXF4QP29B387, C.5 - Other ID: ORL001SE0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Long Rating: A-; Moody's Long Rating: A1; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A; Fitch Short Rating: F1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $51987000.00       | $53110183.81       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-20      | N/A      | N/A     | $22500000.00       | $1285376.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $43999900.00       | $553435.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONA    | 2044-07-20      | N/A      | N/A     | $30000000.00       | $2054293.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-02-20      | N/A      | N/A     | $50000000.00       | $4217516.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $100000000.00      | $11838190.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $25000000.00       | $653597.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-05-20      | N/A      | N/A     | $25000000.00       | $875512.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $35000000.00       | $1943249.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONA    | 2044-08-20      | N/A      | N/A     | $90000000.00       | $6618724.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $100000000.00      | $9828147.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $40000000.00       | $27151793.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | N/A      | N/A     | $150000000.00      | $24996042.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-09-20      | N/A      | N/A     | $20000000.00       | $1549979.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $35000000.00       | $2624630.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $70000000.00       | $70277060.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONA    | 2044-07-20      | N/A      | N/A     | $30000000.00       | $2076273.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $50000000.00       | $14751078.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $100000000.00      | $56968028.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-20      | N/A      | N/A     | $87500000.00       | $4134351.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $149999900.00      | $7408387.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $309998000.00      | $84741332.27       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $224996800.00      | $18061901.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-04-20      | N/A      | N/A     | $100000000.00      | $6102502.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-20      | N/A      | N/A     | $75000000.00       | $3462235.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $50000000.00       | $31285192.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $100000000.00      | $61679187.00       | Agency Mortgage-Backed Securities |

### Security 170: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005UT0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: NR; Fitch Long Rating: AA; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $276000.00         | $214106.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $3500000.00        | $25412.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3043512.00        | $3072713.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $50000.00          | $13644.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $744560.00         | $776225.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-25      | N/A      | N/A     | $1280000.00        | $641456.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $2423596.00        | $2536192.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $15732560.00       | $16262098.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $20996.00          | $5241.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $2462404.00        | $1895025.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2412820.00        | $2412817.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $600000.00         | $292082.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $1002166.00        | $3998.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1144000.00        | $971555.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $411500.00         | $2425.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $8738608.00        | $8235209.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $8000000.00        | $10499407.13       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $46326640.00       | $46079629.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $1340544.00        | $1023231.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $13000.00          | $202.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $47047.00          | $46598.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $45534976.00       | $44022181.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $499678.00         | $296177.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-15      | N/A      | N/A     | $8800000.00        | $11621299.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $460000.00         | $321316.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $28705.00          | $28265.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $359964.00         | $65603.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1244572.00        | $1277196.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $40000.00          | $32159.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $1394492.00        | $146881.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2309184.00        | $2387041.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $941739.00         | $942045.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-25      | N/A      | N/A     | $24716000.00       | $20084142.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $250000.00         | $103557.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $28013.00          | $17613.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $1620812.00        | $1004471.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $1000000.00        | $261560.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $3500000.00        | $3632125.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $6678960.00        | $6991806.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1189186.00        | $998927.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $500000.00         | $457227.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $4580808.00        | $2903591.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $240042752.00      | $130543058.38      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $400000.00         | $81419.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1037349.00        | $1061254.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $962765.00         | $1003029.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $262631424.00      | $139511444.62      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $999303.00         | $111350.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $74999000.00       | $15734929.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $30500000.00       | $23875327.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5553288.00        | $5729971.48        | Agency Mortgage-Backed Securities         |

### Security 171: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275247384.50
- **C.18.a - Value (excl. sponsor support):** $275247384.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4HW4, C.4 - ISIN: US3130B4HW48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $861965387.70
- **C.18.a - Value (excl. sponsor support):** $861965387.70
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: 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 173: WELLS FARGO BANK N.A. (REPO)

- **C.1 - Title:** WELLS FARGO BANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WFC02G64
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Fitch Long Rating: AA-; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 MORT | 2034-11-01      | N/A      | N/A     | $2886178.00        | $401691.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $7211.00           | $6869.93           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $1000.00           | $861.49            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $6575724.00        | $816484.38         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $500414.55         | $331685.27         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $2329818.00        | $759213.81         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $70026600.00       | $66332656.64       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $27000.00          | $19865.77          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $12900244.00       | $4106266.23        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $995800.00         | $976823.07         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $6226994.00        | $880341.93         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $1267650000.00     | $1301457192.37     | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $100.00            | $99.15             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $14384641.00       | $2060790.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $20243.00          | $15971.69          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $100.00            | $102.35            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $5090811.00        | $962995.32         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-03-31      | N/A      | N/A     | $8889000.00        | $9154805.38        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $5100.00           | $2442.04           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $50000000.00       | $50723581.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-15      | N/A      | N/A     | $197548900.00      | $200582179.20      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $12050500.00       | $9012114.69        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $1107.00           | $981.62            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $165000.00         | $156347.15         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $995106.00         | $580820.44         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $1000.00           | $1033.49           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $190000000.00      | $164240853.17      | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $1009083.00        | $602373.14         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-12-23      | N/A      | N/A     | $5023600.00        | $4958403.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-11-15      | N/A      | N/A     | $649997000.00      | $564110685.10      | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $1150781.00        | $199355.18         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $20000.00          | $20250.77          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $900.00            | $906.44            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $1509368.00        | $742957.24         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-10-21      | N/A      | N/A     | $3988900.00        | $3964567.71        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1079370.00        | $860026.87         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $100.00            | $85.81             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $728165.79         | $530194.26         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $199306000.00      | $206318213.29      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $13490000.00       | $12643500.95       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $50000000.00       | $50838592.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $13000000.00       | $13376666.04       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-04-30      | N/A      | N/A     | $108000000.00      | $114249225.71      | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $1655899.00        | $988549.04         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-07-31      | N/A      | N/A     | $360000.00         | $362934.78         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $2837235.00        | $1688771.58        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-06-15      | N/A      | N/A     | $9000.00           | $9229.48           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $7457377.00        | $1132319.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-10-20      | N/A      | N/A     | $44492.00          | $79.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $325229.00         | $284143.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3244943.00        | $3254721.91        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-03-31      | N/A      | N/A     | $158700000.00      | $164209816.90      | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $2509799.00        | $2286836.23        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $1400.00           | $1439.47           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $1500000.00        | $527335.88         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $700.00            | $1016.99           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-12-31      | N/A      | N/A     | $2000000.00        | $2085933.91        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $10390000.00       | $10027582.40       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $3906736.00        | $448180.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $25125744.00       | $2246572.01        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $42280000.00       | $43165392.58       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $1424743.00        | $129783.54         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $200.00            | $178.78            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $30000000.00       | $30406221.15       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-06-30      | N/A      | N/A     | $12000000.00       | $12360712.18       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $1000.00           | $1026.89           | U.S. Treasuries (including strips)        |

### Security 174: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $491406250.00
- **C.18.a - Value (excl. sponsor support):** $491406250.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Fitch Long Rating: 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 175: METROPOLITAN LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** METROPOLITAN LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QT002Q42
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA-; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Fitch Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $205000000.00      | $75226232.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $53937836.00       | $29207966.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $65000000.00       | $29790848.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $314999953.00      | $131696579.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $125000000.00      | $53068375.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $105000000.00      | $29766048.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $75000000.00       | $74997228.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $200000000.00      | $54707354.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $175500000.00      | $57853443.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $100000000.00      | $33870424.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $507000000.00      | $219737790.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $120000000.00      | $43396821.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $45000000.00       | $17427739.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $100000000.00      | $46495255.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $254589700.00      | $90987942.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $74650000.00       | $31892635.89       | U.S. Treasuries (including strips) |

### Security 176: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25QW2
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Fitch Long Rating: A+
- **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 MORT | 2044-09-01      | N/A      | N/A     | $706398.00         | $53798.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $20221120.00       | $1755736.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $651750.00         | $111375.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $67000.00          | $52532.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3537704.00        | $3706282.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $518314.00         | $209985.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $3569628.00        | $2162349.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $189113.00         | $147398.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $1355006.00        | $480022.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $75822080.00       | $51465541.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $1200000.00        | $349058.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $2045000.00        | $434260.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $3551776.00        | $1900567.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $1813724.00        | $1047183.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $4889416.00        | $4448362.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $19512480.00       | $20474497.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $1150644.00        | $254561.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | N/A      | N/A     | $1803202.00        | $253106.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $7938350.00        | $8180929.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | N/A      | N/A     | $1216388.00        | $513429.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1379906.00        | $831067.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2100000.00        | $1807472.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $1630000.00        | $372570.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1314900.00        | $1352836.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $1500000.00        | $308132.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $4700000.00        | $3552519.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1011438.00        | $989920.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $199483.00         | $30181.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $8000000.00        | $5143524.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $53000.00          | $5983.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $413995.00         | $307119.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $19862432.00       | $16453697.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $58149840.00       | $58599351.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $1350000.00        | $1074488.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2382392.00        | $2473111.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $4613256.00        | $797086.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $2326752.00        | $1359536.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $9090336.00        | $7570519.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1256540.00        | $1283496.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2503000.00        | $1783689.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $1225000.00        | $261260.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1270546.00        | $1327327.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $1302530.00        | $53121.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1391160.00        | $1437954.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2443884.00        | $1862708.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $6744920.00        | $3892444.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $30000.00          | $17517.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2301944.00        | $2408781.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $160922.00         | $42264.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $31789152.00       | $27035025.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-15      | N/A      | N/A     | $68000.00          | $23971.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $216659.00         | $39299.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $5006544.00        | $5160417.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $161457.00         | $90205.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1434950.00        | $1374242.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3394268.00        | $3435006.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $400000.00         | $309224.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $56951.00          | $44756.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $931000.00         | $244990.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $100000.00         | $63744.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $20000000.00       | $3005461.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $1725000.00        | $1089671.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-09-01      | N/A      | N/A     | $4000000.00        | $31085.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-06-01      | N/A      | N/A     | $3715240.00        | $1710951.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1828364.00        | $1563825.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1083930.00        | $1131528.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $367529.00         | $301506.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $202585.00         | $37081.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $8757680.00        | $6920361.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-15      | N/A      | N/A     | $43563.00          | $36700.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1338960.00        | $560634.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-01-15      | N/A      | N/A     | $5450000.00        | $5093558.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $425000.00         | $275995.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $555000.00         | $81717.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1195000.00        | $883395.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $2155000.00        | $214964.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1115000.00        | $346407.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $5937000.00        | $6073654.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $29047552.00       | $27085971.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $4022088.00        | $4202913.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $2385100.00        | $393101.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $19260448.00       | $19424965.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $143192576.00      | $146584370.99      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $1212500.00        | $322366.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $406400.00         | $413360.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3959352.00        | $4079028.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $312750.00         | $179098.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $4462200.00        | $1252575.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-16      | N/A      | N/A     | $101257856.00      | $86679330.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1700000.00        | $1402738.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $40027584.00       | $10560682.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $4105976.00        | $493118.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $3800000.00        | $2851086.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2437416.00        | $2542917.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1589598.00        | $1641442.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $2465944.00        | $2161685.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $478814.00         | $322904.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $1810000.00        | $417488.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-10-01      | N/A      | N/A     | $603014.00         | $38989.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $3994992.00        | $1480602.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $20386176.00       | $20951119.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $2363000.00        | $2131697.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1839462.00        | $1921315.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1990000.00        | $1506359.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $900000.00         | $774256.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $18130300.00       | $15616869.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $695778.00         | $525974.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $20000000.00       | $443822.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1770204.00        | $1841917.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $2641808.00        | $2665882.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $4604128.00        | $120439.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $1341584.00        | $639638.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-20      | N/A      | N/A     | $207000.00         | $29271.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $5050000.00        | $4357494.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $575000.00         | $366524.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $135000.00         | $82912.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | N/A      | N/A     | $4015792.00        | $1844253.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $6849360.00        | $4000264.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-15      | N/A      | N/A     | $5545000.00        | $148671.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $50954.00          | $41588.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $4698336.00        | $3447727.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1001450.00        | $1047756.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $6528500.00        | $6780391.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $6156112.00        | $5362672.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $90000.00          | $50281.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2334312.00        | $2391400.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $4100000.00        | $1752391.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1887338.00        | $1433768.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $16398592.00       | $2013101.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $93000.00          | $44633.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $6158784.00        | $3495211.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $2350000.00        | $279912.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $2398496.00        | $27320.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $767740.00         | $467553.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $1048000.00        | $99883.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $8711680.00        | $7589848.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $6465840.00        | $47148.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2221304.00        | $2337212.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-06-15      | N/A      | N/A     | $4500000.00        | $4425355.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $2900000.00        | $2846849.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $2739008.00        | $1995030.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $33033216.00       | $24765083.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $26242272.00       | $26705713.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | N/A      | N/A     | $3635000.00        | $789347.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | N/A      | N/A     | $17622360.00       | $2934813.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $2245936.00        | $2340174.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $41978640.00       | $38841417.05       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1742250.00        | $1778529.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3585452.00        | $3709198.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-09-15      | N/A      | N/A     | $5278000.00        | $4771340.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $19065312.00       | $25086.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | N/A      | N/A     | $9905664.00        | $229521.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $13317184.00       | $13342765.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1815094.00        | $1901503.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | N/A      | N/A     | $13141888.00       | $1529646.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1002646.00        | $541633.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2583020.00        | $2665770.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $1159720.00        | $1114150.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $37372928.00       | $411967.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $108209408.00      | $90965597.08       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-09-15      | N/A      | N/A     | $4636700.00        | $4191602.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1729232.00        | $1768118.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $1453455.00        | $16076.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $3936270.00        | $319676.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1017846.00        | $1056720.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $1067000.00        | $189698.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $132000.00         | $105685.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $4084448.00        | $3078251.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $17000000.00       | $1641543.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $12100720.00       | $12003679.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $3696388.00        | $738669.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $925000.00         | $32530.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $917202.00         | $47049.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $125000.00         | $17979.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $24214960.00       | $24159795.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $825347.00         | $65507.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $16201440.00       | $7848720.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $1925130.00        | $608607.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1287502.00        | $1339880.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $3369236.00        | $3272145.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $20000000.00       | $2008133.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $3628068.00        | $2703919.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $490000000.00      | $394639097.75      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1116720.00        | $1167370.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-20      | N/A      | N/A     | $298000.00         | $63153.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $3397452.00        | $3484314.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $1867894.00        | $1205743.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-16      | N/A      | N/A     | $520000.00         | $458201.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2800804.00        | $2911812.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $1930000.00        | $1602479.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $1086240.00        | $104700.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2136296.00        | $2228251.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2378492.00        | $2483589.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $9498832.00        | $9251498.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1381174.00        | $725971.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $1258000.00        | $185310.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $527425.00         | $519973.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $9309088.00        | $7915926.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $1314000.00        | $530371.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $3375000.00        | $401694.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $607920.00         | $63617.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $7840000.00        | $8121023.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1405000.00        | $1357125.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | N/A      | N/A     | $4180000.00        | $370645.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $1506560.00        | $1527597.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $1683000.00        | $280152.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $27150000.00       | $4028236.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $1718572.00        | $1052713.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $2075984.00        | $293468.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $7369416.00        | $6505932.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $247895.00         | $204837.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1689476.00        | $1761479.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $500000.00         | $268798.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $54571.00          | $44928.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $2369000.00        | $2362494.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $2493000.00        | $433332.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $6417632.00        | $6563149.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $865938.00         | $879611.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $197000.00         | $29869.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $3218888.00        | $471118.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $4406600.00        | $3287305.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $26757088.00       | $10010988.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | N/A      | N/A     | $310000.00         | $33640.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $6000000.00        | $432104.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3122124.00        | $3182800.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $10675200.00       | $347255.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $1621102.00        | $257419.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $216878848.00      | $107175696.39      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1653614.00        | $1702989.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $51057984.00       | $11102706.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $31521056.00       | $28261334.77       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $1661924.00        | $1031996.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $4201800.00        | $4223590.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $719562.00         | $182702.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $3575000.00        | $1468522.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $894200.00         | $135164.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $1512000.00        | $282411.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $2332796.00        | $1654742.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $1922534.00        | $146631.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $566058.00         | $540476.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $50000000.00       | $7634002.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $172000.00         | $108533.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $211197.00         | $177567.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1198754.00        | $1248802.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $167000.00         | $26488.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $175994624.00      | $13008905.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-07-01      | N/A      | N/A     | $5000000.00        | $139353.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $153011.00         | $18273.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $581950.00         | $576418.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1332162.00        | $1384949.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $47822.00          | $29828.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $75126784.00       | $74605113.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $798000.00         | $474474.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $21362559.00       | $19302145.39       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $57027840.00       | $10953126.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $7147136.00        | $5058778.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $370000.00         | $285341.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $473183.00         | $452378.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-07-15      | N/A      | N/A     | $3014648.00        | $39341.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $2034000.00        | $862056.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $9805024.00        | $8192704.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $121000.00         | $20610.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $270000.00         | $250177.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $6455000.00        | $1509357.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-16      | N/A      | N/A     | $100020800.00      | $4480058.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $233170.00         | $27249.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $3507936.00        | $2118518.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $377710.00         | $287995.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $292696064.00      | $255356938.90      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | N/A      | N/A     | $681000.00         | $97684.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1100000.00        | $918963.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $11964928.00       | $11094733.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $3295260.00        | $3244992.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $314179.00         | $326813.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $2883000.00        | $1805229.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $5002952.00        | $4290136.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $4912104.00        | $5172473.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $500000.00         | $314144.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $107861888.00      | $89017824.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $73672064.00       | $70195693.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $19099200.00       | $19895619.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $3131992.00        | $2782260.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $5477856.00        | $5703037.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1263922.00        | $1316148.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $71845000.00       | $7881538.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $3382632.00        | $2488090.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $4700000.00        | $996735.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $887525.00         | $561587.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | N/A      | N/A     | $1548294.00        | $402231.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $8306624.00        | $6127214.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $6438480.00        | $6513847.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | N/A      | N/A     | $804689.00         | $526217.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $354665.00         | $293041.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $3090000.00        | $1294484.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $3717196.00        | $763599.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $21800960.00       | $22249946.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $3364184.00        | $500061.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $5846650.00        | $6080518.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $200000.00         | $129642.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $10975616.00       | $1568648.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1674284.00        | $1742014.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $64000.00          | $48412.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $394241.00         | $374752.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $200000.00         | $129795.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $99000.00          | $67368.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $1438270.00        | $835151.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $3820200.00        | $2982468.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $100000.00         | $64041.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $1047308.00        | $451416.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $332539904.00      | $218921945.03      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $5200000.00        | $3767786.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $5300000.00        | $3988484.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1402770.00        | $1442331.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2307688.00        | $1897077.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $8503408.00        | $7638222.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4443660.00        | $4625184.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $9030784.00        | $9278459.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $11467856.00       | $3005547.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $42551.00          | $17886.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1735136.00        | $1788311.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $288007.00         | $25242.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-01      | N/A      | N/A     | $13135000.00       | $2134754.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1158876.00        | $1172510.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-16      | N/A      | N/A     | $72009856.00       | $58375614.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $110000.00         | $36192.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $9559000.00        | $1987822.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $662111.00         | $461504.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $9965792.00        | $9963775.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $10730160.00       | $10101527.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $75000.00          | $21971.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1153600.00        | $1009806.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $17859488.00       | $6127709.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $760666.00         | $735742.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $6210980.00        | $3790264.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $3473212.00        | $2649988.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1056080.00        | $1044755.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $2019216.00        | $57336.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $5000000.00        | $4125469.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $1883400.00        | $283538.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1100142.00        | $663852.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $170000.00         | $105777.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $11000.00          | $8679.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1900274.00        | $1978523.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1291704.00        | $1349188.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1048170.00        | $277059.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $10267760.00       | $9977426.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $2086000.00        | $426012.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | N/A      | N/A     | $1131420.00        | $866678.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $4170008.00        | $4158703.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $6038260.00        | $47988.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $300000.00         | $127202.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $393819.00         | $396500.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2006832.00        | $1911691.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $185000.00         | $147328.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $739429.00         | $132639.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2402284.00        | $2481684.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-12-01      | N/A      | N/A     | $219125504.00      | $565219.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1516610.00        | $1366704.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $49000.00          | $29286.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $250000000.00      | $176341461.80      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $1229504.00        | $522485.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $62392512.00       | $1058043.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $23708672.00       | $24169660.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $11207520.00       | $11707898.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $2010648.00        | $1930305.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $1100000.00        | $349113.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $3953404.00        | $3178169.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1235872.00        | $1287596.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $9943104.00        | $7750180.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1079132.00        | $1131820.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $2520000.00        | $1715633.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2451556.00        | $2485987.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $23000000.00       | $3323735.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $46400000.00       | $6618271.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | N/A      | N/A     | $1259992.00        | $384592.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $6859240.00        | $7139478.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $200000.00         | $182878.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $2124364.00        | $578418.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $22578912.00       | $22444979.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $2451000.00        | $208132.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $7701960.00        | $8031463.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $11353904.00       | $7338420.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $10082360.00       | $8737711.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $10948576.00       | $7011472.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $6161752.00        | $6424003.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $5774400.00        | $5238072.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $200000.00         | $6416.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $1245000.00        | $346439.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $1350000.00        | $230087.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $1878000.00        | $407359.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1178672.00        | $968894.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $3170000.00        | $183466.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1757798.00        | $1800179.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $24509.00          | $8811.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-05-20      | N/A      | N/A     | $2564744.00        | $369484.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2912330.00        | $3034060.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $53000.00          | $31760.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $4785000.00        | $1013639.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $5819064.00        | $41078.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $11323104.00       | $9637971.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $3109750.00        | $2639501.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $2500000.00        | $384602.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-05-15      | N/A      | N/A     | $11500000.00       | $12091522.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | N/A      | N/A     | $970000.00         | $149145.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $500000.00         | $46658.13          | Agency Mortgage-Backed Securities         |

