# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0001752724-25-132182
**Filing Date:** 2025-6
**Character Count:** 2352992
**Document Hash:** 619c04585553547833e008e9dc5a8bc0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-132182.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001752724-25-132182

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250530

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**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):** 2025-05-30

**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:** 49 days

- **WAL:** 104 days

- **Total Value of Portfolio Securities:** $281678971280.83

- **Amortized Cost of Portfolio Securities:** $281672930995.64

- **Cash:** $17443993175.71

- **Total Other Assets:** $776717838.54

- **Total Liabilities:** $1043628418.94

- **Net Assets of Series:** $298850013590.95

- **Number of Shares Outstanding (Series):** 298917548355.7300

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $171537938113.57          | $220287938113.57           | 58.4800%                  | 75.0900%                   |
| 2025-05-02 | $170618773625.32          | $219768773625.32           | 58.2600%                  | 75.0500%                   |
| 2025-05-05 | $170000597721.21          | $226150597721.21           | 57.4900%                  | 76.4800%                   |
| 2025-05-06 | $176544255799.38          | $226294255799.38           | 59.0700%                  | 75.7200%                   |
| 2025-05-07 | $178973102553.19          | $222423102553.19           | 60.2700%                  | 74.9000%                   |
| 2025-05-08 | $166959882126.69          | $219209882126.69           | 56.8300%                  | 74.6200%                   |
| 2025-05-09 | $172961978185.74          | $219201978185.74           | 59.3500%                  | 75.2100%                   |
| 2025-05-12 | $170103183538.51          | $221443183538.51           | 57.6300%                  | 75.0200%                   |
| 2025-05-13 | $181014115101.24          | $227104115101.24           | 60.4000%                  | 75.7800%                   |
| 2025-05-14 | $183089831975.47          | $227879831975.47           | 61.1400%                  | 76.0900%                   |
| 2025-05-15 | $173418757430.07          | $225168757430.07           | 58.4300%                  | 75.8700%                   |
| 2025-05-16 | $176784154405.09          | $225934154405.09           | 59.2700%                  | 75.7400%                   |
| 2025-05-19 | $177487704651.03          | $228987704651.03           | 58.8900%                  | 75.9800%                   |
| 2025-05-20 | $181621036403.21          | $225721036403.21           | 60.9300%                  | 75.7200%                   |
| 2025-05-21 | $187671674491.48          | $225871674491.48           | 62.5000%                  | 75.2300%                   |
| 2025-05-22 | $182403694986.28          | $222403694986.28           | 61.4600%                  | 74.9300%                   |
| 2025-05-23 | $174095654461.04          | $220595654461.04           | 59.0200%                  | 74.7800%                   |
| 2025-05-27 | $182329509450.95          | $226029509450.95           | 60.6800%                  | 75.2200%                   |
| 2025-05-28 | $182909673707.30          | $223709673707.30           | 61.3400%                  | 75.0200%                   |
| 2025-05-29 | $181410940932.40          | $223410940932.40           | 60.9000%                  | 75.0000%                   |
| 2025-05-30 | $177398180266.95          | $225398180266.95           | 59.1500%                  | 75.1600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.3800%             |
| 2025-05-02 | 4.3900%             |
| 2025-05-05 | 4.3900%             |
| 2025-05-06 | 4.3900%             |
| 2025-05-07 | 4.3800%             |
| 2025-05-08 | 4.3700%             |
| 2025-05-09 | 4.3700%             |
| 2025-05-12 | 4.3500%             |
| 2025-05-13 | 4.3500%             |
| 2025-05-14 | 4.3500%             |
| 2025-05-15 | 4.3500%             |
| 2025-05-16 | 4.3500%             |
| 2025-05-19 | 4.3600%             |
| 2025-05-20 | 4.3500%             |
| 2025-05-21 | 4.3500%             |
| 2025-05-22 | 4.3500%             |
| 2025-05-23 | 4.3500%             |
| 2025-05-27 | 4.3400%             |
| 2025-05-28 | 4.3400%             |
| 2025-05-29 | 4.3500%             |
| 2025-05-30 | 4.3500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 0.9998                      |
|  |  |
| 2025-05-02 | 0.9998                      |
|  |  |
| 2025-05-05 | 0.9998                      |
|  |  |
| 2025-05-06 | 0.9998                      |
|  |  |
| 2025-05-07 | 0.9998                      |
|  |  |
| 2025-05-08 | 0.9998                      |
|  |  |
| 2025-05-09 | 0.9998                      |
|  |  |
| 2025-05-12 | 0.9997                      |
|  |  |
| 2025-05-13 | 0.9997                      |
|  |  |
| 2025-05-14 | 0.9997                      |
|  |  |
| 2025-05-15 | 0.9997                      |
|  |  |
| 2025-05-16 | 0.9998                      |
|  |  |
| 2025-05-19 | 0.9997                      |
|  |  |
| 2025-05-20 | 0.9997                      |
|  |  |
| 2025-05-21 | 0.9997                      |
|  |  |
| 2025-05-22 | 0.9997                      |
|  |  |
| 2025-05-23 | 0.9998                      |
|  |  |
| 2025-05-27 | 0.9997                      |
|  |  |
| 2025-05-28 | 0.9997                      |
|  |  |
| 2025-05-29 | 0.9997                      |
|  |  |
| 2025-05-30 | 0.9998                      |
|  |  |

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

### Class: Service

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $172290628.48

- **Number of Shares Outstanding:** 172329563.0900

- **Expense Reimbursement/Waiver:** 228.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9997          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $634941.15                | $323401.51              |
| 2025-05-02 | $54295.99                 | $1805972.96             |
| 2025-05-05 | $387708.48                | $57734.57               |
| 2025-05-06 | $82899.77                 | $77230.30               |
| 2025-05-07 | $35193.72                 | $177010.02              |
| 2025-05-08 | $10460.78                 | $301113.37              |
| 2025-05-09 | $42446.80                 | $34875.60               |
| 2025-05-12 | $122818.14                | $188114.53              |
| 2025-05-13 | $11977.58                 | $888807.60              |
| 2025-05-14 | $387103.56                | $64752.20               |
| 2025-05-15 | $40609.51                 | $4363504.67             |
| 2025-05-16 | $263905.36                | $23676215.47            |
| 2025-05-19 | $107973.91                | $520678.47              |
| 2025-05-20 | $125486.15                | $119464.52              |
| 2025-05-21 | $14154.02                 | $663490.57              |
| 2025-05-22 | $192524.71                | $28734.64               |
| 2025-05-23 | $14795.62                 | $31149.07               |
| 2025-05-27 | $110223.12                | $51756.48               |
| 2025-05-28 | $33109.70                 | $282150.31              |
| 2025-05-29 | $28008.93                 | $397603.30              |
| 2025-05-30 | $42678.94                 | $47301.16               |

**Total Gross Subscriptions (Month):** $2743315.94

**Total Gross Redemptions (Month):** $34101061.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.3700%           |
| 2025-05-02 | 3.3700%           |
| 2025-05-05 | 3.3700%           |
| 2025-05-06 | 3.3700%           |
| 2025-05-07 | 3.3600%           |
| 2025-05-08 | 3.3600%           |
| 2025-05-09 | 3.3500%           |
| 2025-05-12 | 3.3400%           |
| 2025-05-13 | 3.3300%           |
| 2025-05-14 | 3.3300%           |
| 2025-05-15 | 3.3300%           |
| 2025-05-16 | 3.3400%           |
| 2025-05-19 | 3.3400%           |
| 2025-05-20 | 3.3400%           |
| 2025-05-21 | 3.3400%           |
| 2025-05-22 | 3.3300%           |
| 2025-05-23 | 3.3300%           |
| 2025-05-27 | 3.3200%           |
| 2025-05-28 | 3.3300%           |
| 2025-05-29 | 3.3300%           |
| 2025-05-30 | 3.3400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor                                     |  | 46.3400%         | 0.0000%              |
| Depository institution or other banking institution |  | 41.2100%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.9200%          | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $17491784147.43

- **Number of Shares Outstanding:** 17495736977.7400

- **Expense Reimbursement/Waiver:** 20923.46

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9997          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $1004244702.48            | $3088630016.13          |
| 2025-05-02 | $1032174523.15            | $812663192.41           |
| 2025-05-05 | $675211916.22             | $791208850.63           |
| 2025-05-06 | $597738785.53             | $692202877.13           |
| 2025-05-07 | $1091186581.20            | $636340216.71           |
| 2025-05-08 | $571722120.87             | $701165599.37           |
| 2025-05-09 | $696267287.83             | $997211284.58           |
| 2025-05-12 | $622890516.76             | $855008075.23           |
| 2025-05-13 | $636637465.06             | $629009172.99           |
| 2025-05-14 | $705609667.71             | $647287624.60           |
| 2025-05-15 | $634390203.90             | $1033080364.64          |
| 2025-05-16 | $671458648.09             | $607396631.02           |
| 2025-05-19 | $735839063.80             | $560923838.13           |
| 2025-05-20 | $538055071.14             | $470629957.31           |
| 2025-05-21 | $839852379.27             | $634660220.84           |
| 2025-05-22 | $601601194.39             | $835371840.44           |
| 2025-05-23 | $1523509351.51            | $639606907.51           |
| 2025-05-27 | $588591315.86             | $693078730.50           |
| 2025-05-28 | $570097076.70             | $1176800434.96          |
| 2025-05-29 | $743027851.67             | $598364997.52           |
| 2025-05-30 | $1079458931.42            | $708821199.88           |

**Total Gross Subscriptions (Month):** $16159564654.56

**Total Gross Redemptions (Month):** $17809462032.53

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9700%           |
| 2025-05-02 | 3.9700%           |
| 2025-05-05 | 3.9700%           |
| 2025-05-06 | 3.9700%           |
| 2025-05-07 | 3.9600%           |
| 2025-05-08 | 3.9600%           |
| 2025-05-09 | 3.9500%           |
| 2025-05-12 | 3.9400%           |
| 2025-05-13 | 3.9300%           |
| 2025-05-14 | 3.9300%           |
| 2025-05-15 | 3.9300%           |
| 2025-05-16 | 3.9400%           |
| 2025-05-19 | 3.9400%           |
| 2025-05-20 | 3.9400%           |
| 2025-05-21 | 3.9400%           |
| 2025-05-22 | 3.9400%           |
| 2025-05-23 | 3.9300%           |
| 2025-05-27 | 3.9200%           |
| 2025-05-28 | 3.9300%           |
| 2025-05-29 | 3.9300%           |
| 2025-05-30 | 3.9400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.5400%          | 0.0000%              |
| Broker-dealer                                       |  | 9.3000%          | 0.0000%              |
| Broker-dealer                                       |  | 45.8300%         | 0.0000%              |
| Broker-dealer                                       |  | 7.3300%          | 0.0000%              |
| Broker-dealer                                       |  | 22.7000%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3549068345.27

- **Number of Shares Outstanding:** 3549870371.4000

- **Expense Reimbursement/Waiver:** 4513.37

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9997          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $30249742.31              | $2215.80                |
| 2025-05-02 | $8677.28                  | $44679740.77            |
| 2025-05-05 | $3277994.54               | $3096.86                |
| 2025-05-06 | $6645.22                  | $16831012.63            |
| 2025-05-07 | $1926.04                  | $19575837.99            |
| 2025-05-08 | $2990.95                  | $10100144.09            |
| 2025-05-09 | $127.55                   | $7467433.94             |
| 2025-05-12 | $12648.77                 | $26425102.00            |
| 2025-05-13 | $21481462.68              | $0.00                   |
| 2025-05-14 | $145.17                   | $21814386.15            |
| 2025-05-15 | $17010010.20              | $3773.67                |
| 2025-05-16 | $17499.78                 | $85420977.89            |
| 2025-05-19 | $9907.30                  | $11053390.52            |
| 2025-05-20 | $44020092.89              | $4191.48                |
| 2025-05-21 | $8736.66                  | $21307552.02            |
| 2025-05-22 | $15570.55                 | $84277456.09            |
| 2025-05-23 | $439.94                   | $10846606.64            |
| 2025-05-27 | $10989.21                 | $425198.25              |
| 2025-05-28 | $0.00                     | $16022048.20            |
| 2025-05-29 | $2956.16                  | $35730.45               |
| 2025-05-30 | $8869.87                  | $15670761.44            |

**Total Gross Subscriptions (Month):** $116147433.07

**Total Gross Redemptions (Month):** $391966656.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9200%           |
| 2025-05-02 | 3.9200%           |
| 2025-05-05 | 3.9300%           |
| 2025-05-06 | 3.9200%           |
| 2025-05-07 | 3.9100%           |
| 2025-05-08 | 3.9100%           |
| 2025-05-09 | 3.9000%           |
| 2025-05-12 | 3.8900%           |
| 2025-05-13 | 3.8800%           |
| 2025-05-14 | 3.8800%           |
| 2025-05-15 | 3.8800%           |
| 2025-05-16 | 3.8900%           |
| 2025-05-19 | 3.8900%           |
| 2025-05-20 | 3.8900%           |
| 2025-05-21 | 3.8900%           |
| 2025-05-22 | 3.8900%           |
| 2025-05-23 | 3.8800%           |
| 2025-05-27 | 3.8700%           |
| 2025-05-28 | 3.8800%           |
| 2025-05-29 | 3.8800%           |
| 2025-05-30 | 3.8900%           |

**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:** $11012220029.78

- **Number of Shares Outstanding:** 11014708594.8100

- **Expense Reimbursement/Waiver:** 13918.15

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9997          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $354318024.95             | $170595147.66           |
| 2025-05-02 | $368340821.26             | $248789676.78           |
| 2025-05-05 | $437750708.95             | $657332183.37           |
| 2025-05-06 | $108302131.42             | $316504276.48           |
| 2025-05-07 | $81823031.75              | $336860644.93           |
| 2025-05-08 | $105808628.75             | $148200472.22           |
| 2025-05-09 | $91144608.06              | $631270483.05           |
| 2025-05-12 | $468206687.27             | $62295919.00            |
| 2025-05-13 | $457374354.88             | $366910976.46           |
| 2025-05-14 | $68084525.67              | $355295428.55           |
| 2025-05-15 | $393246373.05             | $156792621.33           |
| 2025-05-16 | $88318085.91              | $635606036.03           |
| 2025-05-19 | $342584089.32             | $154681956.56           |
| 2025-05-20 | $148122487.33             | $262387096.89           |
| 2025-05-21 | $166942398.18             | $493474108.98           |
| 2025-05-22 | $614417037.96             | $403647160.92           |
| 2025-05-23 | $228733251.68             | $474172761.76           |
| 2025-05-27 | $664368617.21             | $255607023.83           |
| 2025-05-28 | $54536671.90              | $401204269.40           |
| 2025-05-29 | $430446783.14             | $365582961.39           |
| 2025-05-30 | $448718277.24             | $358262809.06           |

**Total Gross Subscriptions (Month):** $6121587595.88

**Total Gross Redemptions (Month):** $7255474014.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2700%           |
| 2025-05-02 | 4.2700%           |
| 2025-05-05 | 4.2800%           |
| 2025-05-06 | 4.2700%           |
| 2025-05-07 | 4.2600%           |
| 2025-05-08 | 4.2600%           |
| 2025-05-09 | 4.2500%           |
| 2025-05-12 | 4.2400%           |
| 2025-05-13 | 4.2300%           |
| 2025-05-14 | 4.2300%           |
| 2025-05-15 | 4.2300%           |
| 2025-05-16 | 4.2400%           |
| 2025-05-19 | 4.2400%           |
| 2025-05-20 | 4.2400%           |
| 2025-05-21 | 4.2400%           |
| 2025-05-22 | 4.2400%           |
| 2025-05-23 | 4.2300%           |
| 2025-05-27 | 4.2200%           |
| 2025-05-28 | 4.2300%           |
| 2025-05-29 | 4.2300%           |
| 2025-05-30 | 4.2400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.9100%          | 0.0000%              |
| Non-financial corporation                           |  | 32.8200%         | 0.0000%              |
| Depository institution or other banking institution |  | 50.5800%         | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $16932588774.19

- **Number of Shares Outstanding:** 16936415236.8500

- **Expense Reimbursement/Waiver:** 115716.89

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9997          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $7347198550.26            | $6644630822.51          |
| 2025-05-02 | $6739396835.81            | $7285673083.34          |
| 2025-05-05 | $6772797844.19            | $6753254543.11          |
| 2025-05-06 | $6865512419.94            | $6668169917.88          |
| 2025-05-07 | $6970215955.65            | $6911509243.18          |
| 2025-05-08 | $7028934086.80            | $6989621697.63          |
| 2025-05-09 | $7149506839.00            | $7018505488.80          |
| 2025-05-12 | $6932575652.55            | $7063197709.98          |
| 2025-05-13 | $6866325170.94            | $6771342884.41          |
| 2025-05-14 | $6722746460.51            | $6982295765.01          |
| 2025-05-15 | $6971732990.07            | $6775926966.00          |
| 2025-05-16 | $6922587808.11            | $6986237528.06          |
| 2025-05-19 | $7048013907.97            | $6934108572.91          |
| 2025-05-20 | $7318988648.38            | $6898124862.17          |
| 2025-05-21 | $7295841697.00            | $7362479716.75          |
| 2025-05-22 | $7573305840.27            | $7109750035.78          |
| 2025-05-23 | $7045738765.40            | $7458689679.37          |
| 2025-05-27 | $7416195604.49            | $7166986853.81          |
| 2025-05-28 | $7316206201.30            | $7440883536.71          |
| 2025-05-29 | $7860744155.18            | $7417910850.62          |
| 2025-05-30 | $7989753437.83            | $7915063319.12          |

**Total Gross Subscriptions (Month):** $150154318871.65

**Total Gross Redemptions (Month):** $148554363077.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1300%           |
| 2025-05-02 | 4.1300%           |
| 2025-05-05 | 4.1300%           |
| 2025-05-06 | 4.1300%           |
| 2025-05-07 | 4.1200%           |
| 2025-05-08 | 4.1200%           |
| 2025-05-09 | 4.1100%           |
| 2025-05-12 | 4.0900%           |
| 2025-05-13 | 4.0900%           |
| 2025-05-14 | 4.0900%           |
| 2025-05-15 | 4.0900%           |
| 2025-05-16 | 4.0900%           |
| 2025-05-19 | 4.1000%           |
| 2025-05-20 | 4.1000%           |
| 2025-05-21 | 4.0900%           |
| 2025-05-22 | 4.0900%           |
| 2025-05-23 | 4.0900%           |
| 2025-05-27 | 4.0800%           |
| 2025-05-28 | 4.0800%           |
| 2025-05-29 | 4.0900%           |
| 2025-05-30 | 4.0900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 27.7600%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.3100%         | 0.0000%              |
| Broker-dealer                                       |  | 7.2300%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.8600%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.2800%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.7600%          | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $178422325696.64

- **Number of Shares Outstanding:** 178462645955.5900

- **Expense Reimbursement/Waiver:** 215875.92

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9997          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $10181586367.03           | $7873682278.23          |
| 2025-05-02 | $7008730027.75            | $7158962415.99          |
| 2025-05-05 | $7123820747.18            | $7107824229.99          |
| 2025-05-06 | $5763388793.09            | $4972766227.57          |
| 2025-05-07 | $5859123213.67            | $6151371099.29          |
| 2025-05-08 | $7171189013.55            | $6989166147.02          |
| 2025-05-09 | $5834762353.53            | $6447216404.92          |
| 2025-05-12 | $6842991142.13            | $4445726849.48          |
| 2025-05-13 | $7973246352.00            | $6169669893.75          |
| 2025-05-14 | $5671786922.80            | $8193985942.23          |
| 2025-05-15 | $7940703367.76            | $9414874018.39          |
| 2025-05-16 | $5991518851.11            | $6149047423.87          |
| 2025-05-19 | $7211924344.65            | $4695847036.26          |
| 2025-05-20 | $7753573225.48            | $5430387968.66          |
| 2025-05-21 | $6538864391.87            | $6720060122.46          |
| 2025-05-22 | $5914120192.42            | $7066385301.57          |
| 2025-05-23 | $6328116857.24            | $7957671409.14          |
| 2025-05-27 | $8513381450.74            | $5755616885.23          |
| 2025-05-28 | $6261240456.22            | $7332079286.32          |
| 2025-05-29 | $7209484755.87            | $7696785953.72          |
| 2025-05-30 | $8588660321.19            | $8291652458.84          |

**Total Gross Subscriptions (Month):** $147682213147.28

**Total Gross Redemptions (Month):** $142020779352.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2200%           |
| 2025-05-02 | 4.2200%           |
| 2025-05-05 | 4.2200%           |
| 2025-05-06 | 4.2200%           |
| 2025-05-07 | 4.2100%           |
| 2025-05-08 | 4.2100%           |
| 2025-05-09 | 4.2000%           |
| 2025-05-12 | 4.1900%           |
| 2025-05-13 | 4.1800%           |
| 2025-05-14 | 4.1800%           |
| 2025-05-15 | 4.1800%           |
| 2025-05-16 | 4.1900%           |
| 2025-05-19 | 4.1900%           |
| 2025-05-20 | 4.1900%           |
| 2025-05-21 | 4.1900%           |
| 2025-05-22 | 4.1900%           |
| 2025-05-23 | 4.1800%           |
| 2025-05-27 | 4.1700%           |
| 2025-05-28 | 4.1800%           |
| 2025-05-29 | 4.1800%           |
| 2025-05-30 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 8.4500%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.6800%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.3600%         | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $15066191396.11

- **Number of Shares Outstanding:** 15069596086.3000

- **Expense Reimbursement/Waiver:** 18270.38

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9997          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $11404158496.67           | $11403321927.91         |
| 2025-05-02 | $11382575530.84           | $11382801430.79         |
| 2025-05-05 | $11378276675.55           | $11377617714.50         |
| 2025-05-06 | $11363583919.85           | $11376793431.81         |
| 2025-05-07 | $11338857912.46           | $11358713415.47         |
| 2025-05-08 | $11354763257.29           | $11334589011.28         |
| 2025-05-09 | $11355014703.57           | $11354539403.20         |
| 2025-05-12 | $11428084978.92           | $11349535931.89         |
| 2025-05-13 | $11356890695.33           | $11400764220.96         |
| 2025-05-14 | $11364576479.41           | $11410277056.12         |
| 2025-05-15 | $11381845605.13           | $11381327825.59         |
| 2025-05-16 | $11385392658.86           | $11373772362.10         |
| 2025-05-19 | $11353253432.50           | $11375853938.91         |
| 2025-05-20 | $11367931169.79           | $11348790203.53         |
| 2025-05-21 | $11424799419.91           | $11365544768.56         |
| 2025-05-22 | $11380700568.06           | $11451857622.85         |
| 2025-05-23 | $11319316621.32           | $11377892024.71         |
| 2025-05-27 | $11457540658.62           | $11314880337.42         |
| 2025-05-28 | $11480941528.40           | $11478479210.06         |
| 2025-05-29 | $11504296229.37           | $11478607474.88         |
| 2025-05-30 | $11545478157.56           | $11521890484.37         |

**Total Gross Subscriptions (Month):** $239328278699.41

**Total Gross Redemptions (Month):** $239217849796.91

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.8200%           |
| 2025-05-02 | 3.8200%           |
| 2025-05-05 | 3.8200%           |
| 2025-05-06 | 3.8200%           |
| 2025-05-07 | 3.8100%           |
| 2025-05-08 | 3.8100%           |
| 2025-05-09 | 3.8000%           |
| 2025-05-12 | 3.7900%           |
| 2025-05-13 | 3.7800%           |
| 2025-05-14 | 3.7800%           |
| 2025-05-15 | 3.7800%           |
| 2025-05-16 | 3.7900%           |
| 2025-05-19 | 3.7900%           |
| 2025-05-20 | 3.7900%           |
| 2025-05-21 | 3.7900%           |
| 2025-05-22 | 3.7800%           |
| 2025-05-23 | 3.7800%           |
| 2025-05-27 | 3.7700%           |
| 2025-05-28 | 3.7800%           |
| 2025-05-29 | 3.7800%           |
| 2025-05-30 | 3.7900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 21.2700%         | 0.0000%              |
| Broker-dealer                                       |  | 16.9000%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.0900%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.0400%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.8600%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.1600%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $34372278.05

- **Number of Shares Outstanding:** 34380045.5800

- **Expense Reimbursement/Waiver:** 41.72

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9997          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $107084.30                | $1151.55                |
| 2025-05-02 | $12137.40                 | $238.25                 |
| 2025-05-05 | $164750.88                | $342.18                 |
| 2025-05-06 | $304956.50                | $12546.26               |
| 2025-05-07 | $2962.17                  | $7483.27                |
| 2025-05-08 | $6414.53                  | $6686.17                |
| 2025-05-09 | $9595.15                  | $139.24                 |
| 2025-05-12 | $4826.30                  | $54380.72               |
| 2025-05-13 | $839.60                   | $2884.95                |
| 2025-05-14 | $1238.64                  | $117357.20              |
| 2025-05-15 | $2224.09                  | $95.27                  |
| 2025-05-16 | $22280.99                 | $17045.79               |
| 2025-05-19 | $8293.68                  | $3039.26                |
| 2025-05-20 | $336591.52                | $4053.00                |
| 2025-05-21 | $328711.56                | $142.78                 |
| 2025-05-22 | $15743.68                 | $301272.99              |
| 2025-05-23 | $10542.56                 | $5391.63                |
| 2025-05-27 | $4238.47                  | $112.35                 |
| 2025-05-28 | $919.72                   | $33051.21               |
| 2025-05-29 | $5927.74                  | $514.50                 |
| 2025-05-30 | $12551.02                 | $244.44                 |

**Total Gross Subscriptions (Month):** $1362830.50

**Total Gross Redemptions (Month):** $568173.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.7100%           |
| 2025-05-02 | 3.7100%           |
| 2025-05-05 | 3.7200%           |
| 2025-05-06 | 3.7200%           |
| 2025-05-07 | 3.7200%           |
| 2025-05-08 | 3.7100%           |
| 2025-05-09 | 3.7000%           |
| 2025-05-12 | 3.6900%           |
| 2025-05-13 | 3.6900%           |
| 2025-05-14 | 3.6800%           |
| 2025-05-15 | 3.6800%           |
| 2025-05-16 | 3.6900%           |
| 2025-05-19 | 3.6900%           |
| 2025-05-20 | 3.6900%           |
| 2025-05-21 | 3.6900%           |
| 2025-05-22 | 3.6900%           |
| 2025-05-23 | 3.6800%           |
| 2025-05-27 | 3.6700%           |
| 2025-05-28 | 3.6800%           |
| 2025-05-29 | 3.6800%           |
| 2025-05-30 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor                                     |  | 18.8700%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.1200%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.5400%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.4600%          | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $41978483327.44

- **Number of Shares Outstanding:** 41987969714.7800

- **Expense Reimbursement/Waiver:** 290716.07

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9997          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $2292744851.52            | $2199513769.00          |
| 2025-05-02 | $2031353633.99            | $1804966101.80          |
| 2025-05-05 | $1964009584.83            | $2397743517.83          |
| 2025-05-06 | $1994034061.93            | $1921074969.15          |
| 2025-05-07 | $1913612109.58            | $2492669917.20          |
| 2025-05-08 | $1900822760.33            | $1860206997.10          |
| 2025-05-09 | $2445083163.94            | $2113050992.23          |
| 2025-05-12 | $1774771143.23            | $1919079349.38          |
| 2025-05-13 | $1930481571.49            | $1972936818.63          |
| 2025-05-14 | $2276532675.58            | $1952734551.33          |
| 2025-05-15 | $3131097996.08            | $2441962054.27          |
| 2025-05-16 | $2188202817.63            | $1928652201.13          |
| 2025-05-19 | $1915756121.46            | $2515891259.65          |
| 2025-05-20 | $1471645294.88            | $2185958274.04          |
| 2025-05-21 | $1977214004.24            | $1722761049.23          |
| 2025-05-22 | $1862514313.54            | $2269818465.70          |
| 2025-05-23 | $1866811098.56            | $1869253638.88          |
| 2025-05-27 | $2679072035.06            | $2141979740.13          |
| 2025-05-28 | $1709446715.25            | $1849271934.20          |
| 2025-05-29 | $2795247372.85            | $1733633780.38          |
| 2025-05-30 | $2778028458.38            | $2364038723.40          |

**Total Gross Subscriptions (Month):** $44898481784.35

**Total Gross Redemptions (Month):** $43657198104.66

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1800%           |
| 2025-05-02 | 4.1800%           |
| 2025-05-05 | 4.1800%           |
| 2025-05-06 | 4.1800%           |
| 2025-05-07 | 4.1700%           |
| 2025-05-08 | 4.1700%           |
| 2025-05-09 | 4.1600%           |
| 2025-05-12 | 4.1400%           |
| 2025-05-13 | 4.1400%           |
| 2025-05-14 | 4.1400%           |
| 2025-05-15 | 4.1400%           |
| 2025-05-16 | 4.1400%           |
| 2025-05-19 | 4.1500%           |
| 2025-05-20 | 4.1500%           |
| 2025-05-21 | 4.1400%           |
| 2025-05-22 | 4.1400%           |
| 2025-05-23 | 4.1400%           |
| 2025-05-27 | 4.1300%           |
| 2025-05-28 | 4.1300%           |
| 2025-05-29 | 4.1400%           |
| 2025-05-30 | 4.1400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 10.0400%         | 0.0000%              |
| Depository institution or other banking institution |  | 22.4300%         | 0.0000%              |
| Broker-dealer                                       |  | 14.6700%         | 0.0000%              |

### Class: Academy

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $4064896524.67

- **Number of Shares Outstanding:** 4065815118.5600

- **Expense Reimbursement/Waiver:** 4248.13

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9997          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $13504198.50              | $70314633.70            |
| 2025-05-02 | $3012030.21               | $158702813.04           |
| 2025-05-05 | $43808519.53              | $2584551.52             |
| 2025-05-06 | $75783048.64              | $41327357.41            |
| 2025-05-07 | $25052775.00              | $1178942.89             |
| 2025-05-08 | $14054974.09              | $34628053.00            |
| 2025-05-09 | $31228387.00              | $33620995.29            |
| 2025-05-12 | $95602214.92              | $137470746.00           |
| 2025-05-13 | $13348225.16              | $30214910.45            |
| 2025-05-14 | $7698371.33               | $154992976.00           |
| 2025-05-15 | $896980362.52             | $14603861.85            |
| 2025-05-16 | $41559729.15              | $198348743.03           |
| 2025-05-19 | $197999631.02             | $37976658.97            |
| 2025-05-20 | $39475727.94              | $107078547.00           |
| 2025-05-21 | $363408976.00             | $2887252.38             |
| 2025-05-22 | $9949065.39               | $3813411.42             |
| 2025-05-23 | $1643727.57               | $222886212.81           |
| 2025-05-27 | $41369802.65              | $15093409.00            |
| 2025-05-28 | $11203074.69              | $91002463.87            |
| 2025-05-29 | $15334802.20              | $123991713.00           |
| 2025-05-30 | $573508290.04             | $200078868.30           |

**Total Gross Subscriptions (Month):** $2515525933.55

**Total Gross Redemptions (Month):** $1682797120.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2200%           |
| 2025-05-02 | 4.2200%           |
| 2025-05-05 | 4.2200%           |
| 2025-05-06 | 4.2200%           |
| 2025-05-07 | 4.2100%           |
| 2025-05-08 | 4.2100%           |
| 2025-05-09 | 4.2000%           |
| 2025-05-12 | 4.1900%           |
| 2025-05-13 | 4.1800%           |
| 2025-05-14 | 4.1800%           |
| 2025-05-15 | 4.1800%           |
| 2025-05-16 | 4.1800%           |
| 2025-05-19 | 4.1900%           |
| 2025-05-20 | 4.1900%           |
| 2025-05-21 | 4.1900%           |
| 2025-05-22 | 4.1800%           |
| 2025-05-23 | 4.1800%           |
| 2025-05-27 | 4.1700%           |
| 2025-05-28 | 4.1800%           |
| 2025-05-29 | 4.1800%           |
| 2025-05-30 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 8.5100%          | 0.0000%              |
| Non-financial corporation                                                   |  | 7.4200%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 31.3000%         | 0.0000%              |
| Non-financial corporation                                                   |  | 8.2900%          | 0.0000%              |
| Depository institution or other banking institution                         |  | 14.7200%         | 0.0000%              |

### Class: Empower

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $10125792442.89

- **Number of Shares Outstanding:** 10128080691.0300

- **Expense Reimbursement/Waiver:** 11581.03

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9997          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $790896708.67             | $394791051.57           |
| 2025-05-02 | $334281671.33             | $541777739.93           |
| 2025-05-05 | $415294294.69             | $502620968.61           |
| 2025-05-06 | $352216429.00             | $267314570.73           |
| 2025-05-07 | $344182420.68             | $583666429.00           |
| 2025-05-08 | $454574677.18             | $413889243.89           |
| 2025-05-09 | $552063445.00             | $475460008.65           |
| 2025-05-12 | $372015772.83             | $470038076.05           |
| 2025-05-13 | $398522772.28             | $377713538.52           |
| 2025-05-14 | $255530392.16             | $503636580.07           |
| 2025-05-15 | $370666196.10             | $461369832.88           |
| 2025-05-16 | $290350674.22             | $362635164.86           |
| 2025-05-19 | $368267682.01             | $388885538.02           |
| 2025-05-20 | $379134941.75             | $294881763.65           |
| 2025-05-21 | $1389576164.09            | $299161095.11           |
| 2025-05-22 | $392265075.00             | $418736831.19           |
| 2025-05-23 | $281420900.74             | $413278417.00           |
| 2025-05-27 | $371398877.04             | $436765139.53           |
| 2025-05-28 | $384363039.00             | $344391865.12           |
| 2025-05-29 | $282729004.56             | $350363449.61           |
| 2025-05-30 | $712259854.60             | $375877529.75           |

**Total Gross Subscriptions (Month):** $9492010992.93

**Total Gross Redemptions (Month):** $8677254833.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2200%           |
| 2025-05-02 | 4.2200%           |
| 2025-05-05 | 4.2300%           |
| 2025-05-06 | 4.2200%           |
| 2025-05-07 | 4.2100%           |
| 2025-05-08 | 4.2100%           |
| 2025-05-09 | 4.2000%           |
| 2025-05-12 | 4.1900%           |
| 2025-05-13 | 4.1800%           |
| 2025-05-14 | 4.1800%           |
| 2025-05-15 | 4.1800%           |
| 2025-05-16 | 4.1900%           |
| 2025-05-19 | 4.1900%           |
| 2025-05-20 | 4.1900%           |
| 2025-05-21 | 4.1900%           |
| 2025-05-22 | 4.1900%           |
| 2025-05-23 | 4.1800%           |
| 2025-05-27 | 4.1700%           |
| 2025-05-28 | 4.1800%           |
| 2025-05-29 | 4.1800%           |
| 2025-05-30 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 5.3600%          | 0.0000%              |
| Non-financial corporation                           |  | 6.5900%          | 0.0000%              |
| Non-financial corporation                           |  | 5.9200%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.3100%          | 0.0000%              |
| Non-financial corporation                           |  | 9.3300%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: 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: 0RG005P48
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** Fitch Short Rating: F1; Moody's Short Rating: P-1; Fitch Long Rating: A+; Moody's Long Rating: A1; Standard & Poor's Short Rating: A-1; 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 | 2027-02-15      | 2.2500%  | N/A     | $1000000.00        | $977593.09         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $2343145.00        | $1988052.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 4.0000%  | N/A     | $987403.00         | $960386.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1015271.00        | $1067673.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1020.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $11632415.00       | $9428186.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.5000%  | N/A     | $37587729.00       | $10044754.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1022.23           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $187600.00         | $185315.47         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.5000%  | N/A     | $2000000.00        | $756042.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.4400%  | N/A     | $19990450.00       | $20075822.56       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $13069797.00       | $8394831.17        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $100.00            | $91.78             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-08-25      | 5.5000%  | N/A     | $1500000.00        | $1500860.15        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $1100.00           | $680.97            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $215600.00         | $211566.68         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $6964187.00        | $5020488.30        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $9900.00           | $10263.48          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-06-10      | 0.0000%  | N/A     | $100.00            | $99.87             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.8100%  | N/A     | $13870000.00       | $13021338.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1290061.00        | $1350070.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 5.0000%  | N/A     | $1016454.00        | $119667.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-25      | 3.0000%  | N/A     | $1614454.00        | $1122364.25        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $4167234.00        | $3865420.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.5000%  | N/A     | $49743193.00       | $4362265.00        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $800.00            | $800.19            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $3000000.00        | $3071829.73        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-07-25      | 2.5000%  | N/A     | $2602000.00        | $1551807.95        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 2.9200%  | N/A     | $32436000.00       | $25746017.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $983.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1728934.00        | $1718344.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.3700%  | N/A     | $24892987.00       | $21040466.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 2.5000%  | N/A     | $4297759.00        | $2622633.24        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $100000.00         | $102509.02         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2831688.00        | $2856718.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $4485052.00        | $2120624.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1032230.00        | $1074115.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 5.0000%  | N/A     | $1249669.00        | $489464.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 3.4450%  | N/A     | $806969.00         | $771690.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1321837.00        | $966733.44         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $6231200.00        | $6220717.28        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2038-04-01      | 3.5100%  | N/A     | $7178579.00        | $6307332.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-25      | 3.5000%  | N/A     | $6702000.00        | $4498030.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $23377675.00       | $17937412.71       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $5870000.00        | $5819464.41        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $3134024.00        | $2580255.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $1336867.00        | $1247242.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1198679.00        | $1157245.32        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $40215500.00       | $33578978.46       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 7.0000%  | N/A     | $1164111.00        | $1045906.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.7500%  | N/A     | $6441000.00        | $6247685.19        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $1718900.00        | $1107380.85        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $100.00            | $98.05             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $1027.00           | $156.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $5050349.00        | $4968530.50        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $100.00            | $69.43             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2031-06-01      | 3.8900%  | N/A     | $882657.00         | $854387.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $65160567.00       | $6358524.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-25      | 2.0000%  | N/A     | $1301000.00        | $1033242.64        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $100.00            | $98.85             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $15750000.00       | $2793256.59        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $1762600.00        | $1509826.30        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $1183503.00        | $1119160.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1492950.00        | $1285170.58        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $87157000.00       | $116940322.07      | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1162256.00        | $1135182.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1321110.00        | $1319362.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1201468.00        | $1097344.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-25      | 3.0000%  | N/A     | $3000000.00        | $1995312.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $40901.00          | $39220.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-25      | 3.0000%  | N/A     | $2000000.00        | $1843612.50        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1019.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1039432.00        | $882545.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $868.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-25      | 5.5000%  | N/A     | $3716000.00        | $649997.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-10-01      | 4.5000%  | N/A     | $44749820.00       | $7401404.95        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $2400.00           | $2101.68           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $2574616.00        | $1785430.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1021141.00        | $1055597.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 3.6800%  | N/A     | $9464052.00        | $9197927.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $12482.00          | $12977.60          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $17940500.00       | $18444278.16       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $2444386.00        | $2391656.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 3.0000%  | N/A     | $4000000.00        | $1696106.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.1980%  | N/A     | $49796690.00       | $43635514.68       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $1400.00           | $1032.01           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-01-25      | 3.0000%  | N/A     | $6604235.00        | $2837720.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $1358376.00        | $1272529.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $38850647.00       | $6775919.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $3903688.00        | $3967139.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $18580100.00       | $2715822.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.9700%  | N/A     | $1877142.00        | $1762964.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2666014.00        | $2703185.52        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $300.00            | $276.78            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $1198900.00        | $1164381.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $2800000.00        | $2360457.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $3800.00           | $3069.86           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $198800.00         | $193744.04         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2047-07-25      | 3.5000%  | N/A     | $3523175.00        | $1902298.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-10-15      | 4.0000%  | N/A     | $2764000.00        | $2552151.07        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $310000.00         | $306711.62         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $100.00            | $85.59             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1694605.00        | $1756827.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 2.5000%  | N/A     | $3447000.00        | $2038202.04        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $7667094.00        | $8362638.16        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $1000.00           | $997.46            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $2676116.00        | $1854765.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-25      | 4.0000%  | N/A     | $5000000.00        | $4072293.43        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $400.00            | $412.27            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1096.00           | $1110.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.2100%  | N/A     | $1500000.00        | $1260635.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.7800%  | N/A     | $14000000.00       | $12948894.00       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $900.00            | $900.00            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1208892.00        | $1196262.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1616727.00        | $1296148.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $19004862.00       | $3074570.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-25      | 4.5000%  | N/A     | $9900000.00        | $1324047.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $4714793.00        | $4450742.84        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $150000.00         | $128344.66         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 2.5000%  | N/A     | $1642538.00        | $872101.32         | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $8725900.00        | $8828466.31        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $100.00            | $68.27             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $1000.00           | $923.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1227700.00        | $1131502.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $19133116.00       | $2846609.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $3142055.00        | $3182161.19        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $68500.00          | $66124.23          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.7300%  | N/A     | $1397364.00        | $1295368.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $2437372.00        | $1860364.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-25      | 3.5000%  | N/A     | $5000000.00        | $4502312.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-04-01      | 3.4900%  | N/A     | $14280000.00       | $13301200.98       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $200.00            | $148.96            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $1673000.00        | $1091812.55        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.7200%  | N/A     | $1000000.00        | $902876.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1127747.00        | $1142354.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.8300%  | N/A     | $1799207.00        | $1489585.34        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $3500000.00        | $3483388.98        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1485445.00        | $1479520.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1006298.00        | $965557.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1040.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $4617496.00        | $3554781.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $24502430.00       | $20684703.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 5.1550%  | N/A     | $47846000.00       | $48865150.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1019.56           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $3158100.00        | $3170709.57        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-06-25      | 3.0000%  | N/A     | $1856326.00        | $1467057.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $3000000.00        | $3215668.59        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $134756.00         | $129721.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-25      | 3.0000%  | N/A     | $2000000.00        | $1538135.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1209532.00        | $794393.11         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $100.00            | $102.41            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1062106.00        | $947481.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | 3.5300%  | N/A     | $3304000.00        | $3188028.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $8012607.00        | $6295050.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.5000%  | N/A     | $1018510.00        | $789070.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | 4.8400%  | N/A     | $16474000.00       | $16843674.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $6820899.00        | $5394610.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 3.5100%  | N/A     | $2307369.00        | $1929032.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $11748797.00       | $6704050.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-25      | 4.0000%  | N/A     | $1500000.00        | $1272102.44        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $200.00            | $169.82            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2049-06-01      | 5.0000%  | N/A     | $3113099.00        | $447383.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $3911000.00        | $2544658.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-07-01      | 3.9800%  | N/A     | $9343000.00        | $9176508.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-25      | 3.0000%  | N/A     | $3362609.00        | $2108823.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $37923248.00       | $12785130.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $956.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.4300%  | N/A     | $1000000.00        | $884976.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 2.0000%  | N/A     | $3211000.00        | $1630286.07        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 2.4000%  | N/A     | $3854336.00        | $2935837.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $25900000.00       | $4345454.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1816666.00        | $1610733.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3000000.00        | $2649161.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.7800%  | N/A     | $358132.00         | $331629.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-25      | 3.5000%  | N/A     | $3004007.00        | $1652624.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1018499.00        | $1059463.72        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $1600.00           | $1531.80           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.9500%  | N/A     | $16225000.00       | $16104479.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.9550%  | N/A     | $55439456.00       | $46818652.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $2265342.00        | $2303286.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-02-15      | 6.5000%  | N/A     | $32562583.00       | $1832688.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1877327.00        | $1910876.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $2162608.00        | $2077965.03        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $400.00            | $402.52            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $400.00            | $405.24            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $989.18            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $1100.00           | $773.33            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2036-07-15      | 6.0000%  | N/A     | $3000000.00        | $669833.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1093412.00        | $826874.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $2500000.00        | $2237139.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-11-15      | 4.0000%  | N/A     | $5561245.00        | $4023025.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 2.0000%  | N/A     | $500000.00         | $270322.56         | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $1400.00           | $1380.32           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $2888610.00        | $854073.34         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $200.00            | $150.71            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-11-15      | 4.2500%  | N/A     | $100.00            | $93.92             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2029-05-01      | 4.8700%  | N/A     | $24666000.00       | $25229348.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1040.00           | $987.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.2900%  | N/A     | $2000000.00        | $1750596.56        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $1600.00           | $1075.61           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2040-07-15      | 4.5000%  | N/A     | $5000000.00        | $1224113.44        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $2000000.00        | $2047798.90        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.5000%  | N/A     | $18843000.00       | $1854884.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $3597038.00        | $2951029.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-25      | 3.0000%  | N/A     | $1747770.00        | $1874778.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $19062159.00       | $13851364.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.3500%  | N/A     | $9808223.00        | $8832320.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.4900%  | N/A     | $286815.00         | $192241.98         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $1300000.00        | $953677.12         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $59611090.00       | $16243592.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $1062.57           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $1855800.00        | $1728304.24        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5200%  | N/A     | $16699000.00       | $16219397.31       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 2.5000%  | N/A     | $2920359.00        | $1713239.00        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $11139300.00       | $11368630.46       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $1511500.00        | $1103424.91        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $2551590.00        | $1773148.26        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $100.00            | $81.04             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.8500%  | N/A     | $3615121.00        | $2849398.76        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $3504400.00        | $3572729.08        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-07-25      | 2.5000%  | N/A     | $4000000.00        | $2553791.56        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2025-10-30      | 0.0000%  | N/A     | $100.00            | $98.22             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1022970.00        | $1057198.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1757598.00        | $1751351.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-25      | 4.5000%  | N/A     | $3000000.00        | $2710904.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.0000%  | N/A     | $39186360.00       | $5860960.85        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $100.00            | $100.78            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $2399000.00        | $2420477.70        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-10-25      | 3.0000%  | N/A     | $2500000.00        | $1651620.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1804318.00        | $1823827.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-25      | 3.0000%  | N/A     | $2056000.00        | $1108344.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $44752465.00       | $8633247.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-25      | 3.5000%  | N/A     | $2220000.00        | $1373232.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1042.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 4.0100%  | N/A     | $1954189.00        | $1488118.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $254012.00         | $262621.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1108553.00        | $1051095.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $1615236.00        | $828190.26         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $100.00            | $90.41             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0200%  | N/A     | $3000000.00        | $2452426.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.5000%  | N/A     | $1904000.00        | $1214303.13        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $1021.00           | $211.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1983898.00        | $1799101.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-15      | 3.0000%  | N/A     | $993000.00         | $662903.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $8585216.00        | $648214.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1253049.00        | $1086041.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $10289490.00       | $9778617.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $4726219.00        | $4821543.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.0000%  | N/A     | $7000000.00        | $6259614.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $1380193.00        | $1062026.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | 2.7500%  | N/A     | $1847000.00        | $1724732.81        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2025-08-07      | 0.0000%  | N/A     | $2200.00           | $2182.20           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-04-01      | 3.6300%  | N/A     | $1661610.00        | $1527372.13        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-08-15      | 4.3750%  | N/A     | $400.00            | $378.20            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $1000.00           | $972.21            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-07-25      | 3.5000%  | N/A     | $3095000.00        | $1274748.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $48298208.00       | $15086405.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $135396819.00      | $14090034.25       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $8000000.00        | $7893421.64        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $49900.00          | $50002.46          | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $3791587.00        | $3572745.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-25      | 3.0000%  | N/A     | $5500000.00        | $4208257.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.6800%  | N/A     | $11355000.00       | $11261854.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1018.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $20000000.00       | $21876931.60       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.6100%  | N/A     | $14280000.00       | $13775731.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1739419.00        | $550638.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $969.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $2457132.00        | $2446149.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-15      | 6.0000%  | N/A     | $27999992.00       | $486419.38         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $100.00            | $98.74             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.3600%  | N/A     | $2256195.00        | $1517578.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0400%  | N/A     | $2000000.00        | $1717084.89        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $700000.00         | $764375.96         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1402317.00        | $1397046.01        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $200.00            | $121.29            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-07-25      | 2.5000%  | N/A     | $1500000.00        | $1365769.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $22489181.00       | $19697388.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1785757.00        | $1840472.32        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $9458000.00        | $9165024.73        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2036-09-15      | 6.0000%  | N/A     | $5099000.00        | $1090450.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1160954.00        | $1199322.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1163514.00        | $1160127.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | 3.5500%  | N/A     | $2000000.00        | $1930035.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $394.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5900%  | N/A     | $1815390.00        | $1665983.30        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $4388500.00        | $4366914.66        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $6064900.00        | $5702253.42        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.5000%  | N/A     | $14238271.00       | $11841265.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 7.0000%  | N/A     | $1714304.00        | $1793095.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.4900%  | N/A     | $1000000.00        | $685299.24         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $108000.00         | $110221.75         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.4300%  | N/A     | $4000000.00        | $3606516.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-25      | 3.0000%  | N/A     | $4975000.00        | $4027449.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $2270471.00        | $2169417.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 5.0000%  | N/A     | $1051951.00        | $303961.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 2.4100%  | N/A     | $9120554.00        | $6291918.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $1460570.00        | $1280575.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.2600%  | N/A     | $1981760.00        | $1678854.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.7900%  | N/A     | $2010000.00        | $1853114.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.2100%  | N/A     | $16630555.00       | $13976016.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $4053212.00        | $4108599.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-25      | 3.0000%  | N/A     | $7997000.00        | $2292133.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1146278.00        | $1028473.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.5000%  | N/A     | $5000000.00        | $5779627.23        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $200.00            | $199.46            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.0000%  | N/A     | $3000000.00        | $704459.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.5000%  | N/A     | $7201459.00        | $5731156.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-15      | 3.5000%  | N/A     | $2224314.00        | $2064591.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-02-01      | 5.0000%  | N/A     | $1401431.00        | $817072.25         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $373400.00         | $378681.46         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2037-07-15      | 6.0000%  | N/A     | $1380595.00        | $151339.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1842273.00        | $1727272.53        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $300.00            | $272.47            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.3400%  | N/A     | $9334385.00        | $8348834.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $1084211.00        | $1139522.07        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $5000000.00        | $4861496.91        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-12-31      | 2.6250%  | N/A     | $100.00            | $100.13            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1008.00           | $1000.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $22651145.00       | $18421638.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1761869.00        | $1515432.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $26664000.00       | $4280198.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-25      | 3.5000%  | N/A     | $1295951.00        | $918769.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-03-01      | 5.0600%  | N/A     | $1000.00           | $1023.81           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $1400.00           | $1347.07           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.9600%  | N/A     | $15240584.00       | $14412486.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 5.0000%  | N/A     | $1691043.00        | $284825.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1663160.00        | $1615649.47        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-07-31      | 2.8750%  | N/A     | $2571300.00        | $2588887.61        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.8500%  | N/A     | $2000000.00        | $1893868.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1025993.00        | $1034430.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-25      | 2.9877%  | N/A     | $8598000.00        | $5320606.75        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $466600.00         | $450589.86         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.1500%  | N/A     | $4600000.00        | $4359957.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1757377.00        | $1642249.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1024.00           | $976.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5300%  | N/A     | $5358983.00        | $4368804.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.5000%  | N/A     | $1164.00           | $872.23            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $400.00            | $502.35            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $1100.00           | $1037.84           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-01-01      | 5.0000%  | N/A     | $1052585.00        | $366714.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $2113.00           | $1702.81           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $12433000.00       | $13047786.24       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $2916165.00        | $2897128.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $4888000.00        | $4647209.74        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $42000000.00       | $38976756.92       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $2315076.00        | $2306243.14        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $6906100.00        | $6956533.29        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2047-12-15      | 3.0000%  | N/A     | $533000.00         | $416982.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1134813.00        | $1172788.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $3636952.00        | $2944935.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-15      | 3.5000%  | N/A     | $1922844.00        | $1237690.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $1189909.00        | $1236229.42        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $500000.00         | $485498.07         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $4807456.00        | $3810847.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $22007323.00       | $17317183.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-15      | 4.0000%  | N/A     | $4000000.00        | $1607188.96        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $100.00            | $69.28             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.5000%  | N/A     | $2000000.00        | $845406.59         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $300.00            | $238.36            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1162758.00        | $1021794.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $841684.00         | $855864.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $87300000.00       | $15218499.42       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $100.00            | $96.01             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $100.00            | $93.05             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $1700000.00        | $1723985.59        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-01-25      | 2.5000%  | N/A     | $5170000.00        | $2839230.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-10-25      | 3.0000%  | N/A     | $7637000.00        | $3684829.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-06-01      | 5.0000%  | N/A     | $1014013.00        | $487045.35         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $7780100.00        | $7155754.16        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $16410203.00       | $11826931.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1080243.00        | $1016299.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $32476528.00       | $30505067.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-25      | 3.0000%  | N/A     | $1000000.00        | $751606.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-08-01      | 4.3200%  | N/A     | $3306000.00        | $3114152.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5100%  | N/A     | $15814000.00       | $14678404.57       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $500000.00         | $508985.84         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $5224200.00        | $5229400.82        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $996.02            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-09-25      | 0.0000%  | N/A     | $520200.00         | $513062.86         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $2005000.00        | $2034886.10        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2035-12-01      | 1.6100%  | N/A     | $4719894.00        | $3552125.88        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $300.00            | $310.09            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $1363000.00        | $1364762.05        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $1461217.00        | $734428.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $3156348.00        | $3305034.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $1207240.00        | $654054.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $50488923.00       | $6616597.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-25      | 3.5000%  | N/A     | $4000000.00        | $3388515.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.0000%  | N/A     | $12169060.00       | $6336900.64        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1991195.00        | $1982611.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.9550%  | N/A     | $6104000.00        | $6046066.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1020.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 2.5000%  | N/A     | $1750028.00        | $957373.60         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.5000%  | N/A     | $2610474.00        | $1506773.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | 4.5000%  | N/A     | $2938016.00        | $2773268.24        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $1100.00           | $1066.55           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 5.0000%  | N/A     | $2219337.00        | $755024.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-25      | 5.0000%  | N/A     | $512811.00         | $536933.80         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $2000000.00        | $1296182.82        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-04-16      | 0.0000%  | N/A     | $800.00            | $771.68            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.9100%  | N/A     | $3000000.00        | $2647991.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6220%  | N/A     | $1000.00           | $957.55            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $1704350.00        | $1526679.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 3.5000%  | N/A     | $14626782.00       | $3706529.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | 3.0000%  | N/A     | $1390000.00        | $1117615.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-11-15      | 5.7500%  | N/A     | $5000000.00        | $2105254.91        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $100.00            | $91.68             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2047-06-15      | 3.0000%  | N/A     | $11159000.00       | $7179822.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-02-15      | 5.5000%  | N/A     | $4155000.00        | $774155.15         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $17999700.00       | $17600944.58       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-05-25      | 3.0000%  | N/A     | $1673507.00        | $1312002.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $6811194.00        | $5194711.87        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $800000.00         | $789935.28         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $1240000.00        | $1268968.04        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $816600.00         | $827141.88         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2043-12-15      | 3.5000%  | N/A     | $1007353.00        | $1053365.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $958.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-25      | 4.0000%  | N/A     | $3181397.00        | $2940495.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-03-25      | 2.5000%  | N/A     | $1864788.00        | $1062050.33        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $100.00            | $98.63             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $59116460.00       | $13431756.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2837710.00        | $2861130.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-25      | 3.5000%  | N/A     | $8500000.00        | $2597681.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.0600%  | N/A     | $2333000.00        | $2111372.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-25      | 2.0000%  | N/A     | $1581428.00        | $708769.24         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $2278711.00        | $2178332.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.3910%  | N/A     | $28996325.00       | $26638880.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-13      | 2.1500%  | N/A     | $2370000.00        | $1607646.71        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1055673.00        | $1037518.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $21150000.00       | $5558774.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1200.00           | $1170.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.8500%  | N/A     | $1000000.00        | $935635.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 3.5100%  | N/A     | $5399000.00        | $4743736.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 4.0850%  | N/A     | $8000000.00        | $7298613.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 2.0000%  | N/A     | $2255145.00        | $1096015.82        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-08-25      | 4.5000%  | N/A     | $3000000.00        | $2896438.70        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2025-06-15      | 2.8750%  | N/A     | $2200.00           | $2226.81           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $300.00            | $188.26            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.6500%  | N/A     | $5200000.00        | $5037527.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 3.5000%  | N/A     | $28646295.00       | $19098909.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1267358.00        | $1264869.60        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $1200.00           | $692.93            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5000%  | N/A     | $2243722.00        | $2032331.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $18600000.00       | $6070934.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1299650.00        | $1238473.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1170639.00        | $1063215.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 5.0000%  | N/A     | $5384548.00        | $2053667.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $5442395.00        | $2906088.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $2537945.00        | $2372074.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | 4.1100%  | N/A     | $7966398.00        | $7727057.81        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $100.00            | $103.05            | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.0000%  | N/A     | $6114418.00        | $5240281.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-25      | 6.0000%  | N/A     | $4000000.00        | $4380370.77        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $199800.00         | $206955.80         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $100.00            | $97.35             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $100.00            | $91.59             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $400.00            | $384.43            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2041-03-25      | 4.0000%  | N/A     | $5000000.00        | $1122545.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 2.0000%  | N/A     | $1306802.00        | $656857.64         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-04-15      | 3.5000%  | N/A     | $5509000.00        | $4740238.03        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2025-09-04      | 0.0000%  | N/A     | $1700.00           | $1680.76           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 2.5000%  | N/A     | $1776000.00        | $1172955.72        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.8900%  | N/A     | $25000000.00       | $24411815.28       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $34315000.00       | $34615914.10       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $100.00            | $71.29             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2047-12-15      | 3.0000%  | N/A     | $3432937.00        | $1885155.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-25      | 4.5000%  | N/A     | $1500000.00        | $1326878.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-04-25      | 3.5000%  | N/A     | $4753517.00        | $5194648.94        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $19600000.00       | $18876931.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $1100.00           | $987.96            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.9800%  | N/A     | $2346000.00        | $1779677.56        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-01-31      | 0.3750%  | N/A     | $34000000.00       | $33164746.99       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-07-31      | 0.0000%  | N/A     | $977000.00         | $969891.35         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $616000.00         | $626522.45         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $30600000.00       | $30900657.61       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 5.0000%  | N/A     | $6561130.00        | $2945628.27        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $4993300.00        | $5065234.11        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $1371367.00        | $1382102.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 2.0000%  | N/A     | $9797315.00        | $5421591.02        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2043-07-25      | 3.0000%  | N/A     | $2000000.00        | $1469796.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 3.8300%  | N/A     | $4931173.00        | $3733654.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $1085002.00        | $179695.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 4.0000%  | N/A     | $42877058.00       | $4979932.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1096.00           | $1137.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 4.3400%  | N/A     | $15000000.00       | $15045016.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.6900%  | N/A     | $2899807.00        | $2716389.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $874.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.1800%  | N/A     | $931880.00         | $882724.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-25      | 3.0000%  | N/A     | $5317338.00        | $2142499.32        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $100.00            | $87.00             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.0000%  | N/A     | $5592201.00        | $4134924.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1007411.00        | $1024345.70        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $6252000.00        | $6149288.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $200.00            | $216.42            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.6140%  | N/A     | $44574607.00       | $36970398.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.0000%  | N/A     | $4000000.00        | $1255347.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1502996.00        | $1433946.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.0000%  | N/A     | $20000000.00       | $4244524.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $1008.00           | $685.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $3900000.00        | $3724709.41        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $22537000.00       | $19056310.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | 5.5000%  | N/A     | $800.00            | $851.98            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.5000%  | N/A     | $17000000.00       | $2790161.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1076155.00        | $985274.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.0900%  | N/A     | $2000000.00        | $1726029.55        | Agency Mortgage-Backed Securities         |

### 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: 3130B5JX7, C.4 - ISIN: US3130B5JX77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997740.00
- **C.18.a - Value (excl. sponsor support):** $249997740.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 3: 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: ORL001S00
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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-; Standard & Poor's Long Rating: A; 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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2051-12-20      | 3.0000%  | N/A     | $50000000.00       | $31620318.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $25000000.00       | $882237.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $25000000.00       | $652255.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $100000000.00      | $62350408.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 3.5000%  | N/A     | $35000000.00       | $2629231.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $224999700.00      | $18051503.18       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $309999000.00      | $85479189.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $50000000.00       | $14902439.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONA    | 2044-04-20      | 4.0000%  | N/A     | $100000000.00      | $6165978.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $150000000.00      | $7460361.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-02-20      | 3.5000%  | N/A     | $50000000.00       | $4229802.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.5000%  | N/A     | $87500000.00       | $4162458.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.0000%  | N/A     | $100000000.00      | $11959306.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $35000000.00       | $1953197.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-20      | 3.5000%  | N/A     | $90000000.00       | $6649455.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.5000%  | N/A     | $100000000.00      | $9866099.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.0000%  | N/A     | $40000000.00       | $27755171.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-20      | 4.0000%  | N/A     | $22500000.00       | $1297417.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $50000000.00       | $28722750.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.0000%  | N/A     | $82999000.00       | $74513551.58       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $80000000.00       | $74002796.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.0000%  | N/A     | $44000000.00       | $574442.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-09-20      | 3.5000%  | N/A     | $20000000.00       | $1554479.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.5000%  | N/A     | $75000000.00       | $3490386.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.5000%  | N/A     | $30000000.00       | $2077619.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONA    | 2044-07-20      | 3.5000%  | N/A     | $30000000.00       | $2083636.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $150000000.00      | $25158307.50       | Agency Mortgage-Backed Securities |

### Security 4: 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):** $1378666615.61
- **C.18.a - Value (excl. sponsor support):** $1378666615.61
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 5: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA004TY9
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 3.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: NR; Standard & Poor's Long Rating: AA; 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? 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?:** No

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $678000000.00      | $711310648.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $386095800.00      | $385625095.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $341000000.00      | $349109791.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $150000000.00      | $154526494.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $783500000.00      | $773473385.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $567100000.00      | $638865796.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $945000000.00      | $821853081.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $557300000.00      | $471417757.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $400000000.00      | $407297556.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $657300000.00      | $641743838.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $1534396600.00     | $1535900247.29     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $600000000.00      | $604526130.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $195000000.00      | $196665259.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $609470000.00      | $661891215.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $815500000.00      | $825793713.99      | U.S. Treasuries (including strips) |