### Security 177: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXH27, C.4 - ISIN: US3130AXH277, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $950051129.00
- **C.18.a - Value (excl. sponsor support):** $950051129.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Long Rating: 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? No, C.23 Categorized at Level 3? No

### Security 178: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CT6
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA
- **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 MOR | 2049-10-01      | N/A      | N/A     | $700000.00         | $119846.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $11881434.00       | $11116647.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1180543.00        | $1143194.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1654062.00        | $1123832.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $40974016.00       | $25211045.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $700000.00         | $631838.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $4284340.00        | $4047328.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $286000.00         | $96008.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $1101000.00        | $166614.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $100000.00         | $83575.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $48681.00          | $26737.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $42774647.00       | $28241837.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $200000.00         | $170943.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $1463144.00        | $265063.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $2118117.00        | $1903487.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $13632160.00       | $10708829.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $348000.00         | $33961.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $594000.00         | $109265.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $46502960.00       | $32430937.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $500000.00         | $72388.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $934070.00         | $810407.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $55455552.00       | $13855865.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $2500000.00        | $2034189.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $4400000.00        | $3672222.90        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $2000000.00        | $1934552.97        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $407200.00         | $55769.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $943276.00         | $430887.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $28086083.00       | $25944407.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $353060.00         | $33636.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $17451221.00       | $16991688.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $27996545.00       | $24238177.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $2689624.00        | $54604.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $120999.00         | $21295.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2135845.00        | $2175211.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $213977.00         | $131227.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $4765827.00        | $2610950.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $6228000.00        | $3795564.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $25284864.00       | $21751393.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $22286400.00       | $22417094.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $821006.00         | $62127.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-25      | N/A      | N/A     | $3830998.00        | $3815772.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $13873146.00       | $506889.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $4639423.00        | $983517.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $171148.00         | $90759.86          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $76300.00          | $110417.72         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $2000000.00        | $37272.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $30143615.00       | $31844515.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $676000.00         | $213250.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $63020.00          | $28183.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1011007.00        | $881031.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $38374284.00       | $8902980.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $23272000.00       | $13245150.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $750192.00         | $68953.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $998989.00         | $138720.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $55366592.00       | $12304740.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | N/A      | N/A     | $2030000.00        | $47889.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $30827330.00       | $29903060.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $518000.00         | $383315.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $165521.00         | $166607.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | N/A      | N/A     | $6500000.00        | $5838619.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $452000.00         | $348763.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $63543.00          | $49594.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $71680.00          | $49193.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $1000.00           | $819.36            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $85000.00          | $40635.69          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $1009700.00        | $1051475.73        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $306716.00         | $182730.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $300000.00         | $59098.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $1000.00           | $500.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $2750057.00        | $29541.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $1147750.00        | $120433.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $16166400.00       | $8607788.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $127000.00         | $73761.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $477000.00         | $45865.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $254000.00         | $202533.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $234000.00         | $26969.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $100000.00         | $76413.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $18682412.00       | $18966024.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $760000.00         | $502030.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $85484000.00       | $14654984.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $9955501.00        | $6877704.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $504000.00         | $69867.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $14113327.00       | $12157775.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | N/A      | N/A     | $4500000.00        | $3314869.80        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $83000.00          | $12751.28          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-01-15      | N/A      | N/A     | $9900.00           | $11901.64          | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $874124.00         | $881159.54         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $118100.00         | $124331.29         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $5209528.00        | $2065128.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $2530000.00        | $49481.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $164000.00         | $86904.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $48593361.00       | $41624709.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $499977.00         | $310818.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $1071505.00        | $905227.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $581599.00         | $113106.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $500000.00         | $187355.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $198000.00         | $31440.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $880000.00         | $788797.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $67117.00          | $13589.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1368199.00        | $1424555.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $1526.00           | $19.88             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $189872.00         | $165053.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $1219470.00        | $27543.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $7600000.00        | $6672749.25        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $1943742.00        | $178912.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $100000.00         | $59234.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $900000.00         | $683938.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $13746832.00       | $13178802.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $479195.00         | $51387.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $67043141.00       | $12915578.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2197577.00        | $2248665.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $9209877.00        | $7297939.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $700000.00         | $487018.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $1000.00           | $109.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $37178.00          | $31659.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1008758.00        | $925793.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2295860.00        | $2360891.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1873694.00        | $1456262.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $33328.00          | $29593.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1189447.00        | $1074070.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $1534998.00        | $71042.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $44000.00          | $30656.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1040767.00        | $1047565.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $508002.00         | $39032.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $13848322.00       | $13586990.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $2139000.00        | $1286987.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $2803014.00        | $390623.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $298000.00         | $92082.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1377697.00        | $1394625.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $1043488.00        | $121042.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $935000.00         | $36284.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $165000.00         | $117541.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $324276.00         | $31553.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $700000.00         | $523474.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $56057792.00       | $12548954.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $112103.00         | $82507.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-01      | N/A      | N/A     | $4169622.00        | $848248.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $300000.00         | $59669.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1270919.00        | $950285.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $60000.00          | $44915.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $174731.00         | $166651.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $296000.00         | $168549.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $5091437.00        | $3754656.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $2705883.00        | $2501565.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $2705082.00        | $2190159.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $10318.00          | $9530.57           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $501429.00         | $50210.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $400000.00         | $40985.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $200000.00         | $147758.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $19589578.00       | $18842887.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $2009047.00        | $1953936.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-25      | N/A      | N/A     | $1087.00           | $1050.93           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1444541.00        | $1459246.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1182824.00        | $1138394.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $227413.00         | $28003.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $747837.00         | $577915.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $95409.00          | $48834.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-15      | N/A      | N/A     | $8434506.00        | $6673844.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $113664.00         | $65846.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $69996.00          | $6359.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $2565000.00        | $1795821.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1239823.00        | $1039751.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $175000.00         | $28896.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $9434.00           | $5130.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $2353129.00        | $709891.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $8000.00           | $5235.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $7750000.00        | $6156323.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | N/A      | N/A     | $2000000.00        | $52239.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $400000.00         | $41770.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $33326208.00       | $30324837.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1575574.00        | $1527855.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $2115104.00        | $1073825.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $180000.00         | $39519.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $455000.00         | $85284.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $121276942.00      | $12526101.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $118879156.00      | $13869092.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $30062.00          | $26339.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-25      | N/A      | N/A     | $14205000.00       | $11746098.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $1320000.00        | $522357.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | N/A      | N/A     | $22104080.00       | $20995190.96       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $33851904.00       | $25170914.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $9184992.00        | $7277829.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-15      | N/A      | N/A     | $27363083.00       | $25184101.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $13289984.00       | $12860047.43       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $2900000.00        | $3696377.81        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $8607792.00        | $119092.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $225000.00         | $137921.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2021682.00        | $2079867.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1208588.00        | $1220445.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $5921371.00        | $5066973.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-25      | N/A      | N/A     | $74578940.00       | $7281357.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $9614043.00        | $9461436.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $8349198.00        | $8512489.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $7880926.00        | $8043421.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $2740281.00        | $2136678.83        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $169581600.00      | $224850862.87      | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $110000.00         | $89426.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $5743300.00        | $3727242.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1601961.00        | $1356451.95        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $5000000.00        | $4571719.62        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-08-25      | N/A      | N/A     | $10700000.00       | $9620922.15        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $6408161.00        | $6527921.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $22064599.00       | $22053233.28       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | N/A      | N/A     | $9631399.00        | $8690337.85        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1930.00           | $2033.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $250000.00         | $40337.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $7000000.00        | $5668614.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-09-25      | N/A      | N/A     | $32304834.00       | $30835934.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $828000.00         | $592017.27         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $2973700.00        | $2949040.60        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $354998.00         | $34136.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $28120469.00       | $27104159.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $53950900.00       | $44207474.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1098675.00        | $836034.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1469466.00        | $1297425.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-25      | N/A      | N/A     | $36884900.00       | $33899394.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $40009.00          | $25116.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $397875.00         | $85597.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $234000.00         | $25270.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $73755587.00       | $39500741.65       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $1999900.00        | $1898037.71        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $296000.00         | $27466.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $239038.00         | $196219.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1875010.00        | $1456612.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $64304.00          | $51349.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $847134.00         | $46266.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $34375360.00       | $29815583.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $52000.00          | $42870.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $787756.00         | $336708.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $556000.00         | $65809.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $11794411.00       | $10085418.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $700006.00         | $78000.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $300000.00         | $263259.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $28905.00          | $27415.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | N/A      | N/A     | $27759.00          | $25638.88          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $402680.00         | $33130.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $2293217.00        | $105196.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $13533518.00       | $12211858.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $454357.00         | $62750.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $33992.00          | $4414.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $50000.00          | $42958.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $837149.00         | $171141.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $59000.00          | $46444.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $300000.00         | $128223.78         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $795400.00         | $566650.75         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $44932500.00       | $50647436.56       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $251000.00         | $153131.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $2502084.00        | $1191876.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $8145185.00        | $6199156.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | N/A      | N/A     | $5000000.00        | $111369.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3091420.00        | $3128117.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $3715000.00        | $59958.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $38000.00          | $26655.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $686819.00         | $128068.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $10737232.00       | $10246551.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $9745000.00        | $7755448.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $37000.00          | $22167.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $9612444.00        | $9670767.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $203087.00         | $32532.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1130.00           | $1093.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $19382.00          | $6124.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2283529.00        | $2363225.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | N/A      | N/A     | $2799900.00        | $2139678.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $97125.00          | $75352.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $308141.00         | $177248.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $93531064.00       | $13367511.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $380932.00         | $40562.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $33285101.00       | $28543432.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $3310912.00        | $2973719.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $5513515.00        | $4049454.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $505432.00         | $22543.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $5597696.00        | $3939253.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $1247000.00        | $217570.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $983865.00         | $1006009.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $22965931.00       | $22131756.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $247000.00         | $43221.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $404000.00         | $220550.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $654239.00         | $225463.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $4835000.00        | $85428.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $215000.00         | $168501.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $1001026.00        | $203531.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1700000.00        | $1261215.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $8400000.00        | $7715778.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $1020138.00        | $59204.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $33856217.00       | $30072768.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $724000.00         | $133476.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $6231674.00        | $4073604.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-15      | N/A      | N/A     | $5578228.00        | $4438005.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $200000.00         | $145989.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $551000.00         | $76644.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $210000.00         | $168241.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $528000.00         | $125671.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | N/A      | N/A     | $198000.00         | $119617.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $71186.00          | $58306.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $144000.00         | $83971.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $35901.00          | $26370.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1710000.00        | $1079704.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $732005.00         | $243527.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $620000.00         | $595598.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $50000000.00       | $42734559.67       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $220000.00         | $161395.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $244841.00         | $14462.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $18397785.00       | $19165252.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $15627168.00       | $14633346.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $563000.00         | $64090.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $450000.00         | $142034.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $64000.00          | $45627.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $56409009.00       | $10242688.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $200000.00         | $116543.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $9333696.00        | $8762354.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $683973.00         | $631643.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $10853643.00       | $11127046.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $100000.00         | $68602.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $1500000.00        | $37119.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $287000.00         | $144280.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $149916.00         | $65228.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $3121336.00        | $3002324.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $960000.00         | $600403.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $1963175.00        | $652620.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $18500820.00       | $18301961.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $7420128.00        | $1083603.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $58000.00          | $8933.04           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $8900.00           | $10285.21          | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $45200000.00       | $40973111.15       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $15000.00          | $10758.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $120000.00         | $76874.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3581667.00        | $3629710.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $580000.00         | $101423.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $381405.00         | $331771.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $945000.00         | $156489.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1028839.00        | $901635.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $200000.00         | $148155.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $663804.00         | $588652.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $303000.00         | $15743.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $832000.00         | $140919.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $12784186.00       | $12281310.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $25465920.00       | $16630468.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1181153.00        | $894694.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1038.00           | $390.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2707192.00        | $2737988.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $6724715.00        | $5358360.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $250000.00         | $80737.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $275000.00         | $197572.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $6400000.00        | $4319854.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $3699680.00        | $3709292.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $7074040.00        | $962595.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $1000000.00        | $686773.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $4840978.00        | $3828609.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $531110.00         | $183632.84         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $3770000.00        | $4183437.30        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $3846693.00        | $3098032.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2677335.00        | $2748569.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $5557564.00        | $104412.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $7100000.00        | $5625664.65        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $89459361.00       | $33573063.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $150000000.00      | $118092274.28      | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $22891008.00       | $12899140.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $16478972.00       | $13768370.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $1948.00           | $201.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $355000.00         | $235260.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $21984511.00       | $18214959.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $5848352.00        | $3576431.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1103215.00        | $1057418.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $3118668.00        | $1570474.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1075697.00        | $1122461.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $760500.00         | $76120.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $9130000.00        | $7142953.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $8000000.00        | $1458410.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $242576.00         | $29833.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $5923230.00        | $1187794.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1921344.00        | $1961056.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1157288.00        | $1125443.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $24566656.00       | $13878208.21       | Agency Mortgage-Backed Securities         |