### Security 6: 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: 0QK010SH3
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **C.10 - Ratings:** Fitch Long Rating: AA-; Moody's Long Rating: Aa3; Standard & Poor's Long Rating: A+; 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? 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 | 2026-02-28      | 2.5000%  | N/A     | $57599000.00       | $57198114.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $28.80             | $22.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $53.64             | $33.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $1347960.00        | $539173.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $6378048.20        | $2255552.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $5.74              | $1.64              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $124377900.00      | $120398146.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $5509900.00        | $2755892.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $403794000.00      | $405587838.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $200.00            | $52.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $41128600.00       | $53689509.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $15259300.00       | $4279943.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $163.51            | $79.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $7543100.00        | $1878986.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-15      | 4.6250%  | N/A     | $75500000.00       | $76436549.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $14088800.00       | $6959839.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $247900.00         | $87781.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $9562619.02        | $4703192.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $100.00            | $83.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $3.84              | $2.84              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $2458494.86        | $1386898.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $12.80             | $8.31              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $2100223.96        | $672269.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $200.00            | $72.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $100.00            | $47.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $35547600.00       | $14861420.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $300.00            | $73.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $152.85            | $52.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $716.80            | $611.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $3447900.00        | $3313689.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $0.64              | $0.52              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-04      | 0.0000%  | N/A     | $499900.00         | $494241.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $150.26            | $91.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $100.00            | $27.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $300.00            | $303.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $7010300.00        | $3412564.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $1820500.00        | $1140887.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 0.3750%  | N/A     | $4022000.00        | $3937525.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $11254700.00       | $3080073.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $8568800.00        | $2805776.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $51.31             | $31.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $100.00            | $38.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $6551315.52        | $4369943.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $100.00            | $26.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $2999.99           | $828.75            | U.S. Treasuries (including strips) |

### Security 7: 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: 3130B4GN5, C.4 - ISIN: US3130B4GN57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $649990282.50
- **C.18.a - Value (excl. sponsor support):** $649990282.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **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 8: 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: OQB008DH7
- **C.18 - Value (incl. sponsor support):** $869565217.15
- **C.18.a - Value (excl. sponsor support):** $869565217.15
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 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? 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 | 2034-02-15      | 0.0000%  | N/A     | $5956086.95        | $4025820.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $1421739.13        | $337628.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $5756086.95        | $4798584.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $420000.00         | $206569.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $335478.26         | $325278.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $801304.35         | $206916.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $2022173.91        | $1534122.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $35652.17          | $12442.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $7347826.08        | $1830343.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $130434.78         | $45040.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $330434.78         | $130750.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $3871043.48        | $3563572.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $1546956.52        | $390454.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $426086.96         | $220269.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $4387826.09        | $1784256.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $545652.17         | $150736.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $87391.30          | $53790.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $51173.91          | $51760.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $200869.57         | $73855.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $174347.83         | $45360.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $1215652.17        | $1001942.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $13606260.87       | $3287517.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $620000.00         | $177836.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 0.0000%  | N/A     | $99130.43          | $95678.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $363043.48         | $220280.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $6521.74           | $1706.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $1211304.35        | $568954.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $4213478.26        | $2810529.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 0.3750%  | N/A     | $950956.52         | $934008.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $10331608.69       | $7456032.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $13043.48          | $3443.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $2314782.61        | $568418.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $9125217.39        | $3071575.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $3722608.69        | $3034235.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $23237652.17       | $21621634.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-15      | 0.0000%  | N/A     | $43913.04          | $43674.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $1380434.78        | $1276754.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | 0.0000%  | N/A     | $182608.70         | $179987.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $13661304.34       | $8056057.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $860000.00         | $209599.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $99130.43          | $32561.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $23913.04          | $21678.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $12844043.47       | $8010084.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $700000.00         | $187227.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $42967608.68       | $44219855.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $367826.09         | $85926.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-31      | 0.0000%  | N/A     | $6521.74           | $6449.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $2023913.04        | $689105.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $303304.35         | $87717.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $200869.57         | $180290.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $13852173.91       | $7459451.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $3173478.26        | $2320091.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $27647217.38       | $28576832.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $14061739.13       | $5545176.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $15707826.08       | $4351287.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $1508695.65        | $1158648.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $13036956.52       | $3223517.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $5689565.22        | $3406439.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $54599130.42       | $49981408.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | 0.0000%  | N/A     | $26956.52          | $26474.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $1121304.35        | $352616.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $508260.87         | $175004.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $5971739.13        | $1808439.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $14506521.74       | $3930542.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $167391.30         | $42763.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $38149130.42       | $29993380.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $62173.91          | $17533.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $207391.30         | $59202.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $133826.09         | $128769.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $50685521.73       | $49737327.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $214347.83         | $202077.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $271304.35         | $90201.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $286086.96         | $107979.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $17841304.34       | $4278630.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $26061652.17       | $26188392.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $6474347.82        | $6230381.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $17391.30          | $7610.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $128260.87         | $59238.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $38978086.95       | $39509663.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | 4.6250%  | N/A     | $31769913.03       | $32280316.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $237826.09         | $66386.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $26956.52          | $10963.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $160869.57         | $64346.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | 0.0000%  | N/A     | $16896956.52       | $16578077.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $104347.83         | $36463.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $148695.65         | $50638.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $125217.39         | $36139.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-06-30      | 0.0000%  | N/A     | $4782.61           | $4764.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $72347.83          | $72347.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $167130.43         | $171544.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $234869.57         | $216567.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-31      | 0.0000%  | N/A     | $366086.96         | $362120.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 0.0000%  | N/A     | $271739.13         | $262432.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $170000.00         | $40425.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $89130.43          | $36712.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $8396043.48        | $8078366.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $1316956.52        | $974507.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $4011739.13        | $3567106.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $10956521.74       | $3879726.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $4537565.22        | $4482308.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $190000.00         | $71894.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $5858391.30        | $6075892.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | 0.0000%  | N/A     | $24347.83          | $23923.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $24878260.86       | $9679957.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $1046521.74        | $420472.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $3778695.65        | $940713.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $143478.26         | $50740.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $21385695.65       | $19701911.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $3734347.83        | $2077455.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $313913.04         | $120322.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $1920869.56        | $1547594.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $5376521.74        | $2247498.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $2568260.87        | $734715.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $260869.57         | $122849.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $537826.09         | $521934.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $3698652.17        | $3727584.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $402173.91         | $150151.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $6044782.61        | $3312105.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $19782608.69       | $15745453.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $6327826.09        | $1594352.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $5432434.78        | $5484662.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $2648695.65        | $623932.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $4220869.56        | $4020563.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $465652.17         | $109594.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $341304.35         | $110254.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $8578260.87        | $3119904.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $110869.57         | $33997.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $1147826.09        | $422752.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $10141304.35       | $4440593.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $228130.43         | $210293.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-15      | 3.5000%  | N/A     | $7497608.69        | $7531042.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $6312173.91        | $4153315.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $1584173.91        | $1593911.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $6384869.56        | $6619288.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $97826.09          | $22879.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $3217391.30        | $1345098.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $45066695.64       | $45266902.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $869565.22         | $374709.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $316521.74         | $96158.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $358695.65         | $104981.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $251739.13         | $142012.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $12893478.26       | $3167669.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $6861304.35        | $3654461.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $12175652.17       | $6978061.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $125217.39         | $39097.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $12858695.65       | $5014505.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $269130.43         | $130418.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $11183043.48       | $4014455.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $2749565.22        | $1738566.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $3589130.43        | $967916.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $8104347.82        | $2516351.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $1824782.61        | $1774604.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $10393478.26       | $3722091.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $26086.96          | $10024.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-15      | 3.1250%  | N/A     | $2100391.30        | $2113289.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $659130.43         | $163249.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $17815217.39       | $4612537.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $9685652.17        | $7253255.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-15      | 0.0000%  | N/A     | $7703478.26        | $7635918.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $7309000.00        | $6297120.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $4147391.30        | $2918415.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 2.3750%  | N/A     | $12826.09          | $12638.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $335217.39         | $105839.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | 4.5000%  | N/A     | $179782.61         | $180196.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $83913.04          | $25202.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $2714782.61        | $813338.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $14226521.74       | $10136951.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $380434.78         | $112703.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $234782.61         | $74916.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $779565.22         | $240119.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $5217391.30        | $2454933.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-15      | 0.0000%  | N/A     | $39565.22          | $39059.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $484782.61         | $141881.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $10396086.95       | $8864389.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-15      | 4.6250%  | N/A     | $23483173.91       | $23774473.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | 0.0000%  | N/A     | $19565.22          | $19289.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $5946956.52        | $3810702.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $11074347.82       | $3279446.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $4217826.09        | $3277381.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $39314608.68       | $40257151.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $1085217.39        | $404486.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $69565.22          | $23082.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $2775217.39        | $2617954.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $3976956.52        | $1812983.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $13913.04          | $5745.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $363043.48         | $163289.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-15      | 0.0000%  | N/A     | $27391.30          | $27240.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $95652.17          | $30617.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $646086.96         | $568500.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $357391.30         | $301281.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $4690869.56        | $3044946.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $13623913.04       | $6917323.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $296086.96         | $74410.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-06-30      | 0.0000%  | N/A     | $208260.87         | $207498.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $11513043.48       | $5604468.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $304347.83         | $208651.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $167826.09         | $83778.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-31      | 2.7500%  | N/A     | $5339260.87        | $5353486.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $55217.39          | $14710.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $13813043.47       | $7252607.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $2982608.69        | $1083116.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.0000%  | N/A     | $15652.17          | $15084.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $1496521.74        | $1398530.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $1939130.43        | $822235.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $32374086.95       | $32461571.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $2778695.65        | $656088.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $4910869.56        | $1183529.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $43478.26          | $18452.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $14196521.74       | $6773912.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $213913.04         | $54616.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $514347.83         | $166749.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $43478.26          | $11145.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $154347.83         | $43291.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $421434.78         | $393448.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $9340869.56        | $6489419.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $4810000.00        | $2070551.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $363826.09         | $96330.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $1672173.91        | $455878.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $19669565.21       | $5382969.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $5690434.78        | $3308617.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $464043.48         | $432038.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $1804347.83        | $607235.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $3874782.61        | $3374552.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $122173.91         | $54216.87          | U.S. Treasuries (including strips) |

### Security 9: 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: 0DBS26KT9
- **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:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A; Fitch Short Rating: F2; Moody's Short Rating: NR; 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 | 2031-11-30      | 4.1250%  | N/A     | $223430700.00      | $227446124.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $27153400.00       | $27553890.14       | U.S. Treasuries (including strips) |

### Security 10: 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):** $1423241781.25
- **C.18.a - Value (excl. sponsor support):** $1423241781.25
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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 11: 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):** $998242510.00
- **C.18.a - Value (excl. sponsor support):** $998242510.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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 12: 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: 0TO001VB1
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: NR; Moody's Long Rating: Aaa; Standard & Poor's Short Rating: NR; 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL      | 2051-02-01      | 2.0000%  | N/A     | $44649000.00       | $27130819.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $60012400.00       | $39617848.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $26068000.00       | $21012899.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $28879400.00       | $16618632.82       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $59904600.00       | $12857302.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $63453600.00       | $40150776.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $43903500.00       | $22976094.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $47260300.00       | $11425003.13       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-09-01      | 6.0000%  | N/A     | $53513000.00       | $48532470.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $29403100.00       | $14992266.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $22421000.00       | $16292661.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $65000000.00       | $35214660.00       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-09-01      | 2.5000%  | N/A     | $20457100.00       | $12841091.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $22040500.00       | $11760029.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $48727400.00       | $28977370.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $16899100.00       | $11009123.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $42859900.00       | $23232890.69       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $96836400.00       | $17490725.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $46401000.00       | $32782035.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $12139300.00       | $7882476.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $227803000.00      | $46616004.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $46518800.00       | $27616949.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $59469100.00       | $33065171.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.0000%  | N/A     | $29539000.00       | $6528996.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN | 2045-11-01      | 4.0000%  | N/A     | $84132100.00       | $8288697.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $324681600.00      | $34862297.18       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-02-01      | 2.0000%  | N/A     | $37293600.00       | $21054466.23       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN | 2046-04-01      | 4.0000%  | N/A     | $89115700.00       | $9563680.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $134290600.00      | $26865213.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $15201000.00       | $12167577.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $60000000.00       | $34138922.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $57347000.00       | $34103169.58       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | 2.0000%  | N/A     | $23904800.00       | $14232517.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 0.0000%  | N/A     | $21972000.00       | $17574579.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $65098100.00       | $41980309.09       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $71299000.00       | $45129394.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $11484500.00       | $6512411.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $95104000.00       | $9460329.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $26990400.00       | $15415952.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $70498800.00       | $33908554.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $130069000.00      | $12053007.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $29688900.00       | $18687545.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.0000%  | N/A     | $12485100.00       | $2597478.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $22646800.00       | $12811395.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $12663400.00       | $8268310.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $134287000.00      | $23167569.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $50831200.00       | $29232321.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $40000000.00       | $22819151.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $24042000.00       | $18660885.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $45503000.00       | $27200373.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $60799600.00       | $32291240.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $71481300.00       | $16145353.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $29873000.00       | $25120796.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $125837700.00      | $25983072.74       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | 2.5000%  | N/A     | $37141900.00       | $25676200.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $53698700.00       | $33346841.14       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-06-01      | 2.0000%  | N/A     | $40000000.00       | $23930208.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $6332300.00        | $4048417.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $30985500.00       | $4919797.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $51331500.00       | $26325837.15       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN | 2045-12-01      | 4.0000%  | N/A     | $134341800.00      | $13673864.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $8154200.00        | $4964670.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $20331600.00       | $11666441.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.0000%  | N/A     | $360246400.00      | $14090735.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $56842400.00       | $31257784.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $61366000.00       | $32625856.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $47444900.00       | $28648860.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $20651200.00       | $4429646.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $13273300.00       | $2542263.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $28444400.00       | $16061515.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $47924700.00       | $29152509.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $24662900.00       | $15903402.71       | Agency Mortgage-Backed Securities |

### Security 13: 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: 3130B4MV0, C.4 - ISIN: US3130B4MV00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1463857695.55
- **C.18.a - Value (excl. sponsor support):** $1463857695.55
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; 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 14: 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):** $99999260.00
- **C.18.a - Value (excl. sponsor support):** $99999260.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 15: 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: 0SB005SA4
- **C.18 - Value (incl. sponsor support):** $2972913000.00
- **C.18.a - Value (excl. sponsor support):** $2972913000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Moody's Short Rating: NR; Fitch Long Rating: AA; 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $714862.50         | $727856.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $160537.30         | $129814.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 3.0000%  | N/A     | $657845.00         | $534903.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $121971628.10      | $91485498.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $33093344.94       | $30436956.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $598289.23         | $360613.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1932048.59        | $1335431.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 4.5000%  | N/A     | $5003588.58        | $4496688.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $22643912.50       | $22680230.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $5945826.00        | $3270942.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $88638433.29       | $55542736.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $983439.62         | $719860.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $27852151.65       | $26384754.44       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $1019905.37        | $695606.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $4578286.02        | $2778153.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $237833.04         | $156819.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.5000%  | N/A     | $37755.40          | $35692.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 5.0000%  | N/A     | $750162.27         | $522982.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $158919.44         | $114578.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $44593.70          | $26286.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $1783747.80        | $707581.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1076194.51        | $954982.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $134437390.03      | $77536964.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $119336323.86      | $59474756.73       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1135969.08        | $991658.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $240805.95         | $154300.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $413066.05         | $385945.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 2.5000%  | N/A     | $49999.05          | $7861.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1873139.73        | $1864026.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $3874005.31        | $2287838.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $95044323.52       | $56435572.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $104911388.47      | $101371839.04      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.5000%  | N/A     | $10412977.40       | $9282684.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 3.0000%  | N/A     | $875213.70         | $116906.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 3.5000%  | N/A     | $8324.16           | $2027.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $48917975.33       | $47580731.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $4162.08           | $351.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 4.0000%  | N/A     | $469440.80         | $22218.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $15068949.20       | $1723347.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 3.0000%  | N/A     | $3725059.99        | $355129.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $119058687.08      | $72787612.01       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1932307.83        | $1180301.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $10470837.42       | $8840955.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 3.5000%  | N/A     | $8976304.11        | $734249.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-03-01      | 2.8600%  | N/A     | $1819066.01        | $1671834.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $184989202.24      | $170607234.10      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $70220.21          | $50816.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1895588.79        | $1886663.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $39597417.41       | $6762411.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $63168379.32       | $51170559.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $2489812.26        | $2325228.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $29071493.10       | $26768278.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $324047.52         | $55494.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $133298283.93      | $118003572.94      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $77295.74          | $50305.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 6.5000%  | N/A     | $686742.90         | $9324.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $11336.91          | $8904.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $11891652.00       | $7810072.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $68895475.03       | $40968100.77       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $252697.60         | $245964.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $1783747.80        | $1085587.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.5000%  | N/A     | $160537.30         | $110018.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.0000%  | N/A     | $522607.78         | $479930.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $179873.72         | $5883.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $631042.41         | $482680.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $594.58            | $377.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $59694.31          | $37797.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $70099024.37       | $50608952.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $90971.14          | $7048.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $23620031.62       | $3954806.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2025-07-01      | 2.5000%  | N/A     | $25279536.03       | $15080.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $5416885.32        | $5229842.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $5364152.98        | $698166.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $118907387.21      | $35809528.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $779469.25         | $512118.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $6864375.25        | $4337905.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $9743943.54        | $7899137.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $26161.63          | $18672.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $32380454.68       | $18519975.59       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $125383794.94      | $20154672.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $1616113.56        | $506601.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $117727.35         | $98436.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $17583.00          | $16596.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $10853710.56       | $10884413.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $50539.52          | $45303.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 2.5000%  | N/A     | $2556705.18        | $349793.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 7.5000%  | N/A     | $184148.18         | $179395.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.0000%  | N/A     | $654040.86         | $80226.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $226241.06         | $220855.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $59940014.61       | $57752466.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $26756217.00       | $13960205.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $230779787.26      | $71567528.69       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $457386.83         | $429785.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $120153708.45      | $122318016.06      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $5298236.36        | $2853717.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $449090.62         | $408031.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $67588915.44       | $39235962.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $99630201.17       | $55683504.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $1159515.74        | $828900.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $3864786.90        | $605622.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $5095268.46        | $546472.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $43280361.93       | $40467148.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $662933.44         | $683296.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1173509.84        | $690046.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $167517872.96      | $165769845.04      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $88634932.39       | $52963676.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $622725.38         | $439420.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $11510358.07       | $6418536.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 1.5000%  | N/A     | $219089380.06      | $119703388.42      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $92160.30          | $29960.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.5000%  | N/A     | $2299281.83        | $569910.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $279996.08         | $192225.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $237833.04         | $202241.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $401199.37         | $334391.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.0000%  | N/A     | $19416.69          | $3660.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $58544386.54       | $29758263.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-06-01      | 4.0000%  | N/A     | $1492506.97        | $23713.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $19378483.89       | $14155400.01       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $38647.87          | $29435.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $1557592.36        | $1233722.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $449500.28         | $372022.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 0.0000%  | N/A     | $14864565.00       | $14766265.63       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $2038740.49        | $1659220.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $699189.90         | $682432.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $108621279.47      | $66283355.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $122305.64         | $23713.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $876305.35         | $528387.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $27063497.29       | $23556484.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 4.0000%  | N/A     | $163672.54         | $18034.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $362075.83         | $90377.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $27241282.24       | $3569749.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 1.5000%  | N/A     | $186181944.45      | $105526782.49      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $16483161.54       | $9595449.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $542924.07         | $384204.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $301051116.91      | $305352033.42      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $132269113.77      | $81425360.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 5.5000%  | N/A     | $5942680.66        | $4669198.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.5000%  | N/A     | $59458.26          | $40241.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.5000%  | N/A     | $9184517.42        | $8136807.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1719525.74        | $1214609.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $65891.64          | $43692.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 2.5000%  | N/A     | $632967.66         | $507719.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $765296.78         | $579890.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 2.5000%  | N/A     | $175087.33         | $131070.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $663035.71         | $631144.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $11545519.31       | $8131450.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $9948556.06        | $7928525.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 4.0000%  | N/A     | $1764126.57        | $142913.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $59458.26          | $45849.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.5000%  | N/A     | $386478.69         | $294657.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $34296.12          | $31438.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $16051713.38       | $11102403.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $236922.14         | $161076.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 6.0000%  | N/A     | $756139.02         | $778270.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 3.0000%  | N/A     | $2516092.81        | $1979487.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 2.5000%  | N/A     | $117003505.19      | $74563059.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 3.0000%  | N/A     | $3277386.86        | $476649.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.0000%  | N/A     | $322787.00         | $81921.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 2.0000%  | N/A     | $79653258.01       | $40644109.21       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $360802.83         | $90544.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $23017.48          | $17779.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.0000%  | N/A     | $813870.61         | $854447.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $27857631.32       | $1794076.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1945935.66        | $1785315.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.8500%  | N/A     | $522792.10         | $489142.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $775930.29         | $493669.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $9925381.61        | $7504840.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $104409846.16      | $62246722.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $157997245.13      | $87394048.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $297523.19         | $292025.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $594582.60         | $466087.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-01-01      | 4.0000%  | N/A     | $4083602.81        | $1108977.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $41910976.36       | $4369780.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 0.0000%  | N/A     | $7761595.64        | $7785555.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1738837.79        | $1688873.60        | Agency Mortgage-Backed Securities |

### Security 16: 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):** $135044852.40
- **C.18.a - Value (excl. sponsor support):** $135044852.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 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: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $509981872.40
- **C.18.a - Value (excl. sponsor support):** $509981872.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 18: 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: 0CAN08ID9
- **C.18 - Value (incl. sponsor support):** $108695652.10
- **C.18.a - Value (excl. sponsor support):** $108695652.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2025-05-31      | 0.2500%  | N/A     | $43.48             | $43.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $478.26            | $343.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-07      | 0.0000%  | N/A     | $1109130.43        | $1100157.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $521.74            | $379.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $43.48             | $42.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 0.3750%  | N/A     | $4304.35           | $4213.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $1611304.35        | $873396.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 4.6250%  | N/A     | $43.48             | $43.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $260.87            | $158.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $2478.26           | $2217.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $869.57            | $704.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $8392478.26        | $8479099.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $434.78            | $323.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $86.96             | $79.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $103652.17         | $102552.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $434.78            | $349.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-30      | 0.0000%  | N/A     | $32173.91          | $31601.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $43.48             | $43.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $46826.09          | $48140.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $43.48             | $43.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $67565.22          | $65989.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $869.57            | $789.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.8750%  | N/A     | $1020826.09        | $905548.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-06-12      | 0.0000%  | N/A     | $40217.39          | $40155.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $217.39            | $125.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $43.48             | $41.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $59391.30          | $60122.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 2.3750%  | N/A     | $43.48             | $42.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $43.48             | $42.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 3.0000%  | N/A     | $2173.91           | $1617.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $1000.00           | $988.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $20826.09          | $13516.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 3.0000%  | N/A     | $2217.39           | $1659.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $712043.48         | $1028128.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $304.35            | $183.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $86.96             | $79.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $173.91            | $135.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | 0.1250%  | N/A     | $5265826.08        | $6468988.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $43.48             | $44.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $43.48             | $40.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $43.48             | $32.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $5652.17           | $3520.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 4.0000%  | N/A     | $43.48             | $43.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $86.96             | $83.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $7793304.34        | $7299496.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $17891304.34       | $19275243.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $43.48             | $54.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $86.96             | $56.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $869.57            | $909.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $260.87            | $350.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $36434.78          | $37668.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 6.1250%  | N/A     | $86.96             | $95.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $86.96             | $61.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $43.48             | $40.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $130.43            | $277.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $260.87            | $271.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $391.30            | $392.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $32760347.80       | $19540574.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $86.96             | $54.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 4.3750%  | N/A     | $173.91            | $172.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $478.26            | $373.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $956.52            | $814.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-15      | 3.1250%  | N/A     | $86.96             | $87.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $173.91            | $170.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $739.13            | $379.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $18130.43          | $38197.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $5733608.69        | $5184877.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $43.48             | $44.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $130.43            | $134.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-28      | 0.0000%  | N/A     | $1502000.00        | $1486078.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $130.43            | $103.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $86.96             | $61.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $86.96             | $88.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $43.48             | $50.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $1547260.87        | $2178387.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | 4.6250%  | N/A     | $1739.13           | $1767.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $43.48             | $41.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $329173.91         | $328620.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $782.61            | $762.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $434.78            | $413.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-16      | 0.0000%  | N/A     | $7956.52           | $7854.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $608.70            | $448.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $173.91            | $176.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $455086.96         | $482126.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $304.35            | $311.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $43.48             | $41.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-02      | 0.0000%  | N/A     | $21130.43          | $20894.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $3913.04           | $4234.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $347.83            | $335.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $529478.26         | $538993.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $347.83            | $356.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-16      | 0.0000%  | N/A     | $59173.91          | $57079.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $86.96             | $73.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $43.48             | $43.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $2913.04           | $2095.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $19260.87          | $19245.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | 2.2500%  | N/A     | $43.48             | $43.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $43.48             | $42.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $86.96             | $84.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 4.7500%  | N/A     | $43.48             | $43.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $1066000.00        | $1157103.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $268652.17         | $271057.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-06-30      | 0.2500%  | N/A     | $86.96             | $86.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $695.65            | $474.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $43.48             | $42.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $3480434.78        | $2441491.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $43.48             | $43.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-06-30      | 4.6250%  | N/A     | $217.39            | $221.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 2.5000%  | N/A     | $782.61            | $527.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $43.48             | $42.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $130.43            | $73.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $43.48             | $38.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 3.8750%  | N/A     | $43.48             | $44.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 2.8750%  | N/A     | $43.48             | $43.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $86.96             | $81.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $86.96             | $73.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $1304.35           | $1349.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $9894913.04        | $9933505.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $1929130.43        | $1805401.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $43.48             | $41.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-06-10      | 0.0000%  | N/A     | $251869.57         | $251544.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $565.22            | $527.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $652.17            | $504.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $43.48             | $43.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $173.91            | $178.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $86.96             | $89.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $217.39            | $186.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $695.65            | $487.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $130.43            | $131.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $434.78            | $361.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $23061130.42       | $19255491.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $391.30            | $390.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $43.48             | $56.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $434.78            | $292.29            | U.S. Treasuries (including strips) |

### Security 19: 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):** $925193251.00
- **C.18.a - Value (excl. sponsor support):** $925193251.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 20: 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):** $155049038.90
- **C.18.a - Value (excl. sponsor support):** $155049038.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 21: 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):** $193994816.32
- **C.18.a - Value (excl. sponsor support):** $193994816.32
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 22: 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: 3130B5XD5, C.4 - ISIN: US3130B5XD57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1249996975.00
- **C.18.a - Value (excl. sponsor support):** $1249996975.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; 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 23: 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):** $2083886155.68
- **C.18.a - Value (excl. sponsor support):** $2083886155.68
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 24: 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: OQB008DI5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Short Rating: NR; Moody's Long Rating: NR; Fitch Short Rating: NR; Fitch Long 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2025-05-31      | 4.2500%  | N/A     | $3648700.00        | $3724597.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $58742100.00       | $59634984.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $44996500.00       | $45431849.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $72301000.00       | $70281820.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $58597200.00       | $53983600.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $1303683800.00     | $1297496510.17     | U.S. Treasuries (including strips) |

### Security 25: 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: 0QG004OJ1
- **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):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA-; 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 | 2051-03-20      | 4.2500%  | N/A     | $2654908.33        | $2323668.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $11376279.17       | $6970437.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-07-16      | 6.0000%  | N/A     | $1935223.33        | $3111400.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | 5.0000%  | N/A     | $6534952.50        | $4785564.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $7500000.00        | $6935075.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.6283%  | N/A     | $9166666.67        | $8919553.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $18333333.33       | $17975932.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 5.4220%  | N/A     | $41666666.67       | $40647165.95       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2045-12-20      | 2.6250%  | N/A     | $7261526.67        | $6411852.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-25      | 5.0000%  | N/A     | $5570636.67        | $478169.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.9921%  | N/A     | $1666.67           | $1031.81           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.4783%  | N/A     | $41666666.67       | $23909454.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.0000%  | N/A     | $2114254.17        | $1703004.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $1250000.00        | $1245347.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.0000%  | N/A     | $10361750.00       | $882682.76         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $41704.17          | $26340.59          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $973720.83         | $878641.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-11-16      | 4.5000%  | N/A     | $8333333.33        | $7880589.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.9720%  | N/A     | $33333333.33       | $31762755.18       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-09-25      | 5.6720%  | N/A     | $41666666.67       | $33031782.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $1663333.33        | $337793.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-08-16      | 4.5000%  | N/A     | $18110934.17       | $17544914.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-25      | 5.1920%  | N/A     | $73509440.00       | $54198615.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $4411765.00        | $4136968.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 5.5000%  | N/A     | $5088333.33        | $4467231.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $2753384.17        | $639887.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 2.5000%  | N/A     | $16666666.67       | $1343101.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.7220%  | N/A     | $50000000.00       | $48955342.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.0000%  | N/A     | $9213106.67        | $5433996.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $5833333.33        | $5407761.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.1720%  | N/A     | $31250000.00       | $30957760.28       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $7465715.83        | $5373984.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-04-20      | 2.3750%  | N/A     | $7771312.50        | $635901.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.1283%  | N/A     | $20833333.33       | $19835704.98       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $2024045.00        | $2144992.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.0000%  | N/A     | $1750000.00        | $452329.74         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.0000%  | N/A     | $2196806.67        | $2027238.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 3.0000%  | N/A     | $10355438.33       | $7001339.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | 1.0000%  | N/A     | $2500000.00        | $671959.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.0000%  | N/A     | $10552218.33       | $10689210.75       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 1.0000%  | N/A     | $3105014.17        | $1805278.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 3.5000%  | N/A     | $3368126.67        | $1676748.65        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.0000%  | N/A     | $21646858.33       | $21969706.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-01-20      | 3.5000%  | N/A     | $6354166.67        | $1165669.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.7783%  | N/A     | $20833333.33       | $12877548.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $25035536.67       | $22014214.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 5.5000%  | N/A     | $10833333.33       | $7993142.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.5000%  | N/A     | $25000000.00       | $4652746.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.4783%  | N/A     | $16250000.00       | $14589319.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.0000%  | N/A     | $19713814.17       | $18969488.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.0000%  | N/A     | $4168522.50        | $3536026.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.3720%  | N/A     | $75000000.00       | $73776219.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $6833333.33        | $5647194.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $7908333.33        | $5073101.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 8.3783%  | N/A     | $16666666.67       | $16619311.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-01-25      | 5.5000%  | N/A     | $36263333.33       | $33253611.24       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2042-01-20      | 2.0000%  | N/A     | $433280.00         | $12006.59          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | 5.0000%  | N/A     | $416666.67         | $259180.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 5.5000%  | N/A     | $11666666.67       | $8490523.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.3283%  | N/A     | $20833333.33       | $12897044.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-04-16      | 4.0000%  | N/A     | $27064511.67       | $22186898.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.6283%  | N/A     | $41666666.67       | $16935851.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 5.3720%  | N/A     | $58333333.33       | $44242716.76       | Agency Debentures and Agency Strips       |

### 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):** $2848493119.35
- **C.18.a - Value (excl. sponsor support):** $2848493119.35
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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: 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):** $1249994787.50
- **C.18.a - Value (excl. sponsor support):** $1249994787.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 28: 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: 0BAN03HB7
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; Fitch Long Rating: AA+; 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? 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 | 2043-04-01      | 3.5000%  | N/A     | $5381624.00        | $897891.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $14389773.00       | $2124072.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $16838010.00       | $2908443.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $3293885.00        | $775440.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $4009697.00        | $2313233.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $2000.00           | $320.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $2908805.00        | $159892.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $27805233.00       | $3139511.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.0000%  | N/A     | $3482000.00        | $396738.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-08-01      | 3.5000%  | N/A     | $33621022.00       | $1990048.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $2287.00           | $356.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $8744944.00        | $297731.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $250000000.00      | $29412092.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 3.5000%  | N/A     | $7194529.00        | $291129.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $2405455.00        | $462149.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $2632460.00        | $570527.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $9874564.00        | $1912253.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1541008.00        | $204926.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $1789322.00        | $364943.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $20619330.00       | $1830433.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $268152931.00      | $36178639.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $25255565.00       | $2008742.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.5000%  | N/A     | $2683177.00        | $375890.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $3892386.00        | $565339.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $23000000.00       | $2882651.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $5051542.00        | $753596.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $1049018.00        | $161124.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $7421123.00        | $1136119.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $16955578.00       | $2448122.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $11227860.00       | $1511721.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $2000.00           | $236.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 3.5000%  | N/A     | $49150409.00       | $3322997.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-12-01      | 3.5000%  | N/A     | $4846667.00        | $804972.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $10538540.00       | $2438667.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $19397936.00       | $2324303.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $10530664.00       | $1092397.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $1180000000.00     | $184524797.29      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $13046031.00       | $2472504.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $20053255.00       | $2666276.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $9963646.00        | $1734338.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $4302423.00        | $2965349.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | 3.0000%  | N/A     | $1751364.00        | $100032.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $22860325.00       | $3308877.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 3.5000%  | N/A     | $10175907.00       | $1031134.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $3940.00           | $1238.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $13847151.00       | $2070018.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $4165398.00        | $816480.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $10301455.00       | $1987701.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $2140357.00        | $476794.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $3680469.00        | $1116139.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $3588221.00        | $1010802.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $8733433.00        | $1231949.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $42600000.00       | $2721725.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $7582623.00        | $1221976.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $761110.00         | $447112.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $1592476.00        | $319648.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-07-01      | 3.5000%  | N/A     | $1874601.00        | $63859.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $6600639.00        | $727880.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1618308.00        | $231325.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $2150.00           | $653.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $3589565.00        | $555576.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $10919108.00       | $1182163.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $266128723.00      | $53903401.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $15849248.00       | $2774348.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $2917094.00        | $1827913.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $154355.00         | $103911.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $17273961.00       | $3112656.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $23279055.00       | $795804.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $21901449.00       | $2190952.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $14289842.00       | $1557237.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $8890224.00        | $940347.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $22528.00          | $11165.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $12802770.00       | $1505786.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $4986324.00        | $1389621.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $3384514.00        | $799308.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $1958092.00        | $282350.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.5000%  | N/A     | $2040678.00        | $495103.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $12400068.00       | $2244292.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $2521072.00        | $1339658.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $23790866.00       | $3022394.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $6660034.00        | $618649.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $1927962.00        | $173547.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $13448.00          | $1225.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $11852035.00       | $3134253.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $10525201.00       | $2033708.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $2567831.00        | $356354.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $11181997.00       | $2212211.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $2910086.00        | $106744.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $3305796.00        | $791368.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $14084598.00       | $1543610.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $9979614.00        | $1635270.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $5571134.00        | $743284.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $15562318.00       | $2753312.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $31640536.00       | $2986728.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | 3.5000%  | N/A     | $21900732.00       | $2534674.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $11043407.00       | $2670043.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.0000%  | N/A     | $300000000.00      | $43061679.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $5013649.00        | $1240540.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $22323811.00       | $2964641.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $950000.00         | $74022.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $1359.00           | $87.15             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $5000000.00        | $167352.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $10066048.00       | $1391024.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $969168325.00      | $64165581.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $2448809.00        | $496240.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.0000%  | N/A     | $17000000.00       | $1410566.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.0000%  | N/A     | $1609509.00        | $197215.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $29971686.00       | $3313584.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $2324413.00        | $860612.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1093008.00        | $197888.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1451.00           | $107.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $1214529.00        | $386042.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $6782181.00        | $642207.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $1024.00           | $587.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $9229588.00        | $1371821.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $3177314.00        | $733714.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $12661570.00       | $2696047.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $5125024.00        | $1240601.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 3.5000%  | N/A     | $5706044.00        | $872741.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $26524437.00       | $2593781.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.5000%  | N/A     | $20190935.00       | $2807170.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $7227340.00        | $1368445.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $10626105.00       | $1243333.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 3.5000%  | N/A     | $1891277.00        | $169534.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $13164795.00       | $3140332.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $10738299.00       | $1213348.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | 3.5000%  | N/A     | $8744943.00        | $1853433.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $1889863.00        | $226088.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $6737508.00        | $702849.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $10008920.00       | $1645211.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $18178404.00       | $887745.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $12999659.00       | $2413935.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $23606389.00       | $3123650.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $3067872.00        | $1288907.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 2.5000%  | N/A     | $4255807.00        | $2707171.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $5116591.00        | $1120182.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $1000000.00        | $253126.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $20795209.00       | $3135358.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.0000%  | N/A     | $1457879.00        | $731164.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $100000.00         | $7989.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.0000%  | N/A     | $9782470.00        | $1288956.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $4429432.00        | $403659.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $4836502.00        | $863857.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $16688410.00       | $2684970.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $2471.00           | $185.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $13549795.00       | $1683695.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 3.5000%  | N/A     | $10220555.00       | $766167.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $8750362.00        | $2743723.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $2842570.00        | $134448.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $6000.00           | $546.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $3114848.00        | $316716.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $11949263.00       | $2653639.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $2371598.00        | $396328.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $7939123.00        | $1039049.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $2143953.00        | $661653.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-08-01      | 3.5000%  | N/A     | $2264312.00        | $735287.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.0000%  | N/A     | $6310343.00        | $1661895.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $35290932.00       | $3177523.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $2728010.00        | $653043.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $5453879.00        | $1346855.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $18784642.00       | $2763453.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $19278947.00       | $3288994.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $367000.00         | $42123.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.0000%  | N/A     | $27222692.00       | $2041308.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $16293301.00       | $2112478.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $8339051.00        | $1478782.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.5000%  | N/A     | $8012390.00        | $429001.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $23721233.00       | $2725085.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $23668005.00       | $2979740.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $12885146.00       | $1412996.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 2.5000%  | N/A     | $3266193.00        | $2081453.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $10198531.00       | $1828444.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $4019783.00        | $419464.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $4422872.00        | $469108.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $7720406.00        | $601303.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $6729503.00        | $750612.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $12779523.00       | $1733723.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.0000%  | N/A     | $2843881.00        | $807730.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $11350249.00       | $2876726.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1269.00           | $109.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $1500890000.00     | $154986905.25      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $12985.00          | $8004.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 3.0000%  | N/A     | $8109976.00        | $1144465.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $1542820.00        | $233482.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 3.5000%  | N/A     | $39679099.00       | $1508697.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $21027154.00       | $3044838.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $2518294.00        | $450320.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $18000000.00       | $2834857.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $3693935.00        | $372061.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 3.5000%  | N/A     | $8628707.00        | $562348.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $3412.00           | $272.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $2807607.00        | $580091.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $3843922.00        | $588980.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $4405328.00        | $653622.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $5102863.00        | $1211325.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $6004579.00        | $1181349.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $12759703.00       | $2194136.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $7453188.00        | $1091419.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.0000%  | N/A     | $13003171.00       | $1669251.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $27530084.00       | $2063137.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $1280.00           | $150.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $7573092.00        | $523558.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1221748.00        | $228257.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $7082492.00        | $614748.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $14790170.00       | $1628011.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $175000000.00      | $38023606.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $12456475.00       | $1334554.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.0000%  | N/A     | $10642130.00       | $1495047.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $22412296.00       | $3311368.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 2.5000%  | N/A     | $2206753.00        | $714753.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1000000.00        | $217095.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $29391.00          | $2283.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 3.5000%  | N/A     | $3822597.00        | $374371.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $2090875.00        | $315223.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1354336.00        | $153967.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $6132873.00        | $1420923.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $7096595.00        | $1263665.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $23720892.00       | $3262661.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $15701543.00       | $3251758.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $22912946.00       | $3157225.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 3.0000%  | N/A     | $4818375.00        | $660859.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $2522508.00        | $363433.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-06-01      | 3.5000%  | N/A     | $16114492.00       | $2107268.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $15842273.00       | $3294331.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $2283990.00        | $350186.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $10872225.00       | $1597648.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $14111640.00       | $2407285.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $2376353.00        | $421864.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $1564.00           | $118.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $16186812.00       | $2292722.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $15091.00          | $8563.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $3261188.00        | $555708.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $2014570.00        | $246092.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $14328467.00       | $1320467.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $8840279.00        | $1403491.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 3.5000%  | N/A     | $10209180.00       | $686831.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $2704031.00        | $567139.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 3.5000%  | N/A     | $9446789.00        | $944994.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $4756423.00        | $820477.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 1.5000%  | N/A     | $1024.00           | $574.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $1005842781.00     | $81199782.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $2194889.00        | $448442.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $13467384.00       | $1316492.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $5338893.00        | $344528.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $1937784.00        | $570509.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $10018718.00       | $461687.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $5751821.00        | $2231165.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $1542797.00        | $23826.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1854304.00        | $406511.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $7436565.00        | $1270597.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $1476724.00        | $449912.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $5184342.00        | $920513.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $3242587.00        | $670925.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $14268913.00       | $1972149.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $5163957.00        | $132098.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $4639596.00        | $638071.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $5080987.00        | $718848.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $249602710.00      | $44384339.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $1276465.00        | $222713.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $11546647.00       | $2159956.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $1055.00           | $139.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $12800561.00       | $2577515.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $10892182.00       | $1021509.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-02-01      | 3.5000%  | N/A     | $5107860.00        | $1009554.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $13978681.00       | $967629.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $29083661.00       | $3226286.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $9588095.00        | $1772925.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.0000%  | N/A     | $5478515.00        | $548713.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $7022258.00        | $1398789.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $2547010.00        | $688061.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $2765.00           | $187.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1260000.00        | $239572.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.0000%  | N/A     | $1503238.00        | $433618.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 3.5000%  | N/A     | $2004002.00        | $344255.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $4116748.00        | $365586.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $29999500.00       | $2381614.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $7769901.00        | $1076185.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $3475854.00        | $739777.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $12313422.00       | $466575.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $1227863.00        | $232361.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $30379812.00       | $2081222.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1973486.00        | $345832.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $147583387.00      | $29718194.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | 3.5000%  | N/A     | $3861624.00        | $637644.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $3743802.00        | $868310.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $4478677.00        | $1205978.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $11680697.00       | $2367033.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $2017366.00        | $119806.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $3859339.00        | $861204.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $20895905.00       | $1721732.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $4016071.00        | $1067737.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $134244620.00      | $28834539.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $3260650.00        | $166886.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $1024.00           | $608.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $5513767.00        | $278487.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $25601563.00       | $2433569.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $13466609.00       | $1087415.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $2542970.00        | $119006.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $19086938.00       | $2282411.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $13882640.00       | $1651045.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $1308343.00        | $708397.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.0000%  | N/A     | $6594244.00        | $1596836.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $16492004.00       | $2922793.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $267776.00         | $159498.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1102979.00        | $318348.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 1.5000%  | N/A     | $4889731.00        | $2671591.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.0000%  | N/A     | $139220054.00      | $29437666.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $3926.00           | $689.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $4000605.00        | $839954.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $7807291.00        | $1780307.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $27306096.00       | $2467332.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $28051907.00       | $2214814.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $1024.00           | $590.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $275200729.00      | $42005392.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $2201556.00        | $1462552.73        | Agency Mortgage-Backed Securities |

### Security 29: 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: 0SB005S89
- **C.18 - Value (incl. sponsor support):** $883000000.00
- **C.18.a - Value (excl. sponsor support):** $883000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: NR; Fitch Long Rating: AA; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; 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 | 2028-05-31      | 3.6250%  | N/A     | $40001000.00       | $40394026.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $1634023.70        | $483883.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $398300.00         | $205901.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $601000.00         | $605388.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $3950000.00        | $3723874.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 2.6250%  | N/A     | $23155800.00       | $23186529.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $17228384.00       | $4548052.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $403601600.00      | $410000485.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $299640000.00      | $287677899.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $50000.00          | $39627.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $398899200.00      | $105617338.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | 5.0000%  | N/A     | $24022000.00       | $24176992.03       | U.S. Treasuries (including strips) |

### 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):** $798742624.00
- **C.18.a - Value (excl. sponsor support):** $798742624.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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: 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: 912797NP8, C.4 - ISIN: US912797NP82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3259354064.67
- **C.18.a - Value (excl. sponsor support):** $3259354064.67
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: 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: 3130B2RL1, C.4 - ISIN: US3130B2RL17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $949991459.50
- **C.18.a - Value (excl. sponsor support):** $949991459.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; 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 33: 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:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **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 NATIONAL MORT | 2054-11-01      | 5.1250%  | N/A     | $8599240.00        | $8409646.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $2520295.00        | $2435606.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-25      | 2.5100%  | N/A     | $11000000.00       | $282630.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1487068.00        | $1370333.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-25      | 5.5000%  | N/A     | $1512860.00        | $1472125.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-06-15      | 4.0000%  | N/A     | $2830000.00        | $1263276.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $2002912.00        | $1847195.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-03-15      | 4.0000%  | N/A     | $697952.00         | $573283.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 2.0000%  | N/A     | $10500000.00       | $692636.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $2694142.00        | $2656819.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1008235.00        | $877887.78         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $1178000.00        | $1198122.49        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $732732.00         | $677748.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 7.0000%  | N/A     | $1071592.00        | $1129636.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $836866.00         | $843559.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 0.0000%  | N/A     | $101036256.00      | $101036963.25      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $2207197.00        | $2183936.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $8086655.00        | $7616765.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1287164.00        | $1172206.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-15      | 4.0000%  | N/A     | $12700000.00       | $127996.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1193500.00        | $900151.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $2388588.00        | $2171825.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $788076.00         | $745315.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $2424802.00        | $2452515.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $2432271.00        | $2446150.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1012697.00        | $1027397.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $932532.00         | $800867.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-15      | 4.0000%  | N/A     | $745000.00         | $697159.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $2019037.00        | $2001393.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-25      | 5.0000%  | N/A     | $50000000.00       | $47775439.27       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1365725.00        | $1358487.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-15      | 4.0000%  | N/A     | $3300000.00        | $4646688.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $3189784.00        | $3085667.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1434053.00        | $1422800.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $7622041.00        | $7137729.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-15      | 4.0000%  | N/A     | $1800000.00        | $1189470.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $31485144.00       | $30987198.49       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1173106.00        | $1142578.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-15      | 2.7500%  | N/A     | $5000000.00        | $121601.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-07-25      | 2.9440%  | N/A     | $1686630.00        | $107247.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-08-25      | 1.5000%  | N/A     | $7670000.00        | $544425.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.4720%  | N/A     | $500000.00         | $472027.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1493468.00        | $1427939.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 5.0000%  | N/A     | $1010000.00        | $728004.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | 8.3701%  | N/A     | $33142129.00       | $18219783.33       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-03-25      | 2.8500%  | N/A     | $18750000.00       | $5674943.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-06-25      | 5.5000%  | N/A     | $5551905.00        | $3918293.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $45059858.00       | $44605188.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.5000%  | N/A     | $1358450.00        | $1407504.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $2156878.00        | $2017331.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-06-15      | 1.0000%  | N/A     | $4275000.00        | $372905.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1562967.00        | $1587343.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $15044394.00       | $14056616.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $11928589.00       | $10877181.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-15      | 3.5000%  | N/A     | $2179551.00        | $1852250.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $4228241.00        | $4178310.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-25      | 19.1102% | N/A     | $23529588.00       | $164527.70         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | 3.7227%  | N/A     | $1194000.00        | $1035564.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1636580.00        | $1698681.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1303399.00        | $1360682.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-25      | 5.0000%  | N/A     | $16226427.00       | $15692347.77       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | 3.0000%  | N/A     | $15950000.00       | $2022454.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-06-25      | 4.7282%  | N/A     | $244295000.00      | $202019.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1529197.00        | $1466170.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-25      | 3.0000%  | N/A     | $5250000.00        | $482679.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.5000%  | N/A     | $9700000.00        | $12357386.71       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-15      | 4.7500%  | N/A     | $5000000.00        | $148901.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-25      | 3.5000%  | N/A     | $1000000.00        | $839103.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $4500000.00        | $3490845.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $3212471.00        | $3098506.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $2429450.00        | $2541481.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $5165400.00        | $4823748.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $5146424.00        | $4966498.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-25      | 6.0000%  | N/A     | $2383381.00        | $205126.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1080150.00        | $963032.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $10950000.00       | $10683049.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-15      | 4.9968%  | N/A     | $85816885.00       | $10983997.48       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-04-25      | 7.5000%  | N/A     | $45553000.00       | $665680.06         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3552444.00        | $3433733.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $49917.00          | $48075.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1624270.00        | $1651328.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $4019824.00        | $4060441.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $10049750.00       | $9385665.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-25      | 4.0000%  | N/A     | $5100000.00        | $2774039.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | 4.7702%  | N/A     | $2543000.00        | $179085.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $2043648.00        | $2030724.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-15      | 3.5000%  | N/A     | $2525000.00        | $363928.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1081530.00        | $1006095.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3416604.00        | $3397333.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $1115045.00        | $1111032.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $71177166.00       | $71353796.12       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-25      | 14.2789% | N/A     | $19276270.00       | $2738560.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $4754263.00        | $3992520.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1035339.00        | $1100048.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-08-15      | 4.8002%  | N/A     | $1000000.00        | $134868.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1064479.00        | $1064429.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-25      | 4.0000%  | N/A     | $970000.00         | $144007.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-07-25      | 4.4989%  | N/A     | $13830000.00       | $13701563.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $7304465.00        | $6607974.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $2732881.00        | $2611161.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2057-08-27      | 3.0000%  | N/A     | $16000000.00       | $13233609.39       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1165814.00        | $1086023.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-25      | 4.5000%  | N/A     | $18735000.00       | $503558.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-25      | 2.5000%  | N/A     | $14479924.00       | $9329485.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1770586.00        | $1849006.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-25      | 4.0000%  | N/A     | $307200.00         | $277271.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $2991027.00        | $3087012.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $2638115.00        | $2729198.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $8582215.00        | $8013905.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $253661179.00      | $241704207.28      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2059246.00        | $2042860.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $4817530.00        | $4644875.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-25      | 6.7549%  | N/A     | $8900000.00        | $7090322.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | 4.0000%  | N/A     | $400000.00         | $274585.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $20623171.00       | $19312584.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $9762765.00        | $9424565.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $339351.00         | $318306.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-15      | 4.0000%  | N/A     | $200000.00         | $131075.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $3889235.00        | $4014085.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $83273150.00       | $82138189.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $5339401.00        | $5243629.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-25      | 3.5000%  | N/A     | $1100000.00        | $284761.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3109250.00        | $3089116.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-25      | 2.0000%  | N/A     | $9338155.00        | $4289966.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | 4.0000%  | N/A     | $1000000.00        | $1470239.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-07-25      | 3.5000%  | N/A     | $1636000.00        | $1432861.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-25      | 5.5000%  | N/A     | $7282458.00        | $6895833.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $3433179.00        | $3476412.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1014708.00        | $1010135.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1910499.00        | $1755249.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 5.4000%  | N/A     | $350000.00         | $363199.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | 3.0000%  | N/A     | $300000.00         | $100991.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $80000.00          | $82154.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1686887.00        | $1489482.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3563584.00        | $3399636.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1251310.00        | $955507.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-07-25      | 9.0385%  | N/A     | $34161721.00       | $18185133.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $2896140.00        | $2771407.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $2514117.00        | $2499491.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-25      | 2.5000%  | N/A     | $500000.00         | $101472.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $2006843.00        | $2114697.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-15      | 4.2500%  | N/A     | $6169049.00        | $6098720.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-04-15      | 4.0000%  | N/A     | $14000000.00       | $3884510.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $2556603.00        | $2120140.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1407642.00        | $1320054.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-25      | 2.0000%  | N/A     | $400000.00         | $222897.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-05-25      | 5.5000%  | N/A     | $15000000.00       | $230859.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-11-25      | 4.3883%  | N/A     | $9372897.00        | $3208368.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-11-25      | 3.0000%  | N/A     | $300000.00         | $299576.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $23592660.00       | $22365377.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $2962296.00        | $2519119.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $7117752.00        | $6570735.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.0000%  | N/A     | $8717291.00        | $7776007.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5440%  | N/A     | $698019.00         | $677994.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $23210746.00       | $22875990.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1051132.00        | $1117448.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1049561.00        | $906973.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-12-25      | 5.0000%  | N/A     | $330000.00         | $225810.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $4664685.00        | $4346303.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $24918235.00       | $24418746.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $16765816.00       | $16408076.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-15      | 6.0000%  | N/A     | $1130609.00        | $1165190.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-10-25      | 4.5000%  | N/A     | $2000000.00        | $66002.63          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.5000%  | N/A     | $3285000.00        | $427050.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1288896.00        | $1228749.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.5000%  | N/A     | $6843000.00        | $4749769.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $1453345.00        | $1548418.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $15095652.00       | $14233287.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-15      | 3.5000%  | N/A     | $1000000.00        | $843386.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-01-15      | 3.0000%  | N/A     | $5480000.00        | $85233.73          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.7720%  | N/A     | $113000000.00      | $102335937.13      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | 4.0000%  | N/A     | $2632400.00        | $1412691.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $2113764.00        | $2039856.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1042000.00        | $1010791.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-25      | 1.2500%  | N/A     | $44500000.00       | $21232583.60       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1135059.00        | $951899.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-11-15      | 5.0000%  | N/A     | $200000.00         | $262942.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.0000%  | N/A     | $425000.00         | $344457.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | 5.2500%  | N/A     | $3324621.00        | $3054276.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6720%  | N/A     | $50000000.00       | $45745083.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $4902608.00        | $4516754.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $2012868.00        | $1887557.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-15      | 5.5000%  | N/A     | $19732994.00       | $329643.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 4.7500%  | N/A     | $35000000.00       | $4184759.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $3768883.00        | $3735566.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-25      | 4.6992%  | N/A     | $45000000.00       | $119728.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $2103975.00        | $1971205.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $28183117.00       | $29497082.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | 4.0000%  | N/A     | $1000000.00        | $551071.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1000940.00        | $941032.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-15      | 4.0000%  | N/A     | $600000.00         | $445913.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $29769279.00       | $29872869.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-15      | 4.0000%  | N/A     | $4400000.00        | $4095776.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $2554350.00        | $2461885.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-15      | 2.5000%  | N/A     | $1200000.00        | $106731.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-25      | 3.5000%  | N/A     | $200000.00         | $76851.58          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $2332146.00        | $2329502.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1067006.00        | $1031570.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-12-15      | 12.1638% | N/A     | $7803333.00        | $256170.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1099899.00        | $1073174.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $171307912.00      | $162526173.41      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-12-15      | 4.0000%  | N/A     | $2000000.00        | $130611.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-03-25      | 3.5000%  | N/A     | $3110000.00        | $137962.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | 1.7500%  | N/A     | $8625000.00        | $214053.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $27254501.00       | $21009952.76       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-01-15      | 4.5000%  | N/A     | $430928.00         | $377026.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $18530558.00       | $17168896.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-15      | 3.0000%  | N/A     | $815000.00         | $969504.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-09-15      | 4.5000%  | N/A     | $1042250.00        | $1888687.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1168648.00        | $1222261.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-15      | 1.0000%  | N/A     | $2500005.00        | $966367.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $5258299.00        | $4840199.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-25      | 3.0000%  | N/A     | $728000.00         | $663247.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-12-15      | 3.0000%  | N/A     | $8600000.00        | $326384.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-02-15      | 4.0000%  | N/A     | $400000.00         | $234922.56         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | 0.0000%  | N/A     | $134652.00         | $134571.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $2523000.00        | $2435231.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-25      | 4.0000%  | N/A     | $4200000.00        | $5940740.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | 4.8864%  | N/A     | $9250000.00        | $3214236.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.5000%  | N/A     | $15857000.00       | $135752.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-07-15      | 6.0000%  | N/A     | $5585606.00        | $1372475.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $2133715.00        | $1659766.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-15      | 4.5000%  | N/A     | $5000000.00        | $180705.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $18461116.00       | $15868527.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1313694.00        | $1329324.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-07-15      | 4.0000%  | N/A     | $200000.00         | $124461.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1927771.00        | $2013853.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $10120667.00       | $9686208.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.5220%  | N/A     | $200000.00         | $189447.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | 5.4220%  | N/A     | $750000.00         | $691339.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-08-15      | 3.0000%  | N/A     | $801843.00         | $759522.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-11-15      | 4.0000%  | N/A     | $200000.00         | $240749.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | 5.0000%  | N/A     | $9449650.00        | $8514576.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $4327391.00        | $4133728.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $6529551.00        | $6362959.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-25      | 4.0000%  | N/A     | $800000.00         | $518989.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $1237195.00        | $1277635.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-25      | 1.2500%  | N/A     | $581389.00         | $305709.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1634639.00        | $1674313.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1547164.00        | $1358811.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.5000%  | N/A     | $400000.00         | $198233.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-08-15      | 4.0000%  | N/A     | $3596428.00        | $2889983.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6220%  | N/A     | $96018784.00       | $91942535.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-02-25      | 4.8282%  | N/A     | $368500000.00      | $258055.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1049553.00        | $1071920.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-25      | 2.5000%  | N/A     | $1856125.00        | $1636139.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-05-15      | 4.0000%  | N/A     | $576675.00         | $431219.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 5.5000%  | N/A     | $2000000.00        | $85108.23          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-06-25      | 7.5000%  | N/A     | $13857937.00       | $10110003.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-15      | 4.0000%  | N/A     | $44950000.00       | $11758259.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $30000000.00       | $29003925.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-25      | 4.0000%  | N/A     | $3600873.00        | $3304093.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-01-19      | 7.5000%  | N/A     | $8675000.00        | $53147.80          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-07-25      | 4.5430%  | N/A     | $720000.00         | $726589.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-01-25      | 2.0000%  | N/A     | $6233043.00        | $4531813.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | 4.0000%  | N/A     | $916000.00         | $551688.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $598515.00         | $590762.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-25      | 5.0000%  | N/A     | $473750.00         | $451736.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-05-15      | 3.5000%  | N/A     | $315841.00         | $268040.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $496792.00         | $488605.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $48756002.00       | $45094963.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-25      | 5.5000%  | N/A     | $1111370.00        | $264945.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1730190.00        | $1737564.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1181970.00        | $1120632.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $2193337.00        | $2217020.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $666718.00         | $674435.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-15      | 6.0000%  | N/A     | $7138000.00        | $111795.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-07-15      | 4.0000%  | N/A     | $1467300.00        | $676988.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-25      | 4.0000%  | N/A     | $800000.00         | $373300.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-09-25      | 2.3160%  | N/A     | $5750000.00        | $4381078.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $3792307.00        | $3809024.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-25      | 7.0000%  | N/A     | $9100000.00        | $369438.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $2100000.00        | $1935992.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $3328509.00        | $3436352.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-15      | 3.0000%  | N/A     | $5085051.00        | $3953890.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $29604754.00       | $27970222.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 5.0000%  | N/A     | $20000000.00       | $1895550.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1077080.00        | $1094882.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $51699040.00       | $53854223.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-15      | 5.0000%  | N/A     | $251256.00         | $545244.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $3873361.00        | $3743449.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.4220%  | N/A     | $200000.00         | $185055.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | 2.5000%  | N/A     | $2929158.00        | $1569863.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $7213308.00        | $7490133.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 5.0000%  | N/A     | $3069000.00        | $581843.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $37759630.00       | $35585908.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-25      | 5.0000%  | N/A     | $14567275.00       | $698118.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $500000.00         | $483892.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-25      | 4.0000%  | N/A     | $120728.00         | $84441.90          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $4118709.00        | $4324208.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-25      | 5.8070%  | N/A     | $1700000.00        | $416947.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $1582646.00        | $1637483.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $2573626.00        | $2682185.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-15      | 5.5000%  | N/A     | $2652181.00        | $2646965.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 4.1250%  | N/A     | $7330469.00        | $4436300.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-08-25      | 6.5000%  | N/A     | $12839341.00       | $11890119.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $2243590.00        | $2189061.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $125513.00         | $108302.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.5720%  | N/A     | $300000.00         | $278409.70         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.7220%  | N/A     | $50000000.00       | $45089134.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-03-15      | 4.0000%  | N/A     | $600000.00         | $475389.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-15      | 4.0000%  | N/A     | $1383000.00        | $487482.06         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $3352666.00        | $3298432.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $7236920.00        | $6719496.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-25      | 4.7682%  | N/A     | $526000000.00      | $273490.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $3021493.00        | $3039355.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1116100.00        | $1134069.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-10-15      | 3.5000%  | N/A     | $613000.00         | $729138.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-25      | 4.8196%  | N/A     | $6754810.00        | $1509054.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000000.00        | $941655.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-25      | 3.5000%  | N/A     | $10000000.00       | $4661613.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1271202.00        | $713895.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $8100748.00        | $7827377.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 4.0000%  | N/A     | $705675.00         | $342829.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-01-25      | 4.0000%  | N/A     | $2650000.00        | $366177.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1559000.00        | $1463071.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $2145508.00        | $2123539.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $2157890.00        | $2085925.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1191869.00        | $1149289.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-25      | 6.5000%  | N/A     | $64028.00          | $178812.08         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-04-15      | 4.0000%  | N/A     | $100000.00         | $91273.80          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 4.5000%  | N/A     | $591200.00         | $544542.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-15      | 3.5000%  | N/A     | $5000000.00        | $452819.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $9768613.00        | $9411997.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-25      | 6.5000%  | N/A     | $13400000.00       | $880101.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $999900.00         | $963655.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $357892105.00      | $332663171.22      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $1136023.00        | $1068401.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $175066001.00      | $177947470.67      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1152709.00        | $900762.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-15      | 4.0000%  | N/A     | $17699000.00       | $16540674.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1070206.00        | $1033245.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-25      | 2.5000%  | N/A     | $266300.00         | $72170.21          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $11881434.00       | $11252384.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-15      | 4.0000%  | N/A     | $7000000.00        | $9402489.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1139379.00        | $1131196.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.2220%  | N/A     | $67200000.00       | $65352029.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-25      | 2.5000%  | N/A     | $300000.00         | $265950.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-25      | 7.0438%  | N/A     | $48053173.00       | $36680743.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $4708650.00        | $4700004.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $5802118.00        | $6109783.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-25      | 4.0000%  | N/A     | $25000000.00       | $772747.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1039085.00        | $994201.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $15000900.00       | $14600375.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-25      | 3.2140%  | N/A     | $2500000.00        | $2437245.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 4.0000%  | N/A     | $5400000.00        | $568975.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-04-15      | 5.0000%  | N/A     | $10000000.00       | $184411.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1090785.00        | $1081211.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $397999.00         | $398737.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.9220%  | N/A     | $50000000.00       | $49032450.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $4421139.00        | $4350101.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1009140.00        | $1007863.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $3024795.00        | $2837321.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $2029608.00        | $2058090.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1049750.00        | $1060892.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-25      | 3.0604%  | N/A     | $115000.00         | $65980.48          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $47499418.00       | $48135920.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1100041.00        | $1135723.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $3002406.00        | $2798667.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $2545835.00        | $2451873.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.0000%  | N/A     | $1024917.00        | $940328.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-25      | 5.0000%  | N/A     | $15349123.00       | $970109.08         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-07-15      | 4.0000%  | N/A     | $5242254.00        | $340329.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 0.0000%  | N/A     | $79922506.00       | $81977953.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.4220%  | N/A     | $400000.00         | $384948.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-25      | 4.5000%  | N/A     | $2550568.00        | $2286907.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $5078013.00        | $4904502.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $5686705.00        | $5454571.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-25      | 4.0000%  | N/A     | $2000000.00        | $173019.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.3720%  | N/A     | $500000.00         | $470671.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1277027.00        | $1171493.65        | Agency Mortgage-Backed Securities         |
| FRESB MTG TR 2016-SB1 | 2035-11-25      | 3.0200%  | N/A     | $500000.00         | $51621.45          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-25      | 5.4220%  | N/A     | $400000.00         | $351750.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $11616355.00       | $10828703.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-27      | 4.6909%  | N/A     | $5500000.00        | $60225.08          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-06-25      | 12.2789% | N/A     | $7251555.00        | $1383925.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-15      | 4.0000%  | N/A     | $400000.00         | $276381.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-25      | 5.7720%  | N/A     | $32000000.00       | $29884053.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-25      | 2.0000%  | N/A     | $1000000.00        | $748879.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-09-15      | 3.5000%  | N/A     | $6996828.00        | $7692064.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $8421360.00        | $8293458.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 4.0000%  | N/A     | $200000.00         | $125330.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $10635388.00       | $10064798.96       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.0000%  | N/A     | $2138000.00        | $75482.54          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1054258.00        | $1011930.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $29396224.00       | $30462163.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-15      | 6.0000%  | N/A     | $3336000.00        | $2061237.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-03-15      | 5.0000%  | N/A     | $2109000.00        | $484372.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | 2.5000%  | N/A     | $4762443.00        | $680671.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-15      | 4.0000%  | N/A     | $600000.00         | $478171.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | 4.5077%  | N/A     | $457750000.00      | $82368.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $6079610.00        | $5955481.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.7220%  | N/A     | $50000000.00       | $43219698.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $3183250.00        | $3082554.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-25      | 7.5000%  | N/A     | $56145425.00       | $1239534.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-05-15      | 4.0000%  | N/A     | $1681475.00        | $842205.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1090762.00        | $1082191.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $2716840.00        | $2744140.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1046708.00        | $1013947.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-15      | 3.0000%  | N/A     | $2500000.00        | $79989.03          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 3.0000%  | N/A     | $7500000.00        | $7291647.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $2554007.00        | $2500244.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $7894283.00        | $7971279.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $13933681.00       | $13932226.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-25      | 5.0000%  | N/A     | $11653300.00       | $10491493.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-15      | 7.3506%  | N/A     | $50000000.00       | $183019.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $7023231.00        | $6786141.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $19252108.00       | $19088955.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $3858822.00        | $3964100.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $24519944.00       | $23739078.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $65127.00          | $51031.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $559000.00         | $518982.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-25      | 4.0000%  | N/A     | $16751000.00       | $451654.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $967561.00         | $996351.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-25      | 3.5000%  | N/A     | $2201500.00        | $2117922.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 3.5000%  | N/A     | $39194996.00       | $33718045.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-25      | 5.2220%  | N/A     | $99750000.00       | $95247845.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $11866173.00       | $11113955.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $3204585.00        | $3003425.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-15      | 4.0000%  | N/A     | $500000.00         | $401484.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1364252.00        | $1355518.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.0000%  | N/A     | $4023576.00        | $3590400.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $130000.00         | $114978.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-25      | 4.0000%  | N/A     | $4995000.00        | $4310233.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1351255.00        | $1363139.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $500000.00         | $443261.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1478298.00        | $1572741.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $995.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $3584537.00        | $3153959.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $2899147.00        | $2615347.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $489972.00         | $484171.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $2182126.00        | $1969560.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.5000%  | N/A     | $11467702.00       | $10993771.18       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 20 | 2057-11-26      | 3.0000%  | N/A     | $1000000.00        | $280682.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-09-25      | 3.0000%  | N/A     | $429479.00         | $416193.70         | Agency Collateralized Mortgage Obligation |

### Security 34: 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: 3130B4AS0, C.4 - ISIN: US3130B4AS09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999985830.00
- **C.18.a - Value (excl. sponsor support):** $999985830.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; 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 35: 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: OSG002C66
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-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? 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 | 2046-10-01      | 3.0000%  | N/A     | $199862272.00      | $21640806.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 5.6220%  | N/A     | $25681409.00       | $23548669.85       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $27262535.00       | $26472954.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $14155919.00       | $7382919.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $250315100.00      | $131803134.17      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $268529.00         | $238355.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $11448544.00       | $6485302.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-25      | 3.0634%  | N/A     | $23150000.00       | $16711513.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $14440209.00       | $6256831.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $8254.00           | $321.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.0000%  | N/A     | $7686.00           | $81.86             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-02-15      | 3.0000%  | N/A     | $1000.00           | $118.95            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $97956.00          | $62801.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $800000.00         | $483048.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $107679203.00      | $61546399.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $87703296.00       | $48780845.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $38864675.00       | $20291223.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $18247845.00       | $9334258.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.3720%  | N/A     | $24327387.00       | $23930435.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $193386830.00      | $115761126.97      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $194207035.00      | $107654204.28      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.0000%  | N/A     | $10221223.00       | $5806701.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-25      | 1.3160%  | N/A     | $1050000.00        | $898703.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-25      | 1.4947%  | N/A     | $48100000.00       | $22263587.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | 4.5000%  | N/A     | $86441216.00       | $22403637.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $3082056.00        | $1402294.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $5754000.00        | $2143986.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 1.5000%  | N/A     | $268600.00         | $162808.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-25      | 2.4580%  | N/A     | $1904000.00        | $895237.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $199000.00         | $126270.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $37431680.00       | $20935196.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $1001242.00        | $98540.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $15058064.00       | $14035076.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $250590089.00      | $145632971.35      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1049.00           | $1016.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $5482905.00        | $5541693.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $4963928.00        | $5150406.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1029.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $738.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $23391630.00       | $13314323.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $53887232.00       | $12444704.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $36382272.00       | $29915279.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $6827917.00        | $6812900.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $1000.00           | $26.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $12674582.00       | $12598553.53       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $1301908.00        | $1161594.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $553000.00         | $403249.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $302240000.00      | $127933912.59      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $500000.00         | $431856.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $279177358.00      | $105445102.58      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $703987.00         | $373973.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2008.00           | $2062.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $9516783.00        | $9250069.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 6.0720%  | N/A     | $3461794.00        | $2240953.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | 5.4220%  | N/A     | $13970450.00       | $13196762.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $9537.00           | $131.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $435632.00         | $435776.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 1.8700%  | N/A     | $25000000.00       | $5660858.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.5720%  | N/A     | $15050248.00       | $14743201.04       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $11543219.00       | $5872117.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $268293384.00      | $138522590.07      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $42925844.00       | $23020055.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1940.00           | $2006.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $5912023.00        | $5061252.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $120673391.00      | $62559427.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $25302986.00       | $23829722.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $285000.00         | $208730.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.6420%  | N/A     | $37966587.00       | $36657426.61       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-07-01      | 1.9000%  | N/A     | $21179384.00       | $18104085.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $1000.00           | $202.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $5497458.00        | $1549582.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-25      | 1.4685%  | N/A     | $3000000.00        | $2569555.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.5000%  | N/A     | $303000.00         | $196335.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6720%  | N/A     | $1000.00           | $962.75            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $245000.00         | $183618.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.4783%  | N/A     | $1144.00           | $1108.13           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $600000.00         | $356091.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $5952038.00        | $6029094.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.0000%  | N/A     | $259860.00         | $254570.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $271000.00         | $219155.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $257000.00         | $180137.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.8220%  | N/A     | $8055832.00        | $4825067.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $17255852.00       | $9471176.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-25      | 5.2220%  | N/A     | $9416679.00        | $7493985.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $83053230.00       | $64085012.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1079393.00        | $1060704.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $5215716.00        | $3415176.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $22181076.00       | $17980190.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $9675.00           | $7754.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2449%  | N/A     | $200000.00         | $169342.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $3707643.00        | $3573278.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 4.5000%  | N/A     | $1549.00           | $40.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $505840.00         | $515102.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $4495203.00        | $4225505.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-25      | 5.1420%  | N/A     | $4671400.00        | $3256685.01        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $1000.00           | $195.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $19770857.00       | $11346246.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $55997.00          | $34384.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $245511906.00      | $134475282.15      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $9758269.00        | $9353469.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $14438009.00       | $13829510.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.1720%  | N/A     | $24173077.00       | $23947018.34       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $95137155.00       | $10848318.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1013.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.9720%  | N/A     | $13103885.00       | $12486464.74       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-01-01      | 5.5000%  | N/A     | $14533217.00       | $121679.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $42673563.00       | $23043093.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 1.5000%  | N/A     | $37135945.00       | $20504190.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $105226368.00      | $20062829.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1834878.00        | $1808865.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $15778.00          | $9887.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $9399.00           | $7650.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $1105.00           | $616.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $792.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-25      | 1.7072%  | N/A     | $300000.00         | $251955.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 5.2220%  | N/A     | $1024.00           | $983.67            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $14197986.00       | $7308054.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $181668943.00      | $104753140.05      | Agency Mortgage-Backed Securities         |

### Security 36: 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: 0SB005P58
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Short Rating: NR; Fitch Long Rating: AA; Moody's Long Rating: NR; 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 | 2043-04-01      | 3.0000%  | N/A     | $215949.00         | $52182.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $225000.00         | $160625.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-15      | 3.5000%  | N/A     | $800000.00         | $809888.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.5000%  | N/A     | $19323000.00       | $5304675.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $200000.00         | $102519.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.5000%  | N/A     | $1554938.00        | $76163.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $2934192.00        | $2595652.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $3574340.00        | $3045922.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $26811840.00       | $1987865.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.0000%  | N/A     | $9627990.00        | $8256204.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $46126.00          | $40098.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 4.0000%  | N/A     | $1497662.00        | $305717.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $6523344.00        | $807154.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-16      | 6.6598%  | N/A     | $80000.00          | $568.52            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-04-25      | 3.0300%  | N/A     | $5000000.00        | $2830162.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $20000000.00       | $14806207.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 4.5000%  | N/A     | $9823840.00        | $8966889.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 3.5000%  | N/A     | $1400000.00        | $422097.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $517428.00         | $186691.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $14061632.00       | $12168222.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 3.5000%  | N/A     | $2600000.00        | $1765277.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $4311912.00        | $483286.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-06-01      | 1.5000%  | N/A     | $98831.00          | $56331.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.5000%  | N/A     | $56099.00          | $42580.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1187958.00        | $1180175.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $99044000.00       | $81304221.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $4100300.00        | $4216602.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 4.5000%  | N/A     | $39307776.00       | $32820567.39       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.0000%  | N/A     | $300000.00         | $235612.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $12119744.00       | $10764432.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-25      | 3.5000%  | N/A     | $2226344.00        | $1050796.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $424999.00         | $45848.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1480224.00        | $1114303.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $49339.00          | $4529.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $4771160.00        | $4595023.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $1625000.00        | $1009039.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 3.0000%  | N/A     | $1085676.00        | $989488.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $15278160.00       | $14382919.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2291264.00        | $2368640.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $1500000.00        | $900658.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $1300000.00        | $613514.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $91772800.00       | $12105300.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.0000%  | N/A     | $4979760.00        | $4961183.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $35000.00          | $6355.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 5.1834%  | N/A     | $100000.00         | $24235.12          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $2245316.00        | $1650752.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 1.5000%  | N/A     | $19553664.00       | $11244786.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.0000%  | N/A     | $175797.00         | $143018.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $6499144.00        | $5827900.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $100000.00         | $57002.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 3.0000%  | N/A     | $237991680.00      | $34086770.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $2295000.00        | $2230305.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-01-15      | 5.5000%  | N/A     | $7338000.00        | $401920.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $15817808.00       | $15740151.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $2007380.00        | $1160771.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $1353644.00        | $1065015.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 2.0000%  | N/A     | $202781.00         | $55583.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $64453376.00       | $54225021.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $4727400.00        | $4697502.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-16      | 3.3014%  | N/A     | $5000000.00        | $6378981.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $174999.00         | $21014.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 4.3000%  | N/A     | $977000.00         | $392789.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $18205696.00       | $16893613.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.5000%  | N/A     | $170227.00         | $83155.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $50000.00          | $23512.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $720970.00         | $72261.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $10000000.00       | $6644064.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $925000.00         | $66775.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $106000.00         | $74804.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $24943264.00       | $14633689.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $909999.00         | $569940.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 2.0000%  | N/A     | $200000.00         | $106112.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $3392932.00        | $2161464.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 3.0000%  | N/A     | $2200000.00        | $135151.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $3761850.00        | $3534237.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $164974.00         | $17170.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $6999999.00        | $72936.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $19478624.00       | $13041688.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $2047728.00        | $1637814.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $458605568.00      | $74636558.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.0000%  | N/A     | $1606644.00        | $1246821.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-04-01      | 2.5000%  | N/A     | $100000.00         | $4509.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $23510000.00       | $21762011.05       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $3728844.00        | $2255173.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $400000.00         | $210861.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 2.5000%  | N/A     | $4600000.00        | $3478681.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1242752.00        | $1289950.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $1725000.00        | $1262527.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.0000%  | N/A     | $68000.00          | $41219.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $52000.00          | $34485.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $5557808.00        | $5684133.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $63426816.00       | $35836518.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $25996.00          | $3181.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 4.0000%  | N/A     | $470204.00         | $429717.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $9218928.00        | $8538453.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $9902288.00        | $6894062.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-16      | 4.0000%  | N/A     | $7355960.00        | $10502279.49       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $75000.00          | $13690.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $6468952.00        | $6600811.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $512731.00         | $391654.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $15000.00          | $14543.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.5000%  | N/A     | $7365720.00        | $5352944.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $15273616.00       | $11899672.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $1051900.00        | $830987.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1637224.00        | $1094180.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $170153.00         | $35241.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1246900.00        | $1301097.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-16      | 6.0000%  | N/A     | $18000000.00       | $1746163.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $6453000.00        | $6061276.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 4.0000%  | N/A     | $13000000.00       | $1600146.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $161775.00         | $34126.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.5000%  | N/A     | $1198050.00        | $236124.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $505775096.00      | $63746298.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $5328992.00        | $3704382.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-15      | 5.5000%  | N/A     | $900000.00         | $8843.53           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $6536048.00        | $4313556.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 1.5000%  | N/A     | $13460704.00       | $7249765.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 0.0000%  | N/A     | $50000000.00       | $49921800.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $29331560.00       | $27912565.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $799833.00         | $611838.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1138096.00        | $1129587.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $2548544.00        | $2459900.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 3.5000%  | N/A     | $21000.00          | $16072.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $4903296.00        | $2047204.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $4903968.00        | $3233716.02        | Agency Mortgage-Backed Securities         |

### Security 37: 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):** $1090672866.98
- **C.18.a - Value (excl. sponsor support):** $1090672866.98
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 38: 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):** $104998473.30
- **C.18.a - Value (excl. sponsor support):** $104998473.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 39: DEUTSCHE BANK SECURITIES INC. (REPO)

- **C.1 - Title:** DEUTSCHE BANK 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: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 0DBS26KQ5
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** Moody's Long Rating: NR; Fitch Short Rating: F2; Standard & Poor's Long Rating: A; Fitch Long Rating: A-; 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? 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 | 2047-02-15      | 3.0000%  | N/A     | $4327700.00        | $3208724.63        | U.S. Treasuries (including strips)  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $8822000.00        | $8217045.65        | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $9538110.64        | $6031004.59        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $9186110.64        | $5654124.59        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $12535777.64       | $8361777.37        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $200.00            | $71.80             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $4764800.00        | $3709329.62        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $8657100.00        | $8557847.88        | U.S. Treasuries (including strips)  |
| CASH                  | 2025-06-02      | 0.0000%  | N/A     | $275303150.69      | $275303150.69      | Cash                                |
| UNITED STATES TREASUR | 2025-08-12      | 0.0000%  | N/A     | $100.00            | $99.13             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $16918408.04       | $12669620.56       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $9421610.64        | $5162364.27        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $30389710.64       | $25334503.83       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $42589771.88       | $26560770.51       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $11121610.64       | $4522469.51        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $54000007.51       | $38477111.35       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $10407910.64       | $6756003.77        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2025-07-01      | 0.0000%  | N/A     | $22108000.00       | $22025316.08       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $67.86             | $17.52             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2025-08-07      | 0.0000%  | N/A     | $41695400.00       | $41358084.21       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $60525746.88       | $19622205.04       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $142000.00         | $99585.29          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $73391104.88       | $42061616.46       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $13599548.14       | $4938594.31        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $54219810.64       | $28878501.32       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $14500100.00       | $10637241.24       | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $1000.00           | $8.04              | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $18843882.12       | $13776536.09       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $46638998.88       | $28298772.24       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $54000000.00       | $36499518.00       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $44341764.88       | $29176216.16       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $801600.00         | $762902.91         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $39043310.64       | $22025307.61       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $12259891.64       | $10453592.77       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2026-05-14      | 0.0000%  | N/A     | $36500000.00       | $35098400.00       | U.S. Treasuries (including strips)  |
| FEDERAL FARM CREDIT B | 2036-11-26      | 3.2300%  | N/A     | $1000.00           | $857.09            | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $10944.00          | $10707.38          | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $40193862.64       | $35739056.26       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2025-07-15      | 0.0000%  | N/A     | $7644500.00        | $7603403.17        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $17166974.64       | $12388924.92       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $220000.00         | $154665.84         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $54000000.00       | $49432950.00       | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.0000%  | N/A     | $6909.00           | $1024.43           | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2025-08-15      | 0.0000%  | N/A     | $54000000.00       | $53526420.00       | U.S. Treasuries (including strips)  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $28362832.00       | $20980412.97       | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $54000078.42       | $22573166.78       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $59909545.88       | $41621198.45       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $27599460.64       | $26559457.76       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2025-06-12      | 0.0000%  | N/A     | $100.00            | $99.85             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $19978612.50       | $4869187.44        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $28843200.00       | $23024879.95       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $54000000.00       | $43506396.00       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $9336310.64        | $5589807.90        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $20482855.14       | $7851078.38        | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $1612.00           | $62.86             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $4952768.00        | $4972344.09        | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $31577360.64       | $10107723.68       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $18041010.64       | $8473934.86        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $55339729.88       | $30786045.13       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $54000000.00       | $34602228.00       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $34284819.23       | $31709789.31       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2025-11-15      | 0.0000%  | N/A     | $6325985.64        | $6206601.64        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $4414900.00        | $3739898.72        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $36980348.14       | $16410695.13       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $2135200.00        | $1606586.03        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $52942949.88       | $27797960.55       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $105046800.00      | $102000037.42      | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2025-07-10      | 0.0000%  | N/A     | $48969200.00       | $48733560.21       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2025-10-30      | 0.0000%  | N/A     | $800.00            | $785.78            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $67420049.38       | $27770385.76       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $17267485.64       | $16288989.03       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $50222903.13       | $43269893.75       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $54000000.00       | $27417636.00       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $28875510.64       | $21906406.15       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $12034868.38       | $9461982.01        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $100.00            | $69.28             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $18836485.64       | $9128047.92        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $19276371.88       | $8902927.29        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $49162678.13       | $44125912.59       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2025-11-28      | 0.0000%  | N/A     | $54821900.00       | $53666802.57       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $54000000.00       | $22897242.00       | U.S. Treasuries (including strips)  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $12946000.00       | $10859619.88       | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $16004110.64       | $6889257.50        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $2765500.00        | $3046705.87        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $15616810.64       | $12134745.99       | U.S. Treasuries (including strips)  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $21559586.00       | $21069412.99       | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $153900.00         | $149429.99         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2025-09-18      | 0.0000%  | N/A     | $30720900.00       | $30322757.14       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2025-06-20      | 0.0000%  | N/A     | $44437500.00       | $44327739.38       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2041-02-15      | 4.7500%  | N/A     | $8025500.00        | $8068720.60        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2025-07-03      | 0.0000%  | N/A     | $48656200.00       | $48462499.67       | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $9472.00           | $9463.37           | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $54000000.00       | $44014482.00       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $100.00            | $93.10             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $16385250.00       | $4023561.99        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2025-07-31      | 0.0000%  | N/A     | $30552900.00       | $30330597.10       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $23632346.88       | $18149169.76       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $9420010.64        | $6458057.85        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $13402112.63       | $11046048.03       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $41568221.88       | $22384653.76       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $100.00            | $72.00             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2026-01-22      | 0.0000%  | N/A     | $10832400.00       | $10544474.81       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $25629110.64       | $20398824.26       | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $10921090.00       | $5590852.25        | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $17760046.88       | $5904736.07        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $54000000.00       | $50464134.00       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $23788800.00       | $14303803.12       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $28454100.09       | $23986834.83       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $8489998.14        | $7696480.46        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2045-11-15      | 3.0000%  | N/A     | $200.00            | $148.77            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $21891246.88       | $9846223.13        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $22492408.64       | $13077873.62       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2025-06-17      | 0.0000%  | N/A     | $108428800.00      | $108198930.94      | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $44383596.88       | $15894564.95       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $17559668.13       | $17076812.38       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $9454000.00        | $6090626.88        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $21153110.64       | $14884915.13       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $54000000.00       | $26956854.00       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $9768410.64        | $5049858.03        | U.S. Treasuries (including strips)  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $6502675.00        | $1302957.72        | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $62001610.64       | $45879269.82       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $54000000.00       | $51437376.00       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $34587690.88       | $16503620.47       | U.S. Treasuries (including strips)  |

### Security 40: 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):** $1894962403.20
- **C.18.a - Value (excl. sponsor support):** $1894962403.20
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 41: 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):** $275128958.50
- **C.18.a - Value (excl. sponsor support):** $275128958.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 42: 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: 0QH004MU7
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.9283%  | N/A     | $100000000.00      | $43793487.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.6283%  | N/A     | $100000000.00      | $56544101.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.2283%  | N/A     | $74230033.00       | $45029407.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.4283%  | N/A     | $100000000.00      | $45965715.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.5000%  | N/A     | $62500000.00       | $38294743.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $9308962.00        | $2461057.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $30001019.00       | $3346579.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $5000000.00        | $6137081.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $30000000.00       | $26995758.37       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $41000000.00       | $10730624.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.4283%  | N/A     | $100000000.00      | $54408226.05       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.4283%  | N/A     | $100000000.00      | $52711157.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-20      | 3.0000%  | N/A     | $35000000.00       | $3156163.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $18281000.00       | $14020112.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 6.5000%  | N/A     | $10797000.00       | $10713293.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-12-16      | 4.5000%  | N/A     | $35241929.00       | $9950562.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.6283%  | N/A     | $100000000.00      | $58742818.09       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2072-04-20      | 5.1783%  | N/A     | $51900000.00       | $51075025.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-07-16      | 2.5000%  | N/A     | $18402207.00       | $3701109.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $100000000.00      | $34668507.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $30000000.00       | $21121916.11       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 3.0000%  | N/A     | $8100736.00        | $975235.90         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5283%  | N/A     | $100000000.00      | $53600018.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.6783%  | N/A     | $40000000.00       | $39479509.37       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5783%  | N/A     | $44000000.00       | $43419422.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $29000000.00       | $11137691.39       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $59175000.00       | $48325302.65       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.1783%  | N/A     | $100000000.00      | $59361214.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.5000%  | N/A     | $60607428.00       | $39248269.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.4283%  | N/A     | $100000000.00      | $50251004.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5283%  | N/A     | $70000000.00       | $57687857.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $100821000.00      | $8121515.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.5283%  | N/A     | $19562461.00       | $13685677.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.5000%  | N/A     | $10060000.00       | $4732744.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $29426005.00       | $8526720.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.2500%  | N/A     | $37376626.00       | $35955273.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.5000%  | N/A     | $40000000.00       | $21857174.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.4283%  | N/A     | $50000000.00       | $46778590.06       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $30300228.00       | $13543225.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.8283%  | N/A     | $100000000.00      | $46523788.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $7569437.00        | $625454.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.8383%  | N/A     | $100000000.00      | $46533681.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $50000000.00       | $46859428.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.4283%  | N/A     | $65000000.00       | $52623273.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5783%  | N/A     | $100000000.00      | $56473386.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.8783%  | N/A     | $100000000.00      | $43326780.64       | Agency Collateralized Mortgage Obligation |

### Security 43: 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: 0QK010VI7
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** 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; 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 | 2039-11-15      | 0.0000%  | N/A     | $178200.00         | $89130.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $34000.00          | $31721.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $420000.00         | $407023.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $33.22             | $21.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $29393800.00       | $29881393.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $25874000.00       | $25370483.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $1123700.00        | $1354230.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $10653400.00       | $7799512.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $1000.00           | $1017.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $6445400.00        | $6521160.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 0.3750%  | N/A     | $785500.00         | $769002.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $10825900.00       | $10262016.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $60000000.00       | $60884950.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | 4.2500%  | N/A     | $18000.00          | $18088.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $6367400.00        | $6060014.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-05-31      | 4.2500%  | N/A     | $381700.00         | $389639.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $43319000.00       | $41632791.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $5271400.00        | $5373004.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $121719100.00      | $158892807.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $459658.99         | $263437.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $26.42             | $12.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $651514.84         | $245905.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $6366100.00        | $6442507.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $7042300.00        | $7930375.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $13541100.00       | $11498042.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $1177600.00        | $1201964.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $2.56              | $1.24              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 1.6250%  | N/A     | $10000.00          | $9862.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $71000.00          | $70880.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $64398900.00       | $65277161.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $862664.17         | $411622.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $1331000.00        | $1221559.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $11859800.00       | $12833412.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $414836800.00      | $402892848.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $209900.00         | $166772.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $151038800.00      | $153290152.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $429500.00         | $431588.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $1100.00           | $1126.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $100.00            | $90.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $41499800.00       | $38203533.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $10466574.16       | $5636292.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $4587950.60        | $3269093.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $7914849.83        | $4155731.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $1.49              | $0.92              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $105036800.00      | $101675908.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-15      | 4.6250%  | N/A     | $130000.00         | $131612.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $1.03              | $0.61              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $28645500.00       | $29020509.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $298352.45         | $181028.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $85200000.00       | $107001481.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $20394785.70       | $13603995.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $8203100.00        | $3993211.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $7514300.00        | $15975528.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $62325600.00       | $63453415.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | 0.2500%  | N/A     | $49000.00          | $48347.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $15511300.00       | $15631229.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $2.09              | $1.66              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $221131100.00      | $208383907.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $38849487.96       | $19725205.92       | U.S. Treasuries (including strips) |

### Security 44: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA004TZ6
- **C.18 - Value (incl. sponsor support):** $5450000000.00
- **C.18.a - Value (excl. sponsor support):** $5450000000.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's 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? 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?:** No

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $26630500.00       | $27276141.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $200000000.00      | $168445058.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $188904200.00      | $188673903.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $531508200.00      | $549323871.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $645000000.00      | $646582023.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $1159755900.00     | $1146578695.48     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $379197000.00      | $381483485.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $294193000.00      | $341657160.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $850000000.00      | $718486776.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $1376767500.00     | $1390493100.99     | U.S. Treasuries (including strips) |

### Security 45: 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):** $999015140.00
- **C.18.a - Value (excl. sponsor support):** $999015140.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **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 46: 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):** $397991626.08
- **C.18.a - Value (excl. sponsor support):** $397991626.08
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 47: 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):** $749995732.50
- **C.18.a - Value (excl. sponsor support):** $749995732.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 48: 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):** $2908257374.79
- **C.18.a - Value (excl. sponsor support):** $2908257374.79
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 49: 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: 0QK010S34
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **C.10 - Ratings:** Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1; 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 | 2052-03-01      | 2.5000%  | N/A     | $18529456.00       | $12158027.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $40982974.00       | $37244740.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $403691.00         | $289476.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $2079780.00        | $2183621.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.5000%  | N/A     | $198000.00         | $15413.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1060782.00        | $1104536.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $998000.00         | $74268.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 6.4580%  | N/A     | $2890.00           | $35.90             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $76.01             | $37.38             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.3283%  | N/A     | $12415038.00       | $6089606.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $4069664.00        | $2439207.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 3.5000%  | N/A     | $613713.00         | $150571.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1107.00           | $1120.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1841340.00        | $1875698.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $6835553.00        | $6790770.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 5.0000%  | N/A     | $51980.00          | $50765.08          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1509295.00        | $1242433.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-20      | 5.5000%  | N/A     | $444463.00         | $449786.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2025-07-01      | 3.9500%  | N/A     | $70000.00          | $63561.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $326768.00         | $321679.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $430866.00         | $420516.71         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $57.55             | $32.47             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $577000.00         | $448073.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.9283%  | N/A     | $64496739.00       | $62622965.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $2104000.00        | $1362307.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1444052.00        | $1056584.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.5010%  | N/A     | $4880000.00        | $807136.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-25      | 2.0000%  | N/A     | $56456.00          | $33456.62          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.3283%  | N/A     | $20492274.00       | $14022885.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $228000.00         | $78663.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $977517.00         | $958220.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $750000.00         | $517357.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $1000.00           | $297.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $17787.00          | $16109.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $913957.00         | $774893.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $1000000.00        | $6017.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 4.0000%  | N/A     | $234000.00         | $43344.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5283%  | N/A     | $8892600.00        | $8882882.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5420%  | N/A     | $6246080.00        | $6308686.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.5000%  | N/A     | $446145.00         | $26616.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $96993.00          | $85058.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1166550.00        | $1127253.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.7500%  | N/A     | $23699711.00       | $23857289.05       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $20858152.00       | $21277559.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $280000.00         | $50654.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-25      | 2.7500%  | N/A     | $4998506.00        | $3756218.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $63951616.00       | $54243191.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $2000000.00        | $1228538.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 4.5000%  | N/A     | $67934875.00       | $1579578.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.5000%  | N/A     | $98000.00          | $13651.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $138591.00         | $122705.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $12017.00          | $6049.13           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $15.13             | $9.31              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $61844032.00       | $49316170.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $343021.00         | $341405.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $61000.00          | $34062.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-15      | 3.0000%  | N/A     | $458639.00         | $35505.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.0000%  | N/A     | $2075000.00        | $396563.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $9000.00           | $6528.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 4.0000%  | N/A     | $1292809.00        | $915499.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 5.0500%  | N/A     | $21313414.00       | $21310559.20       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $40.34             | $22.10             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2051-02-20      | 1.5000%  | N/A     | $349129.00         | $182891.52         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $7.29              | $4.18              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 6.8730%  | N/A     | $23297115.00       | $8076469.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5000%  | N/A     | $1400970.00        | $1376542.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 4.5000%  | N/A     | $22742.00          | $21577.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $3478.00           | $1892.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.9783%  | N/A     | $39798091.00       | $35350622.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $11000.00          | $4335.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $607501.00         | $567589.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $460653.00         | $289125.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.5000%  | N/A     | $152844.00         | $40381.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.7500%  | N/A     | $251765.00         | $237634.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $5212872.00        | $5018850.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $892425.00         | $858547.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $1298190.00        | $1336807.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $225000.00         | $35440.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 8.0000%  | N/A     | $1016.00           | $0.53              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1363901.00        | $1419878.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $513721.00         | $533949.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $50930.00          | $32919.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $100000000.00      | $99404255.50       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.0000%  | N/A     | $3210000.00        | $34405.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $2294740.00        | $2165578.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.3783%  | N/A     | $6956924.00        | $6627639.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $97000.00          | $7439.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 2.9300%  | N/A     | $50000.00          | $37100.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.0000%  | N/A     | $3985000.00        | $3423701.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 1.5000%  | N/A     | $248340.00         | $134295.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $72000.00          | $7315.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.0000%  | N/A     | $239000.00         | $99802.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $1050000.00        | $129375.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $1430619.00        | $1350681.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 6.9450%  | N/A     | $11090.00          | $480.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.7500%  | N/A     | $95000000.00       | $96473539.78       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-05-01      | 6.6950%  | N/A     | $12071.00          | $19.32             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $36.91             | $20.53             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $367801.00         | $280010.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $3998000.00        | $705785.68         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $151.13            | $89.12             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $1471805.00        | $288945.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $7423724.00        | $6383804.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $89769.00          | $95736.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $150000.00         | $131096.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $98000.00          | $75819.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $13433606.00       | $8345352.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.4583%  | N/A     | $1694800.00        | $1332724.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.5000%  | N/A     | $199000.00         | $55142.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $62690730.00       | $51655358.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.6800%  | N/A     | $2403762.00        | $16426.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1131660.00        | $1162418.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-25      | 4.5000%  | N/A     | $25000.00          | $22117.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-15      | 4.0000%  | N/A     | $6204136.00        | $2727814.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.5830%  | N/A     | $500000.00         | $25793.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $412385.00         | $408819.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $2967290.00        | $2170403.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $4000000.00        | $21139.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $2959000.00        | $763544.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-15      | 4.0000%  | N/A     | $213531.00         | $38381.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $3999995.00        | $1984476.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $80364.00          | $12798.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | 3.4335%  | N/A     | $1973920.00        | $1858757.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.5000%  | N/A     | $271000.00         | $82521.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-25      | 5.0000%  | N/A     | $1224930.00        | $1188337.50        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.2383%  | N/A     | $23635779.00       | $18523521.10       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4283%  | N/A     | $9397253.00        | $8795147.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $11992304.00       | $1590694.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $899000.00         | $172965.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $317266.00         | $312636.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 5.0000%  | N/A     | $54850871.00       | $54375789.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $180000.00         | $59120.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $402281.00         | $395415.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $17632899.00       | $16242959.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 7.2500%  | N/A     | $1000000.00        | $15780.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $299999.00         | $229963.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $113000.00         | $26912.27          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $100.00            | $40.67             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2036-10-01      | 7.1680%  | N/A     | $1800000.00        | $190590.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.5000%  | N/A     | $894953.00         | $80514.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 1.4100%  | N/A     | $423130.00         | $358046.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $101999.00         | $27127.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 5.5250%  | N/A     | $1000000.00        | $396435.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 7.0000%  | N/A     | $1200000.00        | $35698.58          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $0.02              | $0.01              | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $2700000.00        | $2317679.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $793568.00         | $599350.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $5370790.00        | $4555926.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 2.8000%  | N/A     | $79255.00          | $61687.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.2790%  | N/A     | $2065.00           | $19.83             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.5000%  | N/A     | $3005.00           | $1270.22           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.3283%  | N/A     | $39856896.00       | $27858208.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $523496.00         | $540149.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $600000.00         | $167342.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | 7.4650%  | N/A     | $1023.00           | $21.49             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-20      | 3.0000%  | N/A     | $3942534.00        | $490769.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-25      | 3.5000%  | N/A     | $634123.00         | $517964.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $156639.00         | $108550.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $312479.00         | $238384.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $7942595.00        | $5943322.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 2.7770%  | N/A     | $110000.00         | $24552.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 5.5720%  | N/A     | $8470468.00        | $7738563.11        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $469001.00         | $336448.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $2000000.00        | $1086071.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $6329737.00        | $5654349.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.4383%  | N/A     | $4342976.00        | $4164803.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2184383.00        | $2171011.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-15      | 3.0000%  | N/A     | $5498900.00        | $3288824.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $187776.00         | $152898.37         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $0.03              | $0.01              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $62000.00          | $23369.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $4956690.00        | $557338.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $174760.00         | $142636.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | 4.7200%  | N/A     | $30000.00          | $30580.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $17000.00          | $14174.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-15      | 4.5000%  | N/A     | $1222750.00        | $176778.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 6.0000%  | N/A     | $9871719.00        | $9932611.05        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $275000.00         | $46869.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.4000%  | N/A     | $3703000.00        | $3704263.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-02-28      | 4.7500%  | N/A     | $10095000.00       | $10208961.33       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $135236.00         | $25364.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $158457.00         | $110399.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $25231552.00       | $19923067.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 3.5000%  | N/A     | $6392400.00        | $5009034.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0380%  | N/A     | $2000000.00        | $10728.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $22633664.00       | $17062308.61       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 7.1670%  | N/A     | $1038.00           | $11.16             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.3283%  | N/A     | $2894760.00        | $2313794.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $3950000.00        | $40157.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-25      | 2.5900%  | N/A     | $20410.00          | $18196.54          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-10-25      | 2.3610%  | N/A     | $3212863.00        | $2503285.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1057.00           | $1019.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $108111.00         | $95913.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $227000.00         | $41763.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $1237164.00        | $1148724.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 7.0470%  | N/A     | $1137.00           | $4.93              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $598000.00         | $45610.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 4.0000%  | N/A     | $13000.00          | $5876.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $250212.00         | $207666.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.5000%  | N/A     | $2176710.00        | $1031193.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.1690%  | N/A     | $7036667.00        | $44065.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $2249997.00        | $1555183.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $200000.00         | $150131.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 6.7500%  | N/A     | $4484000.00        | $24054.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $19500965.00       | $15165087.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $2753585.00        | $2266788.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $225000.00         | $13428.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.0000%  | N/A     | $906537.00         | $970109.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.2283%  | N/A     | $1557700.00        | $974435.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 3.5000%  | N/A     | $67996.00          | $15146.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 5.5000%  | N/A     | $7983300.00        | $46041.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $47002.00          | $14941.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $1000.00           | $628.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 5.0000%  | N/A     | $455000.00         | $23926.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $3019000.00        | $501174.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.5000%  | N/A     | $98000.00          | $13032.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $1000.00           | $965.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $63000.00          | $8920.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $2000000.00        | $351205.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.5000%  | N/A     | $300000.00         | $221576.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $7395672.00        | $1653910.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.2283%  | N/A     | $12681488.00       | $5914839.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $3343000.00        | $2640664.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2059-04-01      | 4.5000%  | N/A     | $5623445.00        | $2093151.31        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $10.74             | $6.24              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $39729157.00       | $41378341.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $10000.00          | $1153.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $21310282.00       | $21188633.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $17676228.00       | $16516335.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $882162.00         | $729506.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $125000.00         | $37185.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.5000%  | N/A     | $3826.00           | $3925.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.0000%  | N/A     | $33333333.00       | $32198315.35       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-10-25      | 4.8365%  | N/A     | $16500000.00       | $3165409.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-10-01      | 4.5000%  | N/A     | $125000.00         | $7000.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $400000.00         | $280982.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $507485.00         | $517747.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 5.5750%  | N/A     | $6362317.00        | $51095.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1344958.00        | $1316669.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $500000.00         | $379338.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $69080263.00       | $67386918.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-15      | 7.0000%  | N/A     | $907278.00         | $940540.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 3.0000%  | N/A     | $41000.00          | $31107.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.0000%  | N/A     | $603667.00         | $417907.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $8245814.00        | $92324.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1394866.00        | $1439407.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 5.0000%  | N/A     | $654123.00         | $51629.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $758639.00         | $693284.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $871073.00         | $513716.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.4200%  | N/A     | $2003.00           | $1602.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $100000.00         | $18721.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $6402.00           | $6427.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $63802.00          | $50934.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 4.0000%  | N/A     | $698000.00         | $67051.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $199417.00         | $182941.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $16865500.00       | $13698249.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0000%  | N/A     | $9773890.00        | $9107294.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.5000%  | N/A     | $9639256.00        | $7754923.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $61994.00          | $8301.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2301419.00        | $2331764.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $204175.00         | $196211.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-20      | 6.6250%  | N/A     | $2500000.00        | $14285.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-01      | 7.1650%  | N/A     | $2834.00           | $1.01              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2140511.00        | $2186491.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $354704.00         | $312476.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $3186367.00        | $3287058.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $138810.00         | $7122.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $6034265.00        | $5855639.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-25      | 1.9560%  | N/A     | $80900.00          | $60717.36          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $3627240.00        | $2446685.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $7477537.00        | $4799686.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $425873.00         | $258112.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-05-20      | 6.0000%  | N/A     | $854205.00         | $120640.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $54000.00          | $32801.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $11347165.00       | $11558061.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-08-20      | 4.6250%  | N/A     | $3000000.00        | $17864.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $2892454.00        | $2525049.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | 2.0834%  | N/A     | $573552.00         | $490949.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.4283%  | N/A     | $7431203.00        | $5743383.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $3548750.00        | $2209153.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $1033556.00        | $1137636.75        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.9740%  | N/A     | $14682422.00       | $26432.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.1750%  | N/A     | $4526849.00        | $84828.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.6720%  | N/A     | $348737.00         | $330613.02         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.1790%  | N/A     | $170000.00         | $31680.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $164089.00         | $155129.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $252818.00         | $225767.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 7.5750%  | N/A     | $4694.00           | $11.36             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 1.5000%  | N/A     | $100000000.00      | $56803142.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 3.5000%  | N/A     | $135318.00         | $28029.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $410000.00         | $31186.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $227753.00         | $217914.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $143537.00         | $146120.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $264844.00         | $273592.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 6.9190%  | N/A     | $39474.00          | $71.84             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $12000.00          | $9332.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 7.3750%  | N/A     | $1620000.00        | $5424.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-25      | 4.0000%  | N/A     | $6150000.00        | $657557.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.9250%  | N/A     | $3000000.00        | $42483.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $78789.00          | $50589.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $7106.00           | $4677.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $2943410.00        | $2850394.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1212128.00        | $1173033.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $2097312.00        | $2122774.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-25      | 4.8365%  | N/A     | $19618406.00       | $3397007.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-06-20      | 4.0000%  | N/A     | $169000.00         | $10458.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $124999931.00      | $32795174.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 7.0000%  | N/A     | $7483786.00        | $7191910.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $7381855.00        | $5574183.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1642018.00        | $1684453.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $1674572.00        | $68423.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $400000.00         | $343384.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5283%  | N/A     | $48753943.00       | $32590071.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-07-01      | 5.7740%  | N/A     | $4300000.00        | $22495.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $30940978.00       | $32222927.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2027-02-24      | 1.0200%  | N/A     | $10035000.00       | $9549205.65        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.3783%  | N/A     | $5418750.00        | $4922522.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $1178231.00        | $1466118.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 5.4420%  | N/A     | $1695000.00        | $1456187.54        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2038-07-01      | 7.3080%  | N/A     | $85052.00          | $51.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $198289.00         | $60365.20          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $2.79              | $1.35              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.3020%  | N/A     | $5653482.00        | $64767.99          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-01-24      | 2.8200%  | N/A     | $5413000.00        | $3938742.38        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2048-10-20      | 3.6936%  | N/A     | $3117611.00        | $1525211.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-08-01      | 7.5750%  | N/A     | $1600000.00        | $9814.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.5000%  | N/A     | $1150000.00        | $26343.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1114834.00        | $951091.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.6283%  | N/A     | $32807924.00       | $25602968.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.5283%  | N/A     | $57311808.00       | $31354302.39       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $2562874.00        | $2586002.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $36000.00          | $19732.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-25      | 5.4220%  | N/A     | $9290851.00        | $8776321.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $807.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $3697090.00        | $1131360.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $3497880.00        | $2677957.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1202328.00        | $1076528.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-15      | 3.5000%  | N/A     | $4657060.00        | $3006201.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $958423.00         | $949813.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 6.7500%  | N/A     | $1044.00           | $0.62              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 3.0000%  | N/A     | $5000000.00        | $37418.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $98000.00          | $7286.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $838733.00         | $642969.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-20      | 5.7500%  | N/A     | $1000000.00        | $31500.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $9294621.00        | $8848387.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $6403600.00        | $5868130.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.5000%  | N/A     | $798000.00         | $60738.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $271000.00         | $37607.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1097536.00        | $1134234.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $4326575.00        | $4323934.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-01-20      | 4.0000%  | N/A     | $1199000.00        | $73958.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 6.8930%  | N/A     | $20920157.00       | $5033.64           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-11-17      | 2.4800%  | N/A     | $2522000.00        | $1965993.72        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.5000%  | N/A     | $132000.00         | $6497.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.0000%  | N/A     | $397999.00         | $33375.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.5000%  | N/A     | $4318571.00        | $3025007.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $757908.00         | $766194.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $29124.00          | $20363.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $1551091.00        | $8736.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $8228.00           | $8410.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5283%  | N/A     | $1056.00           | $595.58            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-09-25      | 3.7671%  | N/A     | $129300.00         | $122589.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.4783%  | N/A     | $67002007.00       | $53253397.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | 2.0000%  | N/A     | $19924104.00       | $12137547.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.9740%  | N/A     | $19994700.00       | $31750.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.3283%  | N/A     | $27274644.00       | $26107388.49       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | 3.5000%  | N/A     | $25000.00          | $19255.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $9054560.00        | $8991264.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 4.8468%  | N/A     | $50000000.00       | $6247807.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $694971.00         | $53222.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $1219335.00        | $1217032.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.0000%  | N/A     | $6069.00           | $564.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 7.6050%  | N/A     | $2542.00           | $19.64             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.7000%  | N/A     | $131685.00         | $132306.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 6.6250%  | N/A     | $15910.00          | $18.95             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $585837.00         | $59251.31          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-02-03      | 2.9300%  | N/A     | $8112000.00        | $6008319.10        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-06-25      | 2.9200%  | N/A     | $1906481.00        | $1722715.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.0000%  | N/A     | $25243744.00       | $24215424.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $26.00             | $1.00              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $630956.00         | $465437.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4383%  | N/A     | $25271744.00       | $22254063.40       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $138000.00         | $92236.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.0000%  | N/A     | $2522812.00        | $2778136.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.1250%  | N/A     | $21144607.00       | $41320.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5283%  | N/A     | $47698321.00       | $45987885.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $72788.00          | $61784.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | 2.7200%  | N/A     | $5049000.00        | $4198452.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 4.7350%  | N/A     | $1550000.00        | $1551376.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-25      | 5.0000%  | N/A     | $31307264.00       | $30610695.48       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.5000%  | N/A     | $1877746.00        | $295139.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $47795534.00       | $42995034.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 5.3220%  | N/A     | $459933.00         | $443392.65         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $27141888.00       | $21586901.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $900000.00         | $269970.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $240888.00         | $245446.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $175000.00         | $42432.04          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $31.33             | $21.77             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2047-10-15      | 5.0000%  | N/A     | $521487.00         | $38837.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $1192224.00        | $1094001.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1781630.00        | $1255180.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.7500%  | N/A     | $1000.00           | $939.35            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $89.81             | $47.16             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $5614000.00        | $5218251.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $1990844.00        | $1350384.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.3800%  | N/A     | $1000.00           | $1002.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $370000.00         | $37540.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.5000%  | N/A     | $100000.00         | $60545.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-25      | 5.0000%  | N/A     | $9355028.00        | $7757536.60        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $9239782.00        | $10312922.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $738965.00         | $405626.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 4.5000%  | N/A     | $300000.00         | $48208.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $273796.00         | $26625.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.7800%  | N/A     | $3000000.00        | $17400.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $1123234.00        | $1142003.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 1.2200%  | N/A     | $1000.00           | $775.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-15      | 7.0000%  | N/A     | $2660388.00        | $2748300.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2449%  | N/A     | $65000.00          | $55036.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4283%  | N/A     | $38844314.00       | $34790424.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.7283%  | N/A     | $25662830.00       | $11241273.35       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 7.3080%  | N/A     | $6020.00           | $36.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $477621.00         | $17861.05          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-06-09      | 4.9800%  | N/A     | $882000.00         | $843130.26         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-12-01      | 3.6610%  | N/A     | $5710000.00        | $361610.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-25      | 6.0000%  | N/A     | $237806.00         | $62814.34          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.2783%  | N/A     | $11147163.00       | $10624541.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.4720%  | N/A     | $9919592.00        | $9637868.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1599000.00        | $929719.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $500000.00         | $52607.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $43600000.00       | $42708760.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | 6.5000%  | N/A     | $37429.00          | $38323.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $5396104.00        | $3650419.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 1.9740%  | N/A     | $1701853.00        | $1385151.85        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $209.97            | $127.40            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.0000%  | N/A     | $71000.00          | $63356.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 7.3480%  | N/A     | $3565000.00        | $22559.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $2082304.00        | $2057520.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 6.5390%  | N/A     | $305704.00         | $704.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $31466860.00       | $5963568.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $4741291.00        | $4823602.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.6900%  | N/A     | $866143.00         | $839437.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $100000.00         | $69101.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $46738349.00       | $35654765.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.6700%  | N/A     | $1000.00           | $1062.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $27404.00          | $23789.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1602132.00        | $1185700.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $4600000.00        | $2971645.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $149001.00         | $127889.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $2506183.00        | $325387.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | 3.5000%  | N/A     | $311000.00         | $55353.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | 2.3464%  | N/A     | $1476000.00        | $1232294.44        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $119.61            | $60.73             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 6.1470%  | N/A     | $7300000.00        | $46090.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $15000000.00       | $7129536.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $1098000.00        | $80511.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $1892960.00        | $1022195.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.6283%  | N/A     | $8435559.00        | $3796495.04        | Agency Collateralized Mortgage Obligation |

### Security 50: 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: 0QK010WL9
- **C.18 - Value (incl. sponsor support):** $2521739130.40
- **C.18.a - Value (excl. sponsor support):** $2521739130.40
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; 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: 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      | 0.0000%  | N/A     | $6203610.76        | $2011185.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $9046782.61        | $7553846.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $260.87            | $221.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $1443173.91        | $531531.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $249956.52         | $253033.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $133271043.48      | $136466132.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $1058631.07        | $580053.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-14      | 0.0000%  | N/A     | $8379217.39        | $8057455.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $6001782.61        | $6151944.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $172260608.69      | $231125567.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $2061304.35        | $1995348.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $2240869.57        | $815002.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $19510086.96       | $18772511.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $781478.26         | $216480.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $4005130.43        | $4066008.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-01      | 0.0000%  | N/A     | $672608.70         | $670093.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $2200652.17        | $1777815.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $478260.87         | $451233.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $603532.61         | $574891.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $416260.87         | $460500.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $347478.26         | $352484.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $1633043.48        | $1651606.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $9608.70           | $8852.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $2504782.61        | $2018038.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $86.96             | $44.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $1062608.70        | $1048452.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $1780869.57        | $848995.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $1102391.30        | $1092900.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $897023.08         | $499022.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $43.48             | $42.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $43.48             | $43.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $284347.83         | $115647.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $4626478.26        | $4677261.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $12635826.09       | $14229278.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $209652.17         | $208620.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $157956.52         | $161001.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $3059782.61        | $3218684.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $1476304.35        | $1035613.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $16073739.13       | $15042815.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $4255260.87        | $1506796.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $10690608.70       | $13769731.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-15      | 0.3750%  | N/A     | $2080565.22        | $2806321.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $16977304.35       | $9803423.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $71956.52          | $75843.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $81237826.09       | $79603992.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $5913.04           | $5908.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $307880.58         | $87889.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $9025434.78        | $8274945.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $54.35             | $28.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $2814854.77        | $1803708.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $4138086.96        | $3817796.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $1437584.80        | $566904.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $3919956.52        | $4040248.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $799521.74         | $796415.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $327826.09         | $122393.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $7044608.70        | $5022290.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $1823044.03        | $1536827.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $14347.83          | $4698.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $25218.50          | $7380.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $8715551.69        | $2789795.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $919521.74         | $923193.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $7492520.51        | $4929966.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $25349521.74       | $24479720.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $4173913.04        | $3927368.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 1.6250%  | N/A     | $2900826.09        | $2832776.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $853565.22         | $845228.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $950304.35         | $1023812.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $12574739.13       | $12879696.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $3.55              | $0.92              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | 0.0000%  | N/A     | $38.84             | $38.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $1179956.52        | $1190303.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 2.8750%  | N/A     | $43.48             | $43.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $1391.30           | $1387.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $3737693.50        | $1495047.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 2.8750%  | N/A     | $340565.22         | $342894.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 0.3750%  | N/A     | $134608.70         | $131301.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $48224652.17       | $26139847.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $130.43            | $46.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $483.63            | $168.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-16      | 0.0000%  | N/A     | $445782.61         | $430001.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 4.3750%  | N/A     | $43.48             | $41.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $614050.26         | $276186.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $347826.09         | $489704.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $2230130.43        | $577403.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $6568391.30        | $8680776.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 3.7500%  | N/A     | $97652.17          | $97697.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $43.48             | $40.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $2.04              | $0.56              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $19721896.79       | $7673651.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $1229066.26        | $545420.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $7852956.52        | $7695189.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $18466062.62       | $6139467.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $95673739.13       | $97653223.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $22.17             | $14.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $6216538.18        | $3665886.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $1289000.00        | $1315824.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $33074478.26       | $9051492.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $54.35             | $17.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $43.48             | $67.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $17994836.96       | $15833908.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $35383391.30       | $29806883.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $35782.61          | $32380.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $227478.26         | $54552.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 2.0000%  | N/A     | $5174347.83        | $8424293.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $1078434.78        | $271721.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $60434.78          | $38934.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $152652.17         | $153590.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $368750.00         | $266116.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $54.35             | $25.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $196880.43         | $140284.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $151.17            | $57.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $115935695.65      | $114940186.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $1461000.00        | $1485956.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $17024139.48       | $8123119.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $7931227.87        | $5510093.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $2110130.43        | $2095444.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $1.56              | $1.50              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $254260.87         | $277644.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $383478.26         | $228733.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $235869.57         | $241561.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $37109347.83       | $36699349.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $429260.87         | $431167.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $579836.96         | $541869.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $6625608.70        | $4152196.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $23847121.30       | $18529952.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $142173.91         | $136801.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $202.69            | $122.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $16971347.83       | $4760140.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $144086.96         | $135471.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $368750.00         | $334284.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $21748173.91       | $5417470.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $1171304.35        | $972912.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $75387304.35       | $17902675.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $34947565.22       | $42117161.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $555939.31         | $291898.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $130.43            | $134.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $86.96             | $88.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 4.4263%  | N/A     | $292826.09         | $293928.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $69472.14          | $30419.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $4608.70           | $4500.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $7303695.65        | $7077453.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-15      | 0.0000%  | N/A     | $249143.04         | $246958.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $3285563.13        | $1079202.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $10140.00          | $6070.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $11580000.00       | $10471742.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $4557304.35        | $4619456.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $114826.09         | $116519.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $5042130.43        | $5865841.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $118.17            | $34.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $1565217.39        | $1333415.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $173.91            | $169.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $43.48             | $39.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $5807021.72        | $1954660.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $756861.31         | $345031.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $65826.09          | $51244.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $3.37              | $1.24              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 0.3750%  | N/A     | $223739.13         | $219751.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $368489.13         | $327648.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $3888608.70        | $5614810.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $944000.00         | $689138.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $2371894.91        | $1379102.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $39675887.38       | $31193738.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 4.8750%  | N/A     | $3671739.13        | $3769459.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $1502652.17        | $485413.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $7641945.61        | $2631282.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $24255652.17       | $9321156.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $5348173.91        | $6788202.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $29434.78          | $29851.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $1481478.26        | $1534537.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $68782.61          | $61776.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $368750.00         | $158735.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $43.48             | $34.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | 5.0000%  | N/A     | $81000.00          | $81810.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $293130.43         | $279805.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $434.78            | $425.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 0.2500%  | N/A     | $1739130.43        | $1728170.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $4952260.87        | $4741176.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $173.91            | $162.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $339152130.43      | $343761414.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $10056670.09       | $4946182.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $1609695.65        | $1648548.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $1004173.91        | $755569.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $52826.09          | $50717.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 2.6250%  | N/A     | $173565.22         | $173164.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $11826.09          | $12069.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $361304.35         | $148821.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $173.91            | $179.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $522434.78         | $523527.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $26283509.65       | $10687873.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $92931944.90       | $60324169.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $20391.30          | $20590.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 2.3750%  | N/A     | $2335956.52        | $3798690.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $2049130.43        | $1366837.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $5298260.87        | $2579156.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $940054.34         | $289552.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 4.5463%  | N/A     | $52107826.09       | $52355687.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $1739.13           | $1409.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $203.37            | $72.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $2889434.78        | $3593128.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $6499347.83        | $6717883.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $3003371.52        | $1694276.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.5063%  | N/A     | $967347.83         | $971641.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $86.96             | $22.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $1083608.70        | $1084687.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 4.6250%  | N/A     | $10179565.22       | $10321344.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $13905321.67       | $7969362.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-15      | 3.5000%  | N/A     | $186217.39         | $187047.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $41.98             | $29.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $1110325.76        | $692445.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $80521739.13       | $101126119.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $37858608.70       | $42941705.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $15330075.73       | $11480172.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $24836173.91       | $19826160.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $24383750.00       | $20097135.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $86.96             | $84.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $9721739.13        | $4064377.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $54782.61          | $56229.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $2928217.39        | $2839186.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $1383478.26        | $1330935.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $4913.04           | $4951.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $2221849.18        | $674995.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $11.45             | $3.39              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $2185956.52        | $2108394.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-19      | 0.0000%  | N/A     | $62695.65          | $60646.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $64797262.61       | $44422929.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $71463521.74       | $72374131.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $1240913.04        | $613008.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $1840652.17        | $2136963.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $20192434.78       | $19669596.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | 0.1250%  | N/A     | $39730000.00       | $48807708.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $33937565.22       | $44302291.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $4086.96           | $3780.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $12256045.76       | $6222811.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $6391953.36        | $2260469.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $13624913.04       | $13717473.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $1106608.70        | $610826.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $988523.84         | $749943.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $100241434.78      | $101561400.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $391521.74         | $402932.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $3460695.65        | $3673242.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $16565.22          | $15818.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $368739.35         | $141337.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $23.04             | $6.14              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $1687869.57        | $1510098.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $8072736.52        | $4347200.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 4.2500%  | N/A     | $43.48             | $44.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $383652.17         | $346867.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $8.07              | $6.73              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $979260.87         | $868870.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $42956.52          | $41800.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $8100173.91        | $1990050.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $698086.96         | $701481.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $45317565.22       | $44435670.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | 4.6250%  | N/A     | $56161652.17       | $57063924.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $567260.87         | $554550.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $603532.61         | $463500.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $5652.17           | $1875.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $15658315.22       | $8339916.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $147852091.98      | $71648236.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $414402.18         | $112976.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $1402000.00        | $1347426.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $804474.10         | $292139.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $59.26             | $36.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $274080.85         | $200377.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $8130.43           | $8162.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $105739.13         | $106755.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $130.43            | $132.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $260.87            | $64.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $3043.48           | $2966.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 0.3750%  | N/A     | $561652.17         | $549855.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $1214347.83        | $1218987.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $673913.04         | $1432750.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-30      | 0.0000%  | N/A     | $35677304.35       | $35042961.88       | U.S. Treasuries (including strips) |