### Security 179: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79999532.00
- **C.18.a - Value (excl. sponsor support):** $79999532.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $365554270.75
- **C.18.a - Value (excl. sponsor support):** $365554270.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: 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 181: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $362332417.36
- **C.18.a - Value (excl. sponsor support):** $362332417.36
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5J41, C.4 - ISIN: US3130B5J419, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1149992743.50
- **C.18.a - Value (excl. sponsor support):** $1149992743.50
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008JQ1
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Moody's Long Rating: NR; Moody's Short Rating: NR; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 M | 2055-01-20      | N/A      | N/A     | $1484240.00        | $1546466.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1065435.00        | $1120061.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $19905000.00       | $18063672.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $14700000.00       | $9974537.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $1607000.00        | $444051.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-09-20      | N/A      | N/A     | $66868.00          | $8569.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $27000.00          | $18109.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $2303726.00        | $1841986.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-01-20      | N/A      | N/A     | $13140549.00       | $592871.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $7985550.00        | $5584629.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-09-20      | N/A      | N/A     | $149999.00         | $58690.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3619683.00        | $3737866.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-10-20      | N/A      | N/A     | $66000.00          | $15337.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $192542923.00      | $4398317.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $6738635.00        | $6950124.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $35000.00          | $571.66            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $389284.00         | $10899.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $67964752.00       | $50599391.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $80000.00          | $66251.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $2373909722.00     | $1448747315.05     | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-07-20      | N/A      | N/A     | $235760.00         | $3584.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-20      | N/A      | N/A     | $1000000.00        | $89032.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $4235207.00        | $4354531.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $3187823.00        | $2324256.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $1000000.00        | $120752.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $1634531.00        | $1497351.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $3012255.00        | $1724989.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $2420000.00        | $30067.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $408816.00         | $4124.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $888877.00         | $10398.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-06-20      | N/A      | N/A     | $824500.00         | $132192.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $253694.00         | $108480.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $267220.00         | $41984.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $861315.00         | $87784.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-20      | N/A      | N/A     | $55809457.00       | $1985263.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $450000.00         | $366494.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $198819640.00      | $145656409.69      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4389457.00        | $4485576.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $123682.00         | $2431.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $93298163.00       | $8849728.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $15000.00          | $3462.50           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $260765262.00      | $265675623.68      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $33568328.00       | $32185075.92       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-07-20      | N/A      | N/A     | $1211627.00        | $277882.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-01-20      | N/A      | N/A     | $7897356.00        | $7621478.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $3947521.00        | $4204430.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $300000.00         | $196525.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $2503721.00        | $2617684.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $265500.00         | $31219.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1626212.00        | $1704372.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $10000000.00       | $810820.78         | Agency Mortgage-Backed Securities |

### Security 184: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $747008005.95
- **C.18.a - Value (excl. sponsor support):** $747008005.95
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q35, C.4 - ISIN: US3130B5Q356, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449999959.50
- **C.18.a - Value (excl. sponsor support):** $449999959.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: 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? No, C.23 Categorized at Level 3? No

### Security 186: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW008CX8
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Fitch Long Rating: 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $5000000.00        | $3179909.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-25      | N/A      | N/A     | $3000000.00        | $2972253.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-25      | N/A      | N/A     | $676194.00         | $486085.62         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $117566838.00      | $101252703.01      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-03-15      | N/A      | N/A     | $3000000.00        | $2929032.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-07-25      | N/A      | N/A     | $50000000.00       | $43764555.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | N/A      | N/A     | $600000.00         | $501178.64         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2032-01-25      | N/A      | N/A     | $50000000.00       | $43717316.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-25      | N/A      | N/A     | $50000000.00       | $48325944.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-25      | N/A      | N/A     | $8089715.00        | $6988538.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | N/A      | N/A     | $2580093.00        | $2450658.21        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-10-25      | N/A      | N/A     | $50000000.00       | $43046694.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-25      | N/A      | N/A     | $11500000.00       | $9385130.12        | Agency Debentures and Agency Strips       |

### Security 187: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TO001X29
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: NR; Standard & Poor's Short Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aaa
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $29873000.00       | $25202006.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $60000000.00       | $34154204.40       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $24042000.00       | $18500664.24       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $95104300.00       | $9400206.96        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-09-01      | N/A      | N/A     | $20457100.00       | $12753771.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $26990400.00       | $15269093.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $22646800.00       | $12989924.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $22421000.00       | $15562807.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $29688900.00       | $18752106.28       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | N/A      | N/A     | $23904800.00       | $13999033.11       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-02-01      | N/A      | N/A     | $44649000.00       | $27093601.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $71299000.00       | $45123090.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $43903500.00       | $22578222.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $47444900.00       | $28917955.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $45503000.00       | $27350435.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $65098100.00       | $41832399.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $14015000.00       | $2821050.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $46401000.00       | $32550618.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $28444400.00       | $16259581.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $61366000.00       | $32827304.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $45793900.00       | $7272507.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $22040500.00       | $11779499.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $56842400.00       | $31280889.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $227803000.00      | $46732837.78       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-09-01      | N/A      | N/A     | $53513000.00       | $48017099.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $63453600.00       | $40443740.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $240195200.00      | $9395888.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $59469100.00       | $32446459.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $136435100.00      | $27901898.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $241328400.00      | $25620520.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $13273400.00       | $2497839.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN | 2045-12-01      | N/A      | N/A     | $134341800.00      | $13644985.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $48727400.00       | $29355665.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $96836400.00       | $17531585.28       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN | 2045-11-01      | N/A      | N/A     | $84132100.00       | $8194431.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $88406400.00       | $21338206.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $130069000.00      | $12161223.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $20651200.00       | $4455357.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $60799600.00       | $32861784.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $134290600.00      | $26892809.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $42859900.00       | $23659087.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $40000000.00       | $22929728.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $8154200.00        | $4928663.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $12139300.00       | $7760391.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $21972000.00       | $17701167.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $134287000.00      | $22875450.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $15201000.00       | $12404598.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN | 2046-04-01      | N/A      | N/A     | $89115700.00       | $9483247.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $26068000.00       | $20059098.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $29539000.00       | $6571602.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $71481300.00       | $16047278.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $47924700.00       | $29535877.59       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $59904600.00       | $12977371.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $51331500.00       | $26801347.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $20331600.00       | $11653677.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $57347000.00       | $33991869.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $11484500.00       | $6280537.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $60012400.00       | $39891440.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $70498800.00       | $33983082.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $50831200.00       | $29761669.63       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | N/A      | N/A     | $37141900.00       | $25350686.45       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-02-01      | N/A      | N/A     | $37293600.00       | $21449597.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $65000000.00       | $35097236.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $28879400.00       | $16493659.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $12663400.00       | $8308194.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $29403100.00       | $14977949.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $6332300.00        | $4079507.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-06-01      | N/A      | N/A     | $40000000.00       | $24083140.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $16899100.00       | $10882800.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $46518800.00       | $27705149.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $24662900.00       | $15846828.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $53698700.00       | $32849199.18       | Agency Mortgage-Backed Securities |

### Security 188: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXBV9, C.4 - ISIN: US3130AXBV99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250026967.50
- **C.18.a - Value (excl. sponsor support):** $250026967.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: 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? No, C.23 Categorized at Level 3? No

### Security 189: CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 0SI003DA8
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Standard & Poor's Long Rating: A+; Fitch Long Rating: AA; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $2200.00           | $1144.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $6591800.00        | $6364732.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $157926500.00      | $248453131.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | N/A      | N/A     | $35162600.00       | $37083561.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $15247000.00       | $16950950.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $23190600.00       | $23554497.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $200.00            | $206.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-18      | N/A      | N/A     | $1000.00           | $988.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-18      | N/A      | N/A     | $100.00            | $99.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-06      | N/A      | N/A     | $33672000.00       | $33423332.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | N/A      | N/A     | $3300000.00        | $4420863.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $6551200.00        | $7145330.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $917900.00         | $929787.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $4999900.00        | $5167139.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $100.00            | $102.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $31872500.00       | $30593711.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | N/A      | N/A     | $1833600.00        | $1938746.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $0.52              | $0.45              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $9507600.00        | $10009247.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $1542600.00        | $1559141.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | N/A      | N/A     | $26959600.00       | $28051273.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $100.00            | $95.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $3764500.00        | $3572760.11        | U.S. Treasuries (including strips) |

### Security 190: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999973900.00
- **C.18.a - Value (excl. sponsor support):** $999973900.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: 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? No, C.23 Categorized at Level 3? No