### Security 51: 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):** $790532499.50
- **C.18.a - Value (excl. sponsor support):** $790532499.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 52: 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: 0GOL25HV4
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: A+; 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 | 2053-08-01      | 5.5000%  | N/A     | $6528264.00        | $5404614.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $695981.00         | $693382.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-12-15      | 4.3600%  | N/A     | $1449200.00        | $1355700.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $19065312.00       | $25025.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.5000%  | N/A     | $1117056.00        | $950442.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $4690440.00        | $260291.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $1560010.00        | $1297198.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $13322032.00       | $12553632.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $6043910.00        | $4279821.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1815000.00        | $1575802.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $6056640.00        | $1028330.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $3162012.00        | $3222718.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1359450.00        | $1325452.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-15      | 4.1400%  | N/A     | $7121888.00        | $6480090.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $22946.00          | $23067.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $10182320.00       | $10458406.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-20      | 3.5000%  | N/A     | $3709396.00        | $255251.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $1006434.00        | $617778.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1036998.00        | $1079405.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $10078048.00       | $214945.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $3044484.00        | $1967996.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $1172000.00        | $544917.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 5.5000%  | N/A     | $1955706.00        | $1727435.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $1463738.00        | $1457502.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $190811.00         | $83179.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $7433296.00        | $7301816.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $142515968.00      | $117526030.40      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.0000%  | N/A     | $611292.00         | $43715.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.1200%  | N/A     | $1250000.00        | $1143288.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-01      | 2.5000%  | N/A     | $21989568.00       | $950897.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 1.5000%  | N/A     | $2992492.00        | $1867610.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.0000%  | N/A     | $100000.00         | $15075.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-15      | 5.3400%  | N/A     | $1091598.00        | $1077786.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | 4.5000%  | N/A     | $536096640.00      | $34319797.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $110800.00         | $88253.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.4000%  | N/A     | $444507.00         | $360750.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $35775424.00       | $36525962.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.0000%  | N/A     | $735000.00         | $7887.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $27226600.00       | $1228734.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $2684384.00        | $2795818.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-01-20      | 1.5000%  | N/A     | $5540272.00        | $3237583.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 1.5000%  | N/A     | $1000000.00        | $589035.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $1265234.00        | $1161633.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.0000%  | N/A     | $2581868.00        | $2357207.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2566864.00        | $2601735.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $1959000.00        | $1341801.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $31789152.00       | $27162564.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $250000.00         | $206432.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.5000%  | N/A     | $2483728.00        | $62811.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $598000.00         | $62104.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-03-20      | 1.5000%  | N/A     | $495000.00         | $291381.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $20000000.00       | $16520679.17       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $7203208.00        | $7507690.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-15      | 5.5000%  | N/A     | $5000000.00        | $157249.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-05-15      | 5.5200%  | N/A     | $11416300.00       | $11544679.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1689508.00        | $1461900.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $4614152.00        | $246796.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-15      | 2.7200%  | N/A     | $27104960.00       | $22127618.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $619762.00         | $278719.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $137731840.00      | $15144035.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | 4.5000%  | N/A     | $4600000.00        | $137437.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2867140.00        | $2930097.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $858871.00         | $860337.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1012368.00        | $1063822.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 3.0000%  | N/A     | $1000000.00        | $117351.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $15409408.00       | $14149379.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-15      | 5.7200%  | N/A     | $11254864.00       | $11597337.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.0000%  | N/A     | $156827.00         | $125529.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.5000%  | N/A     | $8335344.00        | $7161339.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-20      | 4.0000%  | N/A     | $3262450.00        | $136538.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1278758.00        | $1196529.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $346000.00         | $304213.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.5000%  | N/A     | $330000.00         | $29765.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $200000.00         | $147539.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-15      | 2.5000%  | N/A     | $533882.00         | $148200.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $6707750.00        | $5292087.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $490000000.00      | $401276950.09      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $750472.00         | $115338.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1879428.00        | $1920697.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1139176.00        | $1128650.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $161469184.00      | $120935569.37      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-15      | 4.8500%  | N/A     | $1000000.00        | $957699.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 3.0000%  | N/A     | $3447772.00        | $579462.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $93576900.00       | $91092225.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 2.0000%  | N/A     | $900000.00         | $506944.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $21209080.00       | $21170432.31       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 3.5000%  | N/A     | $1063214.00        | $916781.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $122000000.00      | $817822.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $4475952.00        | $968799.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $37877440.00       | $35420699.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $5200000.00        | $3783885.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $138494.00         | $108093.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.0000%  | N/A     | $3900120.00        | $233336.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $150006016.00      | $27410756.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 3.5000%  | N/A     | $1355006.00        | $486065.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $2002600.00        | $1324380.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $968741824.00      | $118272985.40      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 6.0000%  | N/A     | $1150000.00        | $782205.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 2.5000%  | N/A     | $3280160.00        | $1332913.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $535222.00         | $402538.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.0000%  | N/A     | $4773856.00        | $4419651.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $858561.00         | $143350.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 5.5400%  | N/A     | $1425000.00        | $1481911.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $428000.00         | $341299.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $635276.00         | $630095.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 2.0000%  | N/A     | $4652392.00        | $2185656.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 5.0000%  | N/A     | $3936270.00        | $315649.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $165170.00         | $131624.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1855888.00        | $1572319.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $16140384.00       | $16494799.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.5000%  | N/A     | $42625600.00       | $39437826.90       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $21000000.00       | $153184.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $68050176.00       | $682074.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $77960.00          | $11997.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1119412.00        | $1126089.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $4732120.00        | $4815896.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 4.5000%  | N/A     | $495143.00         | $486899.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $920000.00         | $605104.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1934292.00        | $1990313.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $408000.00         | $48514.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1237974.00        | $1291783.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.0000%  | N/A     | $7215384.00        | $67252.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $73182592.00       | $52015831.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1523326.00        | $1432850.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-03-20      | 2.0000%  | N/A     | $1349000.00        | $594562.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $800000.00         | $649035.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 4.0000%  | N/A     | $861562.00         | $129794.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1125000.00        | $100162.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $725000.00         | $365172.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 5.0000%  | N/A     | $2392110.00        | $378572.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-20      | 2.0000%  | N/A     | $364000.00         | $136843.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 3.4700%  | N/A     | $2448000.00        | $2035623.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 6.5000%  | N/A     | $2643972.00        | $108149.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $330214.00         | $291892.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1946248.00        | $1715275.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.5000%  | N/A     | $8000000.00        | $127258.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $1229504.00        | $516375.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1802948.00        | $1746678.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.0000%  | N/A     | $1893840.00        | $314465.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.5000%  | N/A     | $2990000.00        | $1977997.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $351500.00         | $205678.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $4285000.00        | $2645641.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.3000%  | N/A     | $1783900.00        | $1711171.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 5.5000%  | N/A     | $80984576.00       | $69766142.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $6210980.00        | $3966828.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $100000.00         | $76780.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.5000%  | N/A     | $5000000.00        | $751047.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $4724944.00        | $965339.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $5625152.00        | $5774581.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $1680000.00        | $248603.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $2146036.00        | $2129703.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $3602624.00        | $528487.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-04-15      | 2.7900%  | N/A     | $244492.00         | $204547.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 3.5000%  | N/A     | $8707152.00        | $4496404.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $757000.00         | $468287.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $146000.00         | $66414.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $148100.00         | $122670.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $1303940.00        | $1290057.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.5000%  | N/A     | $5200000.00        | $859321.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $23494464.00       | $21713934.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1078180.00        | $1107579.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $831879.00         | $750700.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-15      | 5.0000%  | N/A     | $200000.00         | $22920.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 5.0000%  | N/A     | $303253.00         | $45410.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $5846650.00        | $6050605.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1887338.00        | $1415644.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $76323200.00       | $48212220.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-15      | 3.5000%  | N/A     | $23141216.00       | $20227419.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $50000000.00       | $30368515.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-15      | 5.5500%  | N/A     | $1334192.00        | $1331776.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 2.9900%  | N/A     | $627673.00         | $200646.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-03-01      | 2.5000%  | N/A     | $2457100.00        | $1109992.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 3.0000%  | N/A     | $139087104.00      | $21309750.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $2615888.00        | $2078772.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-05-15      | 5.8500%  | N/A     | $13000000.00       | $13497183.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | 6.0000%  | N/A     | $10570000.00       | $62178.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $144067.00         | $114335.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $829573.00         | $828306.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $98145024.00       | $78838373.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | 3.1000%  | N/A     | $1259992.00        | $381628.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $217925.00         | $145533.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $502288.00         | $496710.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $101307904.00      | $74573594.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2646712.00        | $2564387.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $110372992.00      | $69862738.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $1898904.00        | $1831231.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.0000%  | N/A     | $401006080.00      | $274554726.98      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.9300%  | N/A     | $3060160.00        | $2375574.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 4.5000%  | N/A     | $1865000.00        | $57730.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 5.5000%  | N/A     | $127709312.00      | $129029514.16      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $7555816.00        | $7363819.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $28042112.00       | $20148451.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.0000%  | N/A     | $1502376.00        | $36911.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-16      | 4.0000%  | N/A     | $117607168.00      | $104262602.41      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $101493376.00      | $90509540.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-15      | 4.0000%  | N/A     | $379862.00         | $175095.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.5000%  | N/A     | $200000.00         | $26596.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-15      | 2.5000%  | N/A     | $2072008.00        | $814741.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $376000.00         | $55924.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $5080250.00        | $3963367.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-01-20      | 3.0000%  | N/A     | $315939.00         | $15964.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $26829792.00       | $17273115.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $33090816.00       | $3365931.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $7095940.00        | $7098569.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $800000.00         | $655758.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $1294414.00        | $1148551.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 5.5000%  | N/A     | $84020480.00       | $83527901.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 1.5000%  | N/A     | $225000.00         | $138774.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 4.0000%  | N/A     | $51057984.00       | $10989899.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $3200000.00        | $539442.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 3.5000%  | N/A     | $35343936.00       | $30251845.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $243000.00         | $197748.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $120524.00         | $10746.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $120000000.00      | $95175104.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 4.0000%  | N/A     | $2760290.00        | $331090.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $84262912.00       | $80207379.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $2643496.00        | $2486091.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $20679872.00       | $21760603.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.0000%  | N/A     | $10000000.00       | $1041098.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $39463168.00       | $39053109.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $3403272.00        | $3119969.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 3.5000%  | N/A     | $52269120.00       | $46256244.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 4.5000%  | N/A     | $1530000.00        | $25041.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $242870.00         | $156736.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $3542888.00        | $3088835.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $236000.00         | $27727.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $8982000.00        | $6092466.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.5000%  | N/A     | $10310160.00       | $9037709.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-01-15      | 4.1000%  | N/A     | $5450000.00        | $4995095.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $200000.00         | $148889.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.0000%  | N/A     | $4000000.00        | $237868.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $900000.00         | $495197.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $37901888.00       | $1090380.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $24987840.00       | $24565872.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $422385.00         | $201930.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $3016436.00        | $3078035.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $46474944.00       | $35719078.88       | Agency Mortgage-Backed Securities         |

### Security 53: 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: 3130B5XH6, C.4 - ISIN: US3130B5XH61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $739998312.80
- **C.18.a - Value (excl. sponsor support):** $739998312.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: NR; Fitch Short 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 54: 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):** $999994510.00
- **C.18.a - Value (excl. sponsor support):** $999994510.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 55: 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):** $210022008.00
- **C.18.a - Value (excl. sponsor support):** $210022008.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 56: 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):** $299992404.00
- **C.18.a - Value (excl. sponsor support):** $299992404.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 57: 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):** $140083545.00
- **C.18.a - Value (excl. sponsor support):** $140083545.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 58: 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: 3130AWNJ5, C.4 - ISIN: US3130AWNJ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250041032.50
- **C.18.a - Value (excl. sponsor support):** $250041032.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: 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: 3133EPNN1, C.4 - ISIN: US3133EPNN15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $450044779.50
- **C.18.a - Value (excl. sponsor support):** $450044779.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: 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):** $1000004050.00
- **C.18.a - Value (excl. sponsor support):** $1000004050.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 61: 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):** $2834028625.70
- **C.18.a - Value (excl. sponsor support):** $2834028625.70
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 62: 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):** $1500804450.00
- **C.18.a - Value (excl. sponsor support):** $1500804450.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 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: 3130B5XF0, C.4 - ISIN: US3130B5XF06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1999968000.00
- **C.18.a - Value (excl. sponsor support):** $1999968000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Fitch Long Rating: NR; 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? 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: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1470691671.88
- **C.18.a - Value (excl. sponsor support):** $1470691671.88
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: 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):** $1000205670.00
- **C.18.a - Value (excl. sponsor support):** $1000205670.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 66: 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: 912797PL5, C.4 - ISIN: US912797PL50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $66992124.82
- **C.18.a - Value (excl. sponsor support):** $66992124.82
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** 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+; 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 67: 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):** $399999608.00
- **C.18.a - Value (excl. sponsor support):** $399999608.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 68: 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):** $53998585.74
- **C.18.a - Value (excl. sponsor support):** $53998585.74
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 69: 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: 912797PN1, C.4 - ISIN: US912797PN17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1307198187.18
- **C.18.a - Value (excl. sponsor support):** $1307198187.18
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** 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; 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 70: 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: 0QT002OD4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: A+; Moody's Long Rating: Aa3; 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $314999963.00      | $127632132.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $105000000.00      | $29269179.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $507000000.00      | $213119736.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $120000000.00      | $42138170.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $175500000.00      | $56249076.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $100000000.00      | $32922323.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $75000000.00       | $75060662.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $100000000.00      | $44877810.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $65000000.00       | $28765318.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $45572823.55       | $23751051.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $125000000.00      | $51394095.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $205000000.00      | $72957532.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $74650000.00       | $30965716.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $45000000.00       | $16876541.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $200000000.00      | $53819882.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $346808000.00      | $120323738.50      | U.S. Treasuries (including strips) |

### Security 71: 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):** $1464773727.52
- **C.18.a - Value (excl. sponsor support):** $1464773727.52
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 72: 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: 0CTG15WT8
- **C.18 - Value (incl. sponsor support):** $2400000000.00
- **C.18.a - Value (excl. sponsor support):** $2400000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Short Rating: F1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch 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? 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 | 2047-02-16      | 1.9981%  | N/A     | $1100000.00        | $53543.06          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.1383%  | N/A     | $40000000.00       | $30749035.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $1000000.00        | $237384.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $2726193.00        | $2666886.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $11094971.00       | $7180412.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.5000%  | N/A     | $831679.00         | $834988.75         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $45131300.00       | $45331793.95       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $150000000.00      | $97177012.41       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.0000%  | N/A     | $150000000.00      | $33126400.79       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $69351500.00       | $67797547.04       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $50000000.00       | $38330168.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-16      | 4.0000%  | N/A     | $5983570.00        | $5766555.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-01-20      | 1.5000%  | N/A     | $33925131.00       | $9088044.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.4283%  | N/A     | $50000000.00       | $38535632.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.0000%  | N/A     | $1052971.00        | $956251.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $27911710.00       | $27655629.87       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $2900.00           | $2928.06           | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2051-05-20      | 4.5000%  | N/A     | $6578007.00        | $5023242.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-10-25      | 3.5295%  | N/A     | $6208938.00        | $5744467.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.5000%  | N/A     | $14324604.00       | $505027.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-07-16      | 1.7500%  | N/A     | $8050000.00        | $6465348.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $460720.00         | $243391.06         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.0000%  | N/A     | $1725176.00        | $937860.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $11515364.00       | $8720812.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-04-16      | 4.5000%  | N/A     | $532199.00         | $478183.66         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.5000%  | N/A     | $616764.00         | $645935.65         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-12-15      | 4.3750%  | N/A     | $463505800.00      | $474988657.00      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $100.00            | $96.80             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $25000000.00       | $3899126.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $751369.00         | $724851.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $7056000.00        | $4408794.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 7.0000%  | N/A     | $65324362.00       | $62335320.41       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-08-16      | 1.5000%  | N/A     | $1000000.00        | $116934.20         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | 4.0000%  | N/A     | $1363636.00        | $878652.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-10-16      | 3.0000%  | N/A     | $148110.00         | $94373.57          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-06-20      | 1.5000%  | N/A     | $2160000.00        | $773436.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.5000%  | N/A     | $1719245.00        | $1582457.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $24240000.00       | $14838856.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-25      | 5.6720%  | N/A     | $1410000.00        | $1405708.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $936000.00         | $188242.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.3283%  | N/A     | $50000000.00       | $22118011.30       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.5000%  | N/A     | $6370173.00        | $4659508.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.1283%  | N/A     | $30000000.00       | $17996648.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.5000%  | N/A     | $705496.00         | $350982.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-16      | 4.2500%  | N/A     | $3398005.00        | $3240724.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-05-16      | 6.0000%  | N/A     | $100000.00         | $268724.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $47800000.00       | $30448519.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.1783%  | N/A     | $5779278.00        | $4735777.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-07-16      | 5.0000%  | N/A     | $5615000.00        | $1266779.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $1000000.00        | $1041321.08        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $7684300.00        | $7420633.68        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $2368551.00        | $2444892.66        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $141022700.00      | $143166256.74      | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2051-11-16      | 2.3000%  | N/A     | $2550000.00        | $101614.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $2542246.00        | $2322607.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-16      | 5.5000%  | N/A     | $1614668.00        | $1018213.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $300000000.00      | $181823501.36      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $995036.00         | $1011543.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-16      | 4.5000%  | N/A     | $7360930.00        | $7154844.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-12-20      | 6.0000%  | N/A     | $26469497.00       | $24646451.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $149756.00         | $136984.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 2.5000%  | N/A     | $2113478.00        | $1330284.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $200000.00         | $99223.94          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.1283%  | N/A     | $30000000.00       | $23414496.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $7386704.00        | $7212058.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $11609250.00       | $7094802.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $170000000.00      | $32752346.97       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $28445400.00       | $28855188.04       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $132392800.00      | $172826316.34      | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $16366235.00       | $10592334.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.0000%  | N/A     | $601919.00         | $335324.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $1633282.00        | $822250.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $15000000.00       | $14521787.33       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-07-25      | 4.5000%  | N/A     | $10639106.00       | $10551609.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-10-16      | 3.0000%  | N/A     | $1900000.00        | $447021.56         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-01-20      | 6.0000%  | N/A     | $5337660.00        | $5073778.22        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-01-31      | 4.3993%  | N/A     | $15674800.00       | $15731592.90       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $1757280.00        | $1095913.61        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $364296.00         | $274955.54         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-10-20      | 1.0000%  | N/A     | $335000.00         | $128313.89         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-01-15      | 2.3750%  | N/A     | $49923300.00       | $81184365.17       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $582011.00         | $552329.08         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $149700.00         | $145471.46         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2043-09-20      | 2.2500%  | N/A     | $11050000.00       | $305269.72         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $65038800.00       | $63237184.98       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $600000.00         | $204039.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-12-20      | 5.0000%  | N/A     | $1429699.00        | $1289378.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $700000.00         | $509562.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $715391.00         | $706102.20         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.8889%  | N/A     | $20000000.00       | $4057581.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $150000000.00      | $122203539.64      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.5000%  | N/A     | $1000000.00        | $257722.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.5000%  | N/A     | $100000000.00      | $12085674.71       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-11-20      | 1.0000%  | N/A     | $290000.00         | $127750.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.0000%  | N/A     | $3405284.00        | $644554.54         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $357584.00         | $288120.25         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $369808700.00      | $378663119.20      | U.S. Treasuries (including strips)        |

### 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: 3130AXMF2, C.4 - ISIN: US3130AXMF21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $225076572.00
- **C.18.a - Value (excl. sponsor support):** $225076572.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 74: 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: 912797PG6, C.4 - ISIN: US912797PG65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197122273.04
- **C.18.a - Value (excl. sponsor support):** $197122273.04
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-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 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: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $594480468.00
- **C.18.a - Value (excl. sponsor support):** $594480468.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 76: 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: 0GOL25I84
- **C.18 - Value (incl. sponsor support):** $2750000000.00
- **C.18.a - Value (excl. sponsor support):** $2750000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **C.10 - Ratings:** Moody's Long Rating: NR; Fitch Long Rating: A+; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $342000000.00      | $328511219.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $527900.00         | $124353.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $189487400.00      | $181939205.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $47314427.32       | $28708596.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $164632000.00      | $144168486.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $54922100.00       | $60759204.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $9000000.00        | $9134152.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $21301862.40       | $16160657.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 0.3750%  | N/A     | $90500.00          | $88887.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $853000.00         | $826462.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $10300000.00       | $10513106.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $2001200.00        | $1945765.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $979400.00         | $992221.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $1667200.00        | $1552661.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $1845600000.00     | $1811073617.02     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-19      | 0.0000%  | N/A     | $33366500.00       | $32373512.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $207423600.00      | $176127891.26      | 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 coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499996295.00
- **C.18.a - Value (excl. sponsor support):** $499996295.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 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: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $723329783.05
- **C.18.a - Value (excl. sponsor support):** $723329783.05
- **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 79: 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):** $800002744.00
- **C.18.a - Value (excl. sponsor support):** $800002744.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 80: 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: 0QO005LB9
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Standard & Poor's Long Rating: A; 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $201000300.00      | $201000069.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 0.3750%  | N/A     | $500.00            | $491.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $95060200.00       | $91244982.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $185000000.00      | $180854721.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $2543500.00        | $2336889.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | 3.0000%  | N/A     | $2089500.00        | $2082614.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $700000000.00      | $644886112.50      | U.S. Treasuries (including strips) |

### Security 81: 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: 0CTG15VW2
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **C.10 - Ratings:** Fitch Short Rating: F1; Moody's Long Rating: A1; Fitch Long Rating: A+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $2641554.00        | $2748584.82        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1006628.00        | $992298.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $2126111.00        | $1956011.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1079951.00        | $995924.06         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $3624842.00        | $3676497.23        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $4904951.00        | $4805467.63        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1297874.00        | $1132118.53        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1146111.00        | $1029776.92        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $6155349.00        | $6056925.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $49011867.00       | $45075735.81       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $3250000.00        | $2923575.74        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $550000.00         | $528045.93         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1460298.00        | $1468930.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1186803.00        | $962041.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $5803153.00        | $5575171.56        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $71969792.00       | $73880167.79       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $793483.00         | $778321.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $6000000.00        | $5500603.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $104728.00         | $100401.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $4439193.00        | $4171690.28        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1061446.00        | $974376.48         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1307759.00        | $1183530.46        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.5000%  | N/A     | $1327410.00        | $1334815.30        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $42377192.00       | $42852586.99       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1275000.00        | $1309763.86        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1570617.00        | $1648183.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $13848322.00       | $13871913.39       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $62931139.00       | $58416555.54       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $898779.00         | $864033.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1072790.00        | $1029178.86        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $1377899.00        | $1453514.33        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $31927761.00       | $31005919.01       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $3009300.00        | $2924296.96        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $23750893.00       | $23339173.66       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $2251797.00        | $1520128.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $2295732.00        | $2369442.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $3416308.00        | $3300789.84        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1648000.00        | $1533066.33        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1731346.00        | $1789078.78        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1046581.00        | $1075120.28        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1228115.00        | $1289449.22        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1070215.00        | $1089931.23        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $3569297.00        | $3422925.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1187812.00        | $1208040.82        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $607273.00         | $615706.56         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 3.6400%  | N/A     | $4265379.00        | $3932063.88        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $4373423.00        | $4247681.08        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $2228380.00        | $2179013.18        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $6027119.00        | $6075767.88        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 3.5520%  | N/A     | $3378057.00        | $3102851.74        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1551747.00        | $1572768.72        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1478357.00        | $1218914.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $3213850.00        | $2846629.18        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1012099.00        | $993212.98         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $56636.00          | $56108.97          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2122231.00        | $2159311.57        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 3.7270%  | N/A     | $3237342.00        | $2994186.74        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $2483000.00        | $2424527.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $840001.00         | $846815.13         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1000000.00        | $952119.80         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 7.0000%  | N/A     | $1079233.00        | $1160468.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $6057375.00        | $5798792.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1396413.00        | $1412074.71        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1100784.00        | $1024501.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $3139579.00        | $2914563.68        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $2989454.00        | $2802678.76        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $2670488.00        | $2275965.39        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $435588.00         | $398965.74         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $4946439.00        | $4684182.40        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1384993.00        | $1191511.38        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $151000.00         | $137137.04         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.5000%  | N/A     | $257695.00         | $167411.43         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1204389.00        | $1077516.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $12398974.00       | $8304426.31        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $8752.00           | $7822.45           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $6701639.00        | $6007366.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1049392.00        | $869141.85         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $2396041.00        | $2264395.07        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $199980.00         | $183781.30         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $2899850.00        | $2764318.14        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1637311.00        | $1661062.36        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $2600000.00        | $2565355.14        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $2885383.00        | $2842281.09        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 3.7490%  | N/A     | $1573525.00        | $1457642.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $3380000.00        | $3425326.10        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1079775.00        | $941256.85         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $5104401.00        | $4724948.82        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $7418403.00        | $7295221.73        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $9984021.00        | $9965025.78        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3822896.00        | $3498826.33        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $616226.00         | $581656.37         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.5000%  | N/A     | $1148387.00        | $1081133.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $25717148.00       | $25110784.96       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $932602.00         | $741086.75         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1590336.00        | $1663211.25        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1315137.00        | $1300240.15        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $217000.00         | $202727.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $2778072.00        | $2376643.40        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1570179.00        | $958846.16         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1647122.00        | $1668318.98        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1279746.00        | $1342425.66        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1013637.00        | $1046331.10        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1093152.00        | $939178.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $12793626.00       | $12548152.77       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1436974.00        | $873044.90         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $751548.00         | $704498.96         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $2038722.00        | $1952489.88        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $203600000.00      | $195520696.26      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1603873.00        | $1661536.18        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $3494323.00        | $3471911.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1513920.00        | $1044357.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 4.5000%  | N/A     | $1584745.00        | $1345159.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $21927938.00       | $20347235.54       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1240191.00        | $1244256.33        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $1381914.00        | $1334917.23        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $3823776.00        | $3797610.78        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1031729.00        | $999068.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1267032.00        | $1235052.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $3204641.00        | $3211844.58        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $1036.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $18489385.00       | $18107075.88       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $125241252.00      | $121905422.32      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1116643.00        | $1054898.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $381538.00         | $332580.15         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $220000.00         | $216269.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1349310.00        | $1354325.35        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $3500000.00        | $3311026.39        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 3.0200%  | N/A     | $1137083.00        | $988691.24         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1054600.00        | $919669.13         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1398591.00        | $1313986.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.2250%  | N/A     | $2760609.00        | $2534799.37        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $5289495.00        | $5190893.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $15485376.00       | $13128669.46       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1112909.00        | $1148197.52        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $2717748.00        | $2192956.85        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $2999700.00        | $2614773.39        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $2028718.00        | $1858475.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1143250.00        | $823569.15         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 4.1460%  | N/A     | $1628417.00        | $1541691.62        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $2100000.00        | $2062924.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1441167.00        | $1366623.69        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.5000%  | N/A     | $1590983.00        | $1677949.99        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 8.0000%  | N/A     | $1060066.00        | $273528.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $11888851.00       | $10267351.47       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $502681.00         | $519485.98         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1370114.00        | $1301258.21        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $34314508.00       | $33967182.64       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1571800.00        | $1600270.92        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $2002100.00        | $1812766.78        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $2097425.00        | $2022565.31        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $38908811.00       | $37099016.49       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $3014294.00        | $2849383.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $951837.00         | $704334.05         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1136989.00        | $1093873.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $278438.00         | $271251.45         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $2033404.00        | $1852278.84        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1927951.00        | $1804356.02        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $3010579.00        | $2702679.24        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $14703327.00       | $14417157.74       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1022112.00        | $1047310.50        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $971963.00         | $936112.88         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $2167401.00        | $1557946.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1125750.00        | $1135936.38        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $2456244.00        | $2086146.81        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $14676466.00       | $14186383.42       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $500967.00         | $493430.77         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $744363.00         | $733260.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $208762108.00      | $201750297.77      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $97451654.00       | $90428324.75       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $21250547.00       | $20186536.35       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $2294254.00        | $2235720.55        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $4543359.00        | $4145141.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1649184.00        | $1558565.48        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1273893.00        | $1269327.55        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $218768.00         | $216315.37         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $5710583.00        | $6101683.06        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1237820.00        | $1152508.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 4.0000%  | N/A     | $74000.00          | $64349.19          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 4.5000%  | N/A     | $1342853.00        | $1262415.83        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $59351.00          | $57088.90          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $32350981.00       | $31292470.82       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $2477845.00        | $2466599.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $2842564.00        | $2438279.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $3351180.00        | $3429633.73        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1127190.00        | $1182467.40        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1014264.00        | $1047156.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1898592.00        | $1974441.54        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1420242.00        | $1218227.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 3.5560%  | N/A     | $2747640.00        | $2537744.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $645000.00         | $601618.68         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $12618839.00       | $12539458.63       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $30000000.00       | $25019459.60       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1137186.00        | $1148476.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $2106106.00        | $1952133.48        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $2114162.00        | $2210776.82        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $21545575.00       | $21107298.52       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1121982.00        | $1084969.98        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $37367301.00       | $35434586.68       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.5000%  | N/A     | $7079214.00        | $4363587.22        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1145383.00        | $1202436.74        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $4915932.00        | $4734494.43        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $24220633.00       | $22154668.78       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1657241.00        | $1551920.31        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $2045355.00        | $2050109.77        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $7790078.00        | $7374387.36        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1621061.00        | $1582196.25        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $15148708.00       | $14023625.43       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $2628335.00        | $2528303.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $118528.00         | $107921.19         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $3708983.00        | $3123457.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $4123331.00        | $3097984.88        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000000.00        | $997783.46         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $100000.00         | $104108.32         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $31388582.00       | $30060137.62       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $2459403.00        | $2367816.16        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $13368244.00       | $13327189.71       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1843138.00        | $1835996.85        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $10000000.00       | $9689614.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $154900.00         | $142949.71         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $2123390.00        | $2155781.78        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $37444272.00       | $35674972.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $18238505.00       | $17831463.20       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $10475305.00       | $10266285.09       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $13424463.00       | $12734542.38       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $11941759.00       | $11051536.40       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $4256994.00        | $4297890.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $14706826.00       | $14292515.46       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $118005.00         | $114715.33         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $5475529.00        | $4425633.68        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1859806.00        | $1257143.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1661758.00        | $1583162.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1082800.00        | $1075444.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $18773869.00       | $18546668.98       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1181848.00        | $968797.69         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1218470.00        | $1197940.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $1093685.00        | $933782.40         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1027689.00        | $985134.94         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $602517.00         | $547974.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $9712262.00        | $8696072.56        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $71624.00          | $70624.39          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $2232974.00        | $2300261.43        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1134599.00        | $984581.79         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $19872263.00       | $18160751.24       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $8288943.00        | $7452129.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 4.7420%  | N/A     | $1179116.00        | $1148392.40        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $9546792.00        | $9454883.46        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $2435746.00        | $2364185.57        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $13731290.00       | $12898357.97       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1304902.00        | $993736.13         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $53529.00          | $51520.08          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $2060662.00        | $2105532.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $3009000.00        | $3110871.09        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $2123772.00        | $2084807.73        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $4033301.00        | $3818369.83        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.5000%  | N/A     | $109859.00         | $102161.74         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $8979000.00        | $8410371.21        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $9826730.00        | $9465274.93        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $920000.00         | $872287.20         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $7581000.00        | $7378182.58        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 4.5000%  | N/A     | $1131870.00        | $941103.24         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $941649.00         | $795620.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1866192.00        | $1767879.24        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1104230.00        | $1097891.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $2355729.00        | $2189730.22        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.5000%  | N/A     | $309369.00         | $328900.71         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1869842.00        | $1898785.40        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.5000%  | N/A     | $1326760.00        | $1412338.85        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1343128.00        | $1403417.06        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1000000.00        | $930252.71         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.5000%  | N/A     | $1281199.00        | $1204908.37        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $264941.00         | $177583.82         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $385818.00         | $328245.90         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $33521761.00       | $32250630.86       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1033661.00        | $1088894.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1205455.00        | $1261416.53        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $2976443.00        | $2811753.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1219807.00        | $1209116.14        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $2494156.00        | $2191861.38        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $3116428.00        | $3002783.09        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $14287557.00       | $13746521.35       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1129000.00        | $990178.26         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $3911466.00        | $3760408.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3216918.00        | $2923576.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3796307.00        | $3733868.52        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.5000%  | N/A     | $12195705.00       | $11260910.11       | Agency Mortgage-Backed Securities  |

### Security 82: 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):** $74999432.25
- **C.18.a - Value (excl. sponsor support):** $74999432.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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? No, C.23 Categorized at Level 3? No

### 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: 3130AWPV6, C.4 - ISIN: US3130AWPV60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $325033868.25
- **C.18.a - Value (excl. sponsor support):** $325033868.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; 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 84: 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: 0GOL25NW5
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: NR; Moody's Short Rating: NR; 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 HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $7745560.00        | $4198170.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 5.6110%  | N/A     | $10727792.00       | $1979432.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1600890.00        | $1665869.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $296000.00         | $281368.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 3.0000%  | N/A     | $2000000.00        | $271113.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 4.0000%  | N/A     | $471000.00         | $86025.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $7549800.00        | $2838179.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $974666752.00      | $831269612.49      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $50000.00          | $43992.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $5999980.00        | $4228222.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $1480762.00        | $743907.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $10205040.00       | $2655630.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.5000%  | N/A     | $8225344.00        | $1841428.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1938738.00        | $1794329.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $64303.00          | $37369.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $12176976.00       | $11843860.61       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $13625632.00       | $12024846.76       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $10000000.00       | $8581613.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.0000%  | N/A     | $25298240.00       | $1338734.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.5000%  | N/A     | $2784250.00        | $2527335.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $15000.00          | $13562.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2582392.00        | $2687593.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $2497076.00        | $1914668.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $5600000.00        | $782234.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1515000.00        | $371713.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $4684936.00        | $3146813.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $1027432.00        | $461815.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1664776.00        | $1729324.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 2.5000%  | N/A     | $4409000.00        | $3055927.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.0000%  | N/A     | $1040958.00        | $1056554.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 1.5000%  | N/A     | $1100000.00        | $627639.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $224568.00         | $140838.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $2010910.00        | $1226036.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1011740.00        | $955633.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $116703040.00      | $99319460.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $9210784.00        | $7824249.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $33920.00          | $25671.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $4420000.00        | $1011143.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $300000.00         | $187350.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1287280.00        | $1272579.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $9765152.00        | $7086409.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $141669.00         | $140767.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $5882544.00        | $5244004.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1500752.00        | $1550901.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $3236380.00        | $3364066.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1003402.00        | $1052228.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $2958076.00        | $2514123.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $5878472.00        | $4332836.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $3600000.00        | $2200334.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $473183.00         | $444508.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1174918.00        | $1213218.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 5.0000%  | N/A     | $8961260.00        | $8839046.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $273701.00         | $212031.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 3.5000%  | N/A     | $567917.00         | $519254.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1019352.00        | $1055056.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1140594.00        | $1154826.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1819828.00        | $1682821.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $88913.00          | $80973.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.5000%  | N/A     | $1344000.00        | $170940.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $2072932.00        | $2007696.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $2498000.00        | $1656640.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $2456000.00        | $2003408.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1500000.00        | $1417057.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $1360000.00        | $216652.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-12-15      | 5.0000%  | N/A     | $625830.00         | $19853.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1536476.00        | $1266025.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $47000.00          | $29792.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 3.0000%  | N/A     | $1012114.00        | $291570.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $18281344.00       | $17445395.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 5.2400%  | N/A     | $2917000.00        | $3034050.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.5000%  | N/A     | $243426.00         | $63164.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $200000.00         | $199744.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $10419376.00       | $9919550.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1800000.00        | $804354.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $609000.00         | $548787.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1072330.00        | $1013132.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-05-15      | 4.0000%  | N/A     | $1185400.00        | $58005.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3214636.00        | $3226768.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-15      | 5.0000%  | N/A     | $144123.00         | $10391.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $488017.00         | $383599.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $6674064.00        | $6608793.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 3.5000%  | N/A     | $24795968.00       | $20454288.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.5000%  | N/A     | $9933392.00        | $3048652.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $21603200.00       | $17418629.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $265122.00         | $12578.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $7297000.00        | $6458693.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.0000%  | N/A     | $1275000.00        | $148604.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $11437568.00       | $9837121.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $815626.00         | $807395.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $1916868.00        | $1204780.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $149333.00         | $137789.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $520000.00         | $345555.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 3.5000%  | N/A     | $14016544.00       | $11863026.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $632207.00         | $584006.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1004240.00        | $643442.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $425000.00         | $276422.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 3.5000%  | N/A     | $141631.00         | $95489.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 6.0000%  | N/A     | $18797120.00       | $19070109.32       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $2500000.00        | $2082948.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $428000.00         | $413878.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $5765456.00        | $5462171.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $4901000.00        | $587835.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $294730.00         | $32461.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $52703000.00       | $48609775.25       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $28961.00          | $21799.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $2543956.00        | $2637457.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 3.0000%  | N/A     | $1051000.00        | $130494.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $8083184.00        | $6370375.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $10000.00          | $10052.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-06-20      | 3.5000%  | N/A     | $506000.00         | $35201.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $4396872.00        | $4488375.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $8292304.00        | $979138.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.5100%  | N/A     | $16542000.00       | $16306260.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-04-01      | 5.1000%  | N/A     | $9250000.00        | $9383103.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $528000.00         | $496342.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $1755000.00        | $504442.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 6.5000%  | N/A     | $11176384.00       | $8402531.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2203816.00        | $2239115.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.0000%  | N/A     | $25000000.00       | $306495.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $100093.00         | $95280.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.0000%  | N/A     | $50650176.00       | $48712648.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 4.0000%  | N/A     | $29077440.00       | $5234126.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | 3.5000%  | N/A     | $4700000.00        | $1563063.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 6.0000%  | N/A     | $31701.00          | $31634.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $16259000.00       | $2004623.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $100000.00         | $58466.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $900000.00         | $805807.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $600000.00         | $403430.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $8630848.00        | $2907475.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1314050.00        | $1329813.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $1600000.00        | $1350062.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $73000.00          | $52332.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $4480656.00        | $3411849.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $9258000.00        | $7538075.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-09-15      | 4.0000%  | N/A     | $16100699.00       | $14599835.97       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $2691000.00        | $301793.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1072156.00        | $1064206.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 5.0000%  | N/A     | $326522.00         | $305443.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 3.5000%  | N/A     | $10435008.00       | $3859214.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $649451.00         | $628660.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 5.5000%  | N/A     | $1867932.00        | $1502973.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $3988248.00        | $1367505.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $2002704.00        | $1714247.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $2125020.00        | $2052266.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $10629136.00       | $9011789.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $6313570.00        | $6162987.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 3.5000%  | N/A     | $12918000.00       | $10168890.04       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $5281210.00        | $4362262.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $7493970.00        | $6890672.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $518734.00         | $496169.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $9934800.00        | $10420960.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $186708.00         | $191128.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.0000%  | N/A     | $4607832.00        | $2856057.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1224896.00        | $1267235.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-10-01      | 3.9750%  | N/A     | $13476000.00       | $13110343.33       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $71000.00          | $53938.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $7143872.00        | $6398734.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $2565296.00        | $833947.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $3700000.00        | $2663329.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $2562880.00        | $2481614.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.8400%  | N/A     | $37737000.00       | $38175650.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.3400%  | N/A     | $5769880.00        | $5648563.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $3320000.00        | $3130432.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 3.5000%  | N/A     | $589000000.00      | $85596831.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $1198710.00        | $232627.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-03-15      | 2.5000%  | N/A     | $390458.00         | $32146.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $380123136.00      | $38318610.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $505143.00         | $526283.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $6780960.00        | $6908655.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1025624.00        | $1068554.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $4022712.00        | $4114013.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $3540492.00        | $1733643.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $301000.00         | $179150.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1933276.00        | $2004012.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1096000.00        | $734248.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1845000.00        | $1403630.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $4210304.00        | $4410681.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $5178470.00        | $3276466.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $10000000.00       | $8512091.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.0000%  | N/A     | $4972888.00        | $1545254.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $32862400.00       | $31118993.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $10694384.00       | $10970404.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $22878112.00       | $458295.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $19000.00          | $15707.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $14222560.00       | $12637900.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 2.5000%  | N/A     | $2500000.00        | $315344.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $105000.00         | $94515.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $22000000.00       | $19283776.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $1775000.00        | $262840.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $2096240.00        | $2075133.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $1200000.00        | $343970.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.0000%  | N/A     | $1700000.00        | $685667.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $134000.00         | $92157.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $3607380.00        | $3166652.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $967945.00         | $1001081.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 3.5000%  | N/A     | $1100000.00        | $152522.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $4350000.00        | $836496.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $188000.00         | $117755.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $388000.00         | $336132.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 2.0000%  | N/A     | $810000.00         | $484802.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $816000.00         | $522527.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $4159800.00        | $3138002.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $8513264.00        | $8044766.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $15000.00          | $10733.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $20395616.00       | $19825822.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.0000%  | N/A     | $1810000.00        | $1208078.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.0000%  | N/A     | $2950000.00        | $520637.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-01-01      | 4.8300%  | N/A     | $2111000.00        | $2157996.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1932464.00        | $2019860.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 3.0000%  | N/A     | $9000000.00        | $5911704.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $100000.00         | $92347.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $760666.00         | $732268.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1800000.00        | $227425.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3062200.00        | $3163538.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $1100000.00        | $97338.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1049250.00        | $999163.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $5059680.00        | $3339431.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $2298420.00        | $1914214.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1113138.00        | $886295.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $43660.00          | $42277.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $13283776.00       | $8311804.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $89004544.00       | $53640892.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 3.5000%  | N/A     | $14000000.00       | $2014092.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $5000000.00        | $4342514.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $3202488.00        | $3266881.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1740538.00        | $1808422.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2606892.00        | $2661474.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 6.0000%  | N/A     | $1529948.00        | $1143898.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $200000.00         | $180587.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $100380.00         | $77435.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $6134608.00        | $4860499.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2215072.00        | $2132807.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $18525664.00       | $14992128.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1219276.00        | $846937.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $72111488.00       | $69538951.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $116047.00         | $101301.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $14853280.00       | $12291107.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $5946120.00        | $5866751.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $19828416.00       | $18565803.77       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $889329.00         | $827897.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $13926.00          | $7988.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $9545488.00        | $9641446.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $2612104.00        | $2575394.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $3567880.00        | $3444661.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1158628.00        | $1202808.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2148970.00        | $2126999.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $89708.00          | $57399.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $1506000.00        | $196001.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 2.5000%  | N/A     | $5295864.00        | $2911431.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $475531776.00      | $383370178.67      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.5000%  | N/A     | $9915.00           | $5699.68           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $1043736.00        | $1035394.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $12757120.00       | $10052263.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 2.5000%  | N/A     | $29137568.00       | $12181254.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $4220024.00        | $2804784.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $400000.00         | $389274.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $2622408.00        | $1633770.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 5.5000%  | N/A     | $19280352.00       | $15530133.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.5000%  | N/A     | $950000.00         | $547860.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.5000%  | N/A     | $13700000.00       | $733850.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $4367752.00        | $3019508.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1157702.00        | $1053266.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 2.5000%  | N/A     | $145000.00         | $90655.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $656905.00         | $669234.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 1.5000%  | N/A     | $33360.00          | $21207.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $8612752.00        | $8905181.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $4000000.00        | $465386.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1687050.00        | $1448813.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $18274208.00       | $3492215.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $1942396.00        | $1539018.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $19148220.00       | $14022829.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $7933880.00        | $6423873.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-10-15      | 4.5000%  | N/A     | $44400000.00       | $2950666.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $5281128.00        | $4026726.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $200000.00         | $130943.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $109772.00         | $69747.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $564000.00         | $511776.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.0000%  | N/A     | $29206528.00       | $22405562.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2045000.00        | $1305362.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-06-15      | 4.5000%  | N/A     | $247583.00         | $18751.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-08-01      | 2.5600%  | N/A     | $2712060.00        | $2403647.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $1421000.00        | $155598.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $4483696.00        | $3266944.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 2.5000%  | N/A     | $25000240.00       | $1206011.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2814948.00        | $2954582.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $1255554.00        | $203336.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $373075.00         | $380898.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $97672.00          | $94243.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $5000000.00        | $4348474.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $823520.00         | $805193.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $40035584.00       | $40178769.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1100000.00        | $937297.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $328947.00         | $347614.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 5.0000%  | N/A     | $2317796.00        | $999358.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 1.5000%  | N/A     | $700000.00         | $370347.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $168000.00         | $165618.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1724354.00        | $1411772.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | 4.5000%  | N/A     | $4226408.00        | $3438644.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $3080220.00        | $3114915.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $1325000.00        | $162508.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.5000%  | N/A     | $2571400.00        | $226329.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $2000000.00        | $583350.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $2136208.00        | $805713.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $2933544.00        | $3006485.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $1277820.00        | $1255325.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $15209312.00       | $15747836.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1737000.00        | $1203506.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $1000000.00        | $902868.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $7500000.00        | $49138.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $1380000.00        | $977261.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $370734.00         | $368170.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $157391.00         | $137885.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1366170.00        | $1270494.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2062-03-01      | 5.0000%  | N/A     | $194256.00         | $148235.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $9195568.00        | $8751559.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 4.0000%  | N/A     | $4900000.00        | $615345.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $15493120.00       | $1271032.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $27548000.00       | $24640313.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $500000.00         | $482736.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $902711040.00      | $865515223.73      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1465000.00        | $1330705.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $2358560.00        | $2356057.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.5000%  | N/A     | $34117.00          | $24345.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $1486286.00        | $1211578.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $5434320.00        | $5419211.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-02-01      | 4.6900%  | N/A     | $15241000.00       | $15351147.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1577000.00        | $130626.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $1245000.00        | $355041.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-08-01      | 4.2500%  | N/A     | $9455408.00        | $8668127.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.0000%  | N/A     | $1518050.00        | $681957.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $742831.00         | $774334.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $5244000.00        | $3881471.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $1858000.00        | $222525.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $6064128.00        | $5645042.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $372152.00         | $390957.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $100000.00         | $12496.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $122843264.00      | $113989964.40      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000028.00        | $987306.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.5000%  | N/A     | $1700000.00        | $869741.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.0000%  | N/A     | $24692864.00       | $1308138.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $511997.00         | $460789.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.0000%  | N/A     | $7598000.00        | $972902.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $35000000.00       | $30981414.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $1149990.00        | $158915.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.0000%  | N/A     | $100000.00         | $5360.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-04-20      | 4.0000%  | N/A     | $51447744.00       | $4586173.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $1385000.00        | $226823.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $1228880.00        | $773145.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $200000.00         | $182922.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.0000%  | N/A     | $80000000.00       | $6463158.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $22352.00          | $14540.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.0000%  | N/A     | $2086000.00        | $431555.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $17120992.00       | $16997518.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $2123736.00        | $1531369.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $3110944.00        | $2833986.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $7377616.00        | $6515589.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 2.5000%  | N/A     | $3000000.00        | $444634.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $4044424.00        | $3607684.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $7513040.00        | $7278555.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $14794976.00       | $15029729.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $2040400.00        | $385687.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.1500%  | N/A     | $8198000.00        | $8370760.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $26000.00          | $25114.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $13802464.00       | $13148866.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1200000.00        | $1173587.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1286166.00        | $1338002.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $7653072.00        | $4620779.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $4200000.00        | $380111.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $804939.00         | $757791.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $800000.00         | $524015.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 4.0000%  | N/A     | $2315000.00        | $229556.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 4.0000%  | N/A     | $16000.00          | $9240.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1800000.00        | $1627195.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $16000.00          | $11600.41          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.4400%  | N/A     | $2471296.00        | $2269292.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $7187872.00        | $5868140.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $14434112.00       | $11297366.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $335000.00         | $55114.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $5174264.00        | $5314714.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $3300000.00        | $2252108.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $9476450.00        | $7879446.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $10000.00          | $9572.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-10-01      | 5.3800%  | N/A     | $1440000.00        | $1490749.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 3.0000%  | N/A     | $4000000.00        | $431186.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $229399175.00      | $146114093.16      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $8651440.00        | $8411309.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 4.0000%  | N/A     | $14734864.00       | $2851648.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $11864080.00       | $12100281.48       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $320257.00         | $244187.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $2096848.00        | $684596.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $237020.00         | $243225.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $148600.00         | $110928.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $75000.00          | $68547.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $3276496.00        | $3070155.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $157700.00         | $123135.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $18547456.00       | $15383216.91       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 3.0000%  | N/A     | $100000.00         | $62469.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $1500000.00        | $227231.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1814830.00        | $1194399.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-01-20      | 3.5000%  | N/A     | $1620352.00        | $116158.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $11949408.00       | $10284386.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.5000%  | N/A     | $841840.00         | $809616.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $200000.00         | $147410.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-15      | 4.5000%  | N/A     | $472239.00         | $37629.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1400000.00        | $1209272.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 6.0000%  | N/A     | $204403520.00      | $1236968.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $81000.00          | $10476.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $22575.00          | $13153.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $810000.00         | $546919.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 4.4800%  | N/A     | $16966688.00       | $16464216.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $750000.00         | $480454.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $23290944.00       | $21761810.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $2134220.00        | $1343874.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $349484.00         | $346789.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.5000%  | N/A     | $2300000.00        | $544562.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $3170000.00        | $2633951.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $13127060.00       | $10626163.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $2800000.00        | $819367.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $7240000.00        | $3470817.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $17812960.00       | $17779406.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $9342000.00        | $5175438.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $2031944.00        | $830180.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-08-15      | 4.0000%  | N/A     | $528000.00         | $39567.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $2374988.00        | $2348260.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.5000%  | N/A     | $38394624.00       | $35968151.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1334000.00        | $406110.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $367529.00         | $299369.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1530000.00        | $1354086.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3561832.00        | $3712708.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $293019.00         | $276458.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $14493728.00       | $12337492.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 1.5000%  | N/A     | $5986232.00        | $3656064.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $7758568.00        | $7508012.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 6.0000%  | N/A     | $4941400.00        | $100855.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1182010.00        | $1148580.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $4000000.00        | $531588.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1095000.00        | $97542.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $3293388.00        | $1943331.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $17000.00          | $9725.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-07-01      | 4.8500%  | N/A     | $1131000.00        | $1100762.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1148682.00        | $1162660.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $1500000.00        | $428722.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1149456.00        | $1147203.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.0000%  | N/A     | $16799000.00       | $228592.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 4.0000%  | N/A     | $17298144.00       | $17025044.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $3913804.00        | $1529968.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $85000.00          | $73975.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 5.0000%  | N/A     | $1313278.00        | $1200294.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $106787.00         | $103617.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $5477952.00        | $4760414.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 4.0000%  | N/A     | $16272800.00       | $16029964.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1042970.00        | $1094121.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $4693888.00        | $4788219.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $12454080.00       | $9015787.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.0700%  | N/A     | $11000000.00       | $11677332.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $2701648.00        | $2586605.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $738000.00         | $615260.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 6.0000%  | N/A     | $192663.00         | $186385.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $980000.00         | $881452.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $8540528.00        | $6209789.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $303925.00         | $303804.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $2912330.00        | $3015409.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $6877960.00        | $5812085.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $6726590.00        | $6636445.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $370315.00         | $368128.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1225104.00        | $1240502.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $55000.00          | $52871.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1108970.00        | $1106450.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $3521372.00        | $3099641.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $9281664.00        | $7047295.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1960000.00        | $1244148.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1636000.00        | $677924.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $3187006.00        | $19241.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $6976360.00        | $6281262.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 6.0000%  | N/A     | $108144800.00      | $235538.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $9000000.00        | $7912457.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 5.0000%  | N/A     | $4594000.00        | $3630104.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $51699136.00       | $49732454.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2785904.00        | $2888565.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.5000%  | N/A     | $517782.00         | $47343.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.5000%  | N/A     | $156000.00         | $126232.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $13080.00          | $11293.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1443238.00        | $1418931.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 4.0000%  | N/A     | $1003500.00        | $37593.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $100000.00         | $89815.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-06-01      | 5.5000%  | N/A     | $102220160.00      | $81007519.26       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-08-01      | 3.0000%  | N/A     | $14480336.00       | $1682259.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $380000.00         | $227971.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $4369464.00        | $3332984.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $9984000.00        | $7406917.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1265350.00        | $1259145.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $1392000.00        | $351932.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $50000.00          | $37427.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 4.0500%  | N/A     | $29648000.00       | $28911706.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $45000.00          | $6255.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $45500000.00       | $6113976.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 3.0000%  | N/A     | $3715240.00        | $1709952.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $3359408.00        | $3145016.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $2123468.00        | $586310.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $7665416.00        | $1269264.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $21000.00          | $19137.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.0000%  | N/A     | $14111740.00       | $8587971.32        | Agency Mortgage-Backed Securities |

### Security 85: 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: ORS005B51
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Long Rating: NR; Fitch Long Rating: NR; Fitch Short Rating: NR; 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

**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 | 2031-02-28      | 4.2500%  | N/A     | $118722700.00      | $120926135.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $725670300.00      | $761553201.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $1214000000.00     | $1230045649.24     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $565600000.00      | $1202475101.59     | U.S. Treasuries (including strips) |

### Security 86: 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: 0CTG15VS1
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Fitch Short Rating: F1; Fitch Long Rating: A+; Moody's Long Rating: A1; Standard & Poor's Long Rating: A+; 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? 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 | 2053-10-01      | 6.5000%  | N/A     | $2055000.00        | $1056478.54        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $17094666.00       | $16671603.27       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $1643053.00        | $1262771.43        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $30502014.00       | $29998397.28       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $4297000.00        | $4014369.60        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1200000.00        | $1070326.13        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $4030921.00        | $4034108.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $1266285.00        | $1141537.33        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1792860.00        | $1369356.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $6026215.00        | $5758506.76        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $3974000.00        | $3419915.16        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0170%  | N/A     | $35381421.00       | $25071849.86       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $8250000.00        | $7443940.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $722.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $100000.00         | $81124.47          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1532907.00        | $1600874.16        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $296721.00         | $290721.78         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $5730660.00        | $5728601.66        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1007237.00        | $1038051.80        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $130007.00         | $122911.61         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $1956834.00        | $1879813.53        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1098675.00        | $902586.57         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $838947.00         | $481221.03         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $415000.00         | $369643.37         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1009757.00        | $716320.15         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $800000.00         | $659145.05         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $9397651.00        | $8121932.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $737368.00         | $505518.42         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1165150.00        | $1119725.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $217829088.00      | $189536362.17      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $100000.00         | $100904.49         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $14351368.00       | $13301006.94       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $4394708.00        | $3745812.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $9891082.00        | $8000206.22        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $762274.00         | $670139.69         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1232500.00        | $1221119.08        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1380751.00        | $1265624.99        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $400593.00         | $361508.35         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $3562633.00        | $2592807.93        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1853295.00        | $1628777.37        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $656434.00         | $588361.58         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $700000.00         | $626631.15         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $376324.00         | $358342.76         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $872436.00         | $370465.96         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $3684527.00        | $3524901.83        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $924232.00         | $856787.65         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $999900.00         | $869997.19         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $100553.00         | $87373.23          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 4.0000%  | N/A     | $1017674.00        | $853893.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $2460004.00        | $2277540.38        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $58333656.00       | $51131180.20       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1100000.00        | $1033617.95        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $828988.00         | $789769.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $1195576.00        | $1249180.92        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $31256098.00       | $29858783.81       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 7.0000%  | N/A     | $2480685.00        | $1717395.02        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 4.5000%  | N/A     | $16938475.00       | $16170590.97       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.5000%  | N/A     | $698431.00         | $365532.81         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $221325.00         | $189165.67         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $604602.00         | $539372.32         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $225752022.00      | $199904983.25      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $1046794.00        | $899017.36         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $1158997.00        | $1166240.86        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $47937807.00       | $42331006.06       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1131200.00        | $1135035.38        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $808379.00         | $788639.63         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1309750.00        | $1167645.78        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.0000%  | N/A     | $297000.00         | $262994.33         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $10412855.00       | $9236945.23        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1756171.00        | $1430374.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1715120.00        | $1701230.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $410000.00         | $368889.92         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $266694.00         | $201269.70         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1100000.00        | $914626.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1175850.00        | $869872.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $200825.00         | $175464.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1663370.00        | $1399458.86        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $25600476.00       | $23360397.59       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $5054000.00        | $4343192.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1406592.00        | $1393727.36        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 4.5000%  | N/A     | $1092627.00        | $993266.45         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1017815.00        | $744394.73         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $287111.00         | $288563.15         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $400000.00         | $345506.56         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.0000%  | N/A     | $257278.00         | $217108.45         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1058961.00        | $956346.30         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1725214.00        | $1778339.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $15482566.00       | $14380105.87       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $1133745.00        | $670610.83         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.5270%  | N/A     | $5642195.00        | $5127716.23        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1840974.00        | $1583177.01        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $315000.00         | $287721.14         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 4.0000%  | N/A     | $560501.00         | $481236.68         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $1580949.00        | $1459302.88        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $14744369.00       | $14317243.90       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.5000%  | N/A     | $165773.00         | $147506.94         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $4783666.00        | $4959357.29        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $4042449.00        | $3829065.92        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $2903943.00        | $1989776.83        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1288683.00        | $1211811.21        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $14813439.00       | $12730080.79       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1651586.00        | $1655947.23        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $29392586.00       | $27369125.84       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $6853108.00        | $6782517.58        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $421961.00         | $413693.06         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1522266.00        | $1421344.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1296490.00        | $1151241.31        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $263447.00         | $226542.35         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $5737674.00        | $5031424.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $232966.00         | $199758.05         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $7938354.00        | $7455187.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1081531.00        | $1033269.77        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $2660892.00        | $1791292.35        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $26618339.00       | $20308956.01       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $225962.00         | $220440.27         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $2999700.00        | $2587693.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $7940294.00        | $6075943.84        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 7.0000%  | N/A     | $93928.00          | $69035.47          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $3669365.00        | $3404854.30        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $17236620.00       | $16597632.60       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1227293.00        | $1002393.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $100988.00         | $87158.99          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 7.0000%  | N/A     | $1323485.00        | $1174035.40        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $113334.00         | $109727.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $3617985.00        | $3607520.27        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $12072576.00       | $12517776.07       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $2134213.00        | $1858466.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2174049.00        | $2174927.58        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $12816966.00       | $12531515.87       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $798285.00         | $780948.15         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $201157.00         | $187326.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $421301.00         | $381162.25         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1002050.00        | $772933.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $20266833.00       | $18528840.93       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1076045.00        | $1077384.52        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1075012.00        | $1042500.45        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $2071651.00        | $1978897.10        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1634686.00        | $1637707.88        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $321200.00         | $281207.07         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $303879.00         | $294884.68         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1640811.00        | $1371333.99        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $4986081.00        | $3883558.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 4.5000%  | N/A     | $9652835.00        | $9111318.51        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.5000%  | N/A     | $4230464.00        | $3111085.31        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1327437.00        | $1332799.18        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $94247.00          | $90554.93          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $21267998.00       | $18538112.07       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $522473.00         | $468308.62         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.0000%  | N/A     | $2987958.00        | $2692788.23        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $549326.00         | $535330.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.5000%  | N/A     | $3371865.00        | $1785483.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $2961307.00        | $2370365.53        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.5000%  | N/A     | $3959700.00        | $3484606.30        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $4079272.00        | $3103586.04        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.0000%  | N/A     | $562152.00         | $511546.81         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $7492569.00        | $7086360.43        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $3015486.00        | $2893521.68        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $5116456.00        | $4600564.77        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1148515.00        | $689885.99         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $11874870.00       | $11249835.84       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.5000%  | N/A     | $22025805.00       | $20996362.93       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $132086.00         | $128487.92         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $178982.00         | $170757.01         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $12570451.00       | $11695233.89       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $3171925.00        | $2964963.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1956990.00        | $1873358.65        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1541866.00        | $1256275.19        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $574298.00         | $489032.98         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2695050.00        | $2308381.46        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $20189950.00       | $17315529.57       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $3468058.00        | $3256978.43        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $3142430.00        | $2507756.46        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1595448.00        | $1671973.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $6300000.00        | $5141971.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $700000.00         | $670345.60         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $9647750.00        | $8546000.31        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $4744091.00        | $4537728.58        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.5000%  | N/A     | $2304830.00        | $1540528.03        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1128973.00        | $965269.92         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $2809610.00        | $2685140.53        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $5888000.00        | $4755966.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $175000.00         | $157499.58         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $355040.00         | $321104.11         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $27569000.00       | $22450076.66       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1233555.00        | $887579.95         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $1293133.00        | $1179537.62        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $1428255.00        | $1337677.74        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $99668.00          | $64634.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $3194353.00        | $3141352.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $4070000.00        | $3652371.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.5000%  | N/A     | $254000.00         | $221873.10         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $97811.00          | $85488.12          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $11007185.00       | $9585206.48        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1459641.00        | $1337655.96        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $3080792.00        | $2915075.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 3.5000%  | N/A     | $7064693.00        | $6085835.14        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1789740.00        | $1623433.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.5000%  | N/A     | $373801.00         | $309095.92         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $1627135.00        | $1351269.18        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1868699.00        | $1605638.92        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $2124034.00        | $1557966.14        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $600000.00         | $583912.44         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $4475030.00        | $4611298.85        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $339902.00         | $314312.39         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $18042152.00       | $18152511.43       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $2469351.00        | $2232111.53        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1008758.00        | $922871.15         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $767524.00         | $509023.96         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1907427.00        | $1643211.03        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $600000.00         | $506732.04         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 3.5000%  | N/A     | $6851959.00        | $5809390.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $463641.00         | $454295.34         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $196484735.00      | $170258641.46      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $200024.00         | $189749.24         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $875000.00         | $580920.79         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $50749016.00       | $46015118.42       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $2054767.00        | $1744672.85        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $44196546.00       | $43717308.94       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $5000000.00        | $4726963.13        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1520182.00        | $1591457.64        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $125016907.00      | $102292695.70      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.5000%  | N/A     | $1712157.00        | $1736636.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $19189515.00       | $18531434.48       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 7.5000%  | N/A     | $2682299.00        | $1938400.71        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.5000%  | N/A     | $2397665.00        | $1470439.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $803014.00         | $768297.30         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 4.5000%  | N/A     | $2142722.00        | $1874919.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $400000.00         | $384200.65         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $138754.00         | $116240.78         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $378083.00         | $325223.86         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $398000.00         | $334478.28         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $501000.00         | $477492.14         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $1000000.00        | $780347.96         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1038141.00        | $925748.53         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1028716.00        | $972257.61         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $665066.00         | $580577.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1180359.00        | $1084593.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1322475.00        | $1231362.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $3907950.00        | $3572553.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1433850.00        | $1382191.49        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $2670246.00        | $2499631.08        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1071505.00        | $897106.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $234594.00         | $201043.66         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $2390180.00        | $2283656.24        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $14775000.00       | $12188285.13       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $1979748.00        | $2068558.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1128750.00        | $1045079.68        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $6999686.00        | $6831189.26        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $5005215.00        | $4584259.19        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2025-06-30      | 4.6250%  | N/A     | $16742400.00       | $17064680.57       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $8135097.00        | $8212467.16        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $200000.00         | $174902.79         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $2207006.00        | $1908371.81        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $762979.00         | $523868.32         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $435836.00         | $403121.81         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $23212028.00       | $20800455.10       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1794061.00        | $1805906.64        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $8130879.00        | $7369518.25        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $7445119.00        | $7451165.89        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $236022.00         | $163780.90         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $2921042.00        | $2310818.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $3039708.00        | $2689020.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $2226364.00        | $2180293.26        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $2299935.00        | $2107729.04        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $8240000.00        | $7689054.99        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $761180.00         | $589067.61         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.0000%  | N/A     | $253000.00         | $229364.43         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.5000%  | N/A     | $1024420.00        | $468335.06         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 7.0000%  | N/A     | $1432150.00        | $1339007.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $6626675.00        | $5894649.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.5000%  | N/A     | $14332588.00       | $12400789.42       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1124585.00        | $1116530.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.5000%  | N/A     | $6096262.00        | $6363791.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $952815.00         | $864319.19         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $311938.00         | $291531.01         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $65000.00          | $58261.07          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1595487.00        | $1070101.87        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $122070.00         | $118561.55         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1699511.00        | $1557367.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $229176.00         | $204204.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1520000.00        | $1308762.38        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $31889954.00       | $30795511.10       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $501521.00         | $491147.68         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $41300000.00       | $35465868.25       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1438075.00        | $1449315.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $251453.00         | $216909.07         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $6139183.00        | $6312394.03        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $7038529.00        | $6259056.53        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $2664999.00        | $2389855.46        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $310507962.00      | $277529033.51      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 3.0000%  | N/A     | $73858.00          | $57068.90          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $373000.00         | $340915.88         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $721000.00         | $647311.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $27141701.00       | $26920706.55       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1011633.00        | $944827.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $680000.00         | $612842.02         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1220000.00        | $1089537.81        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.5000%  | N/A     | $1434408.00        | $1457741.17        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1571413.00        | $1186909.89        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $495375.00         | $508048.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $228800.00         | $225203.96         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.0000%  | N/A     | $131000.00         | $116164.32         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $62833.00          | $58522.88          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $687542.00         | $676356.89         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $17164675.00       | $16486322.49       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.0000%  | N/A     | $1697404.00        | $1553391.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $2061532.00        | $1717263.61        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $102162.00         | $85149.84          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $299412.00         | $261380.17         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1052210.00        | $877638.70         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.0000%  | N/A     | $1530312.00        | $1380461.39        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $14380690.00       | $13726214.59       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $13802809.00       | $13163999.78       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 3.5000%  | N/A     | $217493.00         | $176148.95         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1437406.00        | $1191031.86        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $2602113.00        | $2718214.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1366407.00        | $1404895.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $100000.00         | $85846.20          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $2230351.00        | $2203386.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1525442.00        | $1322430.21        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1779143.00        | $1075501.10        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $334361.00         | $295683.42         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1350000.00        | $1277149.93        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $18577601.00       | $17124095.43       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $7603126.00        | $6144257.59        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $200000.00         | $190334.07         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $5319840.00        | $5179263.18        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $7076248.00        | $6955240.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $1033580.00        | $921386.69         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $1017079.00        | $1069041.52        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $49246.00          | $45456.16          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $438000.00         | $397856.71         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 7.5000%  | N/A     | $4539321.00        | $3306244.81        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $2405400.00        | $2297815.83        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $15129725.00       | $14057233.83       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $702789.00         | $665385.87         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $112313330.00      | $102870535.54      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1638136.00        | $1446102.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $529079.00         | $448934.41         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $23040691.00       | $20293020.89       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $203691692.00      | $167172139.99      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $2102318.00        | $2002557.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1750000.00        | $1580083.88        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1067816.00        | $1055140.26        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 3.5000%  | N/A     | $468375.00         | $379479.66         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $17025000.00       | $12829317.62       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $7000000.00        | $5913259.28        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 3.5000%  | N/A     | $122992.00         | $95491.81          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $22870742.00       | $21061222.90       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $52722075.00       | $51049562.14       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $17000000.00       | $15097111.64       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1569088.00        | $1484095.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $75000.00          | $66683.34          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $3350000.00        | $2955306.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1682364.00        | $1516788.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1532959.00        | $961607.77         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $463523.00         | $358388.89         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $100000.00         | $93954.66          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1793264.00        | $1759277.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $66602255.00       | $67216220.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1911735.00        | $1650871.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1276512.00        | $1087818.17        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1778385.00        | $1814948.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $2253000.00        | $2001782.71        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $13884157.00       | $8828507.58        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.5000%  | N/A     | $103910.00         | $94476.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1523000.00        | $1401591.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1101440.00        | $1082454.33        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $1098779.00        | $856361.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1763054.00        | $1675068.87        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1296500.00        | $1277006.30        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.5000%  | N/A     | $1615324.00        | $1716305.13        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 4.5000%  | N/A     | $41374827.00       | $39150392.65       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $11016758.00       | $10315797.43       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.8160%  | N/A     | $37075558.00       | $30306116.50       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $9824663.00        | $9197893.23        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $7000000.00        | $4061053.65        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $550541.00         | $508167.17         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1315710.00        | $1356712.35        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $2531335.00        | $2127401.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $200000.00         | $180494.64         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $76655.00          | $76860.98          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $6234195.00        | $5254619.84        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $2055025.00        | $1965387.08        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $10251013.00       | $8418212.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.0000%  | N/A     | $89928.00          | $77722.51          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.5000%  | N/A     | $7885708.00        | $7916672.81        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1281110.00        | $1257630.40        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $23221107.00       | $21982982.26       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1433865.00        | $1484162.46        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1061.00           | $891.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $455127.00         | $387849.26         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1624220.00        | $1112882.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1202201.00        | $963429.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $2986973.00        | $3023687.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $2304296.00        | $1986226.04        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $265463.00         | $230175.36         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1650035.00        | $1674644.19        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1521714.00        | $1420400.73        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.5000%  | N/A     | $1071043.00        | $612344.16         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $6109524.00        | $5532282.03        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $448000.00         | $402685.38         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1300000.00        | $1173817.51        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1597288.00        | $1368461.66        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $203000.00         | $170876.75         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $99509.00          | $60660.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $300000.00         | $277531.79         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1053918.00        | $939624.11         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1149095.00        | $836031.37         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1554775.00        | $1484573.04        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $4858620.00        | $4540174.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 4.5000%  | N/A     | $20943700.00       | $18906921.70       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $7717738.00        | $7077011.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $5159347.00        | $4079781.98        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.0000%  | N/A     | $6228833.00        | $3758526.83        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $400000.00         | $358800.41         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $100000.00         | $85405.59          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1513144.00        | $1583054.78        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $775000.00         | $679004.90         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1093862.00        | $1069342.97        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.2240%  | N/A     | $6775975.00        | $6351850.23        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $1905097.00        | $1986993.73        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $600000.00         | $561918.18         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1424225.00        | $1323337.59        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $2275000.00        | $1919894.88        | Agency Mortgage-Backed Securities  |

### Security 87: 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):** $1000306570.00
- **C.18.a - Value (excl. sponsor support):** $1000306570.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 88: 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):** $175101444.00
- **C.18.a - Value (excl. sponsor support):** $175101444.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 89: 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):** $627959629.96
- **C.18.a - Value (excl. sponsor support):** $627959629.96
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 90: 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: 3130B5E61, C.4 - ISIN: US3130B5E618, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $799993168.00
- **C.18.a - Value (excl. sponsor support):** $799993168.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Long Rating: Aa1; 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: 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):** $742009371.20
- **C.18.a - Value (excl. sponsor support):** $742009371.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 92: 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: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1425394540.18
- **C.18.a - Value (excl. sponsor support):** $1425394540.18
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; 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 93: 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: 912797LN5, C.4 - ISIN: US912797LN52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4131132837.92
- **C.18.a - Value (excl. sponsor support):** $4131132837.92
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **C.10 - Ratings:** Fitch Short Rating: F1+; 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: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: 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: 0SON08SV8
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Moody's Long Rating: A1; Fitch Long Rating: A; Standard & Poor's Long Rating: A; 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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2051-04-01      | 2.5000%  | N/A     | $21867548.00       | $12840761.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $158820320.00      | $88826753.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $179262275.00      | $91111275.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $140964096.00      | $85410034.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $148995248.00      | $89206492.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 2.0000%  | N/A     | $143848180.00      | $82311743.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.5000%  | N/A     | $84608051.00       | $60292940.70       | Agency Mortgage-Backed Securities |

### Security 95: 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):** $1000340320.00
- **C.18.a - Value (excl. sponsor support):** $1000340320.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 96: 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):** $246998063.52
- **C.18.a - Value (excl. sponsor support):** $246998063.52
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 97: 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):** $75030149.25
- **C.18.a - Value (excl. sponsor support):** $75030149.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 98: 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: 0QP001S46
- **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):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: A; Moody's Long Rating: A1; 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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2053-02-15      | 3.6250%  | N/A     | $59248300.00       | $47719423.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $266488500.00      | $258280654.20      | U.S. Treasuries (including strips) |

### Security 99: 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):** $952788629.54
- **C.18.a - Value (excl. sponsor support):** $952788629.54
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 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: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1101651293.14
- **C.18.a - Value (excl. sponsor support):** $1101651293.14
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** 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; 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 101: 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):** $2000841240.00
- **C.18.a - Value (excl. sponsor support):** $2000841240.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 102: 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: 912797PS0, C.4 - ISIN: US912797PS04, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $948320.88
- **C.18.a - Value (excl. sponsor support):** $948320.88
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; 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

### Security 103: 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: 0CTG15UD5
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; 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 HOME LOAN MOR | 2052-12-01      | 4.5000%  | N/A     | $20890452.00       | $16685776.82       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $159879.00         | $128769.63         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1235240.00        | $737860.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $760000.00         | $681518.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $210913.00         | $160784.36         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 6.0000%  | N/A     | $1389262.00        | $1092433.07        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $200000.00         | $154738.64         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $79246.00          | $63820.73          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $800000.00         | $678179.38         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $346702.00         | $229040.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 3.5000%  | N/A     | $213810.00         | $176879.65         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $27249443.00       | $22316012.67       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $119000.00         | $99220.93          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $2554000.00        | $1884794.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1940080.00        | $1735305.30        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1651479.00        | $1268528.34        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1637565.00        | $745290.22         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 3.0000%  | N/A     | $25056931.00       | $19434160.77       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1001299.00        | $869753.33         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-30      | 6.0000%  | N/A     | $8270246.00        | $6251845.65        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.5000%  | N/A     | $302582.00         | $215844.23         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $178531.00         | $137133.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.5000%  | N/A     | $1508629.00        | $1077381.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $7978413.00        | $6551117.43        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 7.0000%  | N/A     | $1174829.00        | $654171.17         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $749.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $100307.00         | $85382.04          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1393755.00        | $1138599.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $268952.00         | $197091.67         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $57638169.00       | $54330772.93       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $794515.00         | $748876.17         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $1195939.00        | $853379.56         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $31923397.00       | $24157597.48       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $700000.00         | $556030.17         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.5000%  | N/A     | $13679501.00       | $10879712.50       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $309795.00         | $256915.62         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1728620.00        | $1384325.27        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $216715.00         | $127534.18         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $6019521.00        | $4851251.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1329668.00        | $973942.88         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $2231889.00        | $2137579.49        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $258701.00         | $246970.03         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $17106357.00       | $12140517.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 3.0000%  | N/A     | $148486.00         | $116634.37         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $140000.00         | $119562.18         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $99000.00          | $81329.05          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $68071.00          | $60216.45          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $19367266.00       | $13454621.94       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $91000.00          | $78500.37          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $954293.00         | $797614.69         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $779150.00         | $466627.49         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $1394043.00        | $1217179.11        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $319000.00         | $223638.77         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1543250.00        | $1377666.62        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $502053.00         | $416149.26         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $355135.00         | $298220.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1447205.00        | $893462.07         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $450000.00         | $321920.67         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $2766285.00        | $1958150.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $200000.00         | $155064.69         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $502459.00         | $280777.07         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0720%  | N/A     | $306000.00         | $198198.33         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $493551.00         | $426312.53         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2491362.00        | $2331277.14        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1051489.00        | $831093.49         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $155000.00         | $115759.72         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $1627397.00        | $1231423.66        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $4960566.00        | $4326137.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 3.5000%  | N/A     | $12579681.00       | $9736594.52        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 3.5000%  | N/A     | $94134.00          | $72243.58          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $115232.00         | $88291.23          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $339000.00         | $291136.71         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $76818054.00       | $55997738.86       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $208266.00         | $173825.97         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $150000.00         | $127436.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $17059543.00       | $13876420.93       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $90000.00          | $75899.67          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $100000.00         | $82996.54          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 3.0000%  | N/A     | $2107334.00        | $1783861.97        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 3.5000%  | N/A     | $4798469.00        | $3672553.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1350512.00        | $718169.53         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $2111267.00        | $2000410.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $9714327.00        | $7757477.86        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.5000%  | N/A     | $100000.00         | $73858.93          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $1028783.00        | $888467.44         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $2436498.00        | $2114585.14        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $168000.00         | $148900.67         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $169000.00         | $105722.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $983094.00         | $989525.09         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $2943000.00        | $2444606.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $302983.00         | $230479.25         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $284000.00         | $228172.16         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $5666912.00        | $4475425.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 3.5000%  | N/A     | $481120.00         | $378151.05         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $6512000.00        | $5256109.84        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $313423.00         | $234788.04         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.5000%  | N/A     | $595000.00         | $403758.31         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $1697000.00        | $1218084.72        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $1012080.00        | $789766.42         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1380686.00        | $1296842.82        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1332305.00        | $784978.84         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $4114045.00        | $3138571.86        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1518728.00        | $1149738.27        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1369000.00        | $1082421.25        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1000000.00        | $831415.58         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.3620%  | N/A     | $356000.00         | $258532.30         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $4681795.00        | $4045284.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $4712809.00        | $3402187.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $600000.00         | $535259.55         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $200000.00         | $151809.39         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $7697100.00        | $6719496.07        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1300000.00        | $1082148.88        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $338109.00         | $266257.06         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $3438422.00        | $2681407.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $222849.00         | $181349.90         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $528205.00         | $428174.65         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $4924453.00        | $4245258.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1700000.00        | $1402021.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $12697.00          | $9239.24           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $3223759.00        | $2525733.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $5690539.00        | $4684875.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $692263.00         | $497489.47         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 4.0000%  | N/A     | $23135526.00       | $20990199.45       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $126000.00         | $104827.90         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $3443611.00        | $2855057.95        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.5000%  | N/A     | $400000.00         | $276865.74         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 7.0000%  | N/A     | $1026071.00        | $1055595.54        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $275751.00         | $206486.15         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $6175973.00        | $5527541.17        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.0000%  | N/A     | $90862.00          | $70750.17          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.5000%  | N/A     | $155993.00         | $119054.47         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $37373095.00       | $33131606.27       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $398660.00         | $298424.85         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $19384876.00       | $17396461.57       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $4013000.00        | $3419321.96        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $187131.00         | $146485.01         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $908196.00         | $833553.07         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $1476843.00        | $1455249.56        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $11864594.00       | $9645974.74        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $70150.00          | $54691.05          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $8105974.00        | $6766985.69        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $165000.00         | $141306.14         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $100000.00         | $80303.69          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $8295357.00        | $7717277.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $74500.00          | $55907.60          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $32000000.00       | $23153935.30       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $81596.00          | $72472.24          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $138743152.00      | $130604638.47      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $39017807.00       | $35921967.11       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $720000.00         | $624068.88         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $3063216.00        | $2441669.94        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1401372.00        | $1068816.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $698648.00         | $572576.39         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $100000.00         | $76778.43          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $400622.00         | $379994.31         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 2.0000%  | N/A     | $1327798.00        | $934052.16         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $165000.00         | $136855.88         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $100000.00         | $83602.72          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $2774287.00        | $2276127.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $400000.00         | $296943.29         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $72674.00          | $55640.14          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $2512790.00        | $2122091.37        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 2.0000%  | N/A     | $865001.00         | $619325.09         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 7.0000%  | N/A     | $4000000.00        | $2756977.05        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2032710.00        | $1832678.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.6340%  | N/A     | $2286209.00        | $2049552.76        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 3.0000%  | N/A     | $71252.00          | $55704.45          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $2374934.00        | $2123771.34        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $240000.00         | $190833.21         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $139000.00         | $112060.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $654766.00         | $580420.83         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $82772.00          | $64663.95          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $2659605.00        | $2444535.97        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $781503.00         | $650521.15         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $3210817.00        | $2665181.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $72071.00          | $69284.58          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1301910.00        | $840760.30         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 7.5000%  | N/A     | $1297493.00        | $279695.82         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $61937372.00       | $54355967.38       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $279808.00         | $257195.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $570619.00         | $444081.17         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $72705.00          | $62320.89          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $1355000.00        | $1049735.83        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $100000.00         | $65471.93          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $833409.00         | $682980.81         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $927042.00         | $625295.69         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $5966793.00        | $5436131.89        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $17610432.00       | $14950060.07       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $377695.00         | $313600.93         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $2830000.00        | $2007625.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $5336947.00        | $4166756.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $3042824.00        | $2104250.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $321995.00         | $252879.05         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $1449416.00        | $1139750.08        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $600000.00         | $483421.04         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $206986.00         | $191222.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $100000.00         | $76495.73          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $54195432.00       | $46978156.91       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $378751.00         | $275668.31         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $2736107.00        | $2678230.15        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $102000.00         | $79011.66          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $850000.00         | $665092.77         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.5000%  | N/A     | $1044323.00        | $717204.04         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $2835740.00        | $2253862.03        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1360491.00        | $1196394.56        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $47614374.00       | $38776141.28       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $1900000.00        | $1400401.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $1317254.00        | $1304241.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 3.5000%  | N/A     | $228986.00         | $182347.29         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $400000.00         | $308521.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $2139312.00        | $1873775.94        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $6399835.00        | $5235208.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $3725000.00        | $2747918.35        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 4.5000%  | N/A     | $5035563.00        | $4292354.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $247376.00         | $195657.55         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $100000.00         | $83852.16          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1686686.00        | $1254197.29        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $25564833.00       | $23813516.18       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $54783809.00       | $49415731.08       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $118000.00         | $89910.66          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.5000%  | N/A     | $5908430.00        | $5405178.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $800000.00         | $675031.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $431903.00         | $358023.40         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $185000.00         | $159516.62         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $621538.00         | $490878.74         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $300000.00         | $242436.77         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1879120.00        | $1685885.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $153939.00         | $129400.05         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $226339.00         | $142786.93         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1037479.00        | $804727.79         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $2111602.00        | $1880087.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.5000%  | N/A     | $1152519.00        | $991288.99         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $402549.00         | $343473.30         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1565000.00        | $1183165.39        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $275000.00         | $218363.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $14113327.00       | $12216491.15       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.5000%  | N/A     | $976206.00         | $992962.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $2284527.00        | $1685640.32        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $29597607.00       | $26522615.58       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $320000.00         | $257332.53         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $130000.00         | $102280.93         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 3.5000%  | N/A     | $4495499.00        | $3546545.85        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $80000.00          | $65622.17          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $676221.00         | $541756.20         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $142000.00         | $119500.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $130000.00         | $103037.83         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 7.0000%  | N/A     | $1327954.00        | $1009860.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $746401.00         | $572503.53         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $49439478.00       | $37874425.03       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $100000.00         | $86278.55          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.5000%  | N/A     | $1012592.00        | $1021283.61        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $25432248.00       | $20950346.76       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $7001514.00        | $5040671.36        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $2474404.00        | $2216951.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $6104048.00        | $5025523.08        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1142586.00        | $872783.57         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $198000.00         | $152550.38         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1013570.00        | $1006979.14        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $87000.00          | $66663.21          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $2808758.00        | $2377740.82        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $1312667.00        | $959454.88         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $401000.00         | $319665.48         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1630885.00        | $1458112.87        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5950%  | N/A     | $402000.00         | $290975.21         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $8404000.00        | $6070314.48        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 2.5000%  | N/A     | $748000.00         | $515278.02         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $31971974.00       | $22965318.64       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.5000%  | N/A     | $2655003.00        | $1890378.41        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $9409739.00        | $8326146.83        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $7047795.00        | $5980162.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $100000.00         | $85892.07          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $1181153.00        | $879307.05         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $3548156.00        | $3473355.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $400000.00         | $358136.79         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $4471000.00        | $3309317.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $1447035.00        | $1089895.40        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $22374314.00       | $16423175.72       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $4575636.00        | $3364463.64        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $297999.00         | $186708.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $600000.00         | $541047.40         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $503177.00         | $475098.76         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $93529.00          | $70799.03          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 3.5000%  | N/A     | $314000.00         | $253375.29         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $210454.00         | $162494.73         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $198000.00         | $165553.72         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $29382743.00       | $24297384.49       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 7.0000%  | N/A     | $9966385.00        | $8221164.26        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $75452.00          | $63086.80          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1255948.00        | $898071.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $205445.00         | $172663.23         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $4015088.00        | $3250322.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $600127.00         | $471223.37         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $502349.00         | $369621.07         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $640000.00         | $487989.14         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1646250.00        | $1470254.24        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $660000.00         | $508508.16         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $61946.00          | $56112.61          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $14430000.00       | $12287751.42       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1953711.00        | $1500715.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.9450%  | N/A     | $76000.00          | $59882.51          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $230000.00         | $169244.88         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.5000%  | N/A     | $966325.00         | $826865.27         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.5000%  | N/A     | $209848.00         | $155549.42         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $2771188.00        | $2765409.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $130000.00         | $112265.48         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $500000.00         | $380710.15         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.5000%  | N/A     | $625577.00         | $517229.92         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1461000.00        | $1136973.23        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $267000.00         | $191516.88         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $100000.00         | $86267.26          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $2237104.00        | $1702225.36        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $5000000.00        | $3864124.03        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $159480.00         | $131123.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2791930.00        | $2350592.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $871000.00         | $674571.65         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $167788.00         | $131564.56         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $75972.00          | $58933.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $207663.00         | $171372.74         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2312262.00        | $1884660.37        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $200000.00         | $169784.88         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $690806.00         | $471178.19         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $5994538.00        | $5224718.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 3.5000%  | N/A     | $1478031.00        | $1251891.28        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $200000.00         | $167934.81         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $2294983.00        | $1748241.29        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1060422.00        | $886565.27         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $3551000.00        | $2920402.36        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1534830.00        | $669429.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $2810198.00        | $2570141.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $93000.00          | $69637.77          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $100000.00         | $82996.13          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1070456.00        | $1095385.86        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $26061643.00       | $18903385.59       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1840400.00        | $1383026.14        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $7092177.00        | $6208431.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $832015.00         | $645987.95         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.0000%  | N/A     | $4863980.00        | $3858532.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $3266872.00        | $2851172.50        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.5000%  | N/A     | $100000.00         | $67193.83          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $1397180.00        | $1032683.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $31479477.00       | $23157876.11       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $414000.00         | $338050.21         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $453333.00         | $450668.05         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1194500.00        | $468846.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $35756945.00       | $34264821.39       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.5000%  | N/A     | $1257932.00        | $1273292.99        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $113000.00         | $85464.21          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $100000.00         | $76432.41          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $1031110.00        | $1015892.24        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $783086.00         | $621537.68         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $8338286.00        | $7207695.52        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 6.0000%  | N/A     | $1070841.00        | $1058038.08        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $100000.00         | $75696.84          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $902547.00         | $742118.35         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1020781.00        | $910431.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.6090%  | N/A     | $291000.00         | $216063.22         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $116000.00         | $90381.43          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.5000%  | N/A     | $1527383.00        | $1534779.28        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $31087091.00       | $24030091.10       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1000000.00        | $803426.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $520000.00         | $398618.36         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1114281.00        | $885541.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1659567.00        | $1616941.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $4800786.00        | $4286454.64        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $26310913.00       | $22908664.14       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $14646682.00       | $10539381.72       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $88000.00          | $67013.05          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $6381164.00        | $6228079.34        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $400000.00         | $325014.07         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 3.5000%  | N/A     | $533591.00         | $410973.97         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $550754.00         | $508369.40         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 6.0000%  | N/A     | $400000.00         | $325589.14         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $73205282.00       | $62435007.94       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $16523550.00       | $14654627.36       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $100000.00         | $76654.77          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $264000.00         | $207085.76         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $100000.00         | $80236.56          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $17283487.00       | $15009240.57       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $60679000.00       | $49148353.08       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1001210.00        | $741975.76         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $100000.00         | $84319.52          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1222384.00        | $972454.34         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $529741.00         | $526217.08         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $2271314.00        | $2191992.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $700000.00         | $559690.44         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $100000.00         | $83216.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $96000.00          | $75112.54          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $15227071.00       | $11081863.70       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 4.5000%  | N/A     | $250529.00         | $216735.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $159000.00         | $118335.60         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $195731.00         | $159678.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $200000.00         | $176681.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $75000.00          | $64645.14          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $252000.00         | $195364.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $819015.00         | $704501.17         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $473850.00         | $346805.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $68001.00          | $56315.12          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $725000.00         | $531627.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.0000%  | N/A     | $225765.00         | $182595.92         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $125000.00         | $98352.48          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $3764432.00        | $3235199.37        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $600000.00         | $446804.45         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $6170988.00        | $5031729.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $26218534.00       | $19461917.20       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $5370585.00        | $5330925.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $1995000.00        | $1493351.50        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $3775027.00        | $2421353.95        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $501201.00         | $413244.21         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $1120000.00        | $834976.20         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $1019162.00        | $706622.40         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $7439596.00        | $6288994.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1309400.00        | $1244741.80        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $508000.00         | $371847.29         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $201666.00         | $173949.93         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $90000.00          | $75338.69          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $6345463.00        | $5651457.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $32235833.00       | $26252621.98       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $300000.00         | $235599.58         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $413803.00         | $213492.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $609521.00         | $443895.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $600000.00         | $459221.19         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $32466951.00       | $21418847.57       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 3.0000%  | N/A     | $152073.00         | $115099.12         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $80080.00          | $64842.04          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $400000.00         | $308210.75         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $31227602.00       | $23585562.84       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $144131.00         | $130385.19         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $6396430.00        | $5515527.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $352295.00         | $282761.99         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $1933560.00        | $1587853.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $100000.00         | $81342.60          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $12575412.00       | $10267103.28       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $33284400.00       | $25930126.53       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $2000000.00        | $1481830.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $965000.00         | $684795.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $537000.00         | $427839.60         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $3761098.00        | $2419169.43        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $1308848.00        | $1131898.36        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $319916.00         | $257821.07         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $383240.00         | $322849.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $136500.00         | $111316.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $44423832.00       | $39896352.46       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.1200%  | N/A     | $937000.00         | $820046.38         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $8676500.00        | $7815908.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $65000.00          | $52810.10          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $853914.00         | $821463.78         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $12721937.00       | $11406513.45       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $2000000.00        | $1699106.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1032497.00        | $847774.58         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 7.0000%  | N/A     | $518570.00         | $533782.16         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $7550000.00        | $6326825.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $360000.00         | $294209.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $1262835.00        | $1130558.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $155000.00         | $136810.31         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $117515.00         | $108254.55         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 7.0000%  | N/A     | $1016445.00        | $993697.36         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $2038343.00        | $1048874.57        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $9036375.00        | $7213852.21        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $2998530.00        | $2412506.46        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $1830900.00        | $1779182.97        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $445574.00         | $344581.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $499950.00         | $472222.13         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $927466.00         | $747880.97         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1167090.00        | $1124013.99        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1695000.00        | $1227350.49        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1087591.00        | $884563.21         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $3823800.00        | $3009157.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1275515.00        | $946277.51         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $190000.00         | $125381.21         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $40309000.00       | $30315923.80       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $3814128.00        | $3560806.02        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 2.5000%  | N/A     | $130078.00         | $81289.85          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $292000.00         | $207493.61         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $668722.00         | $547141.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 3.5000%  | N/A     | $266295.00         | $213918.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $100000.00         | $78838.67          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $97945.00          | $78741.33          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $101062.00         | $87314.86          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $200000.00         | $147270.18         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1177050.00        | $1046561.18        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $562511.00         | $532939.64         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $29682853.00       | $22212004.38       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $13611208.00       | $11003310.94       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $111246.00         | $84297.92          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $24998000.00       | $18612761.56       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1118092.00        | $1000220.23        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $2923416.00        | $2448951.58        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 3.5000%  | N/A     | $480962.00         | $381868.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $155000.00         | $119257.06         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $5047247.00        | $4069141.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $2418000.00        | $2032453.84        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $719060.00         | $548766.32         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $24647236.00       | $23422317.67       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $277000.00         | $201357.92         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $900000.00         | $714418.95         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $198426.00         | $166700.03         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $86000.00          | $73794.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1305555.00        | $1016260.61        | Agency Mortgage-Backed Securities  |

### Security 104: 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):** $140048500.20
- **C.18.a - Value (excl. sponsor support):** $140048500.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 105: 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: 313385GJ9, C.4 - ISIN: US313385GJ96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121284484.59
- **C.18.a - Value (excl. sponsor support):** $121284484.59
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, 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: 912797MG9, C.4 - ISIN: US912797MG92, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3061075825.00
- **C.18.a - Value (excl. sponsor support):** $3061075825.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 107: 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):** $5582016842.68
- **C.18.a - Value (excl. sponsor support):** $5582016842.68
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 108: 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):** $1049671875.00
- **C.18.a - Value (excl. sponsor support):** $1049671875.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 109: 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: OQB008DK0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Long Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: A+; 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? 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 | 2030-08-01      | 4.5000%  | N/A     | $650000.00         | $12979.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 6.0000%  | N/A     | $5247765.00        | $5065279.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.5000%  | N/A     | $630908.00         | $488247.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $125000.00         | $109159.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $400000.00         | $372419.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-02-01      | 5.0000%  | N/A     | $444735.00         | $1590.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.5000%  | N/A     | $706000.00         | $443976.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1871792.00        | $1852013.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $7474576.00        | $5204713.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $33319067.00       | $29686700.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $9385688.00        | $9470673.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $5000000.00        | $3974715.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $3842283.00        | $2730837.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $3000.00           | $676.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $1155000.00        | $20291.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $900000.00         | $715788.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $1009315.00        | $979530.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1723300.00        | $1660862.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $40000000.00       | $5429398.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $22000.00          | $16163.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-05-01      | 3.5000%  | N/A     | $754551.00         | $18464.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $3300000.00        | $2671196.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $121713.00         | $86813.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 4.0000%  | N/A     | $850569.00         | $593120.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $500000.00         | $376445.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $28375984.00       | $27812198.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $10703406.00       | $7149647.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $3624577.00        | $3599548.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 7.5000%  | N/A     | $1457550.00        | $818527.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $191000.00         | $15173.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1000000.00        | $856410.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $2500000.00        | $1344228.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $590368.00         | $533956.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | 5.5000%  | N/A     | $40151349.00       | $35758215.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 6.0000%  | N/A     | $10324105.00       | $7496073.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $4054528.00        | $3912842.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $27000.00          | $20114.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 2.5000%  | N/A     | $1007000.00        | $572167.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $17636347.00       | $15519032.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1045319.00        | $1086503.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.0000%  | N/A     | $79000.00          | $10618.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.0000%  | N/A     | $3486000.00        | $129308.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.0000%  | N/A     | $5135000.00        | $718102.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.0000%  | N/A     | $213534.00         | $1510.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 1.5000%  | N/A     | $1000000.00        | $451633.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $4460000.00        | $966058.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $1783405.00        | $1772110.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 2.0000%  | N/A     | $999900.00         | $772874.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $14718500.00       | $13915621.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.5000%  | N/A     | $243782.00         | $152174.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $100000.00         | $84947.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.0000%  | N/A     | $3600000.00        | $404644.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $172166.00         | $106933.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $2000000.00        | $1941289.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.5000%  | N/A     | $717000.00         | $63991.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $33091476.00       | $29208531.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $888010.00         | $555604.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $2451807.00        | $1901234.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 6.0000%  | N/A     | $1006874.00        | $808997.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $40278905.00       | $32057508.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 1.5000%  | N/A     | $1300783.00        | $729189.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $24226795.00       | $15565693.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.0000%  | N/A     | $4000000.00        | $3335531.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $300000.00         | $258930.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $7013937.00        | $7135346.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.0000%  | N/A     | $268000.00         | $230031.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.0000%  | N/A     | $2053294.00        | $1563674.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $103000.00         | $77405.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.0000%  | N/A     | $922265.00         | $108647.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $500000.00         | $476725.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $60000.00          | $39928.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1107128.00        | $991490.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.5000%  | N/A     | $327000.00         | $56090.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 6.0000%  | N/A     | $1045408.00        | $1063276.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $532744.00         | $504051.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1300807.00        | $1358725.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.5000%  | N/A     | $12060966.00       | $11160455.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $3386527.00        | $2967056.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $9949987.00        | $7867389.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $1434480.00        | $31665.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.0000%  | N/A     | $15873687.00       | $15337002.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.5000%  | N/A     | $1076556.00        | $969287.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $210307.00         | $18565.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.0000%  | N/A     | $49500.00          | $22842.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $21552751.00       | $13947639.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $3396557.00        | $2441992.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $45785234.00       | $45502672.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1345160.00        | $1351816.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1405300.00        | $1379958.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $20000.00          | $17182.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1396267.00        | $1431591.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.0000%  | N/A     | $600000.00         | $53106.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1222160.00        | $1216402.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $11498342.00       | $8114406.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $612791779.00      | $573854406.88      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $39257584.00       | $35077090.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $100000.00         | $105085.39         | Agency Mortgage-Backed Securities |

### Security 110: 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: OSG002C82
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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? 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 | 2052-08-01      | 5.0000%  | N/A     | $5008709.00        | $4541401.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-25      | 5.0000%  | N/A     | $2849730.00        | $2115107.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-04-01      | 1.5000%  | N/A     | $2265125.00        | $1270136.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $493000.00         | $394956.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2878807.00        | $2443561.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.8220%  | N/A     | $58303.00          | $34920.77          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $1299000.00        | $822480.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1259283.00        | $1271755.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1705793.00        | $1498425.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.5000%  | N/A     | $1418353.00        | $313285.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1024.00           | $723.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $22516653.00       | $18376955.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $5450000.00        | $1009889.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $14821701.00       | $7581694.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.0000%  | N/A     | $5182685.00        | $447747.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1001600.00        | $993793.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.0000%  | N/A     | $1097290.00        | $831198.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $55000.00          | $37186.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.5000%  | N/A     | $5000000.00        | $4044230.43        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $96682.00          | $53348.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $5445781.00        | $4015014.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $250000.00         | $160029.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-25      | 3.0306%  | N/A     | $3000000.00        | $2584293.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $12702000.00       | $3664159.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $1229405.00        | $789811.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1892864.00        | $1910978.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.9020%  | N/A     | $3839571.00        | $3138919.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $27825502.00       | $24821577.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 5.6000%  | N/A     | $69853.00          | $28952.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $2605000.00        | $1977216.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $4000000.00        | $1042211.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1300000.00        | $988860.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | 3.5000%  | N/A     | $81875968.00       | $17876672.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $15127995.00       | $3905886.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $104385593.00      | $8118718.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-25      | 3.2730%  | N/A     | $437641.00         | $393488.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $2484284.00        | $1626673.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $3640193.00        | $3504769.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $5023559.00        | $4005972.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1600313.00        | $1569556.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.0000%  | N/A     | $21000.00          | $5619.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1944739.00        | $380934.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $10966264.00       | $2759805.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $94078.00          | $93120.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6720%  | N/A     | $1000.00           | $962.75            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.5000%  | N/A     | $52839359.00       | $4294768.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.5000%  | N/A     | $1396.00           | $61.08             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $3467932.00        | $2513430.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $5801954.00        | $3448867.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $5529000.00        | $3050416.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $43523.00          | $25991.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $6470265.00        | $2119702.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $11226035.00       | $1886354.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $9398539.00        | $5046030.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $9256626.00        | $2170389.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-25      | 5.4220%  | N/A     | $305606.00         | $211058.91         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $21502224.00       | $11851811.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $13513352.00       | $1718961.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $10469737.00       | $4081618.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $200000.00         | $98183.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $2755402.00        | $1680564.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | 1.9791%  | N/A     | $13392457.00       | $11343346.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-25      | 3.0086%  | N/A     | $3514000.00        | $1807690.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $9595232.00        | $1770334.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.5000%  | N/A     | $74143.00          | $31265.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $15269121.00       | $1877905.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $980346.00         | $820001.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1074244.00        | $796114.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 1.5000%  | N/A     | $497988.00         | $268159.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $19379916.00       | $3630989.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.5000%  | N/A     | $1060070.00        | $838582.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 5.2220%  | N/A     | $32289792.00       | $31018019.82       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $3452694.00        | $2002278.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $2000000.00        | $1974991.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1165238.00        | $1217985.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $3381438.00        | $2520720.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $235000.00         | $112346.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1159003.00        | $910883.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $4786960.00        | $3093347.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $15732388.00       | $8097849.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-25      | 5.2220%  | N/A     | $6588651.00        | $5243383.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $5092288.00        | $3913371.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $680941.00         | $584162.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $1006777.00        | $1048638.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-25      | 1.7072%  | N/A     | $16900000.00       | $14193500.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $190754340.00      | $99831256.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $5039000.00        | $3594278.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $28200000.00       | $24243987.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2516270.00        | $2484998.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-25      | 5.6720%  | N/A     | $1192696.00        | $886062.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $10849905.00       | $5955160.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $4462880.00        | $3442041.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $4483288.00        | $4333688.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1061635.00        | $1111753.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $142856549.00      | $73422900.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.5720%  | N/A     | $5469752.00        | $5358161.10        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $300000.00         | $218047.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $30226763.00       | $3526946.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $41188913.00       | $4000290.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $34873916.00       | $27950970.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $4738697.00        | $4630574.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $2087840.00        | $1746138.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $4100000.00        | $3160949.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $54646823.00       | $15361494.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $114999076.00      | $66260956.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $156687.00         | $31990.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $3520.00           | $3123.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $1568950.00        | $1478534.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $2073924.00        | $1561866.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $1000000.00        | $221895.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $3766564.00        | $3308646.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.5000%  | N/A     | $8443159.00        | $1835341.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-25      | 2.5770%  | N/A     | $3000000.00        | $2392019.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $10502134.00       | $9074673.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $756052.00         | $619078.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $19650000.00       | $3427145.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $27362618.00       | $14270779.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $2440650.00        | $2295928.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2704051.00        | $2546607.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.0000%  | N/A     | $3928096.00        | $1632163.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $287111.00         | $288563.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $1774534.00        | $500192.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $45800000.00       | $42681690.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.5000%  | N/A     | $14204049.00       | $2453143.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $5484628.00        | $1299417.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1229179.00        | $1001201.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-25      | 3.5000%  | N/A     | $105713.00         | $12176.36          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 5.6220%  | N/A     | $41988713.00       | $38501716.94       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1995556.00        | $1035681.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 7.5000%  | N/A     | $2895054.00        | $2249325.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $6440744.00        | $3856809.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $5895412.00        | $4263186.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1534134.00        | $1423767.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $4000000.00        | $537199.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $3132770.00        | $2210133.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $3659426.00        | $2049387.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1565951.00        | $1611011.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $6237322.00        | $4587333.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $9112207.00        | $4145931.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1694851.00        | $1718132.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $4931232.00        | $3635500.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | 1.5000%  | N/A     | $1612128.00        | $615612.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $3476979.00        | $3507461.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $13533518.00       | $12438429.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $35583.00          | $28962.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 2.5000%  | N/A     | $2025000.00        | $995649.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1145376.00        | $961658.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 7.0000%  | N/A     | $1139896.00        | $599669.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $4190250.00        | $3122293.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1394380.00        | $1136937.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $1057.00           | $285.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $17540990.00       | $13166723.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1177641.00        | $931799.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $144479763.00      | $109417607.91      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $1001.00           | $9.26              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 6.0000%  | N/A     | $792289.00         | $719984.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1915632.00        | $1900710.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1112965.00        | $1139037.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 7.0000%  | N/A     | $1005097.00        | $828254.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 1.5000%  | N/A     | $122334720.00      | $66478407.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $6416024.00        | $2374684.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $13550393.00       | $7679842.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $1000.00           | $927.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $5067463.00        | $4146540.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $8243.00           | $8218.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $970099.00         | $815318.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $23304000.00       | $4385575.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $400000.00         | $306147.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $1071650.00        | $132550.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $19944688.00       | $3528293.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $222999.00         | $86186.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.0000%  | N/A     | $500000.00         | $39162.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.5000%  | N/A     | $925000.00         | $744175.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1339913.00        | $1290938.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $313684.00         | $208945.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.0000%  | N/A     | $2350000.00        | $1108896.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 6.0000%  | N/A     | $745000.00         | $36136.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 6.0720%  | N/A     | $6189121.00        | $4006458.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $4106099.00        | $3802949.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $75000.00          | $48189.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $97000.00          | $53768.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $2000000.00        | $204170.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 2.0000%  | N/A     | $112628.00         | $64878.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $6014048.00        | $5915404.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $3964485.00        | $2265987.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1299000.00        | $48088.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $9958366.00        | $9776627.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2449%  | N/A     | $2997700.00        | $2538191.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $136035961.00      | $33317113.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $30139975.00       | $13059419.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $5031717.00        | $4712609.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1265228.00        | $1249958.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $8898912.00        | $7452790.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1834699.00        | $1811102.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.5000%  | N/A     | $10161955.00       | $3308788.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.8220%  | N/A     | $76412.00          | $61829.20          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-11-25      | 3.6222%  | N/A     | $4055000.00        | $3478573.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $2049820.00        | $1684996.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $4575111.00        | $1381166.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $2500000.00        | $366684.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $799996.00         | $181297.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $9920654.00        | $1975452.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2115135.00        | $2038482.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1900000.00        | $247591.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $12874948.00       | $10148762.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1556021.00        | $1538661.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $4059641.00        | $1181221.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $5000000.00        | $2236700.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1395030.00        | $1304950.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $1241344.00        | $1026714.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-25      | 2.4440%  | N/A     | $543048.00         | $503029.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $5050119.00        | $3931767.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $44590047.00       | $27279072.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $1001543.00        | $765026.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $7831158.00        | $3374812.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $145416364.00      | $108415957.58      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $3311486.00        | $3215578.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $375000.00         | $244351.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $11551600.00       | $10566922.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $9811000.00        | $3091880.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1397927.00        | $741738.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $4879651.00        | $1710225.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $20857060.00       | $6163694.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $34510121.00       | $33989155.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $2062277.00        | $1003787.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $27062404.00       | $14320831.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $3508379.00        | $3141201.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $733385.00         | $756631.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 5.0000%  | N/A     | $2989837.00        | $1443665.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $4784053.00        | $3919874.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $170000.00         | $167136.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1426357.00        | $1413618.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1283758.00        | $691782.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.0000%  | N/A     | $815290.00         | $431671.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $90974.00          | $52074.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $4801773.00        | $4605055.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.8720%  | N/A     | $20845400.00       | $12497575.39       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $3429036.00        | $3441248.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1230145.00        | $1015824.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $100000.00         | $53402.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 5.9390%  | N/A     | $3837054.00        | $2838294.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.0000%  | N/A     | $1289721.00        | $722378.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.5000%  | N/A     | $105566.00         | $55229.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $6087552.00        | $3385915.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $4449522.00        | $4182565.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.0000%  | N/A     | $24417324.00       | $3863853.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $5811935.00        | $4404088.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1798405.00        | $1420850.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $9482115.00        | $5256192.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $11327100.00       | $9812315.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1458364.00        | $1440324.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $11338633.00       | $1485836.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-25      | 3.0000%  | N/A     | $3697136.00        | $2386068.09        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $6028744.00        | $4053203.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $88000.00          | $64745.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $100550523.00      | $57079472.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $70400000.00       | $23019315.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $3664000.00        | $3140277.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 7.2050%  | N/A     | $22319760.00       | $112551.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $2800000.00        | $249595.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $4631568.00        | $1027066.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1432707.00        | $1415675.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.5000%  | N/A     | $2554821.00        | $935815.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $3563873.00        | $3606792.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $5448588.00        | $4661833.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $122905.00         | $72688.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $1000000.00        | $313262.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-25      | 2.9610%  | N/A     | $2684000.00        | $2059638.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $100802816.00      | $3434914.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $4325000.00        | $1959825.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.6420%  | N/A     | $100000000.00      | $96551809.13       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $1416872.00        | $850369.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 5.7920%  | N/A     | $25402900.00       | $21580962.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $1420000.00        | $1035084.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $1180175.00        | $947751.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $14707897.00       | $11922360.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $12681451.00       | $10556767.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1335053.00        | $1347767.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $700000.00         | $247051.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1334350.00        | $1320717.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $1189688.00        | $1000458.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1235291.00        | $774058.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $754995.00         | $502871.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.0000%  | N/A     | $124000.00         | $63672.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1417206.00        | $1323333.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.2720%  | N/A     | $3296916.00        | $3242023.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-02-15      | 3.0000%  | N/A     | $691933.00         | $82306.27          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $523443229.00      | $61502750.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $2894510.00        | $1959997.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $8520247.00        | $2356018.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 5.6720%  | N/A     | $196687.00         | $148430.22         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $354494.00         | $361263.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $335465.00         | $342087.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $30328414.00       | $26438520.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $100000.00         | $53122.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $829017.00         | $540859.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $11997.00          | $9587.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $2095925.00        | $2071233.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $5653072.00        | $2734963.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $8747672.00        | $2742236.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $6473002.00        | $3608308.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1083523.00        | $880505.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $2806740.00        | $2599410.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $300000.00         | $231338.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $2890800.00        | $2928530.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $16127709.00       | $2801483.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $4925380.00        | $1047543.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $4107194.00        | $2769381.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $105590.00         | $56625.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $1005806.00        | $971860.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $12500000.00       | $2947314.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $5852458.00        | $4147537.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-25      | 5.1720%  | N/A     | $90077000.00       | $69093775.84       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $3030000.00        | $2372810.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.5000%  | N/A     | $128000.00         | $41386.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 3.5000%  | N/A     | $35000.00          | $17877.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1360931.00        | $1013026.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $99000.00          | $57562.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $4163901.00        | $2349572.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1552815.00        | $1620004.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.4783%  | N/A     | $1000.00           | $968.64            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.6220%  | N/A     | $1713900.00        | $1448930.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $60660000.00       | $42121954.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1668691.00        | $1417134.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1597075.00        | $1587089.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $2255000.00        | $1868635.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $1405999.00        | $1143462.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $8462265.00        | $2708041.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $46000.00          | $10112.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $39877963.00       | $1697329.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $42622.00          | $32768.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-25      | 5.3720%  | N/A     | $75000000.00       | $72669355.17       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $41020044.00       | $23348272.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $4448420.00        | $3991400.38        | Agency Mortgage-Backed Securities         |

### Security 111: 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):** $124999285.00
- **C.18.a - Value (excl. sponsor support):** $124999285.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 112: 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: 0VS001AM1
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Short Rating: NR; Fitch Short Rating: F1+; Fitch Long Rating: A+; Moody's Long Rating: Aa3; 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

**C.8 - Repurchase 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 | 2042-11-15      | 2.7500%  | N/A     | $18891800.00       | $14088251.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 3.0000%  | N/A     | $80000000.00       | $59922554.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $84000000.00       | $59943579.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $2000000.00        | $1101069.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $16800000.00       | $17162104.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $1000000.00        | $801038.85         | U.S. Treasuries (including strips) |

### 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: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7239408203.21
- **C.18.a - Value (excl. sponsor support):** $7239408203.21
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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; 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 114: 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):** $5373452379.85
- **C.18.a - Value (excl. sponsor support):** $5373452379.85
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 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: 3133EPTT2, C.4 - ISIN: US3133EPTT21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $625107568.75
- **C.18.a - Value (excl. sponsor support):** $625107568.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; 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 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: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6329523459.50
- **C.18.a - Value (excl. sponsor support):** $6329523459.50
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 117: 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: 0RG005P55
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Moody's Long Rating: A1; 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 HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1024.00           | $976.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $1000.00           | $168.06            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $4999700.00        | $3685512.20        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $996.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1002.00           | $960.90            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $919000.00         | $941003.84         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $100.00            | $101.55            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.5000%  | N/A     | $1168.00           | $875.23            | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2065-09-15      | 0.0000%  | N/A     | $9714000.00        | $1040417.97        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $2005933.00        | $1181218.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1032.86           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-06-12      | 0.0000%  | N/A     | $1200.00           | $1198.16           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0900%  | N/A     | $466664.00         | $362060.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $3170.00           | $3214.06           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $72548854.82       | $22040269.55       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $65269629.00       | $44224130.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $11600517.00       | $9367699.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1015.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1497768.00        | $1271684.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1017.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $12398240.00       | $6168355.90        | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2039-09-15      | 0.0000%  | N/A     | $16947000.00       | $8095920.84        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1004.00           | $1019.45           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-10-02      | 0.0000%  | N/A     | $6259400.00        | $6168263.14        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1015.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-28      | 2.7000%  | N/A     | $9812000.00        | $7795192.46        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $39420805.00       | $38119955.89       | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-10-14      | 2.3400%  | N/A     | $3864000.00        | $2972065.15        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $1900.00           | $1152.23           | U.S. Treasuries (including strips)        |
| FEDERAL FARM CREDIT B | 2042-01-24      | 2.8200%  | N/A     | $531000.00         | $386379.50         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.5000%  | N/A     | $4236029.00        | $2359107.99        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $2319000.00        | $2373174.90        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1021.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $26915001.00       | $21035665.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1020.00           | $1041.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1042.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $2758000.00        | $816918.59         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $200.00            | $180.82            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $1018.00           | $154.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $35024448.00       | $33952307.68       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $820300.00         | $528468.50         | U.S. Treasuries (including strips)        |
| CASH                  | 2025-06-02      | 0.0000%  | N/A     | $370901537.35      | $370901537.35      | Cash                                      |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2424056.00        | $2406716.83        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $51700.00          | $36858.31          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1040.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 3.0000%  | N/A     | $1133056.00        | $159682.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $34998.00          | $26168.89          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $989.91            | $888.49            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1480704.00        | $1464685.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $6403222.00        | $6497064.36        | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2035-09-10      | 1.7300%  | N/A     | $1528000.00        | $1142269.30        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $1952600.00        | $1698766.62        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $11110819.00       | $7394441.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.0000%  | N/A     | $206709000.00      | $35657176.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1038.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $5776635.00        | $5854057.61        | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2040-08-13      | 1.9500%  | N/A     | $27365000.00       | $17767706.83       | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $9065300.00        | $9184670.69        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $7012100.00        | $7156351.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $37234100.00       | $31894373.92       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $41430068.00       | $36776144.92       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-08-19      | 0.0000%  | N/A     | $300.00            | $297.14            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $1000.00           | $933.00            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $244900.00         | $258127.44         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $124500.00         | $121978.02         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1022.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $50000000.00       | $44410427.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $26600000.00       | $21287260.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2042-01-27      | 2.8400%  | N/A     | $5000000.00        | $3647686.67        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1120.00           | $1063.22           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2042-12-15      | 3.5000%  | N/A     | $3792000.00        | $3066710.48        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $100.00            | $69.28             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $100.00            | $46.67             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2038-06-01      | 4.1500%  | N/A     | $6580000.00        | $6038470.75        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $1062.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2033-05-25      | 4.0800%  | N/A     | $3345000.00        | $3180582.10        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1048.00           | $1068.17           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2056-04-01      | 0.0000%  | N/A     | $32848000.00       | $5638030.72        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $24999900.00       | $25426945.94       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $35468315.00       | $27071100.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1015.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $62320215.00       | $42231089.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $769.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1448822.00        | $1359672.51        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $26305900.00       | $21317452.42       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2032-03-01      | 5.0600%  | N/A     | $1000.00           | $1023.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $24567419.00       | $23451496.59       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $4999800.00        | $2710107.92        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-10-30      | 0.0000%  | N/A     | $5000200.00        | $4911296.44        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $247290.00         | $237129.55         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-09-04      | 0.0000%  | N/A     | $2400.00           | $2372.83           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-07-03      | 0.0000%  | N/A     | $10207200.00       | $10166565.14       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.5000%  | N/A     | $53552350.00       | $41010619.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $983.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $31647683.00       | $30465290.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $10746193.00       | $10465871.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.4400%  | N/A     | $1000.00           | $1004.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $45036938.00       | $43329888.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $34500000.00       | $24129207.37       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $100.00            | $101.93            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $100.00            | $70.30             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $74627500.00       | $72066855.77       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $894.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $9500000.00        | $8786839.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2033-10-24      | 4.1000%  | N/A     | $8410000.00        | $7980156.49        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1020.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $1024.00           | $813.57            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $100.00            | $100.21            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1028.00           | $325.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $996.18            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-09-25      | 0.0000%  | N/A     | $800.00            | $789.02            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $870.10            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-03-24      | 3.7000%  | N/A     | $2579000.00        | $2077754.16        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.0000%  | N/A     | $140742000.00      | $24282350.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $13175690.00       | $12240450.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $15938608.00       | $15543008.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1037.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $2730.00           | $406.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $1039.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1017.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 4.8130%  | N/A     | $42834000.00       | $37730859.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1346328.00        | $1274516.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2048.00           | $2065.66           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-06-10      | 0.0000%  | N/A     | $5202200.00        | $5195478.76        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $3988.00           | $2964.74           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $13900.00          | $10352.48          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1034.02           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $19582000.00       | $19703631.36       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $132607226.00      | $32502841.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1020.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2355945.00        | $2365803.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $5241124.00        | $3105345.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6220%  | N/A     | $1000.00           | $957.55            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $807081984.00      | $60937577.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $45359721.00       | $42689801.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1013.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $25048186.00       | $23856725.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $67066880.00       | $16647025.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $874.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-25      | 2.9610%  | N/A     | $843605.00         | $647362.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $14073600.00       | $13142739.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $260191.00         | $251768.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 3.0000%  | N/A     | $1687000.00        | $383204.91         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $6125600.00        | $5646661.44        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $1600.00           | $1592.13           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1013.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1031.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $95775299.00       | $28807309.76       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $19558253.00       | $10012489.86       | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2038-06-15      | 0.0000%  | N/A     | $5600000.00        | $2883160.00        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $44097690.00       | $36435676.11       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $100.00            | $98.85             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $2507597.00        | $1846304.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.5000%  | N/A     | $31761280.00       | $29326793.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 6.0000%  | N/A     | $11782800.00       | $10964100.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.8700%  | N/A     | $1694902.00        | $1590469.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1015.00           | $1031.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2259592.00        | $2288545.92        | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2042-12-15      | 0.0000%  | N/A     | $15535000.00       | $5949501.09        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1497194.00        | $1532852.98        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $9429800.00        | $8749406.11        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $1040.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-13      | 2.1500%  | N/A     | $37239000.00       | $25260403.28       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $868.10            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-07-31      | 0.0000%  | N/A     | $3200.00           | $3176.72           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $1021.00           | $211.38            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $100.00            | $72.75             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 6.5000%  | N/A     | $12717312.00       | $12236880.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.5000%  | N/A     | $112453000.00      | $22268474.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $1175000.00        | $287369.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $394.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $726.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $35865696.00       | $31824985.71       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $8326000.00        | $5186144.36        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2040-11-20      | 3.5000%  | N/A     | $19190.00          | $834.09            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-08-07      | 0.0000%  | N/A     | $82123300.00       | $81458922.50       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $972056.00         | $783355.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $132000000.00      | $32971850.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.7200%  | N/A     | $4700.00           | $4774.95           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $7867100.00        | $7277813.54        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $26003360.00       | $23534669.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $188980326.00      | $35529086.20       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $800.00            | $811.29            | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2056-04-01      | 5.3750%  | N/A     | $1059000.00        | $1039759.06        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.0000%  | N/A     | $165904000.00      | $30812705.74       | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2065-09-15      | 4.2500%  | N/A     | $2000000.00        | $1578448.33        | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2038-01-15      | 0.0000%  | N/A     | $12700000.00       | $6487033.00        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $175458648.00      | $28367725.11       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $100.00            | $69.43             | U.S. Treasuries (including strips)        |

### Security 118: 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:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 | 2034-01-15      | 1.7500%  | N/A     | $19818000.00       | $20296340.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 5.3750%  | N/A     | $5300.00           | $5724.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $1.27              | $1.17              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $35.72             | $34.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $19407300.00       | $15614486.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $500.00            | $136.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $100.00            | $93.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $256.59            | $134.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $100.00            | $40.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $5115200.00        | $5270959.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $100.00            | $94.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $100.00            | $23.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $13669700.00       | $8289833.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $200.00            | $53.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $13.62             | $10.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $436487000.00      | $447438539.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $61817600.00       | $61651219.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $9.19              | $3.79              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $3810600.00        | $3867399.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $8603400.00        | $8854137.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $11261643.66       | $7409992.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $500.00            | $181.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $9.69              | $3.22              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $107100.00         | $213486.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $100.00            | $24.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $0.03              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $200.98            | $70.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $200.00            | $194.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $633100.00         | $682071.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $100.00            | $26.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $3795600.00        | $3644073.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $58.03             | $32.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $14492500.00       | $14028779.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $200.00            | $95.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $19909400.00       | $23993872.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $26.17             | $17.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $15121500.00       | $14729962.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $90629800.00       | $49125272.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $735600.00         | $172040.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 4.2500%  | N/A     | $2923800.00        | $2974383.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $100.00            | $25.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $14.33             | $3.96              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $5753913.94        | $4579678.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $55.37             | $18.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $1569.85           | $706.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $3299042.64        | $1056003.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $1000.00           | $958.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $224.41            | $110.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $43252100.00       | $17859743.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $62.76             | $54.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-15      | 0.3750%  | N/A     | $267484200.00      | $360789737.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $64712019.28       | $31359056.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $100.00            | $104.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $300.00            | $324.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 0.0000%  | N/A     | $200.00            | $198.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $33100.00          | $36617.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $731551.09         | $190329.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-13      | 0.0000%  | N/A     | $2738500.00        | $2685455.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $1682200.00        | $1740626.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $8438200.00        | $12184022.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $300.00            | $98.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $8.46              | $4.92              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $2595792.83        | $1575028.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 0.3750%  | N/A     | $2746200.00        | $2697256.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $578300.00         | $592164.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $297.13            | $141.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $1900.00           | $672.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $800000.00         | $811524.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $381.48            | $193.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $2.00              | $0.56              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $49536300.00       | $50175787.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $389800.00         | $392813.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $19.12             | $12.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 4.6250%  | N/A     | $20960100.00       | $21252028.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | 4.4713%  | N/A     | $200.00            | $200.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $29098200.00       | $28531939.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $2276400.00        | $1917633.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $8524800.00        | $8558837.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $254.61            | $150.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $100.00            | $81.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $8.62              | $4.86              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $45.04             | $35.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $48982600.00       | $32928857.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $51.04             | $19.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $282.14            | $80.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $38868500.00       | $28815659.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $179700.00         | $175129.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $200.00            | $55.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $100.00            | $28.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $221.88            | $136.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $45934700.00       | $60707235.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $6206185.59        | $3342055.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $3220000.00        | $3263913.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $26229732.08       | $22111690.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $1600.00           | $1573.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $552.96            | $344.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $152312800.00      | $157767853.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $900.00            | $323.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 2.8750%  | N/A     | $1282700.00        | $1291594.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $3.40              | $2.18              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $1.00              | $0.88              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-30      | 0.0000%  | N/A     | $50832100.00       | $49928305.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-15      | 4.6250%  | N/A     | $200.00            | $202.48            | U.S. Treasuries (including strips) |

### Security 119: 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):** $1399982122.00
- **C.18.a - Value (excl. sponsor support):** $1399982122.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 120: 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):** $99999708.00
- **C.18.a - Value (excl. sponsor support):** $99999708.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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? No, C.23 Categorized at Level 3? No

### Security 121: 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):** $700238224.00
- **C.18.a - Value (excl. sponsor support):** $700238224.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 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: 3130B5GR3, C.4 - ISIN: US3130B5GR37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $439998033.20
- **C.18.a - Value (excl. sponsor support):** $439998033.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 123: 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: OQB008DJ3
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Short Rating: NR; Moody's Long Rating: NR; 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? 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 | 2054-04-20      | 6.5000%  | N/A     | $1353544.00        | $1083935.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-10-20      | 5.0000%  | N/A     | $4405793.00        | $183874.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.0000%  | N/A     | $437880.00         | $14266.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-03-20      | 4.0000%  | N/A     | $64333.00          | $2696.97           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.5000%  | N/A     | $1000000.00        | $93711.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.0000%  | N/A     | $150238.00         | $2155.79           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-10-20      | 4.0000%  | N/A     | $267813347.00      | $20595243.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $419954863.00      | $432029871.79      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $1077257.00        | $189638.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $1977302.00        | $2077218.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-06-20      | 3.0000%  | N/A     | $11000.00          | $732.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.0000%  | N/A     | $25000.00          | $1246.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $12901686.00       | $1566221.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 2.5000%  | N/A     | $174884.00         | $134740.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $2462703.00        | $2474295.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.5000%  | N/A     | $11982074.00       | $1179655.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.0000%  | N/A     | $10109166.00       | $9678559.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.0000%  | N/A     | $2152412.00        | $1456176.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $1023509.00        | $1067011.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-09-20      | 3.5000%  | N/A     | $58639175.00       | $5470491.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.5000%  | N/A     | $26721000.00       | $19665516.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $11758874.00       | $10986337.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $58609.00          | $9574.36           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.0000%  | N/A     | $1153639.00        | $1093050.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | 3.5000%  | N/A     | $247510649.00      | $30493733.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $3491185.00        | $3653637.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $3275000.00        | $250808.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $1533380.00        | $1368967.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.5000%  | N/A     | $773989.00         | $390864.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 5.0000%  | N/A     | $105000.00         | $57900.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.0000%  | N/A     | $6097383.00        | $5967225.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.5000%  | N/A     | $9304057.00        | $1372066.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-11-20      | 5.5000%  | N/A     | $123542.00         | $18065.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 6.0000%  | N/A     | $100000.00         | $20303.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.0000%  | N/A     | $1618155.00        | $1534284.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $19133771.00       | $13685720.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 2.5000%  | N/A     | $3560944.00        | $2647018.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $2050000.00        | $247963.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.0000%  | N/A     | $169000.00         | $5625.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 4.5000%  | N/A     | $85000.00          | $77214.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-20      | 4.0000%  | N/A     | $6411436.00        | $531520.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $130000.00         | $47207.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $20650623.00       | $15593790.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $5075894.00        | $3726130.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.5000%  | N/A     | $1239726.00        | $1001712.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $1801374.00        | $1881581.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $547430.00         | $62157.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.0000%  | N/A     | $57752749.00       | $5255536.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.0000%  | N/A     | $1974314.00        | $97197.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 3.5000%  | N/A     | $322220.00         | $64451.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-11-20      | 4.0000%  | N/A     | $130000000.00      | $7483078.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 7.0000%  | N/A     | $30000.00          | $2326.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $1331298.00        | $966596.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $1840119.00        | $1804664.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1784267.00        | $1868570.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $265419.00         | $170903.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $13603971.00       | $11078516.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $5368992.00        | $5465624.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $306335.00         | $12780.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $2122015.00        | $2188412.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.0000%  | N/A     | $7989971.00        | $1547020.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $1453235.00        | $1097148.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $88000.00          | $67195.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $129934.00         | $106583.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-12-20      | 5.5000%  | N/A     | $248000.00         | $1185.93           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-12-20      | 5.0000%  | N/A     | $100040000.00      | $4760112.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $79451.00          | $21955.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.5000%  | N/A     | $5271598.00        | $5497192.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.0000%  | N/A     | $42598589.00       | $3360225.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $1358871.00        | $607130.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1594250.00        | $1668432.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.5000%  | N/A     | $1339080.00        | $1395348.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $1595940.00        | $1649412.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.0000%  | N/A     | $677452.00         | $602956.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.5000%  | N/A     | $70000.00          | $5116.46           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $31000.00          | $14178.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.5000%  | N/A     | $1466028.00        | $369124.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $1433154.00        | $1491879.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.5000%  | N/A     | $4151204.00        | $3567425.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $1878607.00        | $1689289.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-01-20      | 3.0000%  | N/A     | $475000.00         | $5452.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $1855085.00        | $1241439.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-11-20      | 4.0000%  | N/A     | $129352090.00      | $10476817.65       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.5000%  | N/A     | $1237094.00        | $1279256.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 6.5000%  | N/A     | $3742324.00        | $3239392.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $73381.00          | $5065.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $1052237450.00     | $680398977.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.5000%  | N/A     | $50000.00          | $1191.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-06-20      | 3.5000%  | N/A     | $14921445.00       | $1308042.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-20      | 4.0000%  | N/A     | $431250.00         | $19640.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-01-20      | 6.0000%  | N/A     | $971266.00         | $976706.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.5000%  | N/A     | $1100000.00        | $217402.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-08-20      | 7.0000%  | N/A     | $250000.00         | $16341.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $6007832.00        | $6000734.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $2769383.00        | $649895.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.0000%  | N/A     | $1226350.00        | $1157279.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.0000%  | N/A     | $193027.00         | $2486.61           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-03-20      | 4.0000%  | N/A     | $616019.00         | $71422.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $207790.00         | $186838.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 6.5000%  | N/A     | $5033135.00        | $4030169.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 7.0000%  | N/A     | $1140316.00        | $1192964.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.0000%  | N/A     | $12473509.00       | $10786685.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-20      | 5.0000%  | N/A     | $2010000.00        | $78891.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.5000%  | N/A     | $2248957.00        | $2236640.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $408816.00         | $4260.43           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $298145389.00      | $183433153.99      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $1068208.00        | $851322.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.5000%  | N/A     | $515000.00         | $7174.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $1241148.00        | $635383.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.0000%  | N/A     | $2409413.00        | $1276073.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.0000%  | N/A     | $1224542.00        | $1057712.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.5000%  | N/A     | $1958396.00        | $1389339.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $372354.00         | $102189.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $1264505.00        | $74095.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 7.0000%  | N/A     | $1989892.00        | $1822210.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $3081819.00        | $2237058.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-20      | 3.0000%  | N/A     | $49399000.00       | $5172962.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $167358.00         | $169076.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-20      | 3.0000%  | N/A     | $200824667.00      | $26022937.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 4.5000%  | N/A     | $2576199.00        | $1617470.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.0000%  | N/A     | $80000.00          | $1226.93           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.5000%  | N/A     | $6404034.00        | $586484.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 3.5000%  | N/A     | $526756.00         | $404424.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $50000000.00       | $38761220.17       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-02-20      | 2.5000%  | N/A     | $1868059.00        | $73520.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.5000%  | N/A     | $7158320.00        | $2363123.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $15145572.00       | $14835020.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.5000%  | N/A     | $3250000.00        | $352441.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $3395697.00        | $3520851.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1764831.00        | $1814828.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.0000%  | N/A     | $5123402.00        | $4938829.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $686650.00         | $613902.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-08-20      | 4.5000%  | N/A     | $339017.00         | $68458.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1297365.00        | $1107967.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.0000%  | N/A     | $924132.00         | $61409.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.0000%  | N/A     | $1920570.00        | $1938371.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 3.5000%  | N/A     | $11953449.00       | $10509105.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-01-20      | 5.0000%  | N/A     | $7368000.00        | $689203.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-06-20      | 4.0000%  | N/A     | $1503076.00        | $156797.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.5000%  | N/A     | $31347070.00       | $3908816.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $3460943.00        | $1017280.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $300000.00         | $150796.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.0000%  | N/A     | $75000.00          | $1266.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-05-20      | 5.0000%  | N/A     | $35514285.00       | $2087948.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.0000%  | N/A     | $8784537.00        | $390432.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 7.0000%  | N/A     | $1861709.00        | $1940188.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.5000%  | N/A     | $953799.00         | $412386.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-02-20      | 6.0000%  | N/A     | $140000.00         | $1675.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.0000%  | N/A     | $200000.00         | $23052.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $3563319.00        | $818052.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-03-20      | 4.0000%  | N/A     | $2903489.00        | $239770.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.0000%  | N/A     | $155278.00         | $43958.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 4.0000%  | N/A     | $400000.00         | $98721.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 3.5000%  | N/A     | $2000.00           | $1520.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-06-20      | 3.5000%  | N/A     | $23832708.00       | $2886944.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.5000%  | N/A     | $962393.00         | $923640.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-05-20      | 6.0000%  | N/A     | $6501689.00        | $506442.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.5000%  | N/A     | $2502286.00        | $2018401.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 5.0000%  | N/A     | $1526825.00        | $661688.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $2214537.00        | $1756406.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $1050013.00        | $1061650.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.5000%  | N/A     | $1406036.00        | $1427705.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $8663000.00        | $6668922.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-06-20      | 2.5000%  | N/A     | $7000000.00        | $1382132.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $1741465.00        | $1821148.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 3.5000%  | N/A     | $1000000.00        | $738113.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 5.5000%  | N/A     | $1799870.00        | $170918.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $1757874.00        | $581600.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $19175530.00       | $19420599.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.5000%  | N/A     | $551000.00         | $53434.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1160926.00        | $1218212.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $1000000.00        | $17618.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $25147655.00       | $2577191.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.0000%  | N/A     | $42000.00          | $550.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $1042597.00        | $1035994.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $3031287.00        | $3028787.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.0000%  | N/A     | $81406315.00       | $7264406.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-09-20      | 3.5000%  | N/A     | $505000.00         | $39231.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-03-20      | 3.5000%  | N/A     | $1500000.00        | $231094.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 4.5000%  | N/A     | $40000.00          | $14310.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $181059.00         | $140424.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.0000%  | N/A     | $664499.00         | $10954.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.0000%  | N/A     | $1185950.00        | $1083192.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $11997030.00       | $10430897.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-01-20      | 5.0000%  | N/A     | $13140549.00       | $605324.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $9506469.00        | $6675494.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-11-20      | 8.5000%  | N/A     | $3467287.00        | $1716.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $2182093.00        | $1107795.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $5258566.00        | $5041889.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $1049364.00        | $1046948.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $1017056.00        | $904659.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $155000.00         | $40925.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.0000%  | N/A     | $2941346.00        | $198571.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.0000%  | N/A     | $3048673.00        | $966852.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $2453240.00        | $2556890.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $1513776.00        | $1433941.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1855801.00        | $1901849.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $4365690.00        | $2570816.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.5000%  | N/A     | $73000.00          | $2866.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.0000%  | N/A     | $10955452.00       | $9603371.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.0000%  | N/A     | $1066772.00        | $967729.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-11-20      | 7.0000%  | N/A     | $2012718.00        | $4751.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.0000%  | N/A     | $7077926.00        | $6585761.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $7663372.00        | $5928063.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-06-20      | 3.0000%  | N/A     | $861315.00         | $88465.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-11-20      | 3.5000%  | N/A     | $165445.00         | $145829.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $4750000.00        | $4459878.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-11-20      | 4.0000%  | N/A     | $475000.00         | $68516.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 4.0000%  | N/A     | $2600000.00        | $713473.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.0000%  | N/A     | $100000.00         | $88713.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5000%  | N/A     | $8030000.00        | $7039704.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-08-20      | 4.0000%  | N/A     | $297258441.00      | $17745884.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-01-20      | 3.5000%  | N/A     | $628000.00         | $44318.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $1345142.00        | $1413246.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $5368499.00        | $5347532.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $7495393.00        | $7160879.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 4.5000%  | N/A     | $660179753.00      | $43452504.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 7.0000%  | N/A     | $1089370.00        | $808799.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-09-20      | 3.0000%  | N/A     | $400000.00         | $45550.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $3010503.00        | $3119392.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $4283000.00        | $3960505.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $2369511.00        | $720510.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.5000%  | N/A     | $1323266.00        | $1159112.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.0000%  | N/A     | $1423693.00        | $1063483.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $2089839.00        | $1424028.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $23731982.00       | $1665950.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.5000%  | N/A     | $1724210.00        | $1100781.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.5000%  | N/A     | $16290418.00       | $1657548.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $40000.00          | $24867.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 4.5000%  | N/A     | $1155000.00        | $225927.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $316746.00         | $14775.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $1576237.00        | $1547050.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $3560840.00        | $3098502.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $1489521.00        | $1542006.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $85203221.00       | $88158022.32       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.5000%  | N/A     | $103000.00         | $1449.24           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-09-20      | 4.0000%  | N/A     | $2600000.00        | $174686.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $13100362.00       | $13388037.21       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $4108000.00        | $3117990.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.5000%  | N/A     | $7648064.00        | $578232.37         | Agency Mortgage-Backed Securities |