### Security 191: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1237428145.80
- **C.18.a - Value (excl. sponsor support):** $1237428145.80
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010ZT9
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1649944.00        | $1747435.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1000.00           | $851.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $496211.00         | $498026.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $40982974.00       | $37476754.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $1043.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $2072535.00        | $401302.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $289457.00         | $264230.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $807.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $10999.00          | $7650.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $108568.00         | $111940.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1000.00           | $1040.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $3000000.00        | $41613.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-25      | N/A      | N/A     | $170000.00         | $139859.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $377832.00         | $230922.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | N/A      | N/A     | $573552.00         | $502932.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $1000000.00        | $15400.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $990000.00         | $158107.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $171122301.00      | $14857292.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $1019.00           | $98.34             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | N/A      | N/A     | $1015000.00        | $973175.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $1023.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $24000.00          | $20370.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $554940.00         | $548686.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $9616784.00        | $9887669.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $3950000.00        | $39970.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $790091.00         | $781283.70         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $50000.00          | $37118.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $3348522.00        | $3374079.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $703994.00         | $60412.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $1800000.00        | $179627.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $838733.00         | $645845.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $600000.00         | $104235.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $41795.00          | $27608.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $1005.00           | $75.54             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1001.00           | $1027.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $1142061.00        | $286157.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $4484000.00        | $21812.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3608872.00        | $3821107.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $21521153.00       | $22136457.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1081086.00        | $766307.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1475288.00        | $992793.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $20954100.00       | $20947855.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $565097.00         | $402443.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $269700.00         | $131414.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $33574.00          | $33701.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1000.00           | $950.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $5466744.00        | $5476609.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $2685365.00        | $2551123.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $13688560.00       | $12663984.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $21491808.00       | $19732465.05       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $57311808.00       | $28646367.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $1269556.00        | $956135.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-15      | N/A      | N/A     | $11189000.00       | $12886728.11       | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2036-12-01      | N/A      | N/A     | $1000.00           | $835.29            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $205049.00         | $198428.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $425204.00         | $295600.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1568340.00        | $1556742.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2701657.00        | $2616128.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $135515.00         | $121133.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1827558.00        | $1954852.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $2496163.00        | $29603.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $31819904.00       | $24395983.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $19500965.00       | $15309821.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $2266000.00        | $1981945.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1066213.00        | $1145508.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $4000000.00        | $21008.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-15      | N/A      | N/A     | $1667000.00        | $1954981.66        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $9054560.00        | $9132608.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $4580973.00        | $3650072.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $200000.00         | $179272.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1000.00           | $925.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $1550000.00        | $1579996.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $184936.00         | $141129.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $6621000.00        | $21921.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $3982296.00        | $2972293.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1043864.00        | $1112012.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2294740.00        | $2203422.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $6834063.00        | $4535.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1050.00           | $1121.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $1003.00           | $100.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $105573.00         | $68514.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $29875417.00       | $660637.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $2335.00           | $2078.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $978100.00         | $974556.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $3273464.00        | $2227959.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $641944.00         | $674311.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $112000.00         | $73390.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $57586.00          | $37878.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $113865.00         | $67205.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1832175.00        | $1887048.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $17556.00          | $14356.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $2543050.00        | $1516702.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $489504.00         | $487059.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $300000.00         | $231379.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $2986000.00        | $3034977.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $18190840.00       | $16683589.10       | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-08-12      | N/A      | N/A     | $3000.00           | $2358.07           | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $3999992.00        | $1914990.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-01-25      | N/A      | N/A     | $1000000.00        | $855203.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $9939344.00        | $140169.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1994000.00        | $1846399.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $1366900.00        | $1003980.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $170000.00         | $31722.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $6362317.00        | $50328.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $39856897.00       | $26787395.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $482176.00         | $469978.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2835542.00        | $2653368.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1674152.00        | $1747715.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $775.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $2403762.00        | $15669.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $12654353.00       | $1007611.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $3400000.00        | $3498720.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $2393010.00        | $644945.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $1000.00           | $1028.15           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-03-24      | N/A      | N/A     | $86000.00          | $72344.97          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $97265.00          | $55677.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | N/A      | N/A     | $388066.00         | $296822.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $225832.00         | $38720.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $3869664.00        | $3203404.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $1227.00           | $113.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $2477870.00        | $1399687.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $697000.00         | $131379.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3122223.00        | $3208711.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $12681488.00       | $5212415.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $6188070.00        | $6375920.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1011570.00        | $475455.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $87482900.00       | $64987384.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $23936120.00       | $23341143.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $101278208.00      | $76928523.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $674757.00         | $700873.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $49939320.00       | $30701202.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-07-25      | N/A      | N/A     | $25000.00          | $22261.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $14682422.00       | $25324.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1060782.00        | $1108146.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $20387618.00       | $13336523.29       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $12660170.00       | $10317335.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $2562872.00        | $2657879.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $10185583.00       | $10352887.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $160706.00         | $104504.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $1000.00           | $10.39             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1956648.00        | $1560220.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $10073720.00       | $6074230.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $30000.00          | $30842.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1419156.00        | $1451640.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $5086431.00        | $3480328.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $3720196.00        | $3193087.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2674868.00        | $2745836.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000000.00        | $698034.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $906537.00         | $1002980.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $25231552.00       | $19568540.85       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-07-25      | N/A      | N/A     | $2815.00           | $564.56            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $252776.00         | $182926.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $21362144.00       | $17306138.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $27866.00          | $28156.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $773134.00         | $564454.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $20288233.00       | $19791061.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $1254995.00        | $158189.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $50000.00          | $38965.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $95000000.00       | $97586681.09       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $25662816.00       | $9946478.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $1000.00           | $316.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $40000000.00       | $31357077.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $949187.00         | $981047.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $2613262.00        | $2618869.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $5710000.00        | $359108.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $173998.00         | $145361.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-01      | N/A      | N/A     | $100000.00         | $64391.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1008.00           | $830.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $22999.00          | $18607.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1088845.00        | $832684.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $8972722.00        | $9375189.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1172751.00        | $1001621.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $9000.00           | $6453.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $51333183.00       | $6602240.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1130.00           | $696.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1000602.00        | $1079293.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $9000.00           | $6650.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $643983.00         | $47970.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $1283.00           | $1.56              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $937209.00         | $818224.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2711850.00        | $2731677.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $457040.00         | $374846.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $44999.00          | $38225.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2933502.00        | $2355009.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $994000.00         | $778206.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $7477537.00        | $4833068.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1000.00           | $687.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $220000.00         | $121949.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $5691564.00        | $5508386.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $7983300.00        | $44725.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $1450000.00        | $304071.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $554271.00         | $4056.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $159149.00         | $13548.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $47133810.00       | $29608160.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-15      | N/A      | N/A     | $225716.00         | $203860.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $1400970.00        | $1430007.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1833684.00        | $1873207.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1007.00           | $928.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | N/A      | N/A     | $21293792.00       | $21312845.62       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $108000.00         | $19121.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $18212546.00       | $10286363.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $201782.00         | $200390.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $14957608.00       | $74093.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $21144607.00       | $40314.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $2302852.00        | $1518133.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1340334.00        | $1325218.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $7155212.00        | $6273597.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $73000.00          | $8584.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $100000000.00      | $99970358.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $10000000.00       | $6305759.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $8088040.00        | $7140561.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $51321.00          | $45706.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $297684.00         | $170668.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $5418750.00        | $4851385.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $5079424.00        | $3841454.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $2769356.00        | $2151819.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $178000.00         | $72089.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $379836.00         | $334098.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $251765.00         | $240553.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1700000.00        | $1322210.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $2023970.00        | $1146297.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $38721897.00       | $40078528.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $33157558.00       | $23123659.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $14486048.00       | $14786170.61       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $7430680.00        | $5669320.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2737232.00        | $2814765.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3194024.00        | $3335774.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $2753584.00        | $2044351.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-25      | N/A      | N/A     | $9871719.00        | $10253583.42       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $2243172.00        | $2167422.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $10427000.00       | $9460467.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | N/A      | N/A     | $5049000.00        | $4279648.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $445114.00         | $438352.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $100000.00         | $67843.98          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $1100.00           | $1120.13           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $2048003.00        | $1625240.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2502370.00        | $2581531.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $49998000.00       | $49938958.72       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $1000.00           | $162.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-25      | N/A      | N/A     | $129300.00         | $125010.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $22633664.00       | $16154298.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $23699680.00       | $24213541.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $648000.00         | $395490.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $67083.00          | $773.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $466007.00         | $376965.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $100000000.00      | $102322477.80      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $192634.00         | $78979.14          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $106008.00         | $83996.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3500811.00        | $3563780.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $500000.00         | $25468.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1217.00           | $1185.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $186550.00         | $135536.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $3006.00           | $3099.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $109766.00         | $117164.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $22318762.00       | $23097276.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $4000000.00        | $15270.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1897676.00        | $1858165.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $911978.00         | $746955.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $195954.00         | $43659.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $4397864.00        | $159424.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $17676228.00       | $14844468.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $15000.00          | $11001.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $10433.00          | $7677.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $63165698.00       | $55671743.77       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $34200090.00       | $34547999.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $1600000.00        | $9801.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $14959488.00       | $15126786.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1000.00           | $931.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $240514972.00      | $22349439.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $895903.00         | $791500.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1500000.00        | $788087.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $2909160.00        | $2261245.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $22911489.00       | $15032434.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $438490.00         | $439566.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $45000.00          | $38289.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2657552.00        | $2712612.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $3452498.00        | $2211040.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-25      | N/A      | N/A     | $16500000.00       | $3017161.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $366319.00         | $353209.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $49998000.00       | $22478406.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $2240706.00        | $1417309.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2579786.00        | $1871574.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $40000000.00       | $25085922.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $18393777.00       | $720123.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $53599.00          | $48478.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $866145.00         | $851419.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1108303.00        | $1141708.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $95387.00          | $96755.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $3184575.00        | $1980301.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $613713.00         | $146662.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $11866799.00       | $9229502.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $7183720.00        | $6044154.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $46137400.00       | $35249418.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-15      | N/A      | N/A     | $6204136.00        | $2663831.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $48754017.00       | $30955330.85       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $797998.00         | $609891.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $1194946.00        | $159880.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $41209.00          | $29688.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $35644.00          | $27930.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $1076.00           | $956.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-15      | N/A      | N/A     | $163036.00         | $17787.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2140511.00        | $2203472.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $1000000.00        | $69535.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $5505024.00        | $5236028.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1582985.00        | $1652541.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2442522.00        | $2517405.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $42470.00          | $27439.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1551091.00        | $8243.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | N/A      | N/A     | $1634000.00        | $36018.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $1770000.00        | $454244.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1000.00           | $1016.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1068.00           | $1058.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $21310282.00       | $21681502.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $1002.00           | $1033.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1740302.00        | $1400810.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1117956.00        | $228929.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-15      | N/A      | N/A     | $4200000.00        | $3498986.40        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2793674.00        | $2928487.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $3348883.00        | $3437561.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $75729578.00       | $64053985.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-15      | N/A      | N/A     | $5498900.00        | $3218969.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $310957.00         | $288235.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $4951814.00        | $5090650.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $1000.00           | $1031.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | N/A      | N/A     | $458366.00         | $435546.47         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $1000000.00        | $114834.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $19850871.00       | $19560870.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-10-15      | N/A      | N/A     | $1162534.00        | $329229.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $892425.00         | $867236.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $1000000.00        | $581834.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $71808352.00       | $257743.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-25      | N/A      | N/A     | $4998506.00        | $3924703.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $13491.00          | $12124.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $4999.00           | $5275.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $1007.00           | $225.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $9294621.00        | $8775798.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $478288.00         | $477477.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $670424.00         | $520218.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $93996100.00       | $98155733.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1410198.00        | $1371562.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $510423.00         | $301793.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $2075000.00        | $394958.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $6969184.00        | $2775156.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $1760.00           | $0.99              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $10000000.00       | $7301207.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $280000.00         | $50049.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $3420774.00        | $2108997.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $992612.00         | $992536.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $1001.00           | $120.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1097536.00        | $1143438.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $52000.00          | $26696.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $1296000.00        | $22338.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $50000000.00       | $6127583.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2674.00           | $2745.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | N/A      | N/A     | $65000.00          | $56359.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $324988.00         | $181113.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $1397.00           | $72.30             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2035-09-10      | N/A      | N/A     | $1000.00           | $756.18            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $5250000.00        | $24150.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-25      | N/A      | N/A     | $634123.00         | $528252.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $150000.00         | $128593.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $6394071.00        | $6504989.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $3917393.00        | $3028996.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | N/A      | N/A     | $10378293.00       | $9809040.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1000.00           | $1068.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $39798080.00       | $33221124.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2485802.00        | $2517340.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $3000000.00        | $17076.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2249997.00        | $1533440.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $2889160.00        | $339296.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | N/A      | N/A     | $9649000.00        | $5930564.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $3582632.00        | $2854698.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $3296860.00        | $3037559.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $3431241.00        | $3144291.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2739111.00        | $2814813.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $12259267.00       | $568746.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1000.00           | $971.24            | Agency Mortgage-Backed Securities         |

### Security 193: DEUTSCHE BANK SECURITIES INC. (REPO)

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 0DBS26N25
- **C.18 - Value (incl. sponsor support):** $2750000000.00
- **C.18.a - Value (excl. sponsor support):** $2750000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Long Rating: NR; Moody's Short Rating: NR; Fitch Long Rating: A-; Fitch Short Rating: F2; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $68155700.00       | $76054962.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $97999981.37       | $73964113.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $98000000.00       | $80231914.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | N/A      | N/A     | $79505900.00       | $83115196.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | N/A      | N/A     | $57104200.00       | $68606491.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | N/A      | N/A     | $68655300.00       | $82520857.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $98000000.00       | $64956458.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $63368400.00       | $68949249.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | N/A      | N/A     | $61556600.00       | $66143173.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $945800.00         | $1240558.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | N/A      | N/A     | $772300.00         | $814692.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $183447400.00      | $200069013.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | N/A      | N/A     | $12464500.00       | $12969085.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $41667200.00       | $55245237.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | N/A      | N/A     | $158769000.00      | $193937041.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $62852100.00       | $66245473.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | N/A      | N/A     | $68715800.00       | $69652314.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $137258300.00      | $154672837.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $99036500.00       | $110087995.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $118186300.00      | $159864874.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $60943200.00       | $77661565.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $7555900.00        | $9790570.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | N/A      | N/A     | $155684400.00      | $181872130.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | N/A      | N/A     | $20881900.00       | $27970004.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $98000000.01       | $72183272.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $145249400.00      | $153578717.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $98000000.00       | $84566650.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | N/A      | N/A     | $41883100.00       | $51451660.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | N/A      | N/A     | $82695400.00       | $86771228.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | N/A      | N/A     | $74504200.00       | $84043678.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $51026900.00       | $65551130.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | N/A      | N/A     | $72737100.00       | $76620709.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | N/A      | N/A     | $135793800.00      | $143597138.89      | U.S. Treasuries (including strips) |

### Security 194: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $440033792.00
- **C.18.a - Value (excl. sponsor support):** $440033792.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005HL0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA; Fitch Short Rating: NR; Moody's Long Rating: NR; Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Repo)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-07-31      | N/A      | N/A     | $500132100.00      | $510000045.92      | U.S. Treasuries (including strips) |

### Security 196: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5956634748.08
- **C.18.a - Value (excl. sponsor support):** $5956634748.08
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: 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 197: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KV4, C.4 - ISIN: US3130B3KV45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1496275773.20
- **C.18.a - Value (excl. sponsor support):** $1496275773.20
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: 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? No, C.23 Categorized at Level 3? No

### Security 198: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $275281597.25
- **C.18.a - Value (excl. sponsor support):** $275281597.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64W3, C.4 - ISIN: US3130B64W35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000005900.00
- **C.18.a - Value (excl. sponsor support):** $1000005900.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Long Rating: 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 200: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $468951679.10
- **C.18.a - Value (excl. sponsor support):** $468951679.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ME3, C.4 - ISIN: US313385ME36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299019999.00
- **C.18.a - Value (excl. sponsor support):** $299019999.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: 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 202: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299068047.00
- **C.18.a - Value (excl. sponsor support):** $299068047.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196767528.00
- **C.18.a - Value (excl. sponsor support):** $196767528.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: CITIBANK N.A. (REPO)

- **C.1 - Title:** CITIBANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: 0CAN08K53
- **C.18 - Value (incl. sponsor support):** $31451612.89
- **C.18.a - Value (excl. sponsor support):** $31451612.89
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA-; Moody's Long Rating: Aa3
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $5874066.77        | $5661287.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $12.58             | $12.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $12.58             | $12.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $97940.32          | $214272.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-07      | N/A      | N/A     | $12.58             | $12.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $1539631.93        | $1024195.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $50.32             | $50.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $9687.10           | $9573.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $62.90             | $46.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $5976548.71        | $5661282.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $12.58             | $12.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | N/A      | N/A     | $12.58             | $12.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $88.06             | $60.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $25.16             | $24.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $25.16             | $25.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | N/A      | N/A     | $12.58             | $13.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $12.58             | $11.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $41277.10          | $42968.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $188.71            | $161.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $490.65            | $451.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | N/A      | N/A     | $25.16             | $25.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $12.58             | $12.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $25.16             | $25.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $12.58             | $13.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $139959.68         | $143638.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $111238.06         | $110833.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $25.16             | $19.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $75.48             | $54.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | N/A      | N/A     | $12.58             | $14.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $113.23            | $70.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | N/A      | N/A     | $85875.48          | $88443.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $12.58             | $12.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $12.58             | $17.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $566.13            | $415.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $125.81            | $119.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $12.58             | $10.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $12.58             | $12.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $12.58             | $9.60              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $138.39            | $102.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $12.58             | $11.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $12.58             | $12.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | N/A      | N/A     | $163661.61         | $338931.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | N/A      | N/A     | $37.74             | $50.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | N/A      | N/A     | $37.74             | $38.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | N/A      | N/A     | $19814.52          | $20410.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $113.23            | $80.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $377.42            | $302.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $60236.13          | $89784.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | N/A      | N/A     | $12.58             | $15.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-04      | N/A      | N/A     | $25.16             | $25.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $691.94            | $679.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | N/A      | N/A     | $12.58             | $13.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $75.48             | $73.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | N/A      | N/A     | $140022.58         | $148124.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $37.74             | $49.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-09      | N/A      | N/A     | $1497.10           | $1495.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $1132.26           | $978.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $25.16             | $19.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | N/A      | N/A     | $25.16             | $25.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | N/A      | N/A     | $12.58             | $12.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $37.74             | $38.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $125.81            | $83.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $12.58             | $6.99              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $150.97            | $115.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $25.16             | $25.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $25.16             | $23.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $25.16             | $23.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $25.16             | $25.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | N/A      | N/A     | $528.39            | $543.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $25.16             | $32.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | N/A      | N/A     | $1660.65           | $1736.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $12.58             | $12.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $158843.23         | $230774.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $25.16             | $22.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $12.58             | $12.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $50.32             | $42.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $1107.10           | $1123.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-31      | N/A      | N/A     | $339.68            | $344.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-31      | N/A      | N/A     | $12.58             | $12.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $12.58             | $14.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $12605.81          | $9427.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $75.48             | $75.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $25.16             | $24.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $25.16             | $24.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $46586.13          | $47513.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-14      | N/A      | N/A     | $880.65            | $857.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $12.58             | $12.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $12.58             | $10.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $23664.19          | $24114.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $25.16             | $15.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $176.13            | $166.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $12.58             | $12.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $3526858.06        | $3373386.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $25.16             | $23.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $50.32             | $50.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $377.42            | $316.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $213.87            | $214.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-15      | N/A      | N/A     | $25.16             | $25.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $50.32             | $50.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-15      | N/A      | N/A     | $12.58             | $12.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $25.16             | $27.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | N/A      | N/A     | $12.58             | $14.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $12.58             | $11.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $2321229.68        | $2140464.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | N/A      | N/A     | $213.87            | $137.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $729.68            | $562.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | N/A      | N/A     | $16593.87          | $16913.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $25.16             | $25.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $12.58             | $12.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $213.87            | $214.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $201.29            | $156.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $37.74             | $38.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | N/A      | N/A     | $1497159.68        | $1856859.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $3359.03           | $2028.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $25.16             | $25.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $12.58             | $12.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $264.19            | $238.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $1245.48           | $1230.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-16      | N/A      | N/A     | $427.74            | $426.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $12.58             | $8.92              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $25.16             | $25.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $1308.39           | $1299.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $1308.39           | $1318.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $116031.29         | $116387.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $842.90            | $529.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $552529.35         | $557336.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $125.81            | $119.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $167586.77         | $172354.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $3635.81           | $3572.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $125.81            | $88.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-25      | N/A      | N/A     | $12.58             | $12.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $12.58             | $12.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $8743.55           | $8845.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $25.16             | $24.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | N/A      | N/A     | $25.16             | $25.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $452.90            | $375.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $12.58             | $12.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $264.19            | $202.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $25.16             | $18.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $25.16             | $26.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $25.16             | $25.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $3157.74           | $2297.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $25.16             | $24.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $12.58             | $9.30              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $4868772.58        | $5661283.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $19059.68          | $19698.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $12.58             | $12.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $503.23            | $512.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | N/A      | N/A     | $12.58             | $11.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $12.58             | $8.10              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $176.13            | $170.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $19890.00          | $20424.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $679.35            | $471.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $12.58             | $12.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $18518.71          | $18615.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $12.58             | $11.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $754410.97         | $766483.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $1446.77           | $1164.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $4352.90           | $4409.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $3535412.90        | $3447490.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $12.58             | $13.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $12.58             | $11.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $12.58             | $12.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | N/A      | N/A     | $1144.84           | $1162.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $3308.71           | $3412.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $25.16             | $25.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $12.58             | $13.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $12.58             | $13.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $25.16             | $25.71             | U.S. Treasuries (including strips) |

### Security 205: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2928203808.54
- **C.18.a - Value (excl. sponsor support):** $2928203808.54
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $374996868.75
- **C.18.a - Value (excl. sponsor support):** $374996868.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $648340552.14
- **C.18.a - Value (excl. sponsor support):** $648340552.14
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: 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 208: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1488149785.72
- **C.18.a - Value (excl. sponsor support):** $1488149785.72
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: DAIWA CAPITAL MARKETS AMERICA INC. (REPO)

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QR003YO9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch Short Rating: F1; Fitch Long Rating: A-; Standard & Poor's Long Rating: A-; Standard & Poor's Short Rating: A-2; Moody's Short Rating: P-2; Moody's Long Rating: A3
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2044-05-25      | N/A      | N/A     | $779462.00         | $683331.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $4813847.00        | $626729.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $50000000.00       | $37249473.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5459622.00        | $5278417.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $17597399.00       | $1829126.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $170000.00         | $135847.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $766.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1003.00           | $1042.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $5745000.00        | $1646214.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $115895.00         | $116018.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $3507958.00        | $3072843.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | N/A      | N/A     | $555000.00         | $557497.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $15688340.00       | $13310345.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $48037424.00       | $46057301.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1000.00           | $911.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $1553.00           | $8.73              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $36870000.00       | $33266469.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1000.00           | $893.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $955646.00         | $864328.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $999000.00         | $772032.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $1000.00           | $715.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $2500000.00        | $1595199.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-05-25      | N/A      | N/A     | $48884941.00       | $30267306.54       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1000.00           | $970.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $4080703.00        | $4058511.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $8907139.00        | $2119832.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $33000000.00       | $25900962.70       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $1540000.00        | $881892.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1016.00           | $1079.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $1058.00           | $590.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $257009.00         | $192288.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $141351.00         | $94977.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $1000.00           | $1014.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1000.00           | $405.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $10348759.00       | $10454034.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $1000.00           | $184.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000.00           | $621.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $20154281.00       | $3580794.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1000.00           | $1024.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-25      | N/A      | N/A     | $59121981.00       | $56029934.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2000.00           | $1873.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $2024.00           | $123.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $7002.00           | $4875.16           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $374300.00         | $353589.63         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000.00           | $648.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1000.00           | $581.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1000.00           | $599.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1000.00           | $761.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $5000.00           | $3301.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $1000.00           | $106.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $1000.00           | $31.38             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $9145131.00        | $8385830.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $1051.00           | $22.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $4813907.00        | $4463045.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $100438278.00      | $101303595.95      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2133310.00        | $2155994.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | N/A      | N/A     | $40000000.00       | $29181952.58       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $20448621.00       | $15069798.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | N/A      | N/A     | $22777520.00       | $16690665.46       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $20634277.00       | $16135407.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $1000.00           | $506.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1000.00           | $666.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1000.00           | $1044.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $1202000.00        | $518586.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1344348.00        | $1176927.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $12264797.00       | $6591787.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $91884.00          | $6223.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $66531290.00       | $60470312.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $162603.00         | $97468.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2000.00           | $1730.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $32250000.00       | $10365419.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $158132089.00      | $148992073.32      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $4425567.00        | $3031919.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1032527.00        | $1013459.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $5504.00           | $5762.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $1000.00           | $124.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $59675000.00       | $43361128.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2498959.00        | $1602675.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $140141381.00      | $129498739.66      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $2943762.00        | $2563771.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $40295185.00       | $9784473.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $1000.00           | $309.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1186095.00        | $1037195.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $14501672.00       | $11451523.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $4270909.00        | $3372357.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $2757000.00        | $1323158.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1000.00           | $814.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $149972.00         | $131316.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $5105911.00        | $4687030.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $5790000.00        | $4693734.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $182779.00         | $153445.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3000.00           | $2835.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1839918.00        | $1702201.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1000.00           | $906.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $14596710.00       | $1755862.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2048.00           | $2021.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-15      | N/A      | N/A     | $41500000.00       | $3809135.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $4001.00           | $4044.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1248593.00        | $1261907.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1018.00           | $1066.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2436769.00        | $2399463.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | N/A      | N/A     | $1204.00           | $36.87             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $1000.00           | $867.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1000.00           | $904.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $8035623.00        | $5113333.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $1000.00           | $490.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $1004.00           | $267.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1000.00           | $616.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $15862824.00       | $14085473.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3589759.00        | $3644644.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $876.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $1328957.00        | $432572.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1040.00           | $1002.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1040.00           | $670.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $930570.00         | $771825.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $366387.00         | $301332.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1017.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $15327599.00       | $14241271.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1427659.00        | $1193605.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $54131.00          | $51081.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $1841173.00        | $1597734.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $82661.00          | $78335.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $10460087.00       | $10772190.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $738.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $18300000.00       | $15462829.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1039.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1000.00           | $859.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $13869168.00       | $13529298.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $788.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1015.00           | $1026.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $18930926.00       | $14399583.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $12504000.00       | $12979930.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $50000002.00       | $39118883.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1749.00           | $1470.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $2917773.00        | $2897934.04        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2136113.00        | $2158409.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $13307831.00       | $13655367.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $25417185.00       | $13485937.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1000.00           | $998.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $56307933.00       | $12234195.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1796458.00        | $1726214.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $3001.00           | $1171.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $12892563.00       | $12667012.42       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1001.00           | $1016.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $631312.00         | $86766.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4388124.00        | $4479922.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $19519944.00       | $16299955.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1199598.00        | $924948.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $2356051.00        | $1824048.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1000.00           | $672.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $4037717.00        | $3497521.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1825011.00        | $1793027.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2371018.00        | $2407952.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $7963363.00        | $6077483.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $1000.00           | $904.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $11124564.00       | $8438227.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | N/A      | N/A     | $1157.00           | $18.51             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $50003602.00       | $39020660.07       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $100004.00         | $46873.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1169896.00        | $1151022.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1008.00           | $772.64            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1656481.00        | $1783962.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $6102.00           | $3091.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1012.00           | $1017.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1000.00           | $287.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1235770.00        | $1222719.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $205732.00         | $125552.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $6491000.00        | $1682438.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $9383624.00        | $6073368.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $20522663.00       | $3325775.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $1000.00           | $93.23             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1468400.00        | $1239890.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1024.00           | $1031.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2461330.00        | $2526675.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1000.00           | $768.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $665.52            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $641969.00         | $489778.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2058198.00        | $1942809.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $1000.00           | $183.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $799.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $62000.00          | $26350.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $9649540.00        | $8797972.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $1024.00           | $1042.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $172063.00         | $83150.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2000.00           | $2015.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $2560000.00        | $2140029.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1000.00           | $954.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $18755000.00       | $2980984.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $1000.00           | $484.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $9744677.00        | $9397381.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1002.00           | $1060.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $6016639.00        | $5794591.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1082.00           | $555.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $431055.00         | $114705.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $45804904.00       | $44417799.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $582407.00         | $589011.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $31500000.00       | $22792331.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $758.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $4834810.00        | $3798282.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $5594409.00        | $4317906.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $350732.00         | $336228.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $39000.00          | $26453.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1000.00           | $559.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $4000000.00        | $3183354.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $5006446.00        | $3753774.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $371914.00         | $289180.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $1000.00           | $366.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $8872402.00        | $2280497.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $227920.00         | $148993.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1859304.00        | $1949966.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $52212255.00       | $38782773.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $3000.00           | $1769.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $2778619.00        | $1539190.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $80173.00          | $74665.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1000.00           | $1036.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1532.00           | $1278.45           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $34885069.00       | $31060853.40       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $9492643.00        | $2785514.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1000.00           | $748.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $22262576.00       | $21173523.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $5153838.00        | $4954677.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $20000000.00       | $1870358.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000.00           | $797.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $22640739.00       | $17503175.34       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $92021.00          | $73673.00          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $41088870.00       | $36174128.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | N/A      | N/A     | $25000000.00       | $23680867.59       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1003968.00        | $1052953.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $25503287.00       | $21960314.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-25      | N/A      | N/A     | $50000000.00       | $48106361.61       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $495102.00         | $516887.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $8000.00           | $3307.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $53458424.00       | $53668048.70       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $2050943.00        | $1806573.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $493330.00         | $498398.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $34969.00          | $23023.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $4012384.00        | $3815172.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $433836.00         | $436265.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $915.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $1000.00           | $711.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $2000.00           | $552.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1646335.00        | $1699593.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $13463167.00       | $12983521.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $5300000.00        | $1333426.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $20809917.00       | $15309005.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2698389.00        | $2663104.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $10885454.00       | $8485277.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $331833.00         | $207127.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $15263933.00       | $2817591.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $29815000.00       | $23629593.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $4284040.00        | $3923874.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $12660183.00       | $10413002.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $5000.00           | $2269.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1000.00           | $762.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1003556.00        | $712409.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $1000.00           | $566.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $779.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $3096219.00        | $3146469.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $26590242.00       | $25286988.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1038.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $5763689.00        | $4110332.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $431412.00         | $417661.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $4564176.00        | $3943928.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1440500.00        | $816561.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $14627801.00       | $2005339.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $2608.00           | $1021.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2416330.00        | $2361532.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $5120.00           | $4795.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $583482.00         | $385459.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $10629764.00       | $6545277.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $437591.00         | $430156.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $46870500.00       | $31042409.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $1000.00           | $261.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1308538.00        | $1321703.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $49523.00          | $39488.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1486127.00        | $1429981.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $35000.00          | $32889.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $5136119.00        | $4450259.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-25      | N/A      | N/A     | $27746000.00       | $28341315.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $6359559.00        | $5589297.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $992.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $116972.00         | $85670.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $3999600.00        | $3819195.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | N/A      | N/A     | $6349310.00        | $5498448.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $1023.00           | $295.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $1777.00           | $105.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $1000.00           | $105.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $46206000.00       | $13544342.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $673912.00         | $629787.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $25249901.00       | $19913632.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $5275504.00        | $5171386.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1000.00           | $997.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $13600000.00       | $3121022.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $56877219.00       | $47552469.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $4328237.00        | $4317777.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $7988776.00        | $2564810.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $152539.00         | $94568.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1066.00           | $752.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $2618671.00        | $1867553.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $30704.00          | $29940.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $9059000.00        | $7931649.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $30106979.00       | $23231592.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $11608619.00       | $10258483.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $17450627.00       | $16620102.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1099902.00        | $892799.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $8000.00           | $7303.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3094019.00        | $2950563.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $31564541.00       | $25378338.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $30016596.00       | $28606878.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1000.00           | $652.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $1000.00           | $689.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1000.00           | $932.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $1000.00           | $366.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $19027572.00       | $17146975.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1212493.00        | $1024353.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1000.00           | $392.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $15149442.00       | $14359135.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-25      | N/A      | N/A     | $1400000.00        | $1156973.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1000.00           | $925.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | N/A      | N/A     | $4150494.00        | $4641982.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1560.00           | $1469.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $9956350.00        | $9087093.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $50000.00          | $40351.97          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1000.00           | $924.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $173719.00         | $129062.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $3434000.00        | $3203311.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $2473083.00        | $911764.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $71000.00          | $51783.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1024.00           | $843.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $20839798.00       | $16538473.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1000.00           | $864.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $22936501.00       | $18788682.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1108218.00        | $1090122.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $2326420.00        | $2260723.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $14520783.00       | $14494016.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $4000.00           | $3097.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $2689.00           | $2729.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $13202173.00       | $12516855.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1362168.00        | $1346806.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $16851690.00       | $16681384.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1000.00           | $883.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-25      | N/A      | N/A     | $19131291.00       | $16654442.66       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $20213661.00       | $15453323.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $6952179.00        | $2333096.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $2504212.00        | $1679198.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $17575103.00       | $9566997.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $17569.00          | $461.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1005.00           | $952.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $32930000.00       | $26938656.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1039956.00        | $1067979.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1026.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $325834.00         | $302570.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $4314886.00        | $3947439.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1050534.00        | $862266.84         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $18110200.00       | $17602045.41       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-07-25      | N/A      | N/A     | $35854810.00       | $39384006.92       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $23095995.00       | $19925625.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2601005.00        | $2670419.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $42973964.00       | $44415937.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $39641396.00       | $34455237.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $100000.00         | $98486.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $32732168.00       | $32282120.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1044.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $694.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $12000.00          | $10132.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $825134.00         | $788378.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $66602805.00       | $66861528.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $26976408.00       | $4005439.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $1196204.00        | $783199.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $17812344.00       | $17214984.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $190902.00         | $124923.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $11102880.00       | $8969320.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1000.00           | $779.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $170168.00         | $163758.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $1000.00           | $364.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $22494802.00       | $1865766.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $50000000.00       | $50096625.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5065308.00        | $5087903.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1000.00           | $937.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $19274482.00       | $16311301.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $6639.00           | $6579.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $33238898.00       | $28656045.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $150973.00         | $150652.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-25      | N/A      | N/A     | $64294511.00       | $62311572.37       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $1000.00           | $656.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $113600.00         | $84014.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2206505.00        | $2174620.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $1977145.00        | $1925397.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $13782041.00       | $9681111.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $710533.00         | $675084.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1000.00           | $113.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $13216488.00       | $10595747.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $60043769.00       | $7988014.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $208445.00         | $213446.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $4057956.00        | $3423249.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $3312395.00        | $3346625.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1003.00           | $1020.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $160000.00         | $137252.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2000.00           | $2107.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $1000.00           | $318.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $162215.00         | $94852.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $33898000.00       | $34531938.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $825.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $19000000.00       | $2344019.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $63297.00          | $64797.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1586997.00        | $1568274.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $4095858.00        | $2095136.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $9566303.00        | $9204817.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $618765.00         | $636187.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1000.00           | $770.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $1000.00           | $219.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $818692.00         | $732724.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1999310.00        | $1522220.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $11095090.00       | $2324487.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $502484.00         | $510466.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $37424084.00       | $35966016.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000.00           | $588.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1827838.00        | $1840036.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $3000.00           | $1795.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $47000.00          | $6765.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $21653713.00       | $20919410.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | N/A      | N/A     | $38931766.00       | $30057759.97       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $137150282.00      | $1885026.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $12000.00          | $3608.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $1000.00           | $745.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $10500000.00       | $8197206.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-15      | N/A      | N/A     | $32015000.00       | $2605288.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-25      | N/A      | N/A     | $34800653.00       | $31852203.70       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1058.00           | $820.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $4383463.00        | $4301164.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1943206.00        | $1970840.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $165966.00         | $151111.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1017338.00        | $952332.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $28780000.00       | $13022610.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $23444663.00       | $23046794.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3299489.00        | $3381645.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $7395000.00        | $2415938.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $78885.00          | $72597.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2788520.00        | $2077331.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1624731.00        | $1366335.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $18767000.00       | $15223720.57       | Agency Mortgage-Backed Securities         |

### Security 210: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6052938681.55
- **C.18.a - Value (excl. sponsor support):** $6052938681.55
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7C9, C.4 - ISIN: US3133ER7C98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $529998436.50
- **C.18.a - Value (excl. sponsor support):** $529998436.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $718161951.36
- **C.18.a - Value (excl. sponsor support):** $718161951.36
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XP6, C.4 - ISIN: US3130B6XP60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999977400.00
- **C.18.a - Value (excl. sponsor support):** $999977400.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011AA5
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa3; Standard & Poor's Long Rating: A+; Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2025-08-31      | N/A      | N/A     | $360800.00         | $361166.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $73959400.00       | $74642262.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $167599700.00      | $170486728.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $543417500.00      | $510230473.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $1080900.00        | $1027133.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $599800.00         | $606321.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $19474000.00       | $19043629.70       | U.S. Treasuries (including strips) |