### Security 124: 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: 0GOL25NU9
- **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:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Short Rating: F1; Moody's Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: A+; Fitch Long Rating: A+; 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $265328000.00      | $255000006.78      | U.S. Treasuries (including strips) |

### Security 125: 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: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1489371227.91
- **C.18.a - Value (excl. sponsor support):** $1489371227.91
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **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 126: 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):** $600254940.00
- **C.18.a - Value (excl. sponsor support):** $600254940.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 127: 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: 0QK010WM7
- **C.18 - Value (incl. sponsor support):** $34892000.00
- **C.18.a - Value (excl. sponsor support):** $34892000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2051-12-25      | 5.0000%  | N/A     | $969769.83         | $948193.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $215241.77         | $206519.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-25      | 2.9200%  | N/A     | $7676.24           | $6936.33           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.9180%  | N/A     | $85033.06          | $4116.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 7.0000%  | N/A     | $169.02            | $0.07              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5670%  | N/A     | $144.31            | $0.66              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-25      | 4.7960%  | N/A     | $20740.92          | $21049.91          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1702.59           | $1642.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-15      | 2.5000%  | N/A     | $3222016.88        | $1093291.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1038.11           | $1100.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $3826850.86        | $24676.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.5000%  | N/A     | $424.01            | $0.06              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $71598.38          | $35397.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1535.39           | $970.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $953306.10         | $793119.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-25      | 2.5000%  | N/A     | $1349894.30        | $239776.45         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $2113710.19        | $1636935.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $4404792.88        | $4489767.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1135360.00        | $728378.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-25      | 2.0000%  | N/A     | $125584.40         | $79640.94          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $6493.68           | $4107.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $1734.83           | $811.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $1086836.11        | $585522.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-25      | 1.5316%  | N/A     | $153233.24         | $73002.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $994533.79         | $989851.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $837.83            | $836.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $153524.80         | $154144.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1748980.06        | $1487209.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $144079.95         | $95494.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $4173562.90        | $3252647.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | 4.0000%  | N/A     | $167481.60         | $92294.37          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-04-15      | 5.5000%  | N/A     | $289.05            | $60.72             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.9580%  | N/A     | $266.85            | $43.24             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.5000%  | N/A     | $142088.18         | $22333.07          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $38984.83          | $32488.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 3.3000%  | N/A     | $121651.52         | $96995.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-25      | 6.0000%  | N/A     | $253139.79         | $66864.63          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $241634.92         | $153472.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-15      | 3.0000%  | N/A     | $82197.18          | $66024.77          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $12782213.16       | $13265940.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-15      | 2.0000%  | N/A     | $2925678.71        | $245485.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $697.84            | $710.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.5000%  | N/A     | $2202.94           | $105.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1535.25           | $1144.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 6.6300%  | N/A     | $1850770.22        | $14066.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 6.5000%  | N/A     | $409309.54         | $1402.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-25      | 4.0000%  | N/A     | $431119.69         | $85381.65          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.6800%  | N/A     | $4230.31           | $4222.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1849184.44        | $1781191.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-15      | 2.5000%  | N/A     | $3489200.00        | $671459.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-06-25      | 2.2920%  | N/A     | $52611.97          | $44710.74          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $6.98              | $0.27              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-25      | 5.6720%  | N/A     | $86532.16          | $86268.81          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $539330.95         | $549580.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $204.19            | $10.21             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $800144.04         | $797500.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 5.0000%  | N/A     | $572233.82         | $558859.12         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2038-07-01      | 7.0610%  | N/A     | $2792447.79        | $51716.80          | Agency Mortgage-Backed Securities         |

### Security 128: 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: 3130B5FG8, C.4 - ISIN: US3130B5FG80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749995162.50
- **C.18.a - Value (excl. sponsor support):** $749995162.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; 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 129: 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):** $100053125.00
- **C.18.a - Value (excl. sponsor support):** $100053125.00
- **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 130: 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):** $1841556824.10
- **C.18.a - Value (excl. sponsor support):** $1841556824.10
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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 131: 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):** $1349722487.00
- **C.18.a - Value (excl. sponsor support):** $1349722487.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 132: 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: 0QZ002Y87
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $24572379.00       | $20404540.33       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $17696997.00       | $14096692.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $20570381.00       | $17605232.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $18115015.00       | $18548776.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-15      | 4.0000%  | N/A     | $21052152.00       | $17450857.24       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $20350000.00       | $17437977.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-01-01      | 3.5000%  | N/A     | $51139939.00       | $17368331.63       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $16864000.00       | $16647036.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $92000000.00       | $19634508.51       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.0000%  | N/A     | $27547012.00       | $23139771.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $25469838.00       | $20035094.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $26818118.00       | $15373167.73       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $25255564.00       | $21630731.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.0000%  | N/A     | $65000000.00       | $16419890.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $22530000.00       | $17745475.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $79016442.00       | $22491179.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $6132257.00        | $4062816.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $26905938.00       | $18257819.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $33403226.00       | $19266703.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $20000000.00       | $17318381.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $25253560.00       | $16758707.73       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.5000%  | N/A     | $23504219.00       | $18124315.86       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.0000%  | N/A     | $100000000.00      | $18957450.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $31856471.00       | $15113059.43       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $20954929.00       | $18500638.59       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $22417952.00       | $15130648.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $21841884.00       | $17236008.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $20548841.00       | $16526216.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $100136534.00      | $18902844.04       | Agency Mortgage-Backed Securities |

### Security 133: 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:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 | 2026-01-15      | 2.0000%  | N/A     | $26235600.00       | $42713866.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $200.00            | $49.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $400.00            | $405.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $164.14            | $108.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $13639100.00       | $12779558.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | 0.1250%  | N/A     | $55253400.00       | $67877972.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $2763400.00        | $3057093.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-02      | 0.0000%  | N/A     | $48100.00          | $47399.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-02      | 0.0000%  | N/A     | $1000000.00        | $988850.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $10356397.67       | $4265810.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $1235619.84        | $598773.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $14532812.80       | $7630526.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $6206597.12        | $2414943.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $156836104.45      | $59195591.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $243.14            | $123.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $204063.36         | $115117.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $100.00            | $125.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $96.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-14      | 0.0000%  | N/A     | $60254900.00       | $57941111.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $0.31              | $0.12              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $72814000.00       | $77286050.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $40222500.00       | $43921588.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $23.20             | $14.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $600.00            | $230.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $20.00             | $8.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-04      | 0.0000%  | N/A     | $560000.00         | $553660.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $44200.00          | $41365.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-15      | 0.3750%  | N/A     | $32264300.00       | $43518938.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $2524500.00        | $2375383.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-30      | 0.0000%  | N/A     | $6000000.00        | $5893320.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $40586300.00       | $52981587.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $81.19             | $63.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $49400.00          | $24047.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $1625000.00        | $1650249.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $44.16             | $37.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $100.00            | $62.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $166092800.00      | $164030240.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $14025472.61       | $8038222.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $62259778.09       | $49554051.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $34427816.66       | $18539516.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $245203000.00      | $251149568.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $198000.00         | $192515.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $200.00            | $83.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $14716600.00       | $14935962.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $400000.00         | $361718.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $81263400.00       | $76114298.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $22468058.97       | $18313332.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $255.88            | $155.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $90274710.72       | $57846409.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $5139322.88        | $2859056.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $1732810.80        | $1282226.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-31      | 0.0000%  | N/A     | $815900.00         | $809963.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $48600.00          | $49547.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $2239319.89        | $1302018.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $2536300.00        | $5392216.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $277304100.00      | $284261711.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $19.84             | $9.76              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $101700.00         | $26615.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $300400.00         | $106372.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $3120618.65        | $1920765.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $100.00            | $36.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 4.2500%  | N/A     | $800.00            | $810.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $17.37             | $14.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $88429900.00       | $85690655.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $1100.00           | $400.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $19669700.00       | $20048825.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $2969000.00        | $3018250.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $24.49             | $9.39              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-23      | 0.0000%  | N/A     | $4373000.00        | $4298965.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $200.00            | $49.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $46790600.00       | $37351887.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $3358100.00        | $2003006.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $200.00            | $71.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $20000.00          | $26431.97          | U.S. Treasuries (including strips) |

### Security 134: 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):** $305163833.80
- **C.18.a - Value (excl. sponsor support):** $305163833.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 135: 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: OQB008CY1
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; 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? 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 | 2038-07-01      | 2.5000%  | N/A     | $568590.00         | $462056.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $5300000.00        | $2749049.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.0000%  | N/A     | $75000.00          | $5098.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $10529881.00       | $9139109.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 4.0000%  | N/A     | $1500000.00        | $1121334.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $2642068.00        | $2579514.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1271214.00        | $1271420.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $475000.00         | $246670.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $1856051.00        | $1793702.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $153579.00         | $102470.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 2.0000%  | N/A     | $4415916.00        | $1534512.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $2989032.00        | $2555372.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $275000.00         | $191815.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $2130844.00        | $2199663.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $342000.00         | $230200.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.0000%  | N/A     | $37000.00          | $33190.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2424506.00        | $2458625.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 4.0000%  | N/A     | $2260000.00        | $291079.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $646250.00         | $6733.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $212451632.00      | $43166900.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $2490896.00        | $757945.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $700000.00         | $473806.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.0000%  | N/A     | $1088442.00        | $956679.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $12642557.00       | $9560464.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $800000.00         | $651187.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1000000.00        | $595525.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.5000%  | N/A     | $300000.00         | $270245.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $1150795.00        | $652130.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.5000%  | N/A     | $391289.00         | $226371.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $280000.00         | $244612.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $4816654.00        | $4291553.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.0000%  | N/A     | $200889.00         | $91304.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $70994826.00       | $44791402.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $323788.00         | $271867.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $4427523.00        | $4420604.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2522970.00        | $2569973.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $245876.00         | $218873.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $200000.00         | $142491.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $162000.00         | $149165.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $715981.00         | $459101.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1048404.00        | $1020285.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $175000.00         | $5055.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1553364.00        | $1529205.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.0000%  | N/A     | $2061527.00        | $122359.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $56947.00          | $34215.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $72000.00          | $57545.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $1786610.00        | $1788681.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $2734576.00        | $1464092.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $14498567.00       | $14133838.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1299056.00        | $361636.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $14415205.00       | $14323367.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $70000.00          | $32086.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $70000.00          | $40356.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $3000.00           | $2486.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $19014232.00       | $14413777.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.5000%  | N/A     | $2092774.00        | $315834.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $4000.00           | $1095.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.5000%  | N/A     | $25379910.00       | $20886837.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $130000.00         | $102668.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $12000.00          | $8694.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $585000.00         | $479449.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $350000.00         | $240672.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.5000%  | N/A     | $5892124.00        | $4368285.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.5000%  | N/A     | $32151012.00       | $18309209.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 4.5000%  | N/A     | $344000.00         | $75237.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | 3.5000%  | N/A     | $800000.00         | $81421.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.0000%  | N/A     | $18000.00          | $2745.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $235000.00         | $156381.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $4717712.00        | $4701302.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $300000.00         | $179346.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1063513.00        | $1098569.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $90000.00          | $81938.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $20395319.00       | $20268022.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.0000%  | N/A     | $21266100.00       | $21881356.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 3.5000%  | N/A     | $3032369.00        | $2512814.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $7181000.00        | $4623052.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $3667940.00        | $3743773.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1508069.00        | $1582216.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $3367455.00        | $3165611.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $2500000.00        | $1366667.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 5.0000%  | N/A     | $7825909.00        | $113687.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.5000%  | N/A     | $17494681.00       | $12484398.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.5000%  | N/A     | $1500000.00        | $976199.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.5000%  | N/A     | $19540000.00       | $9780420.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $3138496.00        | $3110200.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 5.0000%  | N/A     | $3368000.00        | $783936.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2074151.00        | $2007742.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000000.00        | $898115.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $1067000.00        | $311610.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 2.5000%  | N/A     | $818000.00         | $533623.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $621400.00         | $9583.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $50000.00          | $31863.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $162138.00         | $15933.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $2600000.00        | $1695122.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $468285.00         | $430195.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $700000.00         | $453152.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 3.5000%  | N/A     | $750701.00         | $173056.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $50230425.00       | $32592295.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $2857488.00        | $2834609.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.5000%  | N/A     | $2706047.00        | $1961830.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $187000.00         | $141529.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | 3.5000%  | N/A     | $925000.00         | $140703.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $680341.00         | $591775.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | 4.0000%  | N/A     | $25000.00          | $2686.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $2550000.00        | $2056208.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $231546.00         | $193245.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 5.0000%  | N/A     | $760000.00         | $115070.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $5955574.00        | $4736742.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $2250000.00        | $1609132.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $21000.00          | $4186.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $400000.00         | $206030.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.0000%  | N/A     | $23235520.00       | $20211223.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $127756.00         | $13701.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $220000.00         | $191991.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $300000.00         | $230287.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $200000.00         | $12407.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $3400000.00        | $2856550.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $771.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $4159475.00        | $4165238.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $270000.00         | $51959.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $15161450.00       | $15150545.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $3561980.00        | $3452604.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.5000%  | N/A     | $31000.00          | $9688.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $1042478.00        | $1014712.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $69449.00          | $43236.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $3272092.00        | $3151419.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $17837422.00       | $15060864.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $6588000.00        | $6457368.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.0000%  | N/A     | $32000.00          | $24456.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $145000.00         | $123784.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $1038018.00        | $739000.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | 3.0000%  | N/A     | $4400000.00        | $147097.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 4.5000%  | N/A     | $230000.00         | $56499.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-01-01      | 4.0000%  | N/A     | $10000000.00       | $2715684.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $3048000.00        | $2650442.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 1.5000%  | N/A     | $433186.00         | $241483.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-11-01      | 5.5000%  | N/A     | $164000.00         | $6144.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.0000%  | N/A     | $10000.00          | $1576.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $300000.00         | $100766.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $6900.00           | $5122.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $2204882.00        | $2037703.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1966300.00        | $2033630.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 5.0000%  | N/A     | $3477118.00        | $522868.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $10200000.00       | $7991942.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.0000%  | N/A     | $2098016.00        | $2016116.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $4792425.00        | $2694383.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 5.0000%  | N/A     | $145000.00         | $596.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 1.5000%  | N/A     | $840048.00         | $489187.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.0000%  | N/A     | $2293379.00        | $1985402.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $620000.00         | $565858.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $500000.00         | $436986.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $89077686.00       | $87199374.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $435768.00         | $333901.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.5000%  | N/A     | $425000.00         | $55767.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $60000.00          | $47795.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $300000.00         | $281863.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1455376.00        | $1521561.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 2.5000%  | N/A     | $132000.00         | $91052.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $1508000.00        | $1246739.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 7.0000%  | N/A     | $5229440.00        | $4667053.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $35000.00          | $30358.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $4598013.00        | $4603257.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1062098.00        | $1037068.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $39960657.00       | $40531548.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $29699424.00       | $26098399.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $557043.00         | $558535.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $182835288.00      | $156919911.83      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 4.5000%  | N/A     | $2292700.00        | $2214318.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.0000%  | N/A     | $1000000.00        | $570028.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 2.0000%  | N/A     | $90000.00          | $58089.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 4.0000%  | N/A     | $75000.00          | $46948.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | 5.5000%  | N/A     | $1605763.00        | $1414677.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.5000%  | N/A     | $56904.00          | $42171.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.5000%  | N/A     | $6000.00           | $1128.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.5000%  | N/A     | $463697.00         | $458609.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $1800000.00        | $1376240.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $7696177.00        | $7571682.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $100000.00         | $51594.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 1.5000%  | N/A     | $2800000.00        | $1803872.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.0000%  | N/A     | $115000.00         | $14267.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 3.5000%  | N/A     | $3473512.00        | $2763374.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 6.5000%  | N/A     | $6575000.00        | $80256.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.5000%  | N/A     | $210000.00         | $149585.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1400000.00        | $1174902.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $248000.00         | $2295.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 5.5000%  | N/A     | $2007622.00        | $793155.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $7087491.00        | $7327012.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $3590000.00        | $340736.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $2220259.00        | $2199398.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $650259.00         | $397275.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $2569000.00        | $1867467.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $3991297.00        | $3875997.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $4250841.00        | $2824730.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $35000.00          | $535.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $68148348.00       | $67258579.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $100000.00         | $75847.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $900000.00         | $670255.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $99913359.00       | $96907285.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-10-01      | 3.5000%  | N/A     | $25000.00          | $1264.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2580554.00        | $2680757.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $318000.00         | $208549.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1606475.00        | $1669590.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $1550316.00        | $1434452.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $164136006.00      | $150102086.37      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $2140000.00        | $1113633.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $325596.00         | $245931.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $16367548.00       | $10404868.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1374000.00        | $1406780.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $7465000.00        | $49326.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 2.5000%  | N/A     | $170000.00         | $32891.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-08-01      | 2.5000%  | N/A     | $242250.00         | $17041.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1470000.00        | $916974.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $21000.00          | $16077.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $1563643.00        | $55902.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $564506.00         | $507702.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1792618.00        | $1761567.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $13203339.00       | $2443448.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.0000%  | N/A     | $2717275.00        | $2596652.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $2085000.00        | $1923404.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $20504299.00       | $17899807.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 1.5000%  | N/A     | $10000000.00       | $6118409.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.5000%  | N/A     | $2923000.00        | $776761.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $4177180.00        | $4194329.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.5000%  | N/A     | $1069491.00        | $760107.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | 3.5000%  | N/A     | $1018221.00        | $792515.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $9279240.00        | $8041679.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $10000.00          | $8345.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $138776.00         | $95994.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $2009555.00        | $2096022.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $1300000.00        | $1021989.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $268246.00         | $97039.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.0000%  | N/A     | $513020.00         | $462750.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $3415055.00        | $3400211.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 6.0000%  | N/A     | $44781143.00       | $30892842.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.0000%  | N/A     | $52116613.00       | $49732081.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | 6.5000%  | N/A     | $399286.00         | $252373.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 1.5000%  | N/A     | $270251.00         | $166110.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $3706423.00        | $351936.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | 5.5000%  | N/A     | $400000.00         | $344341.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 3.5000%  | N/A     | $200000.00         | $76813.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.0000%  | N/A     | $135000.00         | $65346.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $3071520.00        | $2923022.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $1000000.00        | $854483.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 3.0000%  | N/A     | $1000.00           | $760.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $3675982.00        | $3673899.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 5.0000%  | N/A     | $3927343.00        | $151172.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 3.5000%  | N/A     | $3800000.00        | $841403.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1048224.00        | $351936.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.5000%  | N/A     | $2000.00           | $750.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 2.5000%  | N/A     | $1799009.00        | $1225571.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $51682256.00       | $48231679.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $27000.00          | $2581.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1697213.00        | $1396554.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $115000.00         | $16524.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $110000.00         | $72244.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2613831.00        | $2687441.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-01-01      | 6.5000%  | N/A     | $2252963.00        | $9021.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $8535730.00        | $5769122.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1233654.00        | $1265870.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $18994063.00       | $15889715.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $4678821.00        | $4728288.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 4.0000%  | N/A     | $825000.00         | $613047.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 3.0000%  | N/A     | $142000.00         | $65421.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.5000%  | N/A     | $1282180.00        | $1157176.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 5.5000%  | N/A     | $15000000.00       | $43813.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1771417.00        | $1364818.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $27335532.00       | $27861722.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | 3.5000%  | N/A     | $1700000.00        | $565363.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 2.5000%  | N/A     | $13301854.00       | $9814262.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2025-09-01      | 5.0000%  | N/A     | $2044740.00        | $642.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $7781000.00        | $6718189.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1659000.00        | $935905.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.5000%  | N/A     | $828965.00         | $502821.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-10-01      | 4.5000%  | N/A     | $10609690.00       | $74781.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.0000%  | N/A     | $895000.00         | $297015.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $158000.00         | $2162.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $935000.00         | $933405.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.5000%  | N/A     | $1827849.00        | $1855268.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $1500000.00        | $736531.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $500000.00         | $333023.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $187735.00         | $149005.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.5000%  | N/A     | $1520779.00        | $1010907.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $11531693.00       | $9215664.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 8.0000%  | N/A     | $173538.00         | $3349.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $680000.00         | $509751.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $74000.00          | $2769.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 7.0000%  | N/A     | $630000.00         | $2377.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.0000%  | N/A     | $320000.00         | $46954.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $28745.00          | $28133.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1534975.00        | $1418049.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.5000%  | N/A     | $1044166.00        | $707537.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.5000%  | N/A     | $2075652.00        | $1327467.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 6.0000%  | N/A     | $1016300.00        | $1015243.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $2983946.00        | $3088042.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 7.0000%  | N/A     | $390000.00         | $1527.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $9328361.00        | $6014977.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $50000.00          | $1837.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.0000%  | N/A     | $11938349.00       | $11136203.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $2491452.00        | $2450946.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $1000000.00        | $498572.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 6.0000%  | N/A     | $12575729.00       | $83605.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $4630524.00        | $3891119.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2240049.00        | $2295589.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $9632000.00        | $8526819.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-10-01      | 5.5000%  | N/A     | $712000.00         | $1508.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1443176.00        | $1463793.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.5000%  | N/A     | $700000.00         | $480510.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | 3.5000%  | N/A     | $1500000.00        | $213873.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.5000%  | N/A     | $6654041.00        | $6302622.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $31173.00          | $22611.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $170000.00         | $140776.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.0000%  | N/A     | $690000.00         | $216130.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $8083162.00        | $4844752.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $3791.00           | $3077.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $160000.00         | $131440.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $500000.00         | $405690.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 3.5000%  | N/A     | $21000.00          | $8492.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $32000.00          | $658.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | 6.0000%  | N/A     | $34362424.00       | $28012604.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $502865.00         | $332008.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $7034922.00        | $6984662.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 1.5000%  | N/A     | $485000.00         | $168485.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.0000%  | N/A     | $545205.00         | $38611.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $243878.00         | $184959.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1500000.00        | $1275947.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $131382.00         | $96738.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $100000.00         | $81124.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.5000%  | N/A     | $115000.00         | $12292.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-03-01      | 5.0000%  | N/A     | $447600.00         | $3858.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $200000.00         | $101547.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.5000%  | N/A     | $3000000.00        | $50873.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $1633579.00        | $896165.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $10000.00          | $772.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $1571679.00        | $1169445.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $4251812.00        | $3969023.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $180000.00         | $133468.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $2989000.00        | $1810339.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2058-05-01      | 3.5000%  | N/A     | $8250000.00        | $2801359.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.5000%  | N/A     | $1039508.00        | $987176.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.0000%  | N/A     | $40428297.00       | $29345588.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.0000%  | N/A     | $2760274.00        | $2246853.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.5000%  | N/A     | $2200000.00        | $64985.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $14995000.00       | $65585.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.5000%  | N/A     | $55379.00          | $32296.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | 6.0000%  | N/A     | $1100000.00        | $1775.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $145000.00         | $49442.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $18617965.00       | $18991763.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 2.5000%  | N/A     | $630572.00         | $548895.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $200000.00         | $172320.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1777682.00        | $1713084.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $11714294.00       | $11769869.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.5000%  | N/A     | $372279.00         | $64705.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $100000.00         | $74424.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $2958500.00        | $1428070.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $15000.00          | $11664.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.0000%  | N/A     | $452178.00         | $441608.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 5.0000%  | N/A     | $569797.00         | $6104.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $31954000.00       | $21034809.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $203956.00         | $179776.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 3.0000%  | N/A     | $1000000.00        | $464968.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $340000.00         | $285381.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 3.5000%  | N/A     | $199096.00         | $21807.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $81985.00          | $58773.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.0000%  | N/A     | $1092012.00        | $1047506.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.5000%  | N/A     | $1800000.00        | $234568.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $1700000.00        | $1437710.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $225000.00         | $186862.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $295000.00         | $229036.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $25609.00          | $23386.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $332364.00         | $270314.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $2785745.00        | $1700244.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 6.5000%  | N/A     | $1794390.00        | $1563291.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $1387917.00        | $185034.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.0000%  | N/A     | $1180749.00        | $1130403.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $4000.00           | $2903.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 2.5000%  | N/A     | $1125000.00        | $296005.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $7000.00           | $1244.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $27103008.00       | $16451891.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.0000%  | N/A     | $3299768.00        | $3257979.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1000000.00        | $174385.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $800000.00         | $616365.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 2.5000%  | N/A     | $23306.00          | $4744.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.0000%  | N/A     | $1000.00           | $897.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 2.5000%  | N/A     | $393000.00         | $88131.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $4000.00           | $3153.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1253505.00        | $145322.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $6113000.00        | $4562360.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.5000%  | N/A     | $10753602.00       | $10269296.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $5200000.00        | $4021021.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.0000%  | N/A     | $1178724.00        | $868330.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $14000.00          | $508.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $7640612.00        | $6163500.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.5000%  | N/A     | $1746913.00        | $66356.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $1062153.00        | $1001800.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $73750.00          | $33371.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $13930917.00       | $13205637.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $2442825.00        | $374003.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $55380.00          | $54377.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 4.5000%  | N/A     | $119000.00         | $15131.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 5.5000%  | N/A     | $3610871.00        | $3638569.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 3.5000%  | N/A     | $6047000.00        | $4804371.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $520000.00         | $474839.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $2483000.00        | $2106958.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $201000.00         | $191179.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 4.0000%  | N/A     | $69720643.00       | $62329337.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $500000.00         | $379572.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $10379000.00       | $9922560.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $2800000.00        | $2252958.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $25305000.00       | $8176255.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.5000%  | N/A     | $5202228.00        | $624140.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $115848237.00      | $104168897.35      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $94000.00          | $77220.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 2.5000%  | N/A     | $12500000.00       | $2653139.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $260000.00         | $153559.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $3523912.00        | $3611263.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $8400000.00        | $7386805.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $80000.00          | $53467.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $795670.00         | $74111.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $100000.00         | $97118.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.0000%  | N/A     | $5069642.00        | $3404688.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 2.5000%  | N/A     | $100000.00         | $4716.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.0000%  | N/A     | $380000.00         | $88434.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2025-10-01      | 3.5000%  | N/A     | $999656.00         | $1348.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $35000.00          | $29348.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $1006897.00        | $1010174.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $506986.00         | $23642.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 2.5000%  | N/A     | $431883.00         | $386587.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $8735286.00        | $6008121.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | 5.0000%  | N/A     | $17612602.00       | $27459.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1211447.00        | $1277209.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 6.5000%  | N/A     | $68328209.00       | $57043052.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $5992897.00        | $5624005.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $29072.00          | $16387.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.0000%  | N/A     | $6225000.00        | $662537.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | 3.5000%  | N/A     | $151439.00         | $14545.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | 6.5000%  | N/A     | $15985728.00       | $10613249.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.5000%  | N/A     | $228000.00         | $147737.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $80000.00          | $14476.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $14000.00          | $12621.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $2362873.00        | $2452914.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $595000.00         | $367593.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $2446722.00        | $215346.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $3689455.00        | $2953487.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1000000.00        | $216532.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.5000%  | N/A     | $2128377.00        | $2287.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 7.0000%  | N/A     | $585984.00         | $5620.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $4962055.00        | $103686.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $5000000.00        | $2656108.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $14000000.00       | $13698.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $9552116.00        | $7951583.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-08-01      | 5.0000%  | N/A     | $12894563.00       | $13260.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $675665.00         | $407589.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 5.0000%  | N/A     | $29900.00          | $4196.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | 3.5000%  | N/A     | $257000.00         | $74155.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $20500000.00       | $4864913.07        | Agency Mortgage-Backed Securities |

### Security 136: 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):** $500306520.00
- **C.18.a - Value (excl. sponsor support):** $500306520.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 137: 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: 0UBS18I20
- **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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Short Rating: NR; Moody's 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 | 2028-08-20      | 6.5000%  | N/A     | $55000.00          | $43.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 7.0000%  | N/A     | $110000.00         | $126.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.0000%  | N/A     | $215000.00         | $229.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 8.0000%  | N/A     | $100000.00         | $43.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.0000%  | N/A     | $45622.00          | $15.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $144063.00         | $113.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.0000%  | N/A     | $25000.00          | $85.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.5000%  | N/A     | $75000.00          | $77.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 6.5000%  | N/A     | $55000.00          | $20.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-15      | 7.0000%  | N/A     | $100000.00         | $68.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.5000%  | N/A     | $50000.00          | $38.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.5000%  | N/A     | $25000.00          | $2.97              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.5000%  | N/A     | $45000.00          | $48.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.0000%  | N/A     | $50000.00          | $154.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.0000%  | N/A     | $25000.00          | $22.07             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $81916300.00       | $84957558.06       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.5000%  | N/A     | $25000.00          | $14.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.5000%  | N/A     | $50000.00          | $56.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 7.0000%  | N/A     | $45000.00          | $2.10              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.0000%  | N/A     | $40000.00          | $25.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $25000.00          | $19.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.5000%  | N/A     | $40000.00          | $63.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.5000%  | N/A     | $62500.00          | $13.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $20000.00          | $83.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.5000%  | N/A     | $37500.00          | $78.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.0000%  | N/A     | $67000.00          | $66.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 8.0000%  | N/A     | $100000.00         | $55.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.0000%  | N/A     | $74700.00          | $39.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.5000%  | N/A     | $62147.00          | $659.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 8.0000%  | N/A     | $250000.00         | $118.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.0000%  | N/A     | $33334.00          | $549.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.2500%  | N/A     | $75000.00          | $60.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.0000%  | N/A     | $50000.00          | $26.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $45000.00          | $32.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.0000%  | N/A     | $125000.00         | $131.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $45000.00          | $176.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.0000%  | N/A     | $25000.00          | $33.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.0000%  | N/A     | $75000.00          | $79.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.5000%  | N/A     | $42750.00          | $7.92              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $30000.00          | $14.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.0000%  | N/A     | $21000.00          | $29.25             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $13327.00          | $66.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.0000%  | N/A     | $25000.00          | $2.93              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $40000.00          | $75.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.0000%  | N/A     | $40000.00          | $451.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $25000.00          | $95.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 8.0000%  | N/A     | $50000.00          | $10.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 6.5000%  | N/A     | $129632.00         | $0.71              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.5000%  | N/A     | $25000.00          | $29.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.5000%  | N/A     | $25000.00          | $51.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 5.5000%  | N/A     | $19000.00          | $754.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.5000%  | N/A     | $4000.00           | $91.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $30000.00          | $164.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.5000%  | N/A     | $100000.00         | $36.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $40000.00          | $113.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.5000%  | N/A     | $25000.00          | $5.13              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $9998.00           | $10.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 7.0000%  | N/A     | $45000.00          | $52.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $50000.00          | $151.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.0000%  | N/A     | $80000.00          | $79.14             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $20989200.00       | $21142478.19       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.5000%  | N/A     | $25000.00          | $13.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 4.5000%  | N/A     | $20000.00          | $446.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $50000.00          | $39.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $19000.00          | $6.55              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.0000%  | N/A     | $15000.00          | $17.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-15      | 4.0000%  | N/A     | $1086.00           | $1.05              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.0000%  | N/A     | $40000.00          | $54.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.0000%  | N/A     | $36000.00          | $44.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.5000%  | N/A     | $25000.00          | $30.86             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2025-11-28      | 0.0000%  | N/A     | $100000000.00      | $97893000.00       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $169.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $25000.00          | $19.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.5000%  | N/A     | $42000.00          | $3.28              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.5000%  | N/A     | $55000.00          | $11.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.0000%  | N/A     | $25000.00          | $76.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 7.0000%  | N/A     | $113000.00         | $13.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $60000.00          | $4.68              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $30000.00          | $109.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $35000.00          | $128.10            | Agency Mortgage-Backed Securities  |

### Security 138: 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: 3130B5E53, C.4 - ISIN: US3130B5E535, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $974989528.50
- **C.18.a - Value (excl. sponsor support):** $974989528.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Short 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 139: 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):** $1225269928.75
- **C.18.a - Value (excl. sponsor support):** $1225269928.75
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 140: 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):** $856782630.42
- **C.18.a - Value (excl. sponsor support):** $856782630.42
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 141: 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: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5758208963.14
- **C.18.a - Value (excl. sponsor support):** $5758208963.14
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 142: 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):** $1207210389.84
- **C.18.a - Value (excl. sponsor support):** $1207210389.84
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 143: 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):** $998522720.00
- **C.18.a - Value (excl. sponsor support):** $998522720.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 144: 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):** $649995196.50
- **C.18.a - Value (excl. sponsor support):** $649995196.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 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: 3130AWNS5, C.4 - ISIN: US3130AWNS59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000204780.00
- **C.18.a - Value (excl. sponsor support):** $1000204780.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **C.10 - Ratings:** Fitch Long Rating: NR; 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 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 146: 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: 0PW007X82
- **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:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **C.10 - Ratings:** Moody's Long Rating: Aa3; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA-; Moody's Short Rating: P-1; 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $54584700.00       | $54316218.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $27272100.00       | $26824055.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $55000000.00       | $55776004.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $50204100.00       | $50984174.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $50234400.00       | $51166725.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $70000000.00       | $67831648.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $56685300.00       | $57851416.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $50782800.00       | $52966165.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | 4.5000%  | N/A     | $50000500.00       | $50115663.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $65000000.00       | $65745496.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $13431600.00       | $13367853.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $58701400.00       | $59556359.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $48628000.00       | $49970151.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $50000000.00       | $51404024.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $59401800.00       | $57124104.51       | U.S. Treasuries (including strips) |

### Security 147: 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):** $110043145.30
- **C.18.a - Value (excl. sponsor support):** $110043145.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 148: 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):** $365000624.15
- **C.18.a - Value (excl. sponsor support):** $365000624.15
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 149: 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: 0GOL25M97
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Fitch Short Rating: F1; Standard & Poor's Long Rating: A+; Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1; 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? 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 | 2055-05-25      | 5.6220%  | N/A     | $198767616.00      | $197176646.01      | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2045-03-20      | 3.0000%  | N/A     | $146553.00         | $159143.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-04-16      | 1.7000%  | N/A     | $7550000.00        | $823552.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-08-25      | 1.2500%  | N/A     | $25000000.00       | $9152090.76        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-11-25      | 6.0000%  | N/A     | $337000.00         | $5231.29           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-11-25      | 5.0252%  | N/A     | $25300000.00       | $6206148.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 5.2710%  | N/A     | $14869000.00       | $426172.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 5.0000%  | N/A     | $400000.00         | $351509.72         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-03-25      | 5.3507%  | N/A     | $20075000.00       | $10015313.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.0000%  | N/A     | $8000000.00        | $5137511.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-08-15      | 1.0000%  | N/A     | $36896896.00       | $9763396.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-09-25      | 3.0000%  | N/A     | $2000000.00        | $120938.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-11-25      | 5.0000%  | N/A     | $19543000.00       | $19327436.37       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 1.5000%  | N/A     | $151515.00         | $78989.06          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $130000.00         | $86454.95          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-16      | 1.7500%  | N/A     | $22193568.00       | $16748845.77       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-25      | 2.0000%  | N/A     | $418558.00         | $288511.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.0000%  | N/A     | $1100000.00        | $717319.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-11-25      | 4.9452%  | N/A     | $62000000.00       | $10479244.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $918368.00         | $843730.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $850000.00         | $458919.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | 5.0000%  | N/A     | $25966000.00       | $25955348.17       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $7169008.00        | $6848250.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-11-25      | 3.0000%  | N/A     | $781000.00         | $732820.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $6550000.00        | $5786248.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | 5.0000%  | N/A     | $10674400.00       | $8019129.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | 5.1720%  | N/A     | $107500000.00      | $103857685.93      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.7220%  | N/A     | $56264000.00       | $53674832.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.2000%  | N/A     | $10250000.00       | $10609854.98       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-06-20      | 3.5000%  | N/A     | $1757420.00        | $1899767.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-05-16      | 2.4500%  | N/A     | $20000000.00       | $9439603.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-12-15      | 4.0000%  | N/A     | $324000.00         | $456514.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-04-25      | 5.5000%  | N/A     | $285000.00         | $7951.65           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-26      | 5.1907%  | N/A     | $117000000.00      | $113801385.60      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $9706960.00        | $9407264.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.0000%  | N/A     | $42400000.00       | $2497169.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-06-25      | 3.0000%  | N/A     | $9081830.00        | $8244200.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-09-16      | 2.0000%  | N/A     | $79462400.00       | $64515892.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 1.0000%  | N/A     | $2200000.00        | $937053.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | 5.0000%  | N/A     | $26230100.00       | $25692980.41       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-08-25      | 5.0000%  | N/A     | $25358800.00       | $25348447.97       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-26      | 5.2307%  | N/A     | $116500000.00      | $117994634.77      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.5000%  | N/A     | $311255.00         | $123351.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-08-15      | 3.0000%  | N/A     | $3250000.00        | $1688784.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-04-25      | 4.5000%  | N/A     | $4800000.00        | $5298545.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-16      | 3.0000%  | N/A     | $23822000.00       | $21634712.40       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-05-25      | 1.0000%  | N/A     | $42170000.00       | $15846821.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-16      | 3.0000%  | N/A     | $2146356.00        | $1412563.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-08-25      | 1.4060%  | N/A     | $63427000.00       | $54794370.35       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-04-25      | 5.0000%  | N/A     | $2355000.00        | $2326980.75        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2066-06-16      | 4.5000%  | N/A     | $15978608.00       | $13560693.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $317428.00         | $223219.41         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-16      | 1.5000%  | N/A     | $25000000.00       | $18397715.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 4.0000%  | N/A     | $472000.00         | $551805.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-03-16      | 2.6000%  | N/A     | $11780000.00       | $1779305.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-09-25      | 1.0000%  | N/A     | $13900000.00       | $6059951.95        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2044-03-20      | 3.5000%  | N/A     | $8122.00           | $6594.08           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-01-25      | 2.5900%  | N/A     | $33820000.00       | $30152234.16       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-12-25      | 3.5000%  | N/A     | $275000.00         | $20026.67          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-25      | 5.0000%  | N/A     | $602836.00         | $508251.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-12-25      | 2.5000%  | N/A     | $28937000.00       | $19594553.21       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2043-04-25      | 3.0000%  | N/A     | $1114000.00        | $751442.19         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $2119556.00        | $1996500.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-05-25      | 4.5000%  | N/A     | $2200000.00        | $1559054.84        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2044-01-16      | 3.0000%  | N/A     | $247000.00         | $287894.81         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $8111856.00        | $5678685.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-08-20      | 2.5000%  | N/A     | $2175000.00        | $123944.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | 0.0000%  | N/A     | $3162000.00        | $3032010.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-03-20      | 3.0000%  | N/A     | $2805000.00        | $158122.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | 1.7500%  | N/A     | $4285000.00        | $340012.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-09-20      | 2.0000%  | N/A     | $34000.00          | $14626.87          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-07-20      | 3.5000%  | N/A     | $8000000.00        | $1244052.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | 4.0000%  | N/A     | $618369.00         | $748566.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $52410000.00       | $51598632.48       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 2.0000%  | N/A     | $1200000.00        | $52470.89          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-04-15      | 5.0000%  | N/A     | $1600000.00        | $625887.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-25      | 4.8365%  | N/A     | $18768832.00       | $5919672.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-25      | 3.5000%  | N/A     | $1316610.00        | $1088769.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-07-15      | 3.0000%  | N/A     | $875000.00         | $808592.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-11-26      | 5.0652%  | N/A     | $34390000.00       | $15917917.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-01-16      | 1.2500%  | N/A     | $17000000.00       | $6914562.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-06-25      | 3.0000%  | N/A     | $560000.00         | $67961.86          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $13174384.00       | $12445218.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $384500.00         | $360205.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-25      | 3.0000%  | N/A     | $1000000.00        | $893070.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $154000.00         | $30971.55          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 5.5000%  | N/A     | $2000000.00        | $85108.23          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-03-20      | 3.0000%  | N/A     | $290000.00         | $339446.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 5.0752%  | N/A     | $25051000.00       | $10959038.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-25      | 5.1652%  | N/A     | $25000000.00       | $7375976.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.0000%  | N/A     | $7658168.00        | $6693479.82        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-03-25      | 4.9952%  | N/A     | $31542112.00       | $11459809.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | 2.5000%  | N/A     | $3275000.00        | $1978302.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | 3.0000%  | N/A     | $500000.00         | $47602.72          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-03-20      | 2.5000%  | N/A     | $150000000.00      | $9512173.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.0000%  | N/A     | $24561920.00       | $3087875.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.5000%  | N/A     | $53645000.00       | $46045270.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 4.0000%  | N/A     | $600000.00         | $15875.47          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-15      | 4.0000%  | N/A     | $149991.00         | $164953.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $2900000.00        | $2838535.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-07-15      | 4.0000%  | N/A     | $784800.00         | $720918.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-04-25      | 3.0000%  | N/A     | $900000.00         | $646690.20         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-08-25      | 4.7552%  | N/A     | $15249000.00       | $2395975.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.0000%  | N/A     | $29996192.00       | $30687208.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 10.6007% | N/A     | $19014400.00       | $6786242.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $185000.00         | $23877.87          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-25      | 5.2507%  | N/A     | $14230000.00       | $4210022.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 6.5000%  | N/A     | $141693.00         | $227978.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $2303000.00        | $3269544.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.0000%  | N/A     | $17281000.00       | $17200950.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-25      | 3.5000%  | N/A     | $1269570.00        | $1083680.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.0000%  | N/A     | $3246000.00        | $2767759.75        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $6569432.00        | $6142693.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | 2.5000%  | N/A     | $250000.00         | $146382.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-08-20      | 3.0000%  | N/A     | $30000000.00       | $587063.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | 5.3520%  | N/A     | $52775040.00       | $51922341.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-06-16      | 1.5000%  | N/A     | $1223000.00        | $721631.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $7000000.00        | $1870139.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 3.6500%  | N/A     | $8224048.00        | $8078427.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-06-15      | 5.0000%  | N/A     | $725000.00         | $712663.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 4.5000%  | N/A     | $1790000.00        | $1342569.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $11840176.00       | $10872179.78       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-03-25      | 4.7952%  | N/A     | $22000000.00       | $5425178.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.4220%  | N/A     | $25664960.00       | $24890657.89       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2043-06-16      | 2.5000%  | N/A     | $100020800.00      | $4595411.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.5000%  | N/A     | $4893344.00        | $649493.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 1.0000%  | N/A     | $1000000.00        | $23955.89          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-12-16      | 3.0000%  | N/A     | $145044.00         | $85541.36          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.0000%  | N/A     | $135000.00         | $183488.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-11-15      | 2.5000%  | N/A     | $105000.00         | $5665.33           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-06-15      | 3.0000%  | N/A     | $1664286.00        | $1297460.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $1435000.00        | $1087852.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-25      | 3.0000%  | N/A     | $2000000.00        | $13652.28          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-05-16      | 4.5000%  | N/A     | $58213888.00       | $56394682.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.0000%  | N/A     | $1000000.00        | $377285.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-10-15      | 3.0000%  | N/A     | $1416000.00        | $171397.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-01-16      | 3.7500%  | N/A     | $8487824.00        | $6044415.71        | Agency Collateralized Mortgage Obligation |

### Security 150: 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):** $699996220.00
- **C.18.a - Value (excl. sponsor support):** $699996220.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 151: 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: 0RC001WB7
- **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):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's Long Rating: NR; Fitch Short Rating: NR; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Long 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 | 2025-08-28      | 0.0000%  | N/A     | $17657300.00       | $17470132.62       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-14      | 0.0000%  | N/A     | $600.00            | $576.96            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-16      | 0.0000%  | N/A     | $600.00            | $578.76            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $500.00            | $370.72            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $100.00            | $77.85             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-08-07      | 0.0000%  | N/A     | $600.00            | $595.15            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $500.00            | $399.14            | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $299374081.00      | $218323939.10      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $44155572.00       | $43181569.97       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $400.00            | $373.49            | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2049-09-20      | 2.5000%  | N/A     | $162862.00         | $76860.86          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-16      | 4.7500%  | N/A     | $4613200.00        | $4505465.12        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2025-07-01      | 0.0000%  | N/A     | $200.00            | $199.25            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $1300.00           | $1180.69           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-11-13      | 0.0000%  | N/A     | $400.00            | $392.25            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $950600.00         | $938619.03         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $48515300.00       | $44760190.07       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $59543795.00       | $57755982.07       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $2545200.00        | $1571050.38        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $40530800.00       | $23404220.91       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $1434000.00        | $1369367.24        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $6100000.00        | $5946695.66        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-08-14      | 0.0000%  | N/A     | $400.00            | $396.44            | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $14559726.00       | $11579863.90       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-07-10      | 0.0000%  | N/A     | $1600000.00        | $1592300.80        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $7058700.00        | $7245132.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $22260700.00       | $22589026.87       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $44582604.00       | $35368504.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.1283%  | N/A     | $39636161.00       | $37733272.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.2220%  | N/A     | $3307648.00        | $3216689.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | 5.4990%  | N/A     | $3900.00           | $3885.53           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $500.00            | $452.06            | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.0000%  | N/A     | $54000000.00       | $49031499.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $2746561.00        | $1997196.85        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2025-07-31      | 0.0000%  | N/A     | $300.00            | $297.82            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $573000.00         | $553126.81         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-07-17      | 0.0000%  | N/A     | $500.00            | $497.19            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $15644300.00       | $15784359.85       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $30994900.00       | $31746576.35       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-06-03      | 0.0000%  | N/A     | $100.00            | $99.95             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-10-02      | 0.0000%  | N/A     | $36000.00          | $35475.84          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-07-15      | 0.0000%  | N/A     | $400.00            | $397.85            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $200000.00         | $192033.04         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-06-17      | 0.0000%  | N/A     | $300.00            | $299.36            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-06-10      | 0.0000%  | N/A     | $800.00            | $798.97            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-06-24      | 0.0000%  | N/A     | $2800800.00        | $2792593.66        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $42553200.00       | $42642240.83       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-06-12      | 0.0000%  | N/A     | $3000000.00        | $2995410.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-06-20      | 0.0000%  | N/A     | $3000800.00        | $2993388.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-07-24      | 0.0000%  | N/A     | $800.00            | $794.84            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $3500.00           | $2460.59           | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $12340502.00       | $11570204.64       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $28959800.00       | $27891436.78       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2063-06-16      | 1.3400%  | N/A     | $77010000.00       | $39161778.77       | Agency Collateralized Mortgage Obligation |

### 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 coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWQ52, C.4 - ISIN: US3130AWQ528, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1350101304.00
- **C.18.a - Value (excl. sponsor support):** $1350101304.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; 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 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: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999982820.00
- **C.18.a - Value (excl. sponsor support):** $999982820.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 154: 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: 0SB005OQ3
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Long Rating: NR; Moody's Short Rating: NR; 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 HOME LOAN MOR | 2054-09-15      | 3.5000%  | N/A     | $30220320.00       | $36530280.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $37953.00          | $30572.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $20568704.00       | $20568030.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1363620.00        | $1383697.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.2220%  | N/A     | $54513280.00       | $51264017.92       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $4663112.00        | $4402573.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-03-01      | 1.5000%  | N/A     | $54552320.00       | $30919919.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 6.0000%  | N/A     | $17950.00          | $203.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $4354608.00        | $4227104.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-09-20      | 5.2334%  | N/A     | $900000.00         | $204534.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.0000%  | N/A     | $26633344.00       | $2353758.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $7063168.00        | $6281122.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 0.0000%  | N/A     | $31494464.00       | $31367793.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $2924052.00        | $2997110.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $97426304.00       | $93238532.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 3.5000%  | N/A     | $100857344.00      | $90547246.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 2.5000%  | N/A     | $66055000.00       | $6213275.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-25      | 3.4583%  | N/A     | $800000.00         | $209256.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1436306.00        | $894427.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $41000.00          | $38467.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $147273472.00      | $91530608.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-15      | 4.0000%  | N/A     | $1000.00           | $528.71            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.0000%  | N/A     | $203000.00         | $44818.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $5503480.00        | $5331683.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-07-15      | 7.0000%  | N/A     | $699999.00         | $3036.90           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $152061.00         | $148775.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $2000000.00        | $750594.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $265400832.00      | $64686928.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-15      | 5.0000%  | N/A     | $16000000.00       | $1036494.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $11955000.00       | $10218790.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $114000.00         | $88079.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.0000%  | N/A     | $3500000.00        | $3487239.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $249487.00         | $208894.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 5.0000%  | N/A     | $5425000.00        | $298068.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2071-03-20      | 5.0783%  | N/A     | $5004504.00        | $2463375.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-10-20      | 5.0334%  | N/A     | $1200000.00        | $107399.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-07-01      | 4.5000%  | N/A     | $1815848.00        | $19844.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1785000.00        | $1390784.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $8102.00           | $687.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.5000%  | N/A     | $19650000.00       | $10053188.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $20000000.00       | $12105811.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 7.5000%  | N/A     | $300620.00         | $316330.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $61658112.00       | $57214419.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 3.0000%  | N/A     | $1173250.00        | $1102384.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 1.5000%  | N/A     | $10000000.00       | $5373352.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $65347584.00       | $40608558.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $5292000.00        | $5117089.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-04-20      | 5.3134%  | N/A     | $2500000.00        | $541508.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.0000%  | N/A     | $1000000.00        | $598551.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 3.0000%  | N/A     | $4198384.00        | $2945985.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.5000%  | N/A     | $13617152.00       | $9261491.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $3145460.00        | $2153310.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $785594.00         | $6609.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $1238050.00        | $768282.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 3.0000%  | N/A     | $75000000.00       | $14558141.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 4.5000%  | N/A     | $604417.00         | $569362.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.0000%  | N/A     | $989352.00         | $507878.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-08-20      | 5.1134%  | N/A     | $6999998.00        | $9077.28           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $191150336.00      | $116625891.38      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $511931904.00      | $43527862.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $358572544.00      | $55528535.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $1120780000.00     | $140069531.13      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $69798272.00       | $66125057.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $2351144.00        | $2283534.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-25      | 2.5000%  | N/A     | $2155416.00        | $1564863.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $1000.00           | $620.00            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $999069.00         | $1020485.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $175000.00         | $133209.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1013050.00        | $725528.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $11229120.00       | $7695008.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $45050.00          | $44922.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $65296100.00       | $62009957.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $174051840.00      | $98452501.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $28247040.00       | $24417016.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $120549632.00      | $74815342.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2412820.00        | $2381248.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $225000.00         | $144423.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.5000%  | N/A     | $147335424.00      | $91763555.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-25      | 3.0000%  | N/A     | $96375168.00       | $3379596.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.0000%  | N/A     | $1000000.00        | $93333.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $15178224.00       | $9666850.93        | Agency Mortgage-Backed Securities         |

### Security 155: 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):** $6758684322.48
- **C.18.a - Value (excl. sponsor support):** $6758684322.48
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 156: 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: 0VT001AM0
- **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:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Moody's Long Rating: Aa3; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA-; 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $16000000.00       | $15781043.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $18000000.00       | $17350371.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $77000000.00       | $74435900.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $64000000.00       | $60633600.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $35214700.00       | $35823856.20       | U.S. Treasuries (including strips) |

### Security 157: 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: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2466604329.75
- **C.18.a - Value (excl. sponsor support):** $2466604329.75
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; 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 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: 3130AXLE6, C.4 - ISIN: US3130AXLE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125041967.50
- **C.18.a - Value (excl. sponsor support):** $125041967.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 159: 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: 0GOL25IR2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **C.10 - Ratings:** Moody's Short Rating: NR; Moody's Long Rating: NR; Fitch Long Rating: A+; 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $80470001.23       | $46788075.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $258057600.00      | $278019028.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $1955000.00        | $499148.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $172061000.00      | $173569832.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $3531000.00        | $7506965.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $2880000.00        | $3616951.50        | U.S. Treasuries (including strips) |

### Security 160: 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: 0SON08SR7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Fitch Long Rating: A; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2028-05-20      | 4.8750%  | N/A     | $28976392.00       | $11124.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-12-20      | 4.7500%  | N/A     | $271118632.00      | $132099.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-25      | 5.1364%  | N/A     | $16895004.00       | $209572.48         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-05-20      | 4.8750%  | N/A     | $67060895.00       | $6953.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-20      | 4.7500%  | N/A     | $16762014.00       | $7468.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1492579.00        | $1486967.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1186464.00        | $1211216.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $2673700.00        | $2189948.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1057479.00        | $1044308.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-09-20      | 4.6250%  | N/A     | $50000000.00       | $14265.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $1282764.00        | $740204.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1933660.00        | $1823892.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.3480%  | N/A     | $27000000.00       | $23951.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1325816.00        | $1305774.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1857297.00        | $1692358.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1182603.00        | $1164331.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1489335.00        | $1376420.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $637.39            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-05-20      | 4.7389%  | N/A     | $4977.00           | $69.59             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $683659.00         | $698705.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $1641083.00        | $1277903.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.5000%  | N/A     | $299997952.00      | $113699918.82      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $3097111.00        | $2594152.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-20      | 4.7500%  | N/A     | $260648891.00      | $99880.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1161234.00        | $1099266.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $153750337.00      | $139667859.57      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1623445.00        | $1553080.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-03-20      | 4.6389%  | N/A     | $24519419.00       | $295490.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-04-16      | 4.6932%  | N/A     | $30792322.00       | $307917.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.0000%  | N/A     | $1576506.00        | $1174389.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-09-20      | 4.6250%  | N/A     | $40000000.00       | $7332.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 6.9350%  | N/A     | $13785124.00       | $204456.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $6700000.00        | $4557629.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1615857.00        | $1513080.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-02-20      | 5.6250%  | N/A     | $24828703.00       | $18107.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-05-20      | 4.8750%  | N/A     | $95097861.00       | $46793.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1337575.00        | $1253066.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $2452873.00        | $2100211.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $1306865.00        | $1362656.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $1900000.00        | $223476.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1691840.00        | $1288779.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-16      | 4.7431%  | N/A     | $43549533.00       | $107579.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1065782.00        | $587995.06         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $396000.00         | $344520.94         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2026-04-20      | 4.8750%  | N/A     | $47042709.00       | $7436.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1119890.00        | $1062172.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1043530.00        | $1033839.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-01-20      | 5.6250%  | N/A     | $50000000.00       | $2766.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1103645.00        | $1130594.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.0000%  | N/A     | $99890555.00       | $91088828.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 4.2540%  | N/A     | $35285000.00       | $18489.00          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $23391503.00       | $18954870.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1326192.00        | $1379406.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.4500%  | N/A     | $32000000.00       | $4774.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $700000.00         | $436384.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $2131625.00        | $2161662.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-02-20      | 5.6250%  | N/A     | $20000000.00       | $16290.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $1152750.00        | $1132499.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $108714242.00      | $56093744.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1005407.00        | $1047717.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.0000%  | N/A     | $41000000.00       | $39106957.10       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $343.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1657941.00        | $1462003.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-05-20      | 4.8750%  | N/A     | $239056718.00      | $54893.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1045248.00        | $906874.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-04-20      | 4.8750%  | N/A     | $100000000.00      | $30001.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-09-20      | 4.6250%  | N/A     | $189825324.00      | $56083.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $3013415.00        | $2427054.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2082753.00        | $1866410.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-07-20      | 4.6250%  | N/A     | $69768735.00       | $20888.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $1731950.00        | $1478531.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-05-20      | 4.8750%  | N/A     | $33619620.00       | $25208.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-01-20      | 5.6250%  | N/A     | $15131096.00       | $12221.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1078940.00        | $1120472.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1220286.00        | $1065102.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1274665.00        | $1256590.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1047250.00        | $1076956.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1176544.00        | $1118963.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $146213.00         | $96840.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1016169.00        | $934797.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1538632.00        | $1470376.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1539693.00        | $1197942.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-07-20      | 4.6250%  | N/A     | $21028840.00       | $8503.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-10-20      | 4.7500%  | N/A     | $51500000.00       | $12155.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1006360.00        | $1052164.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1247063.00        | $1132544.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-04-20      | 4.7389%  | N/A     | $21581990.00       | $212981.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-06-20      | 4.8750%  | N/A     | $27116857.00       | $14949.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1020503.00        | $1060119.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-15      | 5.4468%  | N/A     | $21250000.00       | $185966.21         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-06-20      | 4.8750%  | N/A     | $64424673.00       | $62383.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-04-20      | 4.8750%  | N/A     | $58013355.00       | $23552.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1365211.00        | $1235637.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $2558861.00        | $1619040.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.0000%  | N/A     | $1504.00           | $1254.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1120488.00        | $595545.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1476641.00        | $1404792.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1709768.00        | $1507613.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $1954952.00        | $1942221.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 2.0000%  | N/A     | $49242167.00       | $34600857.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $1128118.00        | $726295.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1066942.00        | $1123444.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1515307.00        | $1507112.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-12-20      | 4.7500%  | N/A     | $47749998.00       | $16587.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $268595453.00      | $218733126.98      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1491911.00        | $1413880.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1634951.00        | $1545061.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-07-20      | 4.6250%  | N/A     | $50104293.00       | $4450.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1457508.00        | $1474608.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1347950.00        | $1148586.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $2624320.00        | $1704236.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-12-16      | 4.6432%  | N/A     | $38010486.00       | $34572.32          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $3154470.00        | $1891453.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.5000%  | N/A     | $312984180.00      | $180750689.25      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1159159.00        | $1155771.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $2919654.00        | $3011462.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1278472.00        | $1089879.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $2695341.00        | $2227092.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-04-20      | 4.8750%  | N/A     | $11167003.00       | $5519.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-20      | 4.7389%  | N/A     | $28720000.00       | $122663.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $147255341.00      | $142798893.68      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-16      | 4.7431%  | N/A     | $2400.00           | $58.29             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-03-20      | 5.6250%  | N/A     | $68458137.00       | $36434.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 7.0000%  | N/A     | $1468090.00        | $1539955.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.8750%  | N/A     | $100000000.00      | $24851.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $1100000.00        | $179723.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1541571.00        | $1490870.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.8750%  | N/A     | $232713257.00      | $27157.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 3.5000%  | N/A     | $1000.00           | $94.89             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.5000%  | N/A     | $1000000.00        | $175329.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-16      | 4.6631%  | N/A     | $50000000.00       | $240621.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-05-01      | 2.0000%  | N/A     | $119127024.00      | $68794139.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $1000000.00        | $656070.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $26110075.00       | $21576036.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1656254.00        | $1644344.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1080100.00        | $767850.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 3.5000%  | N/A     | $1000.00           | $52.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $9044752.00        | $859045.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-10-20      | 4.7500%  | N/A     | $30793970.00       | $15217.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-07-20      | 4.6250%  | N/A     | $150000000.00      | $15490.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1066128.00        | $898872.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-08-20      | 4.6250%  | N/A     | $192217675.00      | $86305.00          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1228858.00        | $1244951.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $342064624.00      | $175323195.44      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1486900.00        | $1536504.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1530774.00        | $1547323.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1854473.00        | $1850240.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1047373.00        | $1096219.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1322555.00        | $1321045.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2055238.00        | $2088462.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | 4.1940%  | N/A     | $30000000.00       | $959.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1874042.00        | $1604601.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1076739.00        | $1068061.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1979127.00        | $1844010.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.0000%  | N/A     | $179000.00         | $145543.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1019035.00        | $1015607.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $8000000.00        | $6479038.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1177568.00        | $563809.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1469100.00        | $1265231.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1095029.00        | $1010537.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-12-20      | 4.7500%  | N/A     | $67788747.00       | $23200.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-16      | 4.6932%  | N/A     | $20556114.00       | $128023.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1176875.00        | $1219296.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1477165.00        | $1472554.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3247780.00        | $3236270.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 4.0000%  | N/A     | $239810754.00      | $108606850.50      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1093425.00        | $1015956.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1059532.00        | $948354.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $571476447.00      | $69771144.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $1000.00           | $327.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $3045338.00        | $2821162.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 5.1530%  | N/A     | $67563765.00       | $27073.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-02-20      | 4.5889%  | N/A     | $30000000.00       | $353808.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $226050356.00      | $190904768.90      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $3422944.00        | $3357956.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $742000.00         | $360112.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1003950.00        | $1042311.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $1060356.00        | $917778.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1791362.00        | $1635520.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | 4.6389%  | N/A     | $22000000.00       | $294751.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $9222248.00        | $5948663.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-04-20      | 4.8750%  | N/A     | $108719717.00      | $19299.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $126000.00         | $108302.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1110765.00        | $1107524.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $2104192.00        | $2074502.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.8750%  | N/A     | $49802000.00       | $6100.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $2980331.00        | $2972892.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $1181648.00        | $678574.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $183712962.00      | $177297679.52      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $1984436.00        | $1397907.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1092500.00        | $1122259.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1706350.00        | $1763631.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1654533.00        | $1670356.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1117494.00        | $1091134.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $2013559.00        | $1665506.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.0000%  | N/A     | $1812637.00        | $1902692.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1288021.00        | $1289500.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1284754.00        | $1278344.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 4.0000%  | N/A     | $51000000.00       | $13578340.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $3080870.00        | $2839517.29        | Agency Mortgage-Backed Securities         |