### Security 215: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1300533260.00
- **C.18.a - Value (excl. sponsor support):** $1300533260.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75064008.00
- **C.18.a - Value (excl. sponsor support):** $75064008.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15YS8
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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 Short Rating: P-1; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible 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 MORT | 2053-09-01      | N/A      | N/A     | $2242734.00        | $1755703.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $353000.00         | $300097.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $14058349.00       | $2527888.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $1500000.00        | $452765.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $6775975.00        | $5651909.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2986973.00        | $3059347.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $206986.00         | $194728.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $21508258.00       | $19379732.01       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $14351368.00       | $13494624.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $10070000.00       | $994875.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $221325.00         | $192298.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1195576.00        | $1249179.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $930000.00         | $95738.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $900000.00         | $146117.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1038141.00        | $857185.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $2281000.00        | $2075899.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $10441697.00       | $10582912.47       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $321315.00         | $69240.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1008896.00        | $921547.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $3907309.00        | $4073605.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $10400000.00       | $288604.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3776485.00        | $3857827.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $297999.00         | $177778.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $3867400.00        | $912240.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $7500000.00        | $515897.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1067550.00        | $683708.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $22500000.00       | $3447432.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $130694734.00      | $113124528.03      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $196220.00         | $51600.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1487914.00        | $1323586.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $301553.00         | $242900.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $500000.00         | $471448.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $23221107.00       | $21463886.37       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $511688.00         | $519487.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1000000.00        | $777587.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $116757.00         | $89033.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $21939947.00       | $4486638.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3689714.00        | $3839373.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $800000.00         | $755582.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1156302.00        | $907788.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $319000.00         | $223788.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $3674749.00        | $3434701.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $15054507.00       | $4742567.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1447205.00        | $903738.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $125000.00         | $58285.74          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $12619279.00       | $3670103.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $4028714.00        | $4108876.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $1000000.00        | $315407.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $1094775.00        | $99725.90          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $14445469.00       | $2672351.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $2770000.00        | $260013.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $17094666.00       | $16407274.73       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1047640.00        | $983115.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $1666000.00        | $96286.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $1152403.00        | $175825.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $7076248.00        | $6643526.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $122608.00         | $110975.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-04-01      | N/A      | N/A     | $7730194.00        | $817575.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $12939689.00       | $7713314.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $3810000.00        | $741309.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4040746.00        | $4093762.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $31889954.00       | $31065905.30       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $1465884.00        | $182750.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1746730.00        | $1582620.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $500000.00         | $407121.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $1500000.00        | $295085.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1229986.00        | $1012261.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-11-01      | N/A      | N/A     | $5100000.00        | $535112.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $1000000.00        | $133074.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $123882164.00      | $104805956.18      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $656434.00         | $598159.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $3015486.00        | $2751306.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $94483.00          | $81728.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $10000000.00       | $8515472.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $8050000.00        | $1426155.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $15129725.00       | $13948420.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $2160000.00        | $454547.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $1012886.00        | $1016796.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1257932.00        | $1281535.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $7885708.00        | $7692663.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $1015039.00        | $69947.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $23485537.00       | $17445899.41       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $14015504.00       | $1768248.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $6100000.00        | $1532423.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $29488056.00       | $13862620.85       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1595487.00        | $1071663.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $710000.00         | $170622.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $1000.00           | $224.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1017500.00        | $814729.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $18577206.00       | $5571744.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1344159.00        | $889991.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $14935617.00       | $2333765.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $1633854.00        | $255055.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $232077.00         | $65997.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $2047710.00        | $1300773.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3700837.00        | $3892879.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $98847133.00       | $22898771.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $8082444.00        | $1496867.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $10748510.00       | $537334.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1527383.00        | $1353014.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $100000.00         | $79640.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $28535600.00       | $6677559.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $1293138.00        | $269203.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $14382551.00       | $2166485.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2299935.00        | $2126236.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $34685114.00       | $6486909.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $175000.00         | $150831.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $1691482.00        | $274596.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $37075558.00       | $30327008.12       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $980118.00         | $190415.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $6000000.00        | $3944385.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $321000.00         | $81016.41          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $5502000.00        | $559781.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-15      | N/A      | N/A     | $19790971.00       | $15362940.17       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $80000.00          | $73502.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $9680000.00        | $1787268.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $2238550.00        | $2016049.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1400000.00        | $817323.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1073599.00        | $1118741.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1758885.00        | $1685663.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $8362803.00        | $6417589.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $200000.00         | $186299.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3582935.00        | $3827335.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1233555.00        | $890833.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1232500.00        | $1240683.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $231000.00         | $82752.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $24647236.00       | $23537383.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $5642195.00        | $5035264.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $7578000.00        | $6182637.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $7350000.00        | $123207.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $5116456.00        | $4674930.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $1000000.00        | $56017.79          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $509363.00         | $468432.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $306000.00         | $195196.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $11774947.00       | $1818085.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $3575000.00        | $723788.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $19425510.00       | $18486724.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $402000.00         | $277400.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-15      | N/A      | N/A     | $8137331.00        | $6685850.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $980290.00         | $139756.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $61469.00          | $50201.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $750000.00         | $89816.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $250000.00         | $63020.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $2664999.00        | $2431019.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $1374839.00        | $168080.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $232645000.00      | $50652145.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $1150000.00        | $54992.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $1112591.00        | $996875.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $16077830.00       | $6796652.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $35756945.00       | $33513825.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $3659661.00        | $3895233.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $372000.00         | $58911.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | N/A      | N/A     | $2427506.00        | $665828.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1012080.00        | $799858.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $2017941.00        | $1666617.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $900000.00         | $789840.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $15000000.00       | $247958.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $31134370.00       | $30006745.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1180359.00        | $1095522.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $2291516.00        | $258512.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $10588000.00       | $10697422.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1438075.00        | $1158506.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $13500000.00       | $2793870.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1004900.00        | $721517.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $917000.00         | $740285.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $395000.00         | $67402.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1309400.00        | $1268064.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $395884.00         | $85871.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $100000.00         | $77777.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $65000.00          | $54455.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1910000.00        | $1545689.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $1158337.00        | $124551.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $11874870.00       | $11041340.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $900000.00         | $271150.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-15      | N/A      | N/A     | $2044886.00        | $1631038.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $15000000.00       | $1421331.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $100000.00         | $73917.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $1600000.00        | $195053.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $3027000.00        | $427152.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $808000.00         | $59249.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $10000000.00       | $1483029.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3913993.00        | $4123052.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1171105.00        | $987788.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1133745.00        | $672685.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $1055000.00        | $814852.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3665902.00        | $3906451.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $8587760.00        | $1473569.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $2586463.00        | $1853520.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $1000000.00        | $309001.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $2503000.00        | $246683.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $3550000.00        | $630606.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $20189950.00       | $16808421.32       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $5000000.00        | $1400733.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2595730.00        | $2678003.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $4394708.00        | $3747943.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $9943700.00        | $9040563.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | N/A      | N/A     | $506899.00         | $72813.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $358295.00         | $356032.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $529741.00         | $530883.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $630000.00         | $76295.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1299988.00        | $1284869.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $291000.00         | $211931.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $500346.00         | $499766.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $1095000.00        | $130542.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $10423099.00       | $5572832.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $425000.00         | $382543.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $11520369.00       | $9755012.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $2807532.00        | $1979531.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3747223.00        | $3905979.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $3165999.00        | $2671926.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $2665878.00        | $417948.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $2412761.00        | $423099.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3607391.00        | $3749401.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $18293085.00       | $18157620.73       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1124585.00        | $1080112.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1092627.00        | $990667.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1595448.00        | $1677629.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $15785526.00       | $14369833.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $15000000.00       | $474032.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $3356500.00        | $537441.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1255948.00        | $903404.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $2636746.00        | $2320344.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $3763901.00        | $3777375.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $615000.00         | $515466.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $27089707.00       | $3647633.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $200000.00         | $133618.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $950000.00         | $100827.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $2000000.00        | $1639203.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $300000.00         | $111535.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $1944319.00        | $1476897.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1057378.00        | $994624.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $16766102.00       | $1982574.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $74897651.00       | $63589459.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3986296.00        | $4117391.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-15      | N/A      | N/A     | $10872149.00       | $9208110.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $11821117.00       | $10519849.20       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $750000.00         | $125546.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $4971902.00        | $984656.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $3350000.00        | $2808251.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $148849283.00      | $41094993.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $8135097.00        | $7935234.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $4175000.00        | $492459.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $7603126.00        | $5895937.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1017079.00        | $1073231.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $6975000.00        | $980170.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $23868100.00       | $20823255.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $2200000.00        | $363624.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $13821719.00       | $1019367.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $1247841.00        | $538996.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $379989.00         | $323493.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-02-01      | N/A      | N/A     | $880075.00         | $146364.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $574222.00         | $583463.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $175000.00         | $153692.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3888919.00        | $4008547.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $30502014.00       | $29047958.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $275320.00         | $234464.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $250000.00         | $186506.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $36192138.00       | $30450920.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $58000.00          | $51192.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $321200.00         | $265899.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $3910691.00        | $2833559.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $8833507.00        | $1664451.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1161451.00        | $1043435.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $82000.00          | $63400.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $158000.00         | $50487.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3611379.00        | $3887769.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $500000.00         | $395922.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $100000.00         | $69744.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $300000.00         | $83817.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $6333868.00        | $5714814.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $750000.00         | $88981.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $2762440.00        | $281917.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $1216220.00        | $169408.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1036270.00        | $953475.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $330000.00         | $61858.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-04-01      | N/A      | N/A     | $925000.00         | $72090.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $10666581.00       | $9839609.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $1320628.00        | $485802.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $29274687.00       | $22538975.03       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $17202922.00       | $2469941.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $500000.00         | $382567.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $6523036.00        | $6182225.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $48338516.00       | $15341460.65       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $1085514.00        | $135130.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $3743766.00        | $3672937.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $190879.00         | $165339.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $170000.00         | $152855.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-02-01      | N/A      | N/A     | $35273934.00       | $26169881.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1102961.00        | $849209.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1032497.00        | $852540.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $94000000.00       | $15640326.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1477000.00        | $1038738.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $495375.00         | $511189.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $4441652.00        | $408065.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $2286209.00        | $1920372.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $1247000.00        | $133001.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $4876793.00        | $494829.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $4001000.00        | $3848496.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $195000.00         | $71558.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $600000.00         | $55540.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $47722537.00       | $24286072.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $17000000.00       | $4152940.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000000.00        | $727090.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $1200000.00        | $98411.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $778490.00         | $73516.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $2090214.00        | $2019249.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $800000.00         | $70291.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $800000.00         | $663881.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $15825000.00       | $2228109.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1824520.00        | $1363218.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $53850300.00       | $50942862.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1095500.00        | $1019496.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $5498450.00        | $5133605.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $283369.00         | $237272.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $7931000.00        | $1103202.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $398000.00         | $60001.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $954585.00         | $132508.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $18946702.00       | $7930173.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $2360000.00        | $349318.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $1806000.00        | $166866.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3607305.00        | $3734880.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $16549520.00       | $2544526.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $7445119.00        | $6981034.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $400000.00         | $56727.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $10207757.00       | $1470706.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $31908147.00       | $4495275.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1315710.00        | $1366075.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3697299.00        | $3780442.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $200000.00         | $161524.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1228798.00        | $981055.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $1200000.00        | $171162.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $3375000.00        | $403448.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $52722075.00       | $47698514.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $1347490.00        | $154016.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $550000.00         | $80080.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1508143.00        | $1337182.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $645000.00         | $119807.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $1475000.00        | $174199.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2054767.00        | $1755353.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $35533517.00       | $30198132.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $16938475.00       | $15170544.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $1956990.00        | $1896723.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $1000000.00        | $78147.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1698730.00        | $1389956.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $2339514.00        | $1733208.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1156961.00        | $1198059.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3939800.00        | $4062563.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $883141.00         | $712982.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $228000.00         | $92027.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $5730660.00        | $5771864.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1218560.00        | $899492.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $8130879.00        | $6793394.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1075012.00        | $1056089.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1025452.00        | $833868.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $25000000.00       | $15264880.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $12484590.00       | $11612418.99       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3816134.00        | $3973173.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1140389.00        | $1016471.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $25874237.00       | $1420862.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $30208848.00       | $4744947.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $624000.00         | $465409.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $3279743.00        | $2867536.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $4297000.00        | $4082431.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1513144.00        | $1362686.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1134654.00        | $789635.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $32743021.00       | $30146536.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $833377.00         | $99209.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $2285000.00        | $499270.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $5490000.00        | $726443.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $1808000.00        | $110173.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $6703051.00        | $3988366.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $76000.00          | $57126.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $9908145.00        | $1216652.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $3629457.00        | $3763879.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $210913.00         | $159303.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $3928557.00        | $4079416.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1394043.00        | $1239627.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1266285.00        | $1139951.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $34971546.00       | $32834521.51       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $1261244.00        | $71195.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $737832.00         | $257159.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $3400000.00        | $2294161.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $198000.00         | $68970.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1293133.00        | $1171535.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $304000.00         | $65797.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $265463.00         | $217536.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $270000.00         | $67582.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1097351.00        | $997726.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $92000.00          | $71936.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $3000000.00        | $165111.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $10000000.00       | $1525853.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $4079272.00        | $3120317.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $22870742.00       | $21118605.42       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1397180.00        | $1053247.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2445949.00        | $2365202.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $315299.00         | $145376.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $24462825.00       | $7479201.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1527396.00        | $1174145.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $4986081.00        | $3688098.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1026071.00        | $1058309.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $5077584.00        | $4320482.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $3881726.00        | $4052863.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $400593.00         | $358967.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $15018737.00       | $14029493.46       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1447035.00        | $1097303.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1158997.00        | $1165473.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1300000.00        | $1182525.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $22025805.00       | $20474010.19       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1142586.00        | $697782.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1074823.00        | $990638.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $932849.00         | $386608.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3764640.00        | $3746292.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $665066.00         | $550147.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $3556000.00        | $2737800.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $5676379.00        | $1221657.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $300000.00         | $86108.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $1194631.00        | $110124.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3871479.00        | $4033207.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $3632137.00        | $1964843.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $8730401.00        | $1966174.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $91937.00          | $6981.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $800000.00         | $100894.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $18577601.00       | $16952996.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $675000.00         | $197857.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $650000.00         | $558463.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $7400000.00        | $440297.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $94247.00          | $92090.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-11-01      | N/A      | N/A     | $1750000.00        | $281225.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $11435350.00       | $1332896.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1044323.00        | $709655.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $8000000.00        | $1476088.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $12410253.00       | $11817697.12       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $500000.00         | $382068.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $989450.00         | $820587.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $2372370.00        | $841448.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1640811.00        | $1299965.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $100000.00         | $73549.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3788859.00        | $4037911.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1424225.00        | $1215433.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $3106297.00        | $261075.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $10000000.00       | $392807.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $6096262.00        | $5935906.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $31227602.00       | $22675925.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $12105725.00       | $2796584.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $3500000.00        | $1043551.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1858367.00        | $1520661.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $48746724.00       | $49403762.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1020781.00        | $764417.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $1293000.00        | $312290.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $1244966.00        | $145571.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $4833045.00        | $526896.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $5159347.00        | $4105406.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $5607293.00        | $3404630.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $8764931.00        | $1656348.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1054573.00        | $917373.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $404061.00         | $139317.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $1489647.00        | $1339989.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $17015527.00       | $1875015.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1432142.00        | $1468263.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $60000.00          | $53352.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $460000.00         | $50500.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1345410.00        | $1040294.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $8630425.00        | $1371023.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $549326.00         | $541762.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3782330.00        | $3986097.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $19422276.00       | $3507525.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $8513367.00        | $2268057.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $356000.00         | $244298.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $28375000.00       | $9741316.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1023735.00        | $720410.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $965000.00         | $656978.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $12923807.00       | $11899614.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $57638169.00       | $54829352.63       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $14910932.00       | $2146401.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $225000.00         | $197267.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | N/A      | N/A     | $86918398.00       | $17472897.27       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $1086827.00        | $111674.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $8975000.00        | $2260561.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $1666318.00        | $634160.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $853000.00         | $145627.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $3190000.00        | $382503.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $18000000.00       | $4180017.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $226545.00         | $50715.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $41370653.00       | $34415127.77       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $2493152.00        | $1838096.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1410893.00        | $879811.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $400000.00         | $87524.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $2326000.00        | $2087019.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $5375609.00        | $4993351.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $77000.00          | $65820.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $15605215.00       | $2628858.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1114281.00        | $891990.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $126000.00         | $114308.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $14698653.00       | $13718568.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $45108515.00       | $35977404.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $100000.00         | $72356.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $3932400.00        | $3133423.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1012592.00        | $1026268.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $3068775.00        | $2510436.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $2013729.00        | $2003274.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1271459.00        | $1080310.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $975000.00         | $135540.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $66602255.00       | $67426040.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $900000.00         | $698346.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $2500000.00        | $145942.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $10256098.00       | $9774585.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $937000.00         | $820695.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $4800000.00        | $557086.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $6154926.00        | $786442.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $2976568.00        | $2605713.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $60663709.00       | $52855609.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $3230000.00        | $2525036.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $23387796.00       | $5081962.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $75000.00          | $57262.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $738000.00         | $612436.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $3287000.00        | $2815788.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $80000.00          | $66209.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $518570.00         | $536232.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $5000000.00        | $1510287.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $26380267.00       | $7732835.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $604602.00         | $542682.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1021204.00        | $949743.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $8844703.00        | $6330120.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $75816.00          | $57979.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $1435057.00        | $328847.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $3400004.00        | $562410.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $97443.00          | $82062.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $479761.00         | $61876.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $645000.00         | $206765.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-11-01      | N/A      | N/A     | $4000000.00        | $572117.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $976206.00         | $999121.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $3913867.00        | $2858794.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1779143.00        | $531335.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $29392586.00       | $26039306.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $3500000.00        | $754013.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $35389292.00       | $25050977.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1052210.00        | $885445.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $2174049.00        | $2198488.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $14144000.00       | $4714243.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $750000.00         | $579192.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3723080.00        | $3900952.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $289999.00         | $276881.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1001523.00        | $889176.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $5693781.00        | $4868536.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $2808758.00        | $2271662.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $2961307.00        | $2127299.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $484000.00         | $369568.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $434000.00         | $84284.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3981713.00        | $4028437.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $1499000.00        | $160827.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $556000.00         | $161510.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $2088597.00        | $1910659.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1566353.00        | $1301973.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $132000.00         | $103679.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1521714.00        | $1421583.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $3355000.00        | $381930.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $184774.00         | $186154.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $6139183.00        | $5974062.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $23377675.00       | $18000826.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $12434667.00       | $1638811.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1122461.00        | $1087693.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1880791.00        | $1277896.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-04-01      | N/A      | N/A     | $1129000.00        | $201744.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $15000000.00       | $2217828.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $33962721.00       | $30653918.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $47532115.00       | $44155206.44       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $655000.00         | $79061.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1048150.00        | $738032.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $2300000.00        | $348414.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $2230351.00        | $2207919.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $193012.00         | $153600.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $625577.00         | $525921.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $359229.00         | $164649.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $380000.00         | $70909.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $450000.00         | $336692.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $7101234.00        | $2579905.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3639088.00        | $3784710.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $62833.00          | $57558.24          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $730552.00         | $632734.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1380751.00        | $1200294.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $429000.00         | $68879.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3832353.00        | $4085046.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1327798.00        | $952564.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $227975.00         | $180228.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $7706743.00        | $7860090.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1437406.00        | $1142783.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $916111.00         | $172692.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $4112933.00        | $3946923.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $3125933.00        | $2923629.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1434526.00        | $915967.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $102201.00         | $88103.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $10202774.00       | $10387038.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $37086469.00       | $10858652.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $7839376.00        | $7137484.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $1413214.00        | $1379811.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $185000.00         | $161492.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3837712.00        | $3960557.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $702190.00         | $266483.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1062400.00        | $744430.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $853914.00         | $830188.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $27141701.00       | $25835125.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $6150000.00        | $1768084.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $2145000.00        | $260721.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $457144.00         | $394854.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $730422.00         | $575405.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $1800000.00        | $315245.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $39104602.00       | $26193407.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $2808057.00        | $2294252.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $2000000.00        | $71185.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1520182.00        | $1174686.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $1000000.00        | $279128.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3764818.00        | $3957455.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $121430.00         | $95515.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $300000.00         | $98345.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $1675000.00        | $189185.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $457000.00         | $372542.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $1664007.00        | $1721168.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $50935161.00       | $45335936.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $1867000.00        | $197179.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $682000.00         | $190875.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $3826361.00        | $3976276.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $3722956.00        | $3799758.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $522473.00         | $462367.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $79000.00          | $62702.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $400000.00         | $315696.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $10757600.00       | $5352587.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $36300000.00       | $30707394.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $5000000.00        | $3810676.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $22767768.00       | $3374509.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $9201515.00        | $1931603.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1327437.00        | $1345910.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $4000000.00        | $792847.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $4858620.00        | $4619922.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $2500000.00        | $614655.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $99668.00          | $64973.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $1183000.00        | $186991.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $146600000.00      | $131608701.05      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $750000.00         | $585025.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $2459004.00        | $2097417.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $18793183.00       | $16626469.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $825000.00         | $216944.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $125000.00         | $97062.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $334000.00         | $122790.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $3000009.00        | $107675.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3602187.00        | $3872133.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $2038343.00        | $990103.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $6577095.00        | $936002.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $58271416.00       | $51742394.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1019725.00        | $976610.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1234148.00        | $971133.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $6002673.00        | $4856763.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $850000.00         | $84895.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $8542293.00        | $6321592.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $215897.00         | $197671.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $1975000.00        | $195423.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $1770000.00        | $166017.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $80000.00          | $64836.77          | Agency Mortgage-Backed Securities |

### Security 218: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1719783327.50
- **C.18.a - Value (excl. sponsor support):** $1719783327.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: 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? No, C.23 Categorized at Level 3? No

### Security 219: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25S59
- **C.18 - Value (incl. sponsor support):** $8750000000.00
- **C.18.a - Value (excl. sponsor support):** $8750000000.00
- **C.19 - Percentage of Net Assets:** 2.8700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Long Rating: NR; Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $27855802.00       | $9219928.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-16      | N/A      | N/A     | $625000.00         | $362421.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3771971.00        | $3887811.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2342530.00        | $2457737.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1072156.00        | $1082131.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1746858.00        | $1487874.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $289381.00         | $278266.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1928000.00        | $1405332.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $694060.00         | $357095.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $15209325.00       | $14279012.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1170352.00        | $792742.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1515762.00        | $1524679.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $6301.00           | $6274.00           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $21510342.00       | $4594150.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $26803897.00       | $21183985.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $224022.00         | $138212.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1579615.00        | $1615881.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $338574.00         | $326153.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $7272000.00        | $911306.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2101271.00        | $2108950.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $931133.00         | $116226.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $6873398.00        | $6982086.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $18508493.00       | $19075803.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $6703929.00        | $6346449.76        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $100.00            | $100.37            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1324306.00        | $1351880.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $70000.00          | $41315.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $10612679.00       | $10920084.25       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $630247.00         | $339382.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $166000.00         | $69171.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $10250000.00       | $8923610.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-20      | N/A      | N/A     | $6119529.00        | $254714.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1974926.00        | $2058102.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $818489.00         | $831526.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-04-16      | N/A      | N/A     | $108087.00         | $47834.35          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $109772.00         | $70322.59          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $21851700.00       | $21512725.85       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $30699511.00       | $31385831.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-05-15      | N/A      | N/A     | $13000000.00       | $13710012.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $8426351.00        | $7945545.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $1940210.00        | $1764925.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $1128152.00        | $21601.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1291857.00        | $1117949.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $5000000.00        | $4117336.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1066090.00        | $1078720.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $8454349.00        | $7368176.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $3796520.00        | $15684.64          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $48171000.00       | $49256196.82       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $2260129.00        | $2230511.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $19937742.00       | $5394641.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $44788634.00       | $43335860.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2086134.00        | $2172929.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1722819.00        | $1787320.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $2925575.00        | $2566776.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-05-20      | N/A      | N/A     | $527874.00         | $451800.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $981587.00         | $603855.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $4540128.00        | $4761313.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $2600000.00        | $2177865.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $2010910.00        | $1199039.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $17238009.00       | $8293784.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1327113.00        | $1314206.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $3259089.00        | $3192362.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $5932000.00        | $3890053.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $5000000.00        | $222415.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3256000.00        | $3003887.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $615113.00         | $64192.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $5024599.00        | $1351102.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $225000.00         | $139540.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1028006.00        | $983464.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $46742389.00       | $35344336.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $2945155.00        | $3055338.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $350000.00         | $216764.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | N/A      | N/A     | $1072328.00        | $49587.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | N/A      | N/A     | $928001.00         | $98791.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $225000.00         | $139136.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-12-16      | N/A      | N/A     | $270000.00         | $156107.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $890630.00         | $890652.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $542831.00         | $518855.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | N/A      | N/A     | $1021165.00        | $68476.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $140000.00         | $133636.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $100000.00         | $60170.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $2625216.00        | $2562408.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $155466.00         | $141832.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $1807000.00        | $314211.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $6225583.00        | $6314428.80        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $18603000.00       | $18227905.89       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $220000.00         | $132295.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $533669.00         | $542659.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $3139592.00        | $3017911.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $2406690.00        | $12952.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $246952.00         | $158007.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $45500000.00       | $6080100.63        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $17555600.00       | $17621427.74       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2042-07-01      | N/A      | N/A     | $758000.00         | $547882.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $10030000.00       | $1599661.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1820000.00        | $1442558.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1139346.00        | $1161334.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $6639.00           | $6715.47           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $294730.00         | $32922.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $107000.00         | $5109.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1073769.00        | $1086892.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $10000000.00       | $940883.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | N/A      | N/A     | $390000.00         | $51889.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $10000000.00       | $4779722.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $32628702.00       | $25823129.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $357145.00         | $363654.13         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $19672900.00       | $20635676.01       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2039-03-01      | N/A      | N/A     | $344655.00         | $14707.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1930596.00        | $2013625.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $13000000.00       | $3189550.79        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-08-31      | N/A      | N/A     | $33551000.00       | $34044743.09       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2034-10-01      | N/A      | N/A     | $5000000.00        | $336533.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1633856.00        | $1668162.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $19821000.00       | $17685278.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $4873364.00        | $4975494.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2632927.00        | $2664626.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | N/A      | N/A     | $51431913.00       | $449780.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $28068227.00       | $24792903.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1507848.00        | $1564352.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $251920.00         | $251210.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $14951982.00       | $14402345.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $1393733.00        | $1316740.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3149908.00        | $3214749.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1148400.00        | $1125214.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $6220220.00        | $6314182.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $2500000.00        | $362087.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3634633.00        | $3681817.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2391927.00        | $2239500.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $7224239.00        | $7525391.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $907877.00         | $881260.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $3540493.00        | $1765295.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $400000.00         | $339971.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $109000.00         | $75502.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $573372.00         | $392551.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $32850584.00       | $1148419.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $8668913.00        | $6657652.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $10057337.00       | $8353586.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $92902940.00       | $69735754.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $265000.00         | $164785.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $1037296.00        | $435317.31         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-05-15      | N/A      | N/A     | $40646300.00       | $36355908.54       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $2732014.00        | $2382620.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $36907314.00       | $34750118.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | N/A      | N/A     | $150000.00         | $13031.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $50000000.00       | $9406195.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1147788.00        | $1132137.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $5188775.00        | $5440483.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | N/A      | N/A     | $10000000.00       | $1281779.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1225659.00        | $1279067.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | N/A      | N/A     | $29927520.00       | $2712857.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $5702749.00        | $5106498.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-03-15      | N/A      | N/A     | $1000000.00        | $1001005.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $7800000.00        | $1113326.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1681420.00        | $918334.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | N/A      | N/A     | $3620661.00        | $116386.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $12541.00          | $12027.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $30000.00          | $24850.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4821053.00        | $5003814.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $11331620.00       | $9521886.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $400000.00         | $78425.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $42232702.00       | $42557738.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $5281210.00        | $4418158.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $908885707.00      | $873928099.83      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1934334.00        | $1855897.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1334923.00        | $1364883.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1101700.00        | $1098185.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $767133.00         | $67650.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $1104767.00        | $110206.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $50000.00          | $46830.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $1446552.00        | $976231.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-15      | N/A      | N/A     | $3009698.00        | $33341.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $194346148.00      | $183983956.76      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $10000.00          | $9744.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $25336006.00       | $6809749.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1012368.00        | $1058872.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $4500000.00        | $3078801.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-25      | N/A      | N/A     | $6627.00           | $6627.01           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-08-15      | N/A      | N/A     | $16246981.00       | $552188.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $4363839.00        | $4429368.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $17788000.00       | $6821835.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $92552877.00       | $174576.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $134000.00         | $69756.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $5180000.00        | $4457810.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $17952071.00       | $18431844.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $6471211.00        | $6275103.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $300000.00         | $155828.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $100000.00         | $53670.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $13427369.00       | $414786.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $200000.00         | $194790.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | N/A      | N/A     | $2333000.00        | $254051.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $597226.00         | $605955.93         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $955300.00         | $883004.81         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $30363005.00       | $31325350.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $92371.00          | $39346.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $1841009.00        | $1821888.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $1742576.00        | $1315583.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $8042657.00        | $5924530.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1069413.00        | $1095815.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3403279.00        | $3157817.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-07-15      | N/A      | N/A     | $67597.00          | $69112.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $4277092.00        | $4382547.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $19566756.00       | $19352443.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $885585505.00      | $763960023.38      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $5000000.00        | $592522.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $19551821.00       | $19582301.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $865992.00         | $223492.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $205000.00         | $136757.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-07-16      | N/A      | N/A     | $9353000.00        | $6296780.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $2028385.00        | $165598.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $987332.00         | $1024941.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $5174269.00        | $5366176.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $791490.00         | $806041.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1196379.00        | $986008.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $6489.00           | $6684.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-09-15      | N/A      | N/A     | $10280162.00       | $9115074.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $16677082.00       | $14538219.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $12018122.00       | $12387249.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2273459.00        | $2384221.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $100000.00         | $66103.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2049938.00        | $2006199.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $34000.00          | $14705.46          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-05-20      | N/A      | N/A     | $4690447.00        | $256986.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $2180610.00        | $643721.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1812062.00        | $1871647.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1459042.00        | $1212739.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $600000.00         | $475416.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $5946126.00        | $5746230.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $4653826.00        | $4597387.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1782963.00        | $1731266.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $800000.00         | $387410.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $2000000.00        | $933932.66         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-11-15      | N/A      | N/A     | $51743457.28       | $44194242.09       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $791436.00         | $827135.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $39201000.00       | $30384354.30       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $43681500.00       | $38286692.30       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $19057302.00       | $19389523.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $18000000.00       | $125545.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $1174171.00        | $1143738.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1195330.00        | $1220634.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1337076.00        | $1328209.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $2264757.00        | $380137.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $272000.00         | $119007.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $101000.00         | $70683.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1554000.00        | $1381507.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $3354924.00        | $3489298.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1026479.00        | $1015399.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $700000.00         | $590055.94         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $6213700.00        | $5819273.61        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $10709772.00       | $39556.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $2096243.00        | $2107287.86        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $61810600.00       | $61148253.06       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1999800.00        | $1552341.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | N/A      | N/A     | $50004070.00       | $2660055.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $3703947.00        | $735915.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $26014214.00       | $29996.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $626983.00         | $651535.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $649606.00         | $677135.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $1831264.00        | $920663.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $400000.00         | $263005.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $10664839.00       | $11109519.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1400000.00        | $1338363.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-20      | N/A      | N/A     | $150000.00         | $139822.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $261238.00         | $270602.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | N/A      | N/A     | $55331869.00       | $54996078.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $16066949.00       | $249287.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $6819164.00        | $7070842.46        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $43770000.00       | $43965832.67       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $11000000.00       | $9142293.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $189527748.00      | $191307531.75      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1918501.00        | $1965585.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $40035647.00       | $40121806.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | N/A      | N/A     | $4277000.00        | $470669.39         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $43810400.00       | $45379345.67       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3481774.00        | $3600246.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $8289333.00        | $8053010.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $125834847.00      | $115941414.45      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $17270241.00       | $17430309.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1238953.00        | $1265667.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1213208.00        | $1216136.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1551622.00        | $1576700.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $5100000.00        | $443273.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4010306.00        | $4182103.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $4675673.00        | $4871838.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $3750000.00        | $11983.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $238000.00         | $167263.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1452710.00        | $1516502.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $84262935.00       | $79592297.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $2400467.00        | $97529.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1677145.00        | $1653302.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $24516201.00       | $12435683.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $375000.00         | $234168.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $15960000.00       | $12257039.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3214637.00        | $2944137.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $386080444.00      | $376565118.35      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | N/A      | N/A     | $13669701.00       | $254748.53         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $24511283.19       | $24299995.93       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2041-01-15      | N/A      | N/A     | $89842.00          | $11612.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $142794443.00      | $122685459.77      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $2248040.00        | $2105801.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $3743290.00        | $1866255.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $214444.00         | $195798.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $11546904.00       | $1241518.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $921611.00         | $967475.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5029719.00        | $5210359.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $12602254.00       | $2151253.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $22878117.00       | $455163.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $574000.00         | $473942.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $13668201.00       | $9481928.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $3000000.00        | $2427628.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $2343000.00        | $1817374.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2519134.00        | $2624597.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $682400.00         | $446577.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $6200000.00        | $5913192.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $25000000.00       | $23134463.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $627855.00         | $627488.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $808185.00         | $696570.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $200000.00         | $159451.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $6109495.00        | $6115266.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1190925.00        | $1245033.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $100000.00         | $82705.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $7121011.00        | $7065458.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $4480173.00        | $3989132.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $432000.00         | $49647.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $4983854.00        | $4881622.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $200000.00         | $202504.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $120780.00         | $96009.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $239000.00         | $13753.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-05-15      | N/A      | N/A     | $11416300.00       | $11798770.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $500000.00         | $253252.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $200000.00         | $122170.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $10510100.00       | $11014905.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $60213305.00       | $60535776.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $330000.00         | $200009.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2410191.00        | $2444041.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $5850000.00        | $4955568.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1289212.00        | $1303284.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2384169.00        | $2488878.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2165559.00        | $2258935.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5694004.00        | $5926466.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4462551.00        | $4632870.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-02-15      | N/A      | N/A     | $8990000.00        | $8922249.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $1910322.00        | $953197.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $24810467.00       | $20885281.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1164724.00        | $1196788.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $4618506.00        | $846298.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $43676049.00       | $44130150.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $32601344.00       | $32640218.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $12443611.00       | $12649009.90       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $1676149.00        | $1430318.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $150000.00         | $9562.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $600000.00         | $443865.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $1300000.00        | $1105277.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $58118849.00       | $48134982.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $30500000.00       | $8088640.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $100000.00         | $19034.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $7764367.00        | $5073240.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $364000.00         | $131249.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2653960.00        | $2519721.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1501702.00        | $1562900.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2449752.00        | $2383914.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $30000000.00       | $22724309.33       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1095322.00        | $1141129.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $1224194.00        | $1224005.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $2800000.00        | $740013.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $60627000.00       | $7108807.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $5200000.00        | $853547.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $18136134.00       | $16612960.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1066495.00        | $1112965.26        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $47694807.04       | $42391764.53       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $170000.00         | $108367.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $800000.00         | $788968.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $24250094.00       | $20891999.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1206849.00        | $1232382.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $110952551.00      | $110090275.36      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5531089.00        | $5790512.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | N/A      | N/A     | $1200366.00        | $326429.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $7000000.00        | $1804596.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-07-20      | N/A      | N/A     | $12650515.00       | $181005.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $2544000.00        | $383837.