### Security 161: 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):** $1470035341.00
- **C.18.a - Value (excl. sponsor support):** $1470035341.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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 162: 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: OSG002C90
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA-; Fitch Long Rating: AA; Moody's Short Rating: P-1; 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 HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1694220.00        | $1692704.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 3.0000%  | N/A     | $1222794.00        | $609612.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $11918412.00       | $9652480.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $53804835.00       | $29531726.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 4.2100%  | N/A     | $46373000.00       | $46018821.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 1.5000%  | N/A     | $549993.00         | $332028.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $551561.00         | $546554.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $975000.00         | $692964.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.8220%  | N/A     | $31523293.00       | $18880980.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-01      | 2.0000%  | N/A     | $98000.00          | $62035.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $37539437.00       | $36023022.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $4152741.00        | $4093869.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $7509581.00        | $7203597.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1549575.00        | $1475825.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $53545218.00       | $53328281.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $20850304.00       | $13725423.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-25      | 3.5000%  | N/A     | $16370496.00       | $12859535.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $84999.00          | $24840.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 4.5000%  | N/A     | $19013471.00       | $18074015.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $65354546.00       | $34085201.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $84996.00          | $49624.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-25      | 5.5220%  | N/A     | $62981844.00       | $55756544.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $313543.00         | $314681.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $400000.00         | $44152.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $33957888.00       | $24227497.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4365256.00        | $4355266.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $25320.00          | $25264.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.6720%  | N/A     | $12781454.00       | $12187072.36       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $327979.00         | $203579.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1600000.00        | $1101857.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $25534734.00       | $15596208.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $46691511.00       | $43124077.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $992345.00         | $950562.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $2021240.00        | $1672751.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $64000.00          | $46205.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $53000.00          | $38647.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $25909.00          | $25764.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2200592.00        | $2249701.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $4727547.00        | $4744361.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-25      | 5.6220%  | N/A     | $1747588.00        | $1212948.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1675047.00        | $1731549.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6720%  | N/A     | $166333028.00      | $160137367.33      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $73549212.00       | $43949225.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $78717824.00       | $40286905.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $100371485.00      | $14742998.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $70529353.00       | $38552785.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.7420%  | N/A     | $1221000.00        | $1100257.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $3722536.00        | $3771465.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $2340670.00        | $1904821.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $927256.00         | $555414.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1950000.00        | $1532577.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $70271998.00       | $37945840.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $47510272.00       | $47145108.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $133369.00         | $79919.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-25      | 1.4685%  | N/A     | $500000.00         | $428259.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $2379578.00        | $37769.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 1.5000%  | N/A     | $3297454.00        | $1868976.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1961521.00        | $1886629.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $20253.00          | $20382.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.0000%  | N/A     | $4734888.00        | $4753031.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.0000%  | N/A     | $37864.00          | $30096.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $17936000.00       | $17502869.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $23378999.00       | $17982986.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2086459.00        | $2166736.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $173496792.00      | $39899455.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $3043000.00        | $1832973.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $103004740.00      | $8011320.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $64172394.00       | $36679132.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2029757.00        | $2106889.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $118965836.00      | $48553342.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $860.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $132000.00         | $91548.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $294472.00         | $234183.35         | Agency Mortgage-Backed Securities         |

### Security 163: 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: 912797QB6, C.4 - ISIN: US912797QB69, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6211423145.84
- **C.18.a - Value (excl. sponsor support):** $6211423145.84
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: 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: OQB008DG9
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** Moody's Short Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: A+; Moody's Long 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

**C.8 - Repurchase 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 | 2049-07-01      | 2.5000%  | N/A     | $2130000.00        | $712144.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1841761.00        | $1913600.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 2.5000%  | N/A     | $8948738.00        | $6278194.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 1.5000%  | N/A     | $12607729.00       | $5663697.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $355603.00         | $314994.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $5000.00           | $3199.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 2.5000%  | N/A     | $86295.00          | $61316.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $500000.00         | $318936.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $9000.00           | $1367.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.0000%  | N/A     | $497000.00         | $54096.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $2080000.00        | $1333633.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $935000.00         | $103356.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $92660742.00       | $81758927.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1147105.00        | $1193700.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $5188547.00        | $5143173.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $26000.00          | $3249.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $35000.00          | $33645.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $34672800.00       | $34039984.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $140000.00         | $118298.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 6.0000%  | N/A     | $546354.00         | $493938.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $2311742.00        | $1796932.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $4675000.00        | $24246.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 7.5000%  | N/A     | $15000000.00       | $6928.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 1.5000%  | N/A     | $1138313.00        | $660012.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $2000.00           | $1466.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $2000000.00        | $1530737.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $8465119.00        | $8095353.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-05-01      | 5.0000%  | N/A     | $2723000.00        | $9641.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 4.5000%  | N/A     | $280000.00         | $195466.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.5000%  | N/A     | $1273745.00        | $1073750.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $7791000.00        | $5025778.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 1.5000%  | N/A     | $960566.00         | $693435.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $62582054.00       | $55743558.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1297915.00        | $1134897.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.5000%  | N/A     | $3248529.00        | $2438755.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $1322461.00        | $1331691.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.5000%  | N/A     | $25000.00          | $3306.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $200000.00         | $151699.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $350000.00         | $891.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.0000%  | N/A     | $17000.00          | $13791.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 3.0000%  | N/A     | $300000.00         | $183830.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $100000.00         | $33886.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 5.5000%  | N/A     | $2655730.00        | $2671548.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $570000.00         | $380319.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $48414.00          | $35690.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.5000%  | N/A     | $1222112.00        | $664819.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $3725000.00        | $2895089.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $100000.00         | $33543.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $819195.00         | $643213.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1261397.00        | $721458.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1270000.00        | $882171.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 2.5000%  | N/A     | $130000.00         | $41894.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $2743591.00        | $347240.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 3.5000%  | N/A     | $1538891.00        | $1445135.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $234000.00         | $137829.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.5000%  | N/A     | $360000.00         | $364051.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 4.5000%  | N/A     | $3320100.00        | $809374.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $443734.00         | $351574.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $566118.00         | $565830.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $7014266.00        | $6918507.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.5000%  | N/A     | $3300000.00        | $610934.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 1.5000%  | N/A     | $150000.00         | $78219.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1300723.00        | $1279972.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | 3.0000%  | N/A     | $9000.00           | $1193.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $51097.00          | $32541.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 4.5000%  | N/A     | $36956671.00       | $35072125.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $653000.00         | $101314.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1523000.00        | $1256603.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.0000%  | N/A     | $3500000.00        | $2444325.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $300000.00         | $172929.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | 3.5000%  | N/A     | $6851421.00        | $119850.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $1765985.00        | $1049772.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1000462.00        | $1038372.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $41050000.00       | $35309758.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $2389108.00        | $1992265.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $499950.00         | $506239.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1540000.00        | $1064397.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2292607.00        | $2346861.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1600000.00        | $1026928.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 6.5000%  | N/A     | $2003334.00        | $10261.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $1039762.00        | $686495.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 3.5000%  | N/A     | $1987475.00        | $1762038.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1019620.00        | $991741.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 2.5000%  | N/A     | $6345000.00        | $1468287.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $9000.00           | $1146.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $50051592.00       | $42180071.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $100000.00         | $58466.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 3.0000%  | N/A     | $1661478.00        | $154549.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $646988.00         | $343355.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $15000.00          | $3424.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 2.5000%  | N/A     | $825837.00         | $247502.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $2051550.00        | $1981799.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1525509.00        | $1201115.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1293015.00        | $1307776.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $30386010.00       | $28074842.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $593278.00         | $523152.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 2.5000%  | N/A     | $500000.00         | $344066.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $95427.00          | $51824.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $144450.00         | $114724.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $200000.00         | $141137.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $9906728.00        | $6532576.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $565000.00         | $447786.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $165000.00         | $108308.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 3.5000%  | N/A     | $3931770.00        | $2926500.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 2.5000%  | N/A     | $1092409.00        | $213714.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $3241644.00        | $3134535.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.0000%  | N/A     | $350000.00         | $68381.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $350432.00         | $235260.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $326525.00         | $255346.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1105000.00        | $719764.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $27921188.00       | $26329580.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1198049.00        | $1192592.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $483473.00         | $260466.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $26074370.00       | $23537314.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-06-01      | 3.0000%  | N/A     | $283344.00         | $98659.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $6317476.00        | $5313978.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $4435476.00        | $4536689.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $2300000.00        | $1329384.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.5000%  | N/A     | $74334.00          | $10099.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1366000.00        | $1028273.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 5.0000%  | N/A     | $300000.00         | $51859.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $14412000.00       | $13843580.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $315093.00         | $35592.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $56150319.00       | $47132087.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $70000.00          | $60865.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $912538.00         | $761023.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.0000%  | N/A     | $12366441.00       | $6997500.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1110989.00        | $605322.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $459020.00         | $351439.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $100000.00         | $13695.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $10179768.00       | $10113075.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1295095.00        | $247703.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 2.5000%  | N/A     | $864600.00         | $629620.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1127454.00        | $1127750.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | 4.5000%  | N/A     | $4400000.00        | $46102.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $485000.00         | $381186.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $16136593.00       | $10284838.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-09-01      | 6.0000%  | N/A     | $3136193.00        | $8970.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $150000.00         | $131139.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $25000.00          | $1415.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 6.0000%  | N/A     | $225000.00         | $17538.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $5132735.00        | $4973126.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $5000.00           | $3962.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $100000.00         | $65603.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-11-01      | 4.0000%  | N/A     | $159000.00         | $1195.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.5000%  | N/A     | $4408472.00        | $4257525.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $275000.00         | $138511.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $700000.00         | $412754.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.5000%  | N/A     | $2257924.00        | $1959128.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $100000.00         | $52619.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $2000000.00        | $9970.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 7.5000%  | N/A     | $158993.00         | $169113.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $119845.00         | $67702.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 3.0000%  | N/A     | $38320189.00       | $30362680.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.5000%  | N/A     | $22000.00          | $15052.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $1472000.00        | $945253.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 5.0000%  | N/A     | $154953.00         | $13243.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.0000%  | N/A     | $1040722.00        | $630671.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $36939018.00       | $35255822.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $6000.00           | $678.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.5000%  | N/A     | $1087418.00        | $952024.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1513000.00        | $1361919.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.5000%  | N/A     | $80000.00          | $11374.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $28942.00          | $24557.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.5000%  | N/A     | $3714551.00        | $3829938.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1855059.00        | $1939814.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $2000000.00        | $1288746.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $2609700.00        | $1428684.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $2702456.00        | $2594978.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $440224.00         | $305454.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.5000%  | N/A     | $4025844.00        | $22481.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 4.0000%  | N/A     | $2038949.00        | $1890295.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | 3.0000%  | N/A     | $85000.00          | $30677.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $1068691.00        | $1029417.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 6.0000%  | N/A     | $510121.00         | $444099.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2023038.00        | $2009784.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1017136.00        | $875070.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 3.5000%  | N/A     | $635713.00         | $387446.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $41997.00          | $1509.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1146000.00        | $1137819.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 2.5000%  | N/A     | $750000.00         | $61424.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 6.5000%  | N/A     | $2084925.00        | $1636047.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $30000.00          | $19246.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 4.0000%  | N/A     | $9708659.00        | $397406.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.0000%  | N/A     | $1001286.00        | $841514.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $46054.00          | $29419.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $4805914.00        | $4714385.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $5653183.00        | $2127994.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2027420.00        | $1802214.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $280000.00         | $182184.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $219000.00         | $11139.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $7334547.00        | $7274684.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $1072907.00        | $43495.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $31500.00          | $24530.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $345000.00         | $170435.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $525053.00         | $367417.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $3000.00           | $1377.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $890042.00         | $594216.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $302000.00         | $236560.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $22428860.00       | $23116384.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $19945294.00       | $19829642.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $22279319.00       | $21293981.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 3.5000%  | N/A     | $6770943.00        | $6455025.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 5.0000%  | N/A     | $230000.00         | $24595.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $10653490.00       | $6678509.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $2652278.00        | $2532799.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.5000%  | N/A     | $1365305.00        | $1411177.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1098850.00        | $1159028.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $7720927.00        | $7125054.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $508463.00         | $458982.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.0000%  | N/A     | $107950153.00      | $31137101.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $40000.00          | $2952.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $97594.00          | $27255.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $33000.00          | $22592.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.0000%  | N/A     | $1151354.00        | $1125874.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2529794.00        | $2453245.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $2380309.00        | $2084794.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 4.0000%  | N/A     | $1200000.00        | $33346.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.0000%  | N/A     | $1554057.00        | $1588592.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $733469.00         | $497847.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $75000.00          | $50708.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $58915728.00       | $37816869.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1663950.00        | $1646343.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $5290000.00        | $4043739.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $700000.00         | $636922.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $23000.00          | $20454.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $500000.00         | $330025.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $200000.00         | $132358.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $30000.00          | $20131.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1310000.00        | $1043705.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $694537.00         | $665120.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1395517.00        | $1021613.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.0000%  | N/A     | $2740027.00        | $610891.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | 4.0000%  | N/A     | $2010000.00        | $79987.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 4.5000%  | N/A     | $1051912.00        | $945345.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $9000.00           | $7728.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.5000%  | N/A     | $11011000.00       | $6067901.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.0000%  | N/A     | $28518410.00       | $25723457.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $2300000.00        | $1382270.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $4433665.00        | $4080203.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $350123.00         | $5231.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $10069245.00       | $9519192.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $83000.00          | $20909.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $50000.00          | $36497.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $283469072.00      | $166859130.71      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $403167.00         | $262111.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $5000000.00        | $4278642.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.5000%  | N/A     | $20000000.00       | $25192.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1470.00           | $1387.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1340000.00        | $1150953.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $300000.00         | $225628.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $541574.00         | $533966.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $10000000.00       | $1859737.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1426475.00        | $1207604.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $7400000.00        | $1152707.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | 6.0000%  | N/A     | $2250000.00        | $121356.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $225000.00         | $209064.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1847000.00        | $1334731.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $28347629.00       | $27138482.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $2000.00           | $1658.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 2.0000%  | N/A     | $3000000.00        | $2137374.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $11695639.00       | $12091678.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1169000.00        | $866803.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $75000.00          | $3443.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $858556.00         | $589888.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 4.5000%  | N/A     | $1411975.00        | $1338241.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.5000%  | N/A     | $1434442.00        | $1031618.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 5.0000%  | N/A     | $3000.00           | $2196.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 6.0000%  | N/A     | $1129700.00        | $1142944.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $119932.00         | $84730.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $2562950.00        | $292369.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $700000.00         | $663502.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 6.0000%  | N/A     | $3522247.00        | $3024623.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $33231065.00       | $28881539.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $750000.00         | $526881.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 1.5000%  | N/A     | $12318343.00       | $7436526.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $1895000.00        | $1025413.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $1549000.00        | $309592.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $45000.00          | $10637.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $400000.00         | $73026.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $1386000.00        | $790036.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.0000%  | N/A     | $258850.00         | $251142.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1574819.00        | $1588839.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2025-12-01      | 3.5000%  | N/A     | $3976458.00        | $21367.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.5000%  | N/A     | $400000.00         | $115233.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1375348.00        | $1368377.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1195202.00        | $1199810.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $45688812.00       | $45389484.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.5000%  | N/A     | $57168779.00       | $47984624.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 5.0000%  | N/A     | $1963931.00        | $112764.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $645983.00         | $625820.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $2940859.00        | $172409.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $460059.00         | $367384.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $200000.00         | $150241.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1750000.00        | $1324820.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.5000%  | N/A     | $350000.00         | $3317.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | 5.0000%  | N/A     | $25058883.00       | $10804.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $82000.00          | $67075.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $150000.00         | $45664.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-02-01      | 3.0000%  | N/A     | $5408767.00        | $1765107.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 5.5000%  | N/A     | $33026.00          | $1029.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $3830000.00        | $2347529.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $9181682.00        | $9404334.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $114532457.00      | $110043428.30      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1149050.00        | $1171140.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $60000.00          | $9794.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.0000%  | N/A     | $1021984.00        | $918221.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $7955604.00        | $8127624.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1793247.00        | $1837205.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1894915.00        | $1478943.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $23695007.00       | $20094766.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $812311.00         | $459645.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $1595288.00        | $102323.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $4935231.00        | $4817851.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2075041.00        | $2063866.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $6066447.00        | $5019156.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $160000.00         | $132565.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $282338.00         | $74867.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $2572361.00        | $2511075.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 8.0000%  | N/A     | $24631550.00       | $31136.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 6.5000%  | N/A     | $97000.00          | $1317.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $508887.00         | $492838.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $16000.00          | $3758.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1424.00           | $1381.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1331515.00        | $1322631.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $100000.00         | $64815.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-06-01      | 4.5000%  | N/A     | $7749000.00        | $51747.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $300000.00         | $58055.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.5000%  | N/A     | $9889366.00        | $9027636.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 4.5000%  | N/A     | $5078890.00        | $4999141.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 3.5000%  | N/A     | $88684920.00       | $80921713.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1540000.00        | $1362936.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $1156044.00        | $756323.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $59386315.00       | $58997248.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 5.5000%  | N/A     | $3541067.00        | $3365733.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-06-01      | 6.0000%  | N/A     | $1004000.00        | $928.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1566198.00        | $1532719.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $158000.00         | $123025.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | 5.0000%  | N/A     | $2327690.00        | $16834.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $20714615.00       | $19092279.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $3551601.00        | $3438746.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $2210000.00        | $231936.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | 4.0000%  | N/A     | $4505472.00        | $85808.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $8336922.00        | $5984279.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2199940.00        | $2234191.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 1.5000%  | N/A     | $5000000.00        | $2325813.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $84144.00          | $14699.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $13000.00          | $2468.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.0000%  | N/A     | $2000000.00        | $924196.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $1280000.00        | $371951.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $1500000.00        | $5029.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $41775300.00       | $29359961.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $4650000.00        | $2936284.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1600000.00        | $1469662.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | 3.5000%  | N/A     | $1400000.00        | $140486.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $494909.00         | $453345.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 5.0000%  | N/A     | $190000.00         | $41650.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $15175273.00       | $14108382.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | 6.0000%  | N/A     | $676838.00         | $71814.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-25      | 3.5000%  | N/A     | $220000.00         | $175497.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $2372880.00        | $1761947.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $486000.00         | $373928.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $2300000.00        | $1721658.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 1.5000%  | N/A     | $250000.00         | $139512.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $195000.00         | $126144.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $461570.00         | $445366.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.0000%  | N/A     | $23520582.00       | $22317080.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $2642514.00        | $954845.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1091262.00        | $1106852.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 7.0000%  | N/A     | $1295273.00        | $631249.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $300000.00         | $57608.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $5387807.00        | $3781326.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $17000.00          | $3128.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 4.0000%  | N/A     | $54000.00          | $6744.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $4314646.00        | $2514.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1363092.00        | $1386671.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1758631.00        | $1749506.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 5.5000%  | N/A     | $475000.00         | $473090.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.0000%  | N/A     | $195000.00         | $38037.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $245000.00         | $97605.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $200000.00         | $92950.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $121998000.00      | $108827608.59      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $35050.00          | $24030.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.0000%  | N/A     | $189924.00         | $115581.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1184014.00        | $849430.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $650000.00         | $394790.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $1161260.00        | $689626.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $1664125.00        | $1036303.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1156125.00        | $1185348.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-08-01      | 3.5000%  | N/A     | $2560000.00        | $780826.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $8117000.00        | $6255845.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $3774991.00        | $2494242.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 5.0000%  | N/A     | $1978238.00        | $289310.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $5580249.00        | $54484.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2681548.00        | $2698810.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $11000000.00       | $7992011.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $3927863.00        | $64758.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-12-01      | 3.5000%  | N/A     | $3101279.00        | $35021.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $67165525.00       | $57009313.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $18491228.00       | $15931938.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $49000.00          | $27161.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $9902346.00        | $7252350.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $2000850.00        | $1302075.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $66000.00          | $61923.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $200000.00         | $158024.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1235654.00        | $1201506.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $598437.00         | $1954.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $20000.00          | $16647.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $6355000.00        | $3588381.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $189000.00         | $139031.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 2.5000%  | N/A     | $1541785.00        | $434148.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $2971666.00        | $2484385.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $105000.00         | $68878.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 5.5000%  | N/A     | $20000000.00       | $20206751.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $2210787.00        | $1381522.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $90000.00          | $3436.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $42283.00          | $25019.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $3100692.00        | $3035388.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $1000000.00        | $860794.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.5000%  | N/A     | $2066810.00        | $1845660.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $8247024.00        | $5753138.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $20040057.00       | $18728099.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $100000.00         | $15086.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $9192991.00        | $9242961.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1525893.00        | $1348816.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $3900000.00        | $2257251.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | 3.0000%  | N/A     | $117000.00         | $12127.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 5.0000%  | N/A     | $2200000.00        | $391189.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $2202618.00        | $2206596.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $3000.00           | $2490.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $303440.00         | $256416.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $4286542.00        | $3456232.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $2838050.00        | $2758813.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $3892202.00        | $3740451.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $34000.00          | $24494.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.5000%  | N/A     | $26865.00          | $15556.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $2421625.00        | $2395849.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 3.5000%  | N/A     | $2581683.00        | $2417952.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.0000%  | N/A     | $1100000.00        | $255769.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $3482000.00        | $2834116.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-10-01      | 2.0000%  | N/A     | $481135.00         | $15881.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.5000%  | N/A     | $1870000.00        | $317812.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.5000%  | N/A     | $830000.00         | $5750.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $71114241.00       | $58708438.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $28000.00          | $1943.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $2363468.00        | $2412574.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $1898663.00        | $1866245.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-04-01      | 3.0000%  | N/A     | $739499.00         | $132405.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $167559.00         | $133560.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $7323429.00        | $5272774.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $2272314.00        | $2062659.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.0000%  | N/A     | $26000.00          | $4099.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $100000.00         | $82704.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $2411000.00        | $2079413.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.0000%  | N/A     | $1000000.00        | $653323.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $12587167.00       | $7698587.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 4.5000%  | N/A     | $3201293.00        | $370161.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $6000.00           | $833.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.0000%  | N/A     | $2612021.00        | $413550.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $254575.00         | $213219.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $28000.00          | $638.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $8594170.00        | $8533225.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 4.5000%  | N/A     | $1132634.00        | $1092842.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1990015.00        | $2037742.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $7404000.00        | $4109100.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 4.0000%  | N/A     | $20000000.00       | $1370386.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $916392.00         | $759592.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $400000.00         | $72781.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 4.5000%  | N/A     | $1694000.00        | $1319408.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $4118229.00        | $3983263.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1007076.00        | $992240.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $7925000.00        | $5557897.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.0000%  | N/A     | $3528832.00        | $3173124.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1216227.00        | $1085096.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $9740166.00        | $7604516.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $1795624.00        | $1801643.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 5.5000%  | N/A     | $1243000.00        | $316910.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $563000.00         | $258492.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $172000.00         | $20208.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $9658000.00        | $8457157.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $5709218.00        | $5166369.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 3.0000%  | N/A     | $107629.00         | $73268.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $1050050.00        | $902429.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 4.0000%  | N/A     | $203445.00         | $25229.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $17000.00          | $14506.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $2289664.00        | $1616338.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1287553.00        | $1317319.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 7.0000%  | N/A     | $7369985.00        | $284846.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $1952066.00        | $185609.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $3528382.00        | $2651322.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $20000.00          | $4396.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 7.5000%  | N/A     | $71487.00          | $1735.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-10-01      | 6.0000%  | N/A     | $2300000.00        | $3306.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $890156.00         | $850298.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1242210.00        | $1162995.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $218386.00         | $163525.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1604512.00        | $1602864.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $84144.00          | $16334.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | 4.0000%  | N/A     | $6315000.00        | $107724.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $50000.00          | $40489.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $6065136.00        | $4910563.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $6934714.00        | $4900597.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $41793680.00       | $32255634.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1107297.00        | $778450.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $500000.00         | $24025.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $6295628.00        | $6097871.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 4.0000%  | N/A     | $529954.00         | $56560.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.5000%  | N/A     | $12800000.00       | $1438170.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $77500.00          | $56871.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.0000%  | N/A     | $7024524.00        | $4541469.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $1060333.00        | $1097678.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $184411.00         | $43321.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | 5.0000%  | N/A     | $971822.00         | $31313.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $4000.00           | $2482.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $263100.00         | $203016.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 7.0000%  | N/A     | $1040621.00        | $177162.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.0000%  | N/A     | $349000.00         | $330731.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $526388.00         | $367651.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1084397.00        | $1113222.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $2389610.00        | $2255572.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $280488.00         | $243004.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1596968.00        | $1585878.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $5446175.00        | $5286751.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 2.5000%  | N/A     | $11613282.00       | $9427358.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $100000.00         | $81079.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-09-01      | 4.5000%  | N/A     | $500000.00         | $147874.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1074726.00        | $1095820.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 5.5000%  | N/A     | $75444.00          | $4415.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.5000%  | N/A     | $1922756.00        | $139958.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.0000%  | N/A     | $50000.00          | $27953.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2434062.00        | $2492615.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $2859835.00        | $2837822.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.5000%  | N/A     | $1225000.00        | $10734.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 3.5000%  | N/A     | $241375.00         | $208876.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $13734952.00       | $9687175.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $56663.00          | $7822.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.5000%  | N/A     | $5860565.00        | $1369869.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $12000000.00       | $6879973.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $5785311.00        | $4091986.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $44500.00          | $6456.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.5000%  | N/A     | $1673570.00        | $1463.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.0000%  | N/A     | $2382796.00        | $2073489.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-05-01      | 3.0000%  | N/A     | $30000.00          | $2615.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $551545.00         | $493290.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | 4.0000%  | N/A     | $650000.00         | $4754.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $300000.00         | $208390.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $2054141.00        | $1410478.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1452000.00        | $1307476.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $5542000.00        | $4360456.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $3999600.00        | $3968153.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.0000%  | N/A     | $750000.00         | $115622.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.0000%  | N/A     | $4597022.00        | $4306365.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $4548338.00        | $4518539.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.5000%  | N/A     | $200000.00         | $113045.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 3.0000%  | N/A     | $991108.00         | $520847.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1097109.00        | $1135888.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 7.5000%  | N/A     | $1766000.00        | $19847.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 4.5000%  | N/A     | $1181415.00        | $1147521.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $1000000.00        | $1018291.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $5000.00           | $3280.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $15000.00          | $13158.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $20878582.00       | $18553974.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.0000%  | N/A     | $75328.00          | $8287.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $26000.00          | $13179.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 4.0000%  | N/A     | $400000.00         | $44986.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 2.5000%  | N/A     | $35828.00          | $6716.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-08-01      | 5.0000%  | N/A     | $246458.00         | $6783.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1261943.00        | $1146888.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $399551.00         | $279521.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.5000%  | N/A     | $4084266.00        | $2664322.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.0000%  | N/A     | $204982.00         | $134462.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.0000%  | N/A     | $297395.00         | $282705.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.0000%  | N/A     | $315718.00         | $180790.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $10702111.00       | $6949978.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $41245972.00       | $40936671.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2498000.00        | $1518177.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $200000.00         | $157369.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 6.5000%  | N/A     | $1129558.00        | $960050.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.0000%  | N/A     | $250000.00         | $57782.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $6669159.00        | $6755175.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $3045000.00        | $1578300.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $28075995.00       | $28479849.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $275000.00         | $178884.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $55000.00          | $6730.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $4281670.00        | $16440.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $2628563.00        | $2348871.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $3729092.00        | $3613996.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $100000.00         | $68201.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1123295.00        | $1121032.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $9001637.00        | $1393993.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $943279.00         | $851063.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 1.5000%  | N/A     | $7648248.00        | $5536337.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $1242131.00        | $1244815.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.0000%  | N/A     | $1389740.00        | $851475.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $187000.00         | $103463.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.0000%  | N/A     | $15330989.00       | $14992440.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1021822.00        | $991534.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1097499.00        | $1123237.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1154034.00        | $1167078.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $30000000.00       | $26426114.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $10000.00          | $6663.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1061879.00        | $1057057.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1201345.00        | $1255026.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 5.0000%  | N/A     | $103000.00         | $11644.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $6210846.00        | $6175841.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $7454399.00        | $7191014.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $625000.00         | $393066.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.5000%  | N/A     | $101250.00         | $2517.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1027224.00        | $1083733.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 4.5000%  | N/A     | $5100000.00        | $169292.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $686000.00         | $642097.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 5.0000%  | N/A     | $6196808.00        | $221746.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $15000.00          | $11961.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $78000.00          | $35426.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $2320267.00        | $1408433.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $26683000.00       | $14778992.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.5000%  | N/A     | $1770545.00        | $1763287.32        | Agency Mortgage-Backed Securities |

### Security 165: 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):** $274986769.75
- **C.18.a - Value (excl. sponsor support):** $274986769.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 166: 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: 0SON08SS5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** Standard & Poor's Long Rating: A; Moody's Long Rating: A1; 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? 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 | 2029-12-31      | 4.3750%  | N/A     | $429929700.00      | $444490753.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $183570000.00      | $186869060.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $385124600.00      | $388640276.92      | U.S. Treasuries (including strips) |

### 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: 3130B4HW4, C.4 - ISIN: US3130B4HW48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $898674201.00
- **C.18.a - Value (excl. sponsor support):** $898674201.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 168: 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: 6TJCK1B7E7UTXP528Y04, C.5 - Other ID: AHW9919V0
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+; Moody's Short Rating: P-1; Moody's Long Rating: A1; 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? 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 | 2055-02-20      | 5.5000%  | N/A     | $5000000.00        | $4953896.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.1783%  | N/A     | $20722.00          | $16980.46          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $8188549.00        | $8069552.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.5000%  | N/A     | $456818.00         | $411852.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $26079913.00       | $24027079.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.5000%  | N/A     | $7491783.00        | $4883297.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.5000%  | N/A     | $590171.00         | $281642.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $14441613.00       | $13451319.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 7.0000%  | N/A     | $20976009.00       | $20016211.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.1283%  | N/A     | $1510000.00        | $1383328.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.8783%  | N/A     | $30000000.00       | $19871508.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-16      | 2.6846%  | N/A     | $10000000.00       | $8111922.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.5283%  | N/A     | $39750000.00       | $38231736.79       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.0000%  | N/A     | $1188838.00        | $1343057.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $4150127.00        | $4092069.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.0000%  | N/A     | $805992.00         | $978240.20         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5083%  | N/A     | $88375027.00       | $81872136.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $409184.00         | $465335.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $42574588.00       | $42476669.30       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.4783%  | N/A     | $40000000.00       | $39598730.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $2813383.00        | $2549317.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $8229000.00        | $8252323.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.3783%  | N/A     | $45109000.00       | $42712611.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.5083%  | N/A     | $30000000.00       | $21433387.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $998564.00         | $878941.31         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-16      | 4.2500%  | N/A     | $611291.00         | $582996.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.4783%  | N/A     | $7137000.00        | $7026504.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $5163655.00        | $4622879.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.0000%  | N/A     | $1418026.00        | $1316495.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $62563.00          | $63338.61          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0283%  | N/A     | $10576713.00       | $9220881.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5283%  | N/A     | $50000000.00       | $35785343.45       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $122294.00         | $139019.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.0000%  | N/A     | $23205742.00       | $21798604.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $9942871.00        | $9192201.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.6783%  | N/A     | $20000000.00       | $17557101.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5783%  | N/A     | $40000000.00       | $38407739.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $9852971.00        | $9102596.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $1274796.00        | $1458351.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5283%  | N/A     | $36500000.00       | $26023395.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.0000%  | N/A     | $1565370.00        | $1196110.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $43767513.00       | $42619858.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.4283%  | N/A     | $50000000.00       | $45350708.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.4783%  | N/A     | $50000000.00       | $39693547.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.2000%  | N/A     | $835559.00         | $885923.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-16      | 1.7500%  | N/A     | $1664000.00        | $1271899.60        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-02-28      | 4.6250%  | N/A     | $7360400.00        | $7462914.33        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.8783%  | N/A     | $30000000.00       | $13130409.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.0000%  | N/A     | $500000.00         | $469681.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $1274948.00        | $1390608.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $3140261.00        | $3045734.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $86012.00          | $78204.33          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.6383%  | N/A     | $99978630.00       | $98447406.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1572766.00        | $1424735.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.9783%  | N/A     | $99938485.00       | $90850936.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.5000%  | N/A     | $12247813.00       | $9475783.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $87000.00          | $62736.28          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $4674715.00        | $4449453.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $620392.00         | $546790.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.3783%  | N/A     | $50000000.00       | $45408263.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.7500%  | N/A     | $150753.00         | $135381.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $1243224.00        | $1098694.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $9667970.00        | $8811910.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.0000%  | N/A     | $1409064.00        | $148879.41         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 7.0000%  | N/A     | $79718295.00       | $82523966.63       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 7.0000%  | N/A     | $18845528.00       | $18363455.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $4998466.00        | $2338690.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.1283%  | N/A     | $118999000.00      | $118158041.47      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.5000%  | N/A     | $2485482.00        | $2369099.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.3283%  | N/A     | $59399448.00       | $58970004.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $158261.00         | $139113.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.0000%  | N/A     | $13081887.00       | $13690088.25       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5000%  | N/A     | $5071595.00        | $3326581.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5783%  | N/A     | $40000000.00       | $39305196.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $1000.00           | $914.72            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.4283%  | N/A     | $50000000.00       | $43483295.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.5000%  | N/A     | $1174180.00        | $1067018.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.0000%  | N/A     | $411078.00         | $498021.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.7483%  | N/A     | $40000000.00       | $35738776.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $3746901.00        | $3448976.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.5000%  | N/A     | $4370198.00        | $3953184.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $3825285.00        | $3696790.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.5000%  | N/A     | $68696469.00       | $65338872.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.3583%  | N/A     | $50000000.00       | $46560594.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $9348274.00        | $9014019.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.5000%  | N/A     | $3327277.00        | $2825054.48        | Agency Collateralized Mortgage Obligation |