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-15      | N/A      | N/A     | $25757746.00       | $20982678.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1539178.00        | $1544510.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $128000.00         | $121549.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1684008.00        | $1494785.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1221103.00        | $1270936.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-10-20      | N/A      | N/A     | $383323.00         | $330603.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $21117455.00       | $18489485.30       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $10960000.00       | $291259.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $1035187.00        | $665285.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $6828090.00        | $6903047.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $6974980.00        | $5440724.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $700083.00         | $162861.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3444491.00        | $3542759.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $23422987.00       | $23789919.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $1269569.00        | $1282689.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $918131.00         | $956747.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1867152.00        | $1765533.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | N/A      | N/A     | $4837852.00        | $4005797.43        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $36991300.00       | $35219716.29       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $64077.00          | $10345.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $100000.00         | $74226.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $4224805.00        | $4112159.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $9528598.00        | $6536211.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | N/A      | N/A     | $546869.00         | $36154.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1130771.00        | $1177869.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2309941.00        | $2298171.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $4250000.00        | $270490.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-16      | N/A      | N/A     | $61037766.00       | $44639115.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $2099661.00        | $1969534.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $711000.00         | $50781.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $10157031.00       | $10300015.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | N/A      | N/A     | $5208668.00        | $746406.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $4555000.00        | $1468728.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $21917435.00       | $22057824.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $341588.00         | $57891.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $10000000.00       | $9754945.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $10606915.00       | $10423144.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $92133.00          | $10602.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $10000000.00       | $3404588.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $100000.00         | $61471.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1540993.00        | $1410597.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $100000000.00      | $59960053.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $110713.00         | $89098.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | N/A      | N/A     | $110174.00         | $9352.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $1096277.00        | $1083132.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $4150000.00        | $3702251.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $57416975.00       | $46900729.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $75000.00          | $34732.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2616859.00        | $2725223.48        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $14805300.00       | $14572520.15       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $200000.00         | $137081.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-16      | N/A      | N/A     | $29748224.00       | $25988890.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $243473.00         | $251766.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $14272775.00       | $14723212.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $2121000.00        | $1651917.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $33569.00          | $28399.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1217831.00        | $1243354.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $3000000.00        | $2419951.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $548508.00         | $438159.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2896304.00        | $2916746.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $1120124.00        | $656715.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-15      | N/A      | N/A     | $5000951.00        | $3037173.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $72625.00          | $45450.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $33784575.00       | $31991489.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4455823.00        | $4651511.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1154753.00        | $995658.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1141736.00        | $1121453.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5121176.00        | $5316890.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $10168501.00       | $8153782.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1600890.00        | $1675521.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $1398900.00        | $1323005.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1087496.00        | $1100977.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $2374437.00        | $961623.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $373658.00         | $380068.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $342000.00         | $260922.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $29954283.00       | $30344709.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $3016488.00        | $6081.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-15      | N/A      | N/A     | $24450000.00       | $853851.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $500000.00         | $251238.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-15      | N/A      | N/A     | $494705.00         | $103282.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $2658495.00        | $2565956.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $20000000.00       | $14384125.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $140000.00         | $124069.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $50262000.00       | $29086921.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $1158620.00        | $1139554.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | N/A      | N/A     | $900000.00         | $91213.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $1384897.00        | $1305369.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $15832569.00       | $10902464.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $12176985.00       | $11323176.92       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1698807.00        | $1449903.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $2000000.00        | $1075985.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $2500000.00        | $1550925.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1981006.00        | $2056270.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1500000.00        | $1133950.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $3607000.00        | $2861686.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3595105.00        | $3565801.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $649000.00         | $191505.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $1000000.00        | $134276.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $17120997.00       | $16962052.68       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $2039466.00        | $1991353.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $239064.00         | $34452.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $857044.00         | $857028.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $395202.00         | $395387.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $121720.00         | $105635.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $8451197.00        | $911262.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $758450.00         | $512545.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $300000.00         | $195967.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-08-01      | N/A      | N/A     | $28145000.00       | $8294913.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $8111859.00        | $5885148.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $17148128.00       | $17190032.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $2138886.00        | $1596575.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $648045.00         | $121370.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $4087440.00        | $3716724.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $4090922.00        | $4149381.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-02-01      | N/A      | N/A     | $17700000.00       | $242804.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $233499.00         | $141103.56         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $3878800.00        | $3980805.36        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $52754048.00       | $205319.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $2900000.00        | $258611.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $2642357.00        | $2542897.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $84000.00          | $45392.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | N/A      | N/A     | $1766149.00        | $99140.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $23290958.00       | $20674707.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $10000000.00       | $7601050.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $23700000.00       | $19000450.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $4300000.00        | $258859.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $23801575.00       | $25074998.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $27400000.00       | $22098567.21       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $54100000.00       | $48774000.26       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $2125022.00        | $1899131.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $6678725.00        | $6119083.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $1200000.00        | $147397.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $2655195.00        | $1424616.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $2279758.00        | $2250199.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $600000.00         | $313312.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1166000.00        | $114646.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $6300000.00        | $701992.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $808000.00         | $415670.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $110000.00         | $67738.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $17849709.00       | $18395211.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $200000.00         | $112204.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $111615929.00      | $93357836.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $4104692.00        | $3538746.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $600000.00         | $335375.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $3404775.00        | $3471597.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $2068867.00        | $2031439.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $1301536.00        | $963721.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $7948407.00        | $8051046.25        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $34818700.00       | $35182899.81       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1716357.00        | $1701049.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | N/A      | N/A     | $13700000.00       | $736999.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-15      | N/A      | N/A     | $2000000.00        | $120333.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $5052046.00        | $4568691.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $34829610.00       | $35137405.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1660225.00        | $1678366.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $2100000.00        | $1604688.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $37997530.00       | $3424122.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $400000.00         | $273754.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $1529948.00        | $1119941.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $50000000.00       | $49728375.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $154000.00         | $30646.57          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $23666600.00       | $23105219.49       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2643499.00        | $2501088.69        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $18865800.00       | $19305972.94       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $1310000.00        | $749003.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $100000.00         | $11843.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1280827.00        | $1332287.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $10580467.00       | $10892428.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | N/A      | N/A     | $137928.00         | $5905.78           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $3200.00           | $3032.19           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1790488.00        | $1800619.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-16      | N/A      | N/A     | $38465278.00       | $28947348.41       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $7513040.00        | $7320375.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $55200.00          | $41746.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $959901.00         | $1002674.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-02-15      | N/A      | N/A     | $499000.00         | $527249.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $2784250.00        | $2566997.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $59075.00          | $9445.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $6333456.00        | $6071138.52        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-01-31      | N/A      | N/A     | $7300000.00        | $7409676.47        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $2308000.00        | $1422245.82        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2034-07-15      | N/A      | N/A     | $28128000.00       | $29404915.18       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $90000.00          | $55730.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1115645.00        | $1133696.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $2779696.00        | $2640367.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $1893840.00        | $306028.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-20      | N/A      | N/A     | $2414743.00        | $261216.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2585906.00        | $2683478.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-07-01      | N/A      | N/A     | $267335.00         | $172668.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | N/A      | N/A     | $12573200.00       | $11821164.94       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $910000.00         | $190145.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1878805.00        | $1772081.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $852242238.00      | $715366483.52      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $700000.00         | $231822.19         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $400000.00         | $402098.07         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $18281354.00       | $17125349.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $783874.00         | $6202.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $783985.00         | $104073.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $2090000.00        | $203104.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $22000000.00       | $81574.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $387989.00         | $242100.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $12516130.00       | $8139147.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1732465.00        | $1802455.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $5080250.00        | $3772005.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $63000.00          | $59095.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $86160606.00       | $87000356.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-07-15      | N/A      | N/A     | $525325.00         | $529466.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $5000000.00        | $62648.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1418894.00        | $1448749.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $1780465.00        | $1400571.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $1791200.00        | $244298.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $2270180.00        | $2328615.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $19828429.00       | $18699408.61       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-20      | N/A      | N/A     | $10000000.00       | $11260621.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2745874.00        | $2825890.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $1874087.00        | $110966.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $3640952.00        | $640809.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $100000.00         | $59396.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $22901593.00       | $22990002.14       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1186610.00        | $1175980.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1553010.00        | $1616374.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $4314758.00        | $4481130.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $35395.00          | $29607.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $61000.00          | $8333.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $16427403.00       | $13376460.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $816000.00         | $526854.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1772972.00        | $1813239.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | N/A      | N/A     | $13643000.00       | $1386018.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $10240400.00       | $8017811.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-15      | N/A      | N/A     | $124000.00         | $20464.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $831879.00         | $756213.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $690795.00         | $690301.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $12398716.00       | $12383048.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $2950000.00        | $381677.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-25      | N/A      | N/A     | $87586.00          | $6634.96           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1200000.00        | $929724.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1350000.00        | $1410620.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $518424.00         | $526883.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $41302011.00       | $37682104.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1692354.00        | $1755139.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $315178.00         | $304687.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | N/A      | N/A     | $263000.00         | $142759.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $2350000.00        | $363821.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $200000000.00      | $190412295.75      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-03-20      | N/A      | N/A     | $1748676.00        | $10168.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $1221227.00        | $1236067.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $200000.00         | $134588.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1470112.00        | $1537436.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $11131624.00       | $256483.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $521007.00         | $63339.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $30100000.00       | $16005548.31       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $100.00            | $101.47            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $310561.00         | $25295.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $939004.00         | $792334.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $13174387.00       | $12728379.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $1308195.00        | $1288930.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $1059342.00        | $830979.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $24696195.00       | $25312183.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $142000.00         | $18659.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $3444885.00        | $3051068.58        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $19999800.00       | $20289229.71       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2057-03-15      | N/A      | N/A     | $364598.00         | $309766.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1431685.00        | $1455763.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1867585.00        | $1334499.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1968607.00        | $1931566.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1050830.00        | $847837.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $40187217.00       | $37103479.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $6531357.00        | $6539418.86        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $44284000.00       | $33962648.23       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1190000.00        | $865166.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $14493742.00       | $12540462.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $20773229.00       | $18073855.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $350000.00         | $81750.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $916000.00         | $458533.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $10000000.00       | $674061.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $65178090.00       | $67022238.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1788945.00        | $1845675.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $2665877.00        | $2686462.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $796404937.00      | $771991761.46      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | N/A      | N/A     | $187500.00         | $40842.90          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $76603618.00       | $43723642.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1164896.00        | $1110178.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $16000000.00       | $2274810.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1431000.00        | $1467816.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | N/A      | N/A     | $112106.00         | $15184.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $56364458.00       | $56794440.86       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $50000000.00       | $50656027.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $2622411.00        | $1600877.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | N/A      | N/A     | $886971133.00      | $105109357.71      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $25000.00          | $16971.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1212929.00        | $1246498.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $1541270.00        | $1633907.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $14104.00          | $13552.82          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $8126216.00        | $5928201.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $515617.00         | $426354.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $54162874.00       | $52674347.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $5000000.00        | $64079.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $13393.00          | $9282.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $43721646.00       | $39000805.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $21505362.00       | $17113929.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | N/A      | N/A     | $12000000.00       | $603450.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $369449.00         | $288795.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | N/A      | N/A     | $11185400.00       | $10423355.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $155699.00         | $95093.83          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $583000.00         | $561494.30         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1108970.00        | $1119675.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1443440.00        | $1500059.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $26980.00          | $25682.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $674000.00         | $346497.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $3288670.00        | $828668.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1695094.00        | $1760261.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1147424.00        | $1176591.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1491578.00        | $1275058.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1464776.00        | $1521521.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $15082632.00       | $15450953.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $75000.00          | $57038.95          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $39680300.00       | $38771778.98       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2030-05-20      | N/A      | N/A     | $7725374.00        | $98995.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $117848.00         | $79715.18          | Agency Mortgage-Backed Securities         |

### Security 220: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1469797874.27
- **C.18.a - Value (excl. sponsor support):** $1469797874.27
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $185080813.55
- **C.18.a - Value (excl. sponsor support):** $185080813.55
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: PRUDENTIAL INSURANCE COMPANY OF AMERICA (REPO)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VS001CD9
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa3; Fitch Long Rating: A+; Moody's Short Rating: NR; Fitch Short Rating: F1+; Standard & Poor's Long Rating: 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $4400000.00        | $3356419.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $5600000.00        | $3118367.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $11362000.00       | $5123080.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $2800000.00        | $1224063.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $14900000.00       | $4491112.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $175999900.00      | $51800061.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $80000000.00       | $61672282.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $100000000.00      | $93300291.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $6280000.00        | $6138700.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $85000000.00       | $26653351.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $2710000.00        | $2681545.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | N/A      | N/A     | $20000000.00       | $12463557.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $2150000.00        | $1157682.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $34000000.00       | $18117736.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $45000000.00       | $21785802.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $4345000.00        | $1146419.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $5510000.00        | $1427759.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $16800000.00       | $17259306.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | N/A      | N/A     | $143999959.00      | $42361284.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $111000000.00      | $79257166.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $5000000.00        | $3516796.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $78000000.00       | $20610629.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $3790000.00        | $2101033.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $99000000.00       | $27306648.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $3400000.00        | $2809645.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $7627300.00        | $5854211.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $95550000.00       | $27142212.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $7500000.00        | $3754127.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $8000000.00        | $7613534.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $2700000.00        | $1945054.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $3475000.00        | $2694525.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $50000000.00       | $22191026.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $1200000.00        | $1073969.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $48000000.00       | $12818579.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $25000000.00       | $7198588.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $32985000.00       | $17028450.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $7092000.00        | $5271239.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $1640000.00        | $1322464.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $33000000.00       | $14098553.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $4500000.00        | $3157841.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $15000000.00       | $13117695.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $1395000.00        | $989734.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $85000000.00       | $34819576.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $1825000.00        | $1451767.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $9500000.00        | $5220261.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $3950000.00        | $1223332.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $15500000.00       | $6678328.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $8993000.00        | $5239858.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $4600000.00        | $2244734.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $5300000.00        | $3676255.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $15800000.00       | $9582779.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $23000000.00       | $13567203.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $2400000.00        | $1774687.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $47000000.00       | $48062027.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $5500000.00        | $5542327.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $11200000.00       | $5868649.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $40000000.00       | $12993802.00       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST II

**Date:** 2025-09-08

**By:** /s/Timothy J. Clemens

**Name of Signing Officer:** Timothy J. Clemens

**Title of Signing Officer:** Treasurer