### Security 169: 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):** $486347655.00
- **C.18.a - Value (excl. sponsor support):** $486347655.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 170: 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):** $950198569.00
- **C.18.a - Value (excl. sponsor support):** $950198569.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 171: 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: 0UBS18I12
- **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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** Moody's Short Rating: NR; Moody's Long Rating: NR; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: A+; 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 | 2032-01-15      | 6.0000%  | N/A     | $153745.00         | $531.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.5000%  | N/A     | $25000.00          | $631.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $265000.00         | $1958.41           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 6.0000%  | N/A     | $2000.00           | $17.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $52500.00          | $416.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 6.5000%  | N/A     | $25000.00          | $296.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $161.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $1362641.00        | $828.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $25000.00          | $16.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.0000%  | N/A     | $5000.00           | $4.55              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | 6.0000%  | N/A     | $130416.00         | $1041.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.5000%  | N/A     | $45000.00          | $969.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.5000%  | N/A     | $25000.00          | $5.28              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $132812.00         | $267.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $1142000.00        | $2984.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.0000%  | N/A     | $50000.00          | $367.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $1082344.00        | $852.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 6.5000%  | N/A     | $354300.00         | $80.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 5.5000%  | N/A     | $5000.00           | $728.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.0000%  | N/A     | $147368.00         | $1469.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.0000%  | N/A     | $375000.00         | $312.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $37500.00          | $246.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $4000.00           | $568.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $4500.00           | $31.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $50000.00          | $132.69            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2026-05-14      | 0.0000%  | N/A     | $101000000.00      | $97121600.00       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2042-05-15      | 4.0000%  | N/A     | $20803.00          | $1449.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $25000.00          | $90.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $2000.00           | $66.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $20000.00          | $152.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $1219.00           | $4.16              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.5000%  | N/A     | $680000.00         | $109.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.0000%  | N/A     | $179667.00         | $1670.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $13667.00          | $485.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $1000.00           | $8.82              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $24500.00          | $2985.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.0000%  | N/A     | $58000.00          | $629.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $44277.00          | $652.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $785000.00         | $358.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $25000.00          | $198.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $1500.00           | $509.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 4.8750%  | N/A     | $500050.00         | $1107.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-15      | 6.0000%  | N/A     | $15000.00          | $211.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $210000.00         | $2115.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $226.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.0000%  | N/A     | $4000.00           | $1.20              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.0000%  | N/A     | $190000.00         | $1979.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $37000.00          | $33.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.0000%  | N/A     | $343500.00         | $832.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $80333.00          | $849.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 6.5000%  | N/A     | $40000.00          | $599.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 7.0000%  | N/A     | $498496.00         | $23.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $2000.00           | $15.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 8.0000%  | N/A     | $100000.00         | $11.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $37216.00          | $13.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $3000.00           | $282.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 4.0000%  | N/A     | $18000.00          | $175.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $150000.00         | $33.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $119282.00         | $321.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $86000.00          | $336.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $75000.00          | $225.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 5.0000%  | N/A     | $18334.00          | $217.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1500.00           | $235.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 7.0000%  | N/A     | $73000.00          | $823.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.5000%  | N/A     | $35003.00          | $348.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $15000.00          | $6.67              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | 7.0000%  | N/A     | $5000.00           | $0.10              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $20000.00          | $1734.15           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $1500.00           | $168.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $131690.00         | $50.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $43000.00          | $373.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 5.0000%  | N/A     | $179605.00         | $2080.72           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 8.0000%  | N/A     | $6000.00           | $0.57              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $8000.00           | $5.93              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.0000%  | N/A     | $389152.00         | $548.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 6.5000%  | N/A     | $25891.00          | $450.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 7.0000%  | N/A     | $7000.00           | $4.31              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 6.0000%  | N/A     | $26000.00          | $415.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $55000.00          | $1145.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 7.0000%  | N/A     | $25000.00          | $44.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $3000.00           | $421.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $48312.00          | $31.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-07-01      | 4.0000%  | N/A     | $2000.00           | $0.23              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $66000.00          | $397.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.0000%  | N/A     | $152706.00         | $116.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $27000.00          | $126.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.0000%  | N/A     | $155000.00         | $385.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $8000.00           | $22.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $37000.00          | $1862.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $4000.00           | $386.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $6000.00           | $425.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $3000.00           | $24.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 6.5000%  | N/A     | $110000.00         | $1464.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $15018.00          | $67.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $40000.00          | $2385.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $95.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.0000%  | N/A     | $25000.00          | $276.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 4.5000%  | N/A     | $1000.00           | $153.56            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 8.0000%  | N/A     | $100000.00         | $1249.40           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $3000.00           | $283.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 7.5000%  | N/A     | $23000.00          | $216.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 7.0000%  | N/A     | $75000.00          | $896.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.5000%  | N/A     | $67500.00          | $1033.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $105000.00         | $2243.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30000.00          | $43.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $85000.00          | $4202.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $5000.00           | $42.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $50000.00          | $59.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 6.0000%  | N/A     | $109119.00         | $1186.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $56000.00          | $133.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.0000%  | N/A     | $2000.00           | $155.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | 7.5000%  | N/A     | $175000.00         | $56.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $51053.00          | $408.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $15000.00          | $4738.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 6.0000%  | N/A     | $55000.00          | $809.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $25050.00          | $456.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $32000.00          | $222.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 3.5000%  | N/A     | $12000.00          | $726.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $51584.00          | $409.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.0000%  | N/A     | $5000.00           | $229.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $18000.00          | $165.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $330000.00         | $308.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.0000%  | N/A     | $32183.00          | $425.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $18000.00          | $35.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $26000.00          | $197.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $30000.00          | $292.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $18000.00          | $85.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.0000%  | N/A     | $10000.00          | $528.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $11000.00          | $972.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.5000%  | N/A     | $8000.00           | $183.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $5000.00           | $13.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-20      | 7.5000%  | N/A     | $55000.00          | $0.01              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.5000%  | N/A     | $5000.00           | $48.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $4000.00           | $258.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $30000.00          | $286.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $4991.00           | $10.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.5000%  | N/A     | $25000.00          | $50.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-09-20      | 8.0000%  | N/A     | $30000.00          | $0.51              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 3.5000%  | N/A     | $1000.00           | $109.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | 6.5000%  | N/A     | $10000.00          | $0.84              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 6.0000%  | N/A     | $10000.00          | $87.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $34440.00          | $27.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.0000%  | N/A     | $67500.00          | $39.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $1000.00           | $6.61              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $12000.00          | $1043.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.0000%  | N/A     | $21000.00          | $103.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | 7.0000%  | N/A     | $50000.00          | $3.05              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.0000%  | N/A     | $1011.00           | $78.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $728.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.5000%  | N/A     | $130050.00         | $198.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $22000.00          | $194.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.5000%  | N/A     | $13000.00          | $742.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $78.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 6.0000%  | N/A     | $55000.00          | $178.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $54000.00          | $297.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-03-20      | 6.0000%  | N/A     | $18000.00          | $1964.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.5000%  | N/A     | $95000.00          | $38.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.0000%  | N/A     | $133000.00         | $1441.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $30000.00          | $162.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.5000%  | N/A     | $427610.00         | $114.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.5000%  | N/A     | $30000.00          | $323.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $25000.00          | $77.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 7.0000%  | N/A     | $10000.00          | $16.41             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $2000.00           | $660.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.0000%  | N/A     | $165619.00         | $111.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.0000%  | N/A     | $1000.00           | $59.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $67000.00          | $263.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $2000.00           | $149.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $1006.00           | $89.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 7.0000%  | N/A     | $25000.00          | $76.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-15      | 8.0000%  | N/A     | $35000.00          | $4.92              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $10000.00          | $102.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $3000.00           | $124.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.5000%  | N/A     | $2000.00           | $21.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $30000.00          | $63.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $33000.00          | $58.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $5000.00           | $3.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $25000.00          | $31.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $5000.00           | $12.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.0000%  | N/A     | $170526.00         | $36.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-15      | 7.5000%  | N/A     | $116000.00         | $172.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.0000%  | N/A     | $203300.00         | $3625.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 5.5000%  | N/A     | $18000.00          | $198.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $9000.00           | $825.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $1788.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $15000.00          | $55.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.5000%  | N/A     | $3000.00           | $129.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 6.8200%  | N/A     | $50000.00          | $16568.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $69096.00          | $86.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.0000%  | N/A     | $15000.00          | $183.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $100000.00         | $347.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $7000.00           | $586.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.0000%  | N/A     | $25000.00          | $79.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.5000%  | N/A     | $1000.00           | $167.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 7.5000%  | N/A     | $132000.00         | $52.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.5000%  | N/A     | $6000.00           | $4.34              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $3000.00           | $378.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $12000.00          | $59.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.5000%  | N/A     | $51000.00          | $655.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 7.0000%  | N/A     | $49000.00          | $253.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $45299.00          | $145.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $1000.00           | $75.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $4000.00           | $489.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $23000.00          | $3434.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.5000%  | N/A     | $365000.00         | $56.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-03-20      | 5.0000%  | N/A     | $26600.00          | $2442.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 5.0000%  | N/A     | $207000.00         | $2899.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.0000%  | N/A     | $45000.00          | $437.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 6.5000%  | N/A     | $37500.00          | $527.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $37000.00          | $91.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.5000%  | N/A     | $127000.00         | $1964.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $25000.00          | $225.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 7.0000%  | N/A     | $25020.00          | $5.79              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $50000.00          | $130.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.5000%  | N/A     | $175000.00         | $128.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $5000.00           | $2403.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 6.0000%  | N/A     | $107000.00         | $294.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 4.5000%  | N/A     | $74500.00          | $759.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $261000.00         | $384.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $106500.00         | $693.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $14000.00          | $144.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $5000.00           | $121.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $40044.00          | $737.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $45000.00          | $57.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 7.0000%  | N/A     | $160000.00         | $819.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $7000.00           | $713.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $14000.00          | $173.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | 8.5000%  | N/A     | $40000.00          | $2.29              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.5000%  | N/A     | $210085.00         | $3901.89           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-01      | 3.5000%  | N/A     | $2000.00           | $2.72              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 3.5000%  | N/A     | $32500.00          | $687.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.0000%  | N/A     | $440600.00         | $1497.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $8000.00           | $310.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $92291.00          | $850.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $187.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $2021.00           | $158.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | 3.5000%  | N/A     | $5000.00           | $5.16              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $8000.00           | $702.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $5500.00           | $480.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $77000.00          | $591.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $75000.00          | $83.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-15      | 4.0000%  | N/A     | $10000.00          | $405.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $259.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $10000.00          | $1736.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $30000.00          | $230.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.0000%  | N/A     | $520500.00         | $481.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $45507.00          | $194.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $6000.00           | $8.53              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $65000.00          | $29.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 8.0000%  | N/A     | $297000.00         | $88.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.0000%  | N/A     | $811666.00         | $2342.03           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 5.0000%  | N/A     | $13000.00          | $111.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 2.5000%  | N/A     | $1000.00           | $17.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 8.0000%  | N/A     | $255000.00         | $14.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 7.0000%  | N/A     | $25000.00          | $14.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 7.5000%  | N/A     | $1074.00           | $2.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $50000.00          | $289.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.5000%  | N/A     | $25000.00          | $409.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $25000.00          | $236.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $98000.00          | $2183.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.5000%  | N/A     | $93077.00          | $231.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $65000.00          | $176.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $4000.00           | $555.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $2000.00           | $54.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $25000.00          | $17.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $25614.00          | $23.32             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.5000%  | N/A     | $10000.00          | $141.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $100000.00         | $181.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $213729.00         | $3701.67           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-05-01      | 7.0000%  | N/A     | $5000.00           | $2.28              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $50284.00          | $71.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $2933.00           | $2.61              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 6.5000%  | N/A     | $155000.00         | $359.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $80000.00          | $23.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 5.0000%  | N/A     | $25000.00          | $25.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $261000.00         | $383.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.5000%  | N/A     | $72500.00          | $739.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $25069.00          | $24.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 8.0000%  | N/A     | $61678.00          | $59.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $1000.00           | $969.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $45000.00          | $176.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | 6.5000%  | N/A     | $45250.00          | $534.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.5000%  | N/A     | $68000.00          | $3258.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $133000.00         | $280.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | 3.5000%  | N/A     | $23000.00          | $690.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.0000%  | N/A     | $438000.00         | $572.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $3454.00           | $47.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $2000.00           | $187.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $68.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $85000.00          | $138.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $226.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.5000%  | N/A     | $25000.00          | $7.68              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $4000.00           | $396.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $3000.00           | $178.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 7.5000%  | N/A     | $19000.00          | $9.52              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $10000.00          | $75.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $40000.00          | $473.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $10000.00          | $1013.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.0000%  | N/A     | $237670.00         | $90.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 7.0000%  | N/A     | $82500.00          | $1495.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $77220.00          | $84.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $75000.00          | $454.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.5000%  | N/A     | $77000.00          | $25.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.0000%  | N/A     | $10000.00          | $4.97              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $50000.00          | $227.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $9500.00           | $1907.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $50000.00          | $144.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $70000.00          | $47.89             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 5.5000%  | N/A     | $8000.00           | $17.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 6.0000%  | N/A     | $34029.00          | $407.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 7.0000%  | N/A     | $208000.00         | $1780.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 6.0000%  | N/A     | $106300.00         | $1850.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.5000%  | N/A     | $30000.00          | $154.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 6.5000%  | N/A     | $1000.00           | $0.53              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 8.5000%  | N/A     | $37498.00          | $21.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.5000%  | N/A     | $117226.00         | $245.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $55000.00          | $311.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $36.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $70000.00          | $94.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $94073.00          | $951.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $40000.00          | $134.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 8.0000%  | N/A     | $35098.00          | $630.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 8.5000%  | N/A     | $25000.00          | $44.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.5000%  | N/A     | $1000.00           | $155.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $8000.00           | $1469.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.7500%  | N/A     | $175000.00         | $128.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $98000.00          | $418.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $1000.00           | $207.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $8000.00           | $68.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $10000.00          | $112.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.0000%  | N/A     | $29000.00          | $220.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $67500.00          | $693.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.5000%  | N/A     | $176138.00         | $1817.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $55860.00          | $820.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $4400.00           | $57.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 5.5000%  | N/A     | $132336.00         | $1485.34           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $2000.00           | $112.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $62500.00          | $63.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $25188.00          | $648.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $4000.00           | $149.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $1000.00           | $83.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $76.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.5000%  | N/A     | $25000.00          | $12.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.5000%  | N/A     | $7000.00           | $83.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 7.0000%  | N/A     | $828332.00         | $674.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $199231.00         | $463.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 7.0000%  | N/A     | $92000.00          | $1079.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $8032.00           | $60.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $70091.00          | $1092.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $30000.00          | $8.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | 7.0000%  | N/A     | $81300.00          | $3.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $100000.00         | $588.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.0000%  | N/A     | $8000.00           | $43.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $51000.00          | $121.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.5000%  | N/A     | $19200.00          | $267.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 5.0000%  | N/A     | $5000.00           | $18.51             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $4000.00           | $187.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $41.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.5000%  | N/A     | $15000.00          | $483.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.0000%  | N/A     | $601460.00         | $8292.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.5000%  | N/A     | $40294.00          | $23.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $5000.00           | $686.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 5.5000%  | N/A     | $52000.00          | $113.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $12000.00          | $284.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 6.0000%  | N/A     | $10000.00          | $66.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $124.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 5.5000%  | N/A     | $185030.00         | $1404.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $15000.00          | $91.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 6.5000%  | N/A     | $70664.00          | $29.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $127001.00         | $68.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.5000%  | N/A     | $188000.00         | $1360.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.5000%  | N/A     | $94000.00          | $225.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 6.5000%  | N/A     | $27241.00          | $32.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $47000.00          | $106.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.0000%  | N/A     | $6250.00           | $35.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 7.0000%  | N/A     | $80000.00          | $1424.62           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 3.5000%  | N/A     | $4000.00           | $356.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $75000.00          | $205.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.0000%  | N/A     | $13000.00          | $121.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.5000%  | N/A     | $150488.00         | $118.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1000.00           | $7.94              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 6.5000%  | N/A     | $7000.00           | $102.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $230000.00         | $511.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.5000%  | N/A     | $29043.00          | $285.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $60000.00          | $216.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 5.5000%  | N/A     | $35000.00          | $120.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $16831.00          | $7.48              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $25000.00          | $212.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 6.0000%  | N/A     | $201000.00         | $2098.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 4.0000%  | N/A     | $50000.00          | $1064.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 5.5000%  | N/A     | $93000.00          | $356.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5000%  | N/A     | $1000.00           | $104.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.0000%  | N/A     | $15000.00          | $0.96              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 3.5000%  | N/A     | $21000.00          | $531.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $204000.00         | $638.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $161000.00         | $304.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.5000%  | N/A     | $25000.00          | $1.01              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | 5.0000%  | N/A     | $100000.00         | $63.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 8.0000%  | N/A     | $49000.00          | $4.64              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-15      | 7.0000%  | N/A     | $195043.00         | $16.10             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 7.0000%  | N/A     | $6000.00           | $3.35              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $27000.00          | $2470.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 8.0000%  | N/A     | $50000.00          | $122.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 6.0000%  | N/A     | $8765.00           | $257.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $560000.00         | $175.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 6.5000%  | N/A     | $445000.00         | $214.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.5000%  | N/A     | $10000.00          | $74.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $75000.00          | $1340.26           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $11233.00          | $36.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $201000.00         | $210.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 6.5000%  | N/A     | $25667.00          | $99.12             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 6.7550%  | N/A     | $90000.00          | $10859.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 5.5000%  | N/A     | $25000.00          | $65.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $278733.00         | $1.84              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | 7.0000%  | N/A     | $246839.00         | $19.03             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $194.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.0000%  | N/A     | $35000.00          | $335.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $50000.00          | $5.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $1000.00           | $494.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-06-15      | 4.5000%  | N/A     | $40000.00          | $5.79              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $1000.00           | $91.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $177000.00         | $297.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $74000.00          | $156.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 4.5000%  | N/A     | $10000.00          | $387.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 6.5000%  | N/A     | $1771000.00        | $1966.95           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $3000.00           | $309.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 6.0000%  | N/A     | $55000.00          | $149.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $16000.00          | $58.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.0000%  | N/A     | $45000.00          | $499.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $100896.00         | $409.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 8.0000%  | N/A     | $100000.00         | $77.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 5.5000%  | N/A     | $10000.00          | $431.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.5000%  | N/A     | $3000.00           | $2030.39           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.5000%  | N/A     | $15000.00          | $12.89             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $22673.00          | $113.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.0000%  | N/A     | $20000.00          | $25.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 4.5000%  | N/A     | $125000.00         | $3248.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-20      | 7.5000%  | N/A     | $25000.00          | $0.82              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.0000%  | N/A     | $79650.00          | $1095.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $4000.00           | $102.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 6.0000%  | N/A     | $80200.00          | $1770.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $15188.00          | $46.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.5000%  | N/A     | $75000.00          | $1013.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $25000.00          | $287.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.5000%  | N/A     | $41084.00          | $189.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.5000%  | N/A     | $593000.00         | $399.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $15000.00          | $21.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $16000.00          | $104.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $109696.00         | $154.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $6672.00           | $47.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $3072.00           | $124.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.0000%  | N/A     | $101000.00         | $993.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $25000.00          | $102.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $2000.00           | $465.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $14999.00          | $650.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $1000.00           | $31.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $11000.00          | $91.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $5000.00           | $3157.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $130460.00         | $181.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.5000%  | N/A     | $33334.00          | $438.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.0000%  | N/A     | $400000.00         | $600.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $10000.00          | $7.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $105000.00         | $910.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.0000%  | N/A     | $40000.00          | $87.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $15000.00          | $158.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $2500.00           | $2.16              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $26000.00          | $811.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 4.5000%  | N/A     | $45000.00          | $894.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 6.5000%  | N/A     | $100000.00         | $47.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $40000.00          | $103.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.0000%  | N/A     | $405000.00         | $491.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.0000%  | N/A     | $30000.00          | $8.13              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 8.0000%  | N/A     | $50012.00          | $43.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $9600.00           | $7828.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $35000.00          | $98.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2000.00           | $66.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 7.0000%  | N/A     | $200000.00         | $2698.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 6.5000%  | N/A     | $150000.00         | $812.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $75000.00          | $203.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.0000%  | N/A     | $692377.00         | $1274.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $35000.00          | $269.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $4000.00           | $766.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $55000.00          | $37.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 7.0000%  | N/A     | $25000.00          | $56.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $85000.00          | $81.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-05-01      | 4.5000%  | N/A     | $6780.00           | $268.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $35000.00          | $2148.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $43000.00          | $235.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.0000%  | N/A     | $51000.00          | $432.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.0000%  | N/A     | $566000.00         | $344.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $6000.00           | $508.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 7.0000%  | N/A     | $1095028.00        | $126.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 6.0000%  | N/A     | $75000.00          | $78.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $40000.00          | $715.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $28500.00          | $124.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.5000%  | N/A     | $67242.00          | $1067.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.5000%  | N/A     | $100000.00         | $33.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.5000%  | N/A     | $266113.00         | $214.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $25000.00          | $58.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $612.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $10000.00          | $69.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $51000.00          | $517.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $217000.00         | $1660.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $30000.00          | $23.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $51476.00          | $56.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $2000.00           | $259.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.0000%  | N/A     | $100000.00         | $410.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 8.0000%  | N/A     | $85000.00          | $234.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 5.5000%  | N/A     | $125000.00         | $593.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $26000.00          | $29.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 3.5000%  | N/A     | $43000.00          | $1256.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 6.5000%  | N/A     | $5000.00           | $1.44              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.0000%  | N/A     | $2000.00           | $261.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.0000%  | N/A     | $30000.00          | $584.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $52000.00          | $733.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $20000.00          | $14230.80          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $10000.00          | $102.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-15      | 6.5000%  | N/A     | $30000.00          | $132.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-20      | 7.0000%  | N/A     | $523929.00         | $9.78              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.5000%  | N/A     | $14000.00          | $169.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 6.0000%  | N/A     | $35000.00          | $728.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $96000.00          | $131.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 3.5000%  | N/A     | $14000.00          | $284.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.0000%  | N/A     | $386668.00         | $538.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.0000%  | N/A     | $1000.00           | $12.67             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.5000%  | N/A     | $1000.00           | $76.64             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $85.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 8.0000%  | N/A     | $50171.00          | $32.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 4.5000%  | N/A     | $75000.00          | $1909.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 6.0000%  | N/A     | $119000.00         | $1436.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $30000.00          | $57.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-15      | 6.0000%  | N/A     | $55000.00          | $1020.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 6.5000%  | N/A     | $48750.00          | $20.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | 3.5000%  | N/A     | $5000.00           | $16.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 6.5740%  | N/A     | $50000.00          | $9404.23           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $25000.00          | $10.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.5000%  | N/A     | $50111.00          | $206.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $70333.00          | $1083.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $42000.00          | $28.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 9.0000%  | N/A     | $290000.00         | $84.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.5000%  | N/A     | $500000.00         | $125.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 7.0000%  | N/A     | $3000.00           | $1.39              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $50000.00          | $39.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $80000.00          | $600.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 6.5000%  | N/A     | $25408.00          | $8.61              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 6.0000%  | N/A     | $25000.00          | $88.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.5000%  | N/A     | $15000.00          | $102.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 4.5000%  | N/A     | $94759.00          | $1471.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 6.0000%  | N/A     | $25000.00          | $276.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.5000%  | N/A     | $12500.00          | $1697.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $125000.00         | $214.29            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 6.5000%  | N/A     | $370000.00         | $282.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 5.5000%  | N/A     | $265287.00         | $1412.45           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 6.0000%  | N/A     | $119000.00         | $133.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $119.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.0000%  | N/A     | $35000.00          | $27.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 6.0000%  | N/A     | $150000.00         | $276.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $50125.00          | $196.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $19062.00          | $124.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $33878.00          | $195.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.5000%  | N/A     | $256500.00         | $489.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $5000.00           | $124.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.5000%  | N/A     | $25000.00          | $485.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.5000%  | N/A     | $58668.00          | $57.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 4.5000%  | N/A     | $32000.00          | $537.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $56000.00          | $9.31              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 3.0000%  | N/A     | $2000.00           | $26.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $2000.00           | $225.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.5000%  | N/A     | $281566.00         | $477.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $10.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.0000%  | N/A     | $165248.00         | $253.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $3000.00           | $265.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 8.0000%  | N/A     | $40000.00          | $47.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.5000%  | N/A     | $81000.00          | $181.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.0000%  | N/A     | $20000.00          | $270.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 8.5000%  | N/A     | $158000.00         | $16.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $25000.00          | $38.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 6.5000%  | N/A     | $50000.00          | $740.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.5000%  | N/A     | $15000.00          | $7.12              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $6000.00           | $74.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.5000%  | N/A     | $155000.00         | $78.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $355829.00         | $3707.82           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.0000%  | N/A     | $4246.00           | $560.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 7.5000%  | N/A     | $25000.00          | $419.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.0000%  | N/A     | $923999.00         | $506.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.5000%  | N/A     | $65000.00          | $331.66            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.0000%  | N/A     | $10000.00          | $197.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $3000.00           | $400.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $20715.00          | $33.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $50000.00          | $456.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.0000%  | N/A     | $1129.00           | $44.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $5000.00           | $68.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.5000%  | N/A     | $40680.00          | $418.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.0000%  | N/A     | $69250.00          | $2962.04           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 4.5000%  | N/A     | $13500.00          | $135.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.5000%  | N/A     | $115000.00         | $1866.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $66333.00          | $65.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $25000.00          | $158.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $302000.00         | $500.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $25000.00          | $218.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $26996.00          | $371.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $4000.00           | $135.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-03-01      | 6.0000%  | N/A     | $25000.00          | $15.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 4.5000%  | N/A     | $7000.00           | $88.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.0000%  | N/A     | $125000.00         | $93.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.0000%  | N/A     | $25000.00          | $64.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 6.0000%  | N/A     | $367336.00         | $98.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $35399.00          | $93.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $140000.00         | $674.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.5000%  | N/A     | $25449.00          | $80.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.0000%  | N/A     | $280041.00         | $3360.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.5000%  | N/A     | $7000.00           | $185.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.5000%  | N/A     | $35375.00          | $283.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 4.0000%  | N/A     | $12000.00          | $72.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.0000%  | N/A     | $25000.00          | $308.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $29000.00          | $22377.32          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.0000%  | N/A     | $25000.00          | $26.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $26000.00          | $296.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.0000%  | N/A     | $867308.00         | $1242.11           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | 7.0000%  | N/A     | $3000.00           | $0.21              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $75101.00          | $793.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $37034.00          | $557.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $260500.00         | $328.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.0000%  | N/A     | $102954.00         | $110.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-11-20      | 5.5000%  | N/A     | $9000.00           | $1316.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | 4.0000%  | N/A     | $55000.00          | $3206.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1667.00           | $254.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.5000%  | N/A     | $529000.00         | $568.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $69000.00          | $538.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $227500.00         | $193.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-07-01      | 7.5000%  | N/A     | $10000.00          | $0.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $15000.00          | $504.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $15000.00          | $125.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $40000.00          | $148.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-12-20      | 5.5000%  | N/A     | $2000.00           | $128.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $751.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.0000%  | N/A     | $25000.00          | $95.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.5000%  | N/A     | $50834.00          | $415.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $46666.00          | $61.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.0000%  | N/A     | $3334.00           | $12.38             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $10465.00          | $1019.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | 9.0000%  | N/A     | $77000.00          | $156.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $100000.00         | $90.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 5.5000%  | N/A     | $52168.00          | $388.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1188.00           | $99.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 4.5000%  | N/A     | $175508.00         | $2352.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $6000.00           | $647.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $2000.00           | $80.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $1000.00           | $77.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.0000%  | N/A     | $288400.00         | $152.22            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 6.0000%  | N/A     | $80667.00          | $526.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25366.00          | $161.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 7.0000%  | N/A     | $10000.00          | $1.51              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $1000.00           | $14.20             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2025-11-28      | 0.0000%  | N/A     | $1000000.00        | $978930.00         | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $6000.00           | $22.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $50060.00          | $233.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $30000.00          | $38.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $148.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.5000%  | N/A     | $25000.00          | $1369.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $144.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $30000.00          | $56.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $1612667.00        | $531.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.5000%  | N/A     | $692666.00         | $119.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 5.5000%  | N/A     | $45000.00          | $38.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.9740%  | N/A     | $150000.00         | $416.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $26000.00          | $402.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-15      | 7.0000%  | N/A     | $37000.00          | $8.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.5000%  | N/A     | $9000.00           | $178.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 7.0000%  | N/A     | $5000.00           | $2.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $25000.00          | $57.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.5000%  | N/A     | $259167.00         | $5131.95           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $1000.00           | $30.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.5000%  | N/A     | $5000.00           | $346.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $16750.00          | $1268.50           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.5000%  | N/A     | $50000.00          | $257.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 7.5000%  | N/A     | $26000.00          | $4.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $5000.00           | $112.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.5000%  | N/A     | $30000.00          | $457.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $50000.00          | $4611.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $40000.00          | $26.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $58000.00          | $382.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $1770.00           | $948.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.5000%  | N/A     | $113406.00         | $1447.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.0000%  | N/A     | $18000.00          | $211.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 6.0000%  | N/A     | $746000.00         | $1190.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1334.00           | $117.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $110.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-01-01      | 3.5000%  | N/A     | $3000.00           | $10.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.0000%  | N/A     | $25000.00          | $18.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 7.0000%  | N/A     | $79000.00          | $587.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $345000.00         | $391.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.5000%  | N/A     | $3000.00           | $414.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $3000.00           | $293.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.0000%  | N/A     | $118000.00         | $1735.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $4000.00           | $471.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.5000%  | N/A     | $10000.00          | $109.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 7.5000%  | N/A     | $297500.00         | $219.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $42651.00          | $74.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $55003.00          | $324.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-01-15      | 4.5000%  | N/A     | $29000.00          | $790.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $19000.00          | $171.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-11-20      | 4.0000%  | N/A     | $50000.00          | $856.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $5000.00           | $519.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-15      | 7.0000%  | N/A     | $115000.00         | $82.91             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $137.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $35091.00          | $204.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 7.0000%  | N/A     | $25000.00          | $270.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $55980.00          | $41.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $30097.00          | $24.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $156000.00         | $131.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $8500.00           | $1318.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-11-01      | 5.0000%  | N/A     | $100000.00         | $44.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-20      | 3.0000%  | N/A     | $15000.00          | $1262.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.5000%  | N/A     | $15942.00          | $213.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 6.0000%  | N/A     | $50000.00          | $665.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $36000.00          | $25.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $32.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25265.00          | $7.67              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | 4.0000%  | N/A     | $45629.00          | $1405.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 5.5000%  | N/A     | $25000.00          | $94.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.5000%  | N/A     | $247500.00         | $46.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-15      | 7.5000%  | N/A     | $70000.00          | $116.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.5000%  | N/A     | $146000.00         | $17.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $25114.00          | $2.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $66006.00          | $1061.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $10000.00          | $387.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $9000.00           | $61.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $150000.00         | $103.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.5000%  | N/A     | $3000.00           | $810.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 8.0000%  | N/A     | $25000.00          | $77.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $50000.00          | $69.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-08-01      | 3.0000%  | N/A     | $1000.00           | $40.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $310310.00         | $675.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $50000.00          | $399.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $8000.00           | $74.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $178000.00         | $139.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 6.0000%  | N/A     | $251881.00         | $4663.61           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 7.0000%  | N/A     | $68000.00          | $31.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $1900000.00        | $655.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $6577.00           | $57.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $1000.00           | $109.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $77500.00          | $58.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.5000%  | N/A     | $5000.00           | $114.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $25000.00          | $11.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.5000%  | N/A     | $261160.00         | $3819.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 6.5000%  | N/A     | $25056.00          | $3.96              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $7000.00           | $73.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $3000.00           | $37.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 8.0000%  | N/A     | $270000.00         | $131.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $1000.00           | $150.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $2000.00           | $85.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.0000%  | N/A     | $6000.00           | $216.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.0000%  | N/A     | $348500.00         | $474.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $45000.00          | $888.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.5000%  | N/A     | $2000.00           | $31.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $835.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $97000.00          | $66.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 6.5000%  | N/A     | $150001.00         | $730.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $28000.00          | $206.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $12093.00          | $33.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.0000%  | N/A     | $12000.00          | $9.92              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.5000%  | N/A     | $50000.00          | $326.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.5000%  | N/A     | $92000.00          | $880.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-12-20      | 7.0000%  | N/A     | $10000.00          | $3517.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $91043.00          | $375.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $140000.00         | $65.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 3.5000%  | N/A     | $2000.00           | $124.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $50000.00          | $93.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $60000.00          | $91.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $30000.00          | $176.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $1600.00           | $21.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $50910.00          | $182.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.0000%  | N/A     | $27000.00          | $215.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $84901.00          | $2157.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 6.0000%  | N/A     | $40000.00          | $364.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $31000.00          | $838.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $40000.00          | $6.25              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $3000.00           | $376.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $134.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 7.0000%  | N/A     | $31000.00          | $28.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $200000.00         | $490.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.5000%  | N/A     | $1000.00           | $47.49             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 4.5000%  | N/A     | $3000.00           | $232.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 4.5000%  | N/A     | $45000.00          | $428.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $3000.00           | $181.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $2000.00           | $12.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $120004.00         | $1534.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.5000%  | N/A     | $20000.00          | $68.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-15      | 4.0000%  | N/A     | $43914.00          | $42.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $5000.00           | $20.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $4420.00           | $5.89              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 8.0000%  | N/A     | $214000.00         | $215.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 6.0000%  | N/A     | $125108.00         | $1468.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $5000.00           | $603.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $11273.00          | $0.77              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $3750.00           | $478.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 5.5000%  | N/A     | $25000.00          | $176.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $87000.00          | $1242.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $1000.00           | $64.33             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $2000.00           | $141.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 3.5000%  | N/A     | $12500.00          | $713.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.5000%  | N/A     | $6000.00           | $228.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 8.0000%  | N/A     | $117157.00         | $24.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 7.0000%  | N/A     | $25811.00          | $26.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.0000%  | N/A     | $44707.00          | $1220.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $84000.00          | $431.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $3000.00           | $374.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.5000%  | N/A     | $35000.00          | $33.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | 5.0000%  | N/A     | $7000.00           | $62.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $125000.00         | $317.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $60.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 6.0000%  | N/A     | $200000.00         | $21700.52          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $14000.00          | $8479.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $42000.00          | $773.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.0000%  | N/A     | $61667.00          | $886.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $241000.00         | $771.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.0000%  | N/A     | $8000.00           | $289.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.0000%  | N/A     | $289630.00         | $194.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $5000.00           | $339.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-01-01      | 8.0000%  | N/A     | $7000.00           | $7.94              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | 5.0000%  | N/A     | $1000.00           | $4.76              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $5750.00           | $701.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $5000.00           | $27.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.0000%  | N/A     | $4000.00           | $69.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.5000%  | N/A     | $87004.00          | $403.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $25000.00          | $198.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.5000%  | N/A     | $9770.00           | $60.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25982.00          | $527.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.0000%  | N/A     | $60000.00          | $2299.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.0000%  | N/A     | $533490.00         | $313.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | 7.5000%  | N/A     | $188500.00         | $5.70              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $51000.00          | $82.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $84000.00          | $395.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $130218.00         | $26.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 6.5000%  | N/A     | $5000.00           | $4.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-20      | 4.0000%  | N/A     | $300000.00         | $141.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $100000.00         | $366.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $34000.00          | $128.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $4000.00           | $124.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $27333.00          | $1137.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $110000.00         | $673.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.0000%  | N/A     | $225000.00         | $3304.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $20000.00          | $1002.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $50000.00          | $109.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 5.5000%  | N/A     | $10000.00          | $388.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $84000.00          | $510.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.5000%  | N/A     | $60006.00          | $660.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.0000%  | N/A     | $14667.00          | $94.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $7.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 5.5000%  | N/A     | $343000.00         | $1335.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $4750.00           | $575.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $6000.00           | $27.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.2500%  | N/A     | $30000.00          | $107.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $174.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $45000.00          | $126.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.5000%  | N/A     | $266990.00         | $3398.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 4.5110%  | N/A     | $350000.00         | $81.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $50000.00          | $41.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 4.5000%  | N/A     | $25000.00          | $176.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $63000.00          | $875.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 6.0000%  | N/A     | $49000.00          | $1003.76           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $32000.00          | $6439.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $25000.00          | $89.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $11000.00          | $143.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $1000.00           | $95.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 7.0000%  | N/A     | $23000.00          | $14.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 8.0000%  | N/A     | $120000.00         | $2318.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $80102.00          | $449.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.5000%  | N/A     | $25000.00          | $4.17              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 4.5000%  | N/A     | $11000.00          | $648.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 4.0000%  | N/A     | $1300.00           | $127.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $2000.00           | $15.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $77000.00          | $870.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 5.0000%  | N/A     | $61541.00          | $388.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.5000%  | N/A     | $194000.00         | $2498.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $20000.00          | $253.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $15000.00          | $697.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $79.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.5000%  | N/A     | $54000.00          | $459.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $11000.00          | $145.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 5.0000%  | N/A     | $56000.00          | $494.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.5000%  | N/A     | $65000.00          | $30.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $2000.00           | $72.90             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | 3.5000%  | N/A     | $27000.00          | $91.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $171363.00         | $4947.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $15000.00          | $2351.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.5000%  | N/A     | $28333.00          | $716.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $30000.00          | $172.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $25000.00          | $26.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $210500.00         | $260.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-02-20      | 5.0000%  | N/A     | $40000.00          | $2132.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.5000%  | N/A     | $120000.00         | $224.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | 8.0000%  | N/A     | $79000.00          | $61.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | 7.2500%  | N/A     | $25000.00          | $35.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.0000%  | N/A     | $84936.00          | $136.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $50000.00          | $5301.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $40000.00          | $234.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-07-15      | 8.0000%  | N/A     | $239000.00         | $0.23              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1309.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $25012.00          | $114.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 4.5000%  | N/A     | $13988.00          | $563.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $1000.00           | $108.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 5.5000%  | N/A     | $110500.00         | $1262.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $61.34             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 8.0000%  | N/A     | $5000.00           | $2.01              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $18000.00          | $29.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $15000.00          | $4184.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $60335.00          | $125.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 6.0000%  | N/A     | $50000.00          | $641.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 6.0000%  | N/A     | $31000.00          | $245.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $100100.00         | $135.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | 8.0000%  | N/A     | $320000.00         | $4.69              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $30734.00          | $102.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $1096.00           | $32.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.5000%  | N/A     | $214315.00         | $465.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.5000%  | N/A     | $5000.00           | $615.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $695268.00         | $1818.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | 8.0000%  | N/A     | $95821.00          | $1.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $30000.00          | $12.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $1000.00           | $498.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $32000.00          | $231.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 8.5000%  | N/A     | $34000.00          | $4.82              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.0000%  | N/A     | $90333.00          | $57.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 3.0000%  | N/A     | $6000.00           | $1166.38           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 5.5000%  | N/A     | $5000.00           | $100.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $90500.00          | $1203.13           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 7.0000%  | N/A     | $2250.00           | $1.53              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $23000.00          | $268.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.0000%  | N/A     | $45000.00          | $49.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $16000.00          | $920.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 6.5000%  | N/A     | $36435.00          | $325.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.5000%  | N/A     | $51000.00          | $96.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.5000%  | N/A     | $160431.00         | $106.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.5000%  | N/A     | $90000.00          | $466.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $118.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $31500.00          | $707.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 8.0000%  | N/A     | $60136.00          | $33.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.5000%  | N/A     | $1000.00           | $176.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $52000.00          | $359.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 7.0000%  | N/A     | $15000.00          | $7.47              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $27000.00          | $44.48             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 7.5000%  | N/A     | $497000.00         | $3142.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $26500.00          | $2866.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $11250.00          | $749.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $69000.00          | $31.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $25000.00          | $187.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $155.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $5000.00           | $312.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 7.0000%  | N/A     | $18000.00          | $39.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0000%  | N/A     | $10000.00          | $55.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $10000.00          | $105.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 5.5000%  | N/A     | $25000.00          | $27.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.0000%  | N/A     | $36000.00          | $1359.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | 5.5000%  | N/A     | $83807.00          | $1273.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $50000.00          | $151.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $3000.00           | $1.99              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | 3.5000%  | N/A     | $13000.00          | $28.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 7.0000%  | N/A     | $353000.00         | $166.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 6.5000%  | N/A     | $90000.00          | $1595.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 7.0000%  | N/A     | $5000.00           | $2.86              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $72000.00          | $162.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 6.0000%  | N/A     | $25000.00          | $54.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $21000.00          | $1668.27           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.0000%  | N/A     | $1000.00           | $44.59             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-06-15      | 4.5000%  | N/A     | $45000.00          | $5.88              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $209.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $30000.00          | $98.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $150330.00         | $1578.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $125000.00         | $160.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $34000.00          | $1474.61           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $18000.00          | $13709.30          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-10-01      | 7.0000%  | N/A     | $10000.00          | $0.19              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 6.5000%  | N/A     | $25000.00          | $310.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 8.0000%  | N/A     | $489020.00         | $64.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.5000%  | N/A     | $458178.00         | $493.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 7.0000%  | N/A     | $337000.00         | $241.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1000.00           | $80.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $2000.00           | $159.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $34000.00          | $119.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 4.5000%  | N/A     | $46431.00          | $1047.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.0000%  | N/A     | $470020.00         | $492.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.0000%  | N/A     | $237252.00         | $252.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $79830.00          | $517.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.5000%  | N/A     | $80331.00          | $68.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $45000.00          | $556.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.0000%  | N/A     | $268267.00         | $580.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 7.0000%  | N/A     | $50000.00          | $3216.75           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 7.5000%  | N/A     | $10000.00          | $7.56              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $19500.00          | $266.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $37.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $608.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $3220.00           | $189.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | 7.0000%  | N/A     | $1000.00           | $0.01              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $115100.00         | $1600.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.5000%  | N/A     | $157500.00         | $38.11             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $2000.00           | $18.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $16.66             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $1000.00           | $122.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $2000.00           | $216.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 5.0000%  | N/A     | $179688.00         | $2290.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.0000%  | N/A     | $73500.00          | $985.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 5.5000%  | N/A     | $34000.00          | $57.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 7.0000%  | N/A     | $25000.00          | $48.56             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $2000.00           | $55.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 6.0000%  | N/A     | $75293.00          | $2401.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-15      | 7.5000%  | N/A     | $645609.00         | $116.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $305000.00         | $819.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 7.0000%  | N/A     | $5000.00           | $2.54              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.5000%  | N/A     | $68000.00          | $31.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 4.0000%  | N/A     | $50000.00          | $2016.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 3.5000%  | N/A     | $1000.00           | $101.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $57.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.5000%  | N/A     | $20000.00          | $165.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 5.0000%  | N/A     | $125080.00         | $1378.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $185000.00         | $7.54              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $60874.00          | $1043.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | 3.5000%  | N/A     | $2000.00           | $4.25              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.7500%  | N/A     | $203000.00         | $146.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $34500.00          | $1687.68           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 6.8280%  | N/A     | $80000.00          | $16354.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $23.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.5000%  | N/A     | $377274.00         | $287.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $5000.00           | $2.92              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $30000.00          | $211.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-01-20      | 5.5000%  | N/A     | $5000.00           | $274.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $43000.00          | $520.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $53000.00          | $370.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.5000%  | N/A     | $16000.00          | $32.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 7.5000%  | N/A     | $175000.00         | $42.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $648.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.5000%  | N/A     | $160000.00         | $18.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.0000%  | N/A     | $122000.00         | $2485.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.5000%  | N/A     | $2000.00           | $132.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 4.0000%  | N/A     | $10000.00          | $176.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.5000%  | N/A     | $117831.00         | $1550.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $54000.00          | $224.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $7000.00           | $4298.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $29000.00          | $34.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 6.0000%  | N/A     | $33900.00          | $560.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 7.0000%  | N/A     | $121500.00         | $118.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 8.0000%  | N/A     | $136000.00         | $48.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $2000.00           | $918.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $225000.00         | $7576.75           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $23000.00          | $10747.04          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 5.5000%  | N/A     | $25000.00          | $345.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $199000.00         | $358.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $2000.00           | $186.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | 6.5000%  | N/A     | $65000.00          | $9.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.5000%  | N/A     | $52500.00          | $766.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $145.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $85000.00          | $484.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $3000.00           | $524.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-15      | 5.5000%  | N/A     | $25000.00          | $96.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.5000%  | N/A     | $613136.00         | $47.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $2000.00           | $195.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 7.0000%  | N/A     | $25000.00          | $44.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.5000%  | N/A     | $393000.00         | $649.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 6.0000%  | N/A     | $7000.00           | $60.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $25000.00          | $37.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $16000.00          | $68.06             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.5000%  | N/A     | $6000.00           | $523.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.0000%  | N/A     | $106426.00         | $1916.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.0000%  | N/A     | $383500.00         | $268.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 6.0000%  | N/A     | $72000.00          | $324.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.0000%  | N/A     | $180000.00         | $49.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $21500.00          | $1029.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $2000.00           | $303.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 5.5000%  | N/A     | $25524.00          | $181.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $16907.00          | $83.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.0000%  | N/A     | $140285.00         | $959.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $200000.00         | $554.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.5000%  | N/A     | $15000.00          | $108.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.0000%  | N/A     | $58750.00          | $626.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $50000.00          | $163.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $25000.00          | $35.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $51054.00          | $152.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.0000%  | N/A     | $5000.00           | $44.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.5000%  | N/A     | $3000.00           | $141.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.5000%  | N/A     | $114500.00         | $77.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $17376.00          | $1252.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $175000.00         | $47.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $20000.00          | $81.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.0000%  | N/A     | $107500.00         | $222.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2000.00           | $26.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 4.5000%  | N/A     | $39667.00          | $8761.26           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $1000.00           | $87.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $96000.00          | $686.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $56.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $97000.00          | $56.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $2000.00           | $820.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $3000.00           | $258.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $30000.00          | $481.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | 3.5000%  | N/A     | $7000.00           | $45.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.5000%  | N/A     | $120653.00         | $1279.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 6.0000%  | N/A     | $1000.00           | $2.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $757.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 5.5000%  | N/A     | $23000.00          | $74.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $10000.00          | $54.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.0000%  | N/A     | $30000.00          | $143.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 4.5000%  | N/A     | $60000.00          | $2693.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $115000.00         | $172.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 5.5000%  | N/A     | $27000.00          | $108.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 6.0000%  | N/A     | $293691.00         | $469.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.5000%  | N/A     | $382650.00         | $2731.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-05-01      | 4.0000%  | N/A     | $7000.00           | $186.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $52000.00          | $121.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.0000%  | N/A     | $159000.00         | $2086.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $201.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $51000.00          | $139.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $2000.00           | $150.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $13000.00          | $73.72             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $5000.00           | $2.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.0000%  | N/A     | $656412.00         | $2288.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $7080.00           | $46.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $1000.00           | $106.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $308.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $2750.00           | $471.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $11000.00          | $563.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | 4.5000%  | N/A     | $75000.00          | $701.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 7.0000%  | N/A     | $51667.00          | $73.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25000.00          | $218.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $75000.00          | $140.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $127040.00         | $310.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $1000.00           | $114.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $18.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 9.0000%  | N/A     | $95000.00          | $44.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $30000.00          | $229.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.5000%  | N/A     | $9666.00           | $782.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.5000%  | N/A     | $35000.00          | $477.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.5000%  | N/A     | $105000.00         | $1347.83           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 6.5000%  | N/A     | $425000.00         | $323.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5600%  | N/A     | $17000.00          | $15952.59          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $31000.00          | $829.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $37000.00          | $778.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $20000.00          | $298.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $15000.00          | $91.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-15      | 8.0000%  | N/A     | $49940.00          | $0.55              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 7.0000%  | N/A     | $618000.00         | $31.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $9500.00           | $1245.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.2500%  | N/A     | $70000.00          | $3021.35           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $6800.00           | $5067.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $9000.00           | $53.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.0000%  | N/A     | $18750.00          | $989.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 7.5000%  | N/A     | $100000.00         | $20.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | 7.0000%  | N/A     | $87000.00          | $13.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | 6.0000%  | N/A     | $60000.00          | $534.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $20000.00          | $31.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $10000.00          | $149.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.5000%  | N/A     | $9616.00           | $310.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $4500.00           | $115.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.0000%  | N/A     | $182950.00         | $3088.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $56000.00          | $56.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.0000%  | N/A     | $43000.00          | $440.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $572000.00         | $1875.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1667.00           | $293.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $37000.00          | $18.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $125000.00         | $552.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $2000.00           | $1564.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-15      | 7.0000%  | N/A     | $25000.00          | $10.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | 7.0000%  | N/A     | $55000.00          | $140.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $24791.00          | $167.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.5000%  | N/A     | $2000.00           | $28.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $346500.00         | $1289.11           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $5000.00           | $491.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 6.0000%  | N/A     | $133479.00         | $1885.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.5000%  | N/A     | $48334.00          | $335.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.0000%  | N/A     | $170000.00         | $495.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $6000.00           | $1002.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.0000%  | N/A     | $123000.00         | $123.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 8.0000%  | N/A     | $285000.00         | $16.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-15      | 6.0000%  | N/A     | $5000.00           | $360.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $61431.00          | $739.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 6.5000%  | N/A     | $20000.00          | $318.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $35000.00          | $111.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $42000.00          | $114.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.0000%  | N/A     | $40000.00          | $1823.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $2800.00           | $32.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $127000.00         | $566.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $3000.00           | $281.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-15      | 7.5000%  | N/A     | $25092.00          | $0.90              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 3.0000%  | N/A     | $2000.00           | $295.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $129000.00         | $93.50             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-01      | 6.5000%  | N/A     | $25102.00          | $0.46              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.5000%  | N/A     | $183000.00         | $2281.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.5000%  | N/A     | $12000.00          | $785.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.0000%  | N/A     | $3667.00           | $4.26              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.0000%  | N/A     | $3500.00           | $237.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.5000%  | N/A     | $412156.00         | $319.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | 5.5000%  | N/A     | $9800.00           | $797.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.0000%  | N/A     | $15000.00          | $16.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-15      | 8.0000%  | N/A     | $183500.00         | $127.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 6.0000%  | N/A     | $50000.00          | $114.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 6.5000%  | N/A     | $429167.00         | $44.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $10000.00          | $175.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $40600.00          | $75.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.0000%  | N/A     | $15000.00          | $703.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $1000.00           | $120.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $63000.00          | $35.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $452189.00         | $507.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 3.5000%  | N/A     | $10000.00          | $556.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.5000%  | N/A     | $15000.00          | $340.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $5000.00           | $21.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 6.5000%  | N/A     | $35000.00          | $1.94              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.0000%  | N/A     | $6000.00           | $0.28              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.5000%  | N/A     | $5000.00           | $3.02              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $275000.00         | $343.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-06-20      | 5.5000%  | N/A     | $6650.00           | $738.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 4.5000%  | N/A     | $25000.00          | $386.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $3000.00           | $48.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $3000.00           | $342.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.0000%  | N/A     | $12334.00          | $4.69              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-01      | 8.0000%  | N/A     | $20000.00          | $0.28              | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $100266900.00      | $103989449.94      | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $14500.00          | $73.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.5000%  | N/A     | $15000.00          | $257.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $130.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.5000%  | N/A     | $25000.00          | $435.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 6.0000%  | N/A     | $36668.00          | $31.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.0000%  | N/A     | $15000.00          | $3.62              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 4.5000%  | N/A     | $5000.00           | $79.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.0000%  | N/A     | $132600.00         | $1824.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $22422.00          | $175.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $35000.00          | $45.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $26179.00          | $420.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $169.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.5000%  | N/A     | $75000.00          | $554.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $570000.00         | $665.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $30000.00          | $249.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 6.5000%  | N/A     | $100000.00         | $14.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.0000%  | N/A     | $11000.00          | $108.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $37000.00          | $249.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | 6.0000%  | N/A     | $110000.00         | $62.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $19000.00          | $84.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 7.0000%  | N/A     | $77667.00          | $170.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $35373.00          | $98.34             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 5.0000%  | N/A     | $65977.00          | $453.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $50000.00          | $192.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 4.7500%  | N/A     | $503419.00         | $195.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $3000.00           | $25.35             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $38000.00          | $279.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $25034.00          | $214.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $130000.00         | $428.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.5000%  | N/A     | $50000.00          | $148.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 7.0000%  | N/A     | $171000.00         | $1695.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $40000.00          | $4.67              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $6500.00           | $540.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $163.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $25321.00          | $133.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $205000.00         | $280.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $240500.00         | $1525.65           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $31000.00          | $277.66            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $7999.00           | $147.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $125000.00         | $24.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $75000.00          | $1644.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $3000.00           | $241.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $1000.00           | $7.87              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $3000.00           | $258.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.5000%  | N/A     | $42000.00          | $221.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.0000%  | N/A     | $246500.00         | $775.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $30.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 6.0000%  | N/A     | $12500.00          | $409.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | 6.0000%  | N/A     | $25000.00          | $313.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $6000.00           | $22.31             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $2000.00           | $145.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.0000%  | N/A     | $81000.00          | $1273.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1000.00           | $331.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $1000.00           | $120.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $30000.00          | $83.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $25226.00          | $163.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $30000.00          | $167.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $25000.00          | $558.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-07-20      | 3.0000%  | N/A     | $32000.00          | $2383.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.0000%  | N/A     | $106728.00         | $1575.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $1000.00           | $115.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $55000.00          | $1186.56           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $2006.00           | $147.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $242000.00         | $317.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | 5.0000%  | N/A     | $406090.00         | $3220.21           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.0000%  | N/A     | $25000.00          | $716.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $25000.00          | $91.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $40000.00          | $19.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $3000.00           | $52.71             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 5.0000%  | N/A     | $2666.00           | $217.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 7.0000%  | N/A     | $290000.00         | $551.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 5.5000%  | N/A     | $100268.00         | $249.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $19000.00          | $75.80             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $20000.00          | $41.82             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 4.0000%  | N/A     | $4500.00           | $400.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 3.5000%  | N/A     | $4000.00           | $17.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 4.5000%  | N/A     | $56500.00          | $872.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $2804.00           | $21.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.0000%  | N/A     | $11748.00          | $180.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.5000%  | N/A     | $35000.00          | $60.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $38000.00          | $108.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.5000%  | N/A     | $73218.00          | $55.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $35445.00          | $265.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.0000%  | N/A     | $881000.00         | $871.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $29000.00          | $116.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 4.0000%  | N/A     | $10000.00          | $444.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.0000%  | N/A     | $207750.00         | $3145.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $123273.00         | $3860.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $1994.00           | $0.78              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $92.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $1667.00           | $50.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 7.0000%  | N/A     | $25000.00          | $233.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $1000.00           | $71.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.5000%  | N/A     | $75000.00          | $1158.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $36916.00          | $234.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $7750.00           | $1019.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.0000%  | N/A     | $14000.00          | $189.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $25000.00          | $84.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $45000.00          | $552.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $60000.00          | $265.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.5000%  | N/A     | $47000.00          | $8.70              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 5.5000%  | N/A     | $18000.00          | $1871.48           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $768000.00         | $687.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $5000.00           | $344.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $25000.00          | $8.15              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $25000.00          | $24.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.0000%  | N/A     | $296000.00         | $1352.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.5000%  | N/A     | $2000.00           | $25.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.0000%  | N/A     | $50000.00          | $596.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $38000.00          | $417.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $2000.00           | $153.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 4.5000%  | N/A     | $50000.00          | $528.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.5000%  | N/A     | $164834.00         | $2170.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $2000.00           | $65.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.0000%  | N/A     | $3108.00           | $11.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $10000.00          | $1555.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $26460.00          | $214.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.0000%  | N/A     | $30137.00          | $6.53              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $4000.00           | $294.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.5000%  | N/A     | $9500.00           | $566.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $25000.00          | $690.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $25000.00          | $73.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $243629.00         | $4952.56           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 3.5000%  | N/A     | $1000.00           | $133.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $33983.00          | $474.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $1646232.00        | $1160.10           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $1034.00           | $38.24             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 6.5000%  | N/A     | $25000.00          | $54.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $5200.00           | $4116.20           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $6000.00           | $514.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $23000.00          | $119.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $25000.00          | $162.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $41000.00          | $2131.12           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.5000%  | N/A     | $32000.00          | $221.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.5000%  | N/A     | $50000.00          | $22.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $7000.00           | $86.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.0000%  | N/A     | $413466.00         | $370.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 7.5000%  | N/A     | $25000.00          | $121.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 8.0000%  | N/A     | $170000.00         | $167.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $34000.00          | $8.79              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.5000%  | N/A     | $50000.00          | $1062.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 7.5000%  | N/A     | $27000.00          | $11.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 6.0000%  | N/A     | $40000.00          | $527.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.0000%  | N/A     | $76389.00          | $8.86              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 6.0000%  | N/A     | $160000.00         | $1063.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $624673.00         | $2248.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.5000%  | N/A     | $425000.00         | $50.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $60000.00          | $58.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $10000.00          | $29.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-09-20      | 7.0000%  | N/A     | $225082.00         | $7.75              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $4000.00           | $662.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $3000.00           | $446.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 8.0000%  | N/A     | $25000.00          | $15.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.0000%  | N/A     | $99000.00          | $2292.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $1000.00           | $200.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $37000.00          | $53.06             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $17000.00          | $1336.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $40000.00          | $72.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $122000.00         | $732.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.5000%  | N/A     | $59768.00          | $458.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.0000%  | N/A     | $205456.00         | $355.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $3000.00           | $448.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.5000%  | N/A     | $5000.00           | $87.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 5.0000%  | N/A     | $15000.00          | $111.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $130433.00         | $327.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $6000.00           | $561.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-09-01      | 4.5000%  | N/A     | $60000.00          | $298.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.2500%  | N/A     | $25000.00          | $131.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $10000.00          | $27.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | 6.0000%  | N/A     | $30000.00          | $881.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.5000%  | N/A     | $6000.00           | $253.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $3000.00           | $177.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $4000.00           | $75.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $877319.00         | $3336.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $31000.00          | $52.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 5.5000%  | N/A     | $125305.00         | $915.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $90000.00          | $1561.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $49000.00          | $283.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.0000%  | N/A     | $488500.00         | $1678.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $8000.00           | $445.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.0000%  | N/A     | $11000.00          | $7.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1000.00           | $5.82              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 7.5000%  | N/A     | $49000.00          | $30.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $7000.00           | $24.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $34000.00          | $565.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $48540.00          | $290.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $175000.00         | $194.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.0000%  | N/A     | $34000.00          | $57.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.0000%  | N/A     | $183918.00         | $2299.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $15000.00          | $77.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 5.5000%  | N/A     | $7000.00           | $94.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.0000%  | N/A     | $3000.00           | $99.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $1334.00           | $111.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.0000%  | N/A     | $573500.00         | $8985.27           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $3000.00           | $469.13            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 5.5000%  | N/A     | $10000.00          | $73.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $225000.00         | $37.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $1000.00           | $3.24              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $16000.00          | $11087.93          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-15      | 5.5000%  | N/A     | $52728.00          | $1038.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-09-20      | 7.5000%  | N/A     | $165329.00         | $2.30              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $9000.00           | $100.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $27874.00          | $2954.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | 7.0000%  | N/A     | $252500.00         | $19.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $68000.00          | $534.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $158547.00         | $128.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $30000.00          | $3.20              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $1000.00           | $19.68             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $3000.00           | $630.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | 8.0000%  | N/A     | $20000.00          | $12.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.0000%  | N/A     | $175562.00         | $78.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.5000%  | N/A     | $57500.00          | $360.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 3.5000%  | N/A     | $4000.00           | $328.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $507.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $35000.00          | $359.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.5000%  | N/A     | $24000.00          | $1399.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-09-01      | 3.5000%  | N/A     | $7000.00           | $5.49              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $150000.00         | $482.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $80000.00          | $60.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $84.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $41000.00          | $339.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $437.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $72000.00          | $1097.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.5000%  | N/A     | $205000.00         | $2937.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $32000.00          | $175.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-15      | 7.0000%  | N/A     | $105703.00         | $0.49              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $110000.00         | $1660.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 8.0000%  | N/A     | $37000.00          | $19.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.5000%  | N/A     | $1155000.00        | $423.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.5000%  | N/A     | $100000.00         | $36.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $5000.00           | $21.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $9000.00           | $71.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $8000.00           | $604.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $82000.00          | $114.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.0000%  | N/A     | $20000.00          | $341.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $3000.00           | $452.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 8.0000%  | N/A     | $60000.00          | $12.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $2015.00           | $177.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $5000.00           | $341.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $15000.00          | $286.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-15      | 6.0000%  | N/A     | $25000.00          | $248.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $30002.00          | $32.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $102771.00         | $15.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $2750.00           | $477.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.0000%  | N/A     | $60000.00          | $249.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $141000.00         | $84.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $25000.00          | $512.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $15000.00          | $63.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $6000.00           | $442.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $6000.00           | $170.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.5000%  | N/A     | $227000.00         | $251.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 7.0000%  | N/A     | $75000.00          | $504.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $10900.00          | $8488.16           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $5000.00           | $62.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1004.00           | $191.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $24000.00          | $273.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $12000.00          | $916.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.0000%  | N/A     | $3000.00           | $79.44             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.5000%  | N/A     | $65000.00          | $150.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 3.0000%  | N/A     | $3000.00           | $194.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-01      | 3.5000%  | N/A     | $6347.00           | $6.81              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $40000.00          | $367.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $11000.00          | $40.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 7.0000%  | N/A     | $231000.00         | $145.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | 5.0000%  | N/A     | $20000.00          | $1660.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 7.0000%  | N/A     | $14000.00          | $46.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $4000.00           | $364.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $26720.00          | $68.61             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $99990.00          | $243.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.0000%  | N/A     | $15000.00          | $11.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $33000.00          | $607.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 5.0000%  | N/A     | $2000.00           | $62.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 8.0000%  | N/A     | $315000.00         | $149.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 6.0000%  | N/A     | $80000.00          | $163.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.5000%  | N/A     | $25307.00          | $16.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.0000%  | N/A     | $29000.00          | $435.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.0000%  | N/A     | $273051.00         | $3424.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $25070.00          | $216.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.5000%  | N/A     | $2000.00           | $98.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.0000%  | N/A     | $873522.00         | $2690.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 7.0000%  | N/A     | $71250.00          | $2229.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.0000%  | N/A     | $397000.00         | $1345.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 8.0000%  | N/A     | $700000.00         | $220.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $20000.00          | $123.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 5.5000%  | N/A     | $19166.00          | $226.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.0000%  | N/A     | $106750.00         | $1513.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $75000.00          | $90.73             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-04-01      | 2.5000%  | N/A     | $5000.00           | $102.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $27997.00          | $105.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.5000%  | N/A     | $119000.00         | $5407.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.5000%  | N/A     | $40000.00          | $26.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $15000.00          | $20.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 6.5000%  | N/A     | $38000.00          | $14.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $145016.00         | $345.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.5000%  | N/A     | $61000.00          | $807.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.5000%  | N/A     | $289750.00         | $202.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $6000.00           | $98.58             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.5000%  | N/A     | $2000.00           | $130.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $143000.00         | $525.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $85000.00          | $321.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.5000%  | N/A     | $13000.00          | $24.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $7500.00           | $122.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.0000%  | N/A     | $7000.00           | $83.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $4000.00           | $391.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $7000.00           | $42.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $40000.00          | $68.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-15      | 4.0000%  | N/A     | $9506.00           | $723.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $15000.00          | $26.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 5.5000%  | N/A     | $77520.00          | $1114.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $100000.00         | $423.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.5000%  | N/A     | $70000.00          | $634.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25040.00          | $71.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $46000.00          | $433.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $12500.00          | $1087.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $370000.00         | $222.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $82145.00          | $481.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.5000%  | N/A     | $1000.00           | $107.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.5000%  | N/A     | $2000.00           | $133.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 8.0000%  | N/A     | $160000.00         | $106.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.0000%  | N/A     | $100000.00         | $155.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.5000%  | N/A     | $30000.00          | $84.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $30000.00          | $186.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.0000%  | N/A     | $2000.00           | $41.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $83395.00          | $3601.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $42047.00          | $394.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.5000%  | N/A     | $105000.00         | $1210.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | 8.0000%  | N/A     | $127500.00         | $36.08             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.5000%  | N/A     | $64000.00          | $240.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.5000%  | N/A     | $676836.00         | $556.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $210000.00         | $73.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $2000.00           | $226.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $4500.00           | $818.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $120000.00         | $941.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $2000.00           | $41.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $2000.00           | $99.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-02-20      | 3.5000%  | N/A     | $20000.00          | $540.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.0000%  | N/A     | $25000.00          | $771.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.0000%  | N/A     | $205931.00         | $31.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 7.0000%  | N/A     | $50000.00          | $2357.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $3800.00           | $1311.15           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.0000%  | N/A     | $1000.00           | $28.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $30000.00          | $101.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $5000.00           | $68.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.0000%  | N/A     | $235000.00         | $94.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $23500.00          | $795.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | 3.0000%  | N/A     | $1000.00           | $68.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $127.66            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $9423.00           | $1686.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $30000.00          | $643.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $137500.00         | $1721.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.0000%  | N/A     | $4000.00           | $788.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 8.5000%  | N/A     | $170000.00         | $78.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $55000.00          | $174.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.5000%  | N/A     | $50000.00          | $26.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $120127.00         | $689.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $83.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.0000%  | N/A     | $5000.00           | $59.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.0000%  | N/A     | $1003.00           | $198.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $10000.00          | $973.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $75000.00          | $50.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.0000%  | N/A     | $65000.00          | $733.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.5000%  | N/A     | $32085.00          | $710.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $6000.00           | $2601.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $3667.00           | $34.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.0000%  | N/A     | $203904.00         | $1369.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 7.0000%  | N/A     | $40000.00          | $412.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.0000%  | N/A     | $45000.00          | $428.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $19000.00          | $820.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $50000.00          | $474.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $38000.00          | $385.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.5000%  | N/A     | $105333.00         | $277.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $6000.00           | $25.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $25736.00          | $5.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.5000%  | N/A     | $340000.00         | $62.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-15      | 7.5000%  | N/A     | $29195.00          | $4.54              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.5000%  | N/A     | $155207.00         | $1784.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.0000%  | N/A     | $43500.00          | $508.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $155000.00         | $358.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $1000.00           | $79.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $85000.00          | $355.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $1000.00           | $54.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-15      | 5.0000%  | N/A     | $50000.00          | $3966.05           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.0000%  | N/A     | $10000.00          | $26.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $100000.00         | $124.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $42000.00          | $7349.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $180000.00         | $166.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 6.5000%  | N/A     | $337400.00         | $405.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.0000%  | N/A     | $251459.00         | $245.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $115000.00         | $2206.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $20000.00          | $85.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 4.5000%  | N/A     | $32057.00          | $215.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $88.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $28000.00          | $27.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $8667.00           | $325.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 6.5000%  | N/A     | $5000.00           | $4.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.0000%  | N/A     | $63853.00          | $54.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 7.0000%  | N/A     | $65000.00          | $656.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.5000%  | N/A     | $51000.00          | $853.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $503000.00         | $709.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 3.5000%  | N/A     | $4000.00           | $39.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $370000.00         | $2354.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-09-15      | 8.0000%  | N/A     | $118295.00         | $7.91              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 6.0000%  | N/A     | $42711.00          | $39.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $75000.00          | $22.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 3.5000%  | N/A     | $1000.00           | $169.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $90000.00          | $40.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.0000%  | N/A     | $75000.00          | $70.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.2500%  | N/A     | $125000.00         | $116.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $134000.00         | $959.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $37118.00          | $323.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 4.0000%  | N/A     | $75000.00          | $894.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0000%  | N/A     | $15000.00          | $277.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.0000%  | N/A     | $100643.00         | $290.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $50000.00          | $660.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $14667.00          | $3.40              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $15000.00          | $83.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.5000%  | N/A     | $54554.00          | $857.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $5000.00           | $179.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.0000%  | N/A     | $181542.00         | $2704.38           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $10000.00          | $64.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $33000.00          | $287.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.0000%  | N/A     | $25000.00          | $454.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $75000.00          | $137.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.5000%  | N/A     | $690000.00         | $413.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.0000%  | N/A     | $6000.00           | $4.38              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $5000.00           | $2264.19           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $25000.00          | $396.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $45000.00          | $732.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.5000%  | N/A     | $13000.00          | $3007.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $15000.00          | $16.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $60000.00          | $4.16              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 6.5000%  | N/A     | $32000.00          | $8.36              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $45000.00          | $272.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 3.5000%  | N/A     | $5000.00           | $281.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 4.0000%  | N/A     | $40000.00          | $1675.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $65000.00          | $16.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $5098.00           | $29.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $6000.00           | $271.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $24140.00          | $29.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.2500%  | N/A     | $151000.00         | $105.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $251.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $10000.00          | $52.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $2000.00           | $69.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $12000.00          | $1404.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $110000.00         | $116.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $6032.00           | $173.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $251.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $68374.00          | $832.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $11000.00          | $5664.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $765.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $775.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $4000.00           | $153.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $5000.00           | $5.70              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 6.0000%  | N/A     | $80000.00          | $469.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 6.0000%  | N/A     | $14500.00          | $227.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $4000.00           | $112.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $93.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.0000%  | N/A     | $3000.00           | $51.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 5.5000%  | N/A     | $25000.00          | $85.80             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 6.0000%  | N/A     | $17000.00          | $86.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $3000.00           | $33.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $3000.00           | $28.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.5000%  | N/A     | $90000.00          | $2041.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 7.0000%  | N/A     | $82000.00          | $155.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $5641.00           | $30.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $75.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $2000.00           | $492.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.0000%  | N/A     | $1085021.00        | $362.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $71626.00          | $70.89             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.5000%  | N/A     | $20000.00          | $102.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $7750.00           | $814.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 8.0000%  | N/A     | $115000.00         | $63.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $70000.00          | $119.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.5000%  | N/A     | $33694.00          | $497.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $5000.00           | $38.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $90100.00          | $52.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $49000.00          | $585.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 6.0000%  | N/A     | $61836.00          | $701.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.0000%  | N/A     | $233000.00         | $307.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.5000%  | N/A     | $40000.00          | $453.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $178.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $50054.00          | $928.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $73000.00          | $172.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $40000.00          | $208.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.0000%  | N/A     | $33208.00          | $351.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 6.0000%  | N/A     | $149000.00         | $3382.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $3000.00           | $381.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 6.0000%  | N/A     | $25000.00          | $23.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $25000.00          | $20.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 6.5000%  | N/A     | $175000.00         | $123.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $190369.00         | $230.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $11000.00          | $27.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $50004.00          | $1208.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $2500.00           | $454.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $14000.00          | $508.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2000.00           | $1429.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.5000%  | N/A     | $1000.00           | $44.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $10000.00          | $638.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $16667.00          | $45.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $15000.00          | $25.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.0000%  | N/A     | $13000.00          | $858.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $61565.00          | $1499.51           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 6.0000%  | N/A     | $30000.00          | $89.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 6.0000%  | N/A     | $75625.00          | $1009.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $10000.00          | $536.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25035.00          | $520.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $14000.00          | $320.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.5000%  | N/A     | $90000.00          | $2332.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 5.5000%  | N/A     | $116999.00         | $1309.81           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $843.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $85000.00          | $269.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.0000%  | N/A     | $147500.00         | $71.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $4030.00           | $232.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $30000.00          | $59.50             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 4.0000%  | N/A     | $20000.00          | $45.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | 4.0000%  | N/A     | $6800.00           | $3.16              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.0000%  | N/A     | $70000.00          | $208.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $11000.00          | $1435.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $113000.00         | $2175.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.0000%  | N/A     | $389635.00         | $5019.35           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.5000%  | N/A     | $3000.00           | $716.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $55000.00          | $537.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $5250.00           | $593.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $57000.00          | $178.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 6.0000%  | N/A     | $25000.00          | $314.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $55455.00          | $97.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $44000.00          | $38.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $2167.00           | $368.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $519000.00         | $378.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 6.0000%  | N/A     | $70000.00          | $89.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $6000.00           | $56.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 7.5000%  | N/A     | $55000.00          | $672.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 6.0000%  | N/A     | $22000.00          | $416.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $100000.00         | $99.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $12000.00          | $859.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.0000%  | N/A     | $1000.00           | $176.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-15      | 7.5000%  | N/A     | $25000.00          | $0.75              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $60000.00          | $393.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.0000%  | N/A     | $305000.00         | $396.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 6.0000%  | N/A     | $25000.00          | $358.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $105000.00         | $1252.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $210.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.5000%  | N/A     | $108000.00         | $238.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 6.0000%  | N/A     | $188000.00         | $1.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-15      | 7.0000%  | N/A     | $170000.00         | $17.67             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 6.0000%  | N/A     | $50000.00          | $11.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $133.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $26854.00          | $313.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.5000%  | N/A     | $42000.00          | $56.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $60622.00          | $6.60              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 3.0000%  | N/A     | $3000.00           | $116.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $29000.00          | $18.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-07-20      | 7.5000%  | N/A     | $1275445.00        | $4.55              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $87000.00          | $1304.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | 6.5000%  | N/A     | $50000.00          | $8.79              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $35000.00          | $996.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.0000%  | N/A     | $205500.00         | $2948.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.5000%  | N/A     | $50000.00          | $255.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $255000.00         | $399.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $145000.00         | $332.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.0000%  | N/A     | $67000.00          | $2700.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 7.0000%  | N/A     | $80000.00          | $131.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.5000%  | N/A     | $33000.00          | $478.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $207.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $150000.00         | $26.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-10-01      | 3.5000%  | N/A     | $3000.00           | $4.42              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 7.0000%  | N/A     | $60000.00          | $27.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $6750.00           | $640.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 7.0000%  | N/A     | $63454.00          | $97.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $200000.00         | $290.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 6.5000%  | N/A     | $382090.00         | $2.09              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $7000.00           | $68.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $75000.00          | $546.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $3000.00           | $13.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 6.0000%  | N/A     | $34319.00          | $330.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.0000%  | N/A     | $160000.00         | $15.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $5000.00           | $143.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.0000%  | N/A     | $45000.00          | $17.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.5000%  | N/A     | $25000.00          | $9.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 8.0000%  | N/A     | $43092.00          | $36.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1000.00           | $64.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $50000.00          | $171.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $34753.00          | $79.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 7.5000%  | N/A     | $100000.00         | $27.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $61000.00          | $237.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 4.5000%  | N/A     | $2000.00           | $28.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $50000.00          | $215.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $244000.00         | $1665.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 4.5000%  | N/A     | $44670.00          | $1061.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.0000%  | N/A     | $3000.00           | $414.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $5000.00           | $844.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $155000.00         | $65.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.0000%  | N/A     | $85000.00          | $224.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 5.5000%  | N/A     | $2000.00           | $136.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.0000%  | N/A     | $20000.00          | $176.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $150000.00         | $249.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $54618.00          | $85.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-07-01      | 5.5000%  | N/A     | $1112.00           | $10.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2311.00           | $125.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $42667.00          | $106.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $76000.00          | $103.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.0000%  | N/A     | $6000.00           | $780.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 9.0000%  | N/A     | $10000.00          | $23.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $54667.00          | $710.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 8.0000%  | N/A     | $1007334.00        | $65.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-20      | 7.0000%  | N/A     | $442300.00         | $14.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.0000%  | N/A     | $3000.00           | $53.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $202.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-15      | 8.0000%  | N/A     | $157000.00         | $505.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 7.0000%  | N/A     | $25000.00          | $19.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.0000%  | N/A     | $368000.00         | $213.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 7.5000%  | N/A     | $176850.00         | $30.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $110682.00         | $685.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $25000.00          | $81.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 5.0000%  | N/A     | $500840.00         | $4974.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.0000%  | N/A     | $275464.00         | $2531.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $35000.00          | $67.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $25000.00          | $25.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.0000%  | N/A     | $25000.00          | $502.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.5000%  | N/A     | $22000.00          | $193.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 4.5000%  | N/A     | $15000.00          | $293.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $763000.00         | $409.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $77500.00          | $140.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $40000.00          | $115.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $25250.00          | $330.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 6.5000%  | N/A     | $35000.00          | $10.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | 6.0000%  | N/A     | $90000.00          | $22.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $2000.00           | $87.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.5000%  | N/A     | $53000.00          | $91.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 6.0000%  | N/A     | $50000.00          | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.0000%  | N/A     | $33710.00          | $263.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $23676.00          | $26.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $11000.00          | $156.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.5000%  | N/A     | $25000.00          | $7563.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $225000.00         | $177.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $7000.00           | $7.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.0000%  | N/A     | $11448.00          | $22.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.5000%  | N/A     | $61000.00          | $274.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $25000.00          | $871.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.5000%  | N/A     | $12000.00          | $225.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $70115.00          | $43.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $25000.00          | $19747.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.5000%  | N/A     | $316985.00         | $501.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $5000.00           | $615.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 5.5000%  | N/A     | $1000.00           | $39.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $225000.00         | $503.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0000%  | N/A     | $14000.00          | $123.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.0000%  | N/A     | $141000.00         | $234.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.5000%  | N/A     | $713684.00         | $804.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $5000.00           | $83.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.5000%  | N/A     | $25107.00          | $4.31              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $4000.00           | $93.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $51000.00          | $184.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $112000.00         | $695.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.5000%  | N/A     | $75000.00          | $74.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.5000%  | N/A     | $50000.00          | $14.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $38000.00          | $144.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $125150.00         | $1431.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $66032.00          | $294.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $98.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 3.5000%  | N/A     | $33000.00          | $1170.19           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 5.0000%  | N/A     | $28220.00          | $285.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $3000.00           | $496.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 5.5000%  | N/A     | $25724.00          | $108.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 8.0000%  | N/A     | $17000.00          | $11.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $32000.00          | $291.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25320.00          | $2.77              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.5000%  | N/A     | $13000.00          | $3.56              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.5000%  | N/A     | $25000.00          | $122.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $7100.00           | $843.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.0000%  | N/A     | $43500.00          | $101.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $75000.00          | $47.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $8000.00           | $964.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.5000%  | N/A     | $55000.00          | $644.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 7.0000%  | N/A     | $170000.00         | $59.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $3000.00           | $2311.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $50000.00          | $633.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $1000.00           | $96.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 6.0000%  | N/A     | $25000.00          | $266.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 7.0000%  | N/A     | $100000.00         | $19.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.0000%  | N/A     | $159725.00         | $56.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 4.5000%  | N/A     | $146590.00         | $2806.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $95000.00          | $91.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $20000.00          | $256.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 3.5000%  | N/A     | $4000.00           | $238.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $1672740.00        | $3196.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $4000.00           | $590.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 5.5000%  | N/A     | $50000.00          | $140.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-08-01      | 3.5000%  | N/A     | $18000.00          | $4.31              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $18342.00          | $113.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $37000.00          | $260.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.5000%  | N/A     | $100000.00         | $3.60              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50060.00          | $70.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $15000.00          | $3376.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 5.0000%  | N/A     | $81874.00          | $1705.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $1000.00           | $251.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 8.0000%  | N/A     | $171000.00         | $13.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.5000%  | N/A     | $30000.00          | $23.72             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $4000.00           | $91.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $215400.00         | $92.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $45000.00          | $403.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $70000.00          | $1349.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 3.5000%  | N/A     | $45000.00          | $5546.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $50000.00          | $25.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $3000.00           | $203.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $155000.00         | $397.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $6000.00           | $773.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $1000.00           | $2.33              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | 6.5000%  | N/A     | $110000.00         | $10.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | 3.5000%  | N/A     | $1000.00           | $4.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $27000.00          | $16.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.0000%  | N/A     | $89000.00          | $1399.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $8000.00           | $100.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $50000.00          | $717.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1000.00           | $158.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | 8.0000%  | N/A     | $36265.00          | $10.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 7.0000%  | N/A     | $50000.00          | $28.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $5000.00           | $624.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.0000%  | N/A     | $81129.00          | $1688.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $25000.00          | $620.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 3.5000%  | N/A     | $11000.00          | $554.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.0000%  | N/A     | $1000.00           | $18.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $5000.00           | $6.37              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $85000.00          | $3356.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.5000%  | N/A     | $23000.00          | $177.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $79821.00          | $1067.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $25046.00          | $33.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.0000%  | N/A     | $8500.00           | $407.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $35000.00          | $205.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $3000.00           | $39.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $132000.00         | $5937.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 8.0000%  | N/A     | $25000.00          | $2.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.5000%  | N/A     | $294000.00         | $609.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 7.0000%  | N/A     | $29000.00          | $275.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $26000.00          | $52.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $3000.00           | $78.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.0000%  | N/A     | $180282.00         | $2360.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $541500.00         | $852.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $7500.00           | $1055.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 4.5000%  | N/A     | $4000.00           | $416.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.0000%  | N/A     | $298853.00         | $4926.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $2000.00           | $75.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $42000.00          | $327.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | 4.5000%  | N/A     | $63000.00          | $922.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $25000.00          | $253.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $13040.00          | $51.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $7000.00           | $5.70              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $25000.00          | $192.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $1000.00           | $34.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $247000.00         | $137.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $22.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $35000.00          | $236.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $68000.00          | $223.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 4.5000%  | N/A     | $8000.00           | $55.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 7.0000%  | N/A     | $43431.00          | $540.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 6.5000%  | N/A     | $125000.00         | $18.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.0000%  | N/A     | $1000.00           | $16.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $360000.00         | $463.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.0000%  | N/A     | $335538.00         | $494.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $50000.00          | $82.04             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.0000%  | N/A     | $13000.00          | $122.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.0000%  | N/A     | $7000.00           | $109.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $50000.00          | $364.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-07-01      | 8.0000%  | N/A     | $12000.00          | $0.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $10000.00          | $12.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.0000%  | N/A     | $845448.00         | $1351.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $3000.00           | $2325.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $32000.00          | $257.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $2000.00           | $82.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 5.5000%  | N/A     | $40000.00          | $93.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $4000.00           | $478.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $126972.00         | $462.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $42621.00          | $1163.58           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-02-01      | 7.5000%  | N/A     | $50000.00          | $20.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $236250.00         | $3202.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.0000%  | N/A     | $102256.00         | $696.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 6.0000%  | N/A     | $8000.00           | $72.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $207901.00         | $239.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $25000.00          | $57.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $60000.00          | $717.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.0000%  | N/A     | $591500.00         | $223.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 8.0000%  | N/A     | $70000.00          | $148.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $7000.00           | $258.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.0000%  | N/A     | $482853.00         | $1476.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $25000.00          | $24.92             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $337.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $12000.00          | $1086.03           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.0000%  | N/A     | $6000.00           | $16.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 5.5000%  | N/A     | $65000.00          | $233.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.5000%  | N/A     | $40000.00          | $705.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.5000%  | N/A     | $60000.00          | $1661.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $18000.00          | $1198.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.0000%  | N/A     | $331787.00         | $288.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $163000.00         | $481.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.1700%  | N/A     | $20000.00          | $17194.16          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 6.5000%  | N/A     | $110000.00         | $176.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $1000.00           | $91.80             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $27000.00          | $1230.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $3500.00           | $338.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 7.0000%  | N/A     | $40000.00          | $81.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $25000.00          | $107.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $80327.00          | $682.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 6.5000%  | N/A     | $1172071.00        | $1351.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 8.0000%  | N/A     | $192332.00         | $91.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $89.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $50146.00          | $107.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $25000.00          | $425.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $30000.00          | $1240.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $22500.00          | $714.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.0000%  | N/A     | $50000.00          | $81.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $270000.00         | $1912.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 8.0000%  | N/A     | $16000.00          | $8.11              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 5.5000%  | N/A     | $404000.00         | $266.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $25000.00          | $815.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $1000.00           | $117.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 6.0000%  | N/A     | $90000.00          | $1053.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.0000%  | N/A     | $185000.00         | $11903.03          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.5000%  | N/A     | $120328.00         | $1545.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $50538.00          | $10.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $8000.00           | $712.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 5.5000%  | N/A     | $11000.00          | $288.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.0000%  | N/A     | $127547.00         | $112.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $30000.00          | $204.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $408.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $162.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $35141.00          | $708.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $100.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $100000.00         | $140.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $325000.00         | $190.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $2000.00           | $122.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-09-20      | 5.5000%  | N/A     | $10000.00          | $558.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $1000.00           | $222.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 8.0000%  | N/A     | $48000.00          | $13.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 4.5000%  | N/A     | $20000.00          | $151.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $105.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $15000.00          | $278.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.0000%  | N/A     | $42000.00          | $32.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.0000%  | N/A     | $15000.00          | $1480.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $64611.00          | $506.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 6.0000%  | N/A     | $25000.00          | $435.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $7334.00           | $62.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 7.5000%  | N/A     | $25000.00          | $4.17              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 4.8750%  | N/A     | $1000000.00        | $1579.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $250000.00         | $126.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 5.0000%  | N/A     | $10000.00          | $105.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.0000%  | N/A     | $3000.00           | $2094.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $5000.00           | $578.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $26195.00          | $208.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $116000.00         | $80.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $234000.00         | $185.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 7.0000%  | N/A     | $12000.00          | $16.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.5000%  | N/A     | $88316.00          | $1341.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 7.0000%  | N/A     | $44000.00          | $601.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $125000.00         | $108.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $15000.00          | $27.08             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $80000.00          | $925.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $103377.00         | $2014.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.0000%  | N/A     | $38000.00          | $363.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 6.0000%  | N/A     | $19000.00          | $35.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.5000%  | N/A     | $65000.00          | $793.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $4000.00           | $381.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.5000%  | N/A     | $109000.00         | $180.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $632.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $64.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 6.0000%  | N/A     | $77500.00          | $988.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $6000.00           | $358.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 6.5000%  | N/A     | $28729.00          | $584.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $1000.00           | $94.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.5000%  | N/A     | $24000.00          | $851.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $50000.00          | $333.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.0000%  | N/A     | $2000.00           | $277.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $5000.00           | $132.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 6.5000%  | N/A     | $5000.00           | $4.72              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 8.0000%  | N/A     | $45000.00          | $242.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $28000.00          | $173.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 5.5000%  | N/A     | $50170.00          | $989.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $25000.00          | $47.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 6.0000%  | N/A     | $25000.00          | $1119.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $50000.00          | $343.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.5000%  | N/A     | $26884.00          | $202.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $34000.00          | $214.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 5.5000%  | N/A     | $78000.00          | $455.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.5000%  | N/A     | $57000.00          | $67.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 5.0000%  | N/A     | $10000.00          | $122.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $2000.00           | $1385.86           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $75000.00          | $39.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 6.5000%  | N/A     | $70000.00          | $21.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $2000.00           | $217.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.7500%  | N/A     | $50000.00          | $331.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 5.5000%  | N/A     | $6000.00           | $100.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $50000.00          | $107.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 7.0000%  | N/A     | $98000.00          | $205.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $4000.00           | $152.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.0000%  | N/A     | $25000.00          | $237.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 3.5000%  | N/A     | $6000.00           | $637.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $25114.00          | $692.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $87000.00          | $918.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.0000%  | N/A     | $35000.00          | $437.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 3.5000%  | N/A     | $4000.00           | $146.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 6.5000%  | N/A     | $25051.00          | $32.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | 5.0000%  | N/A     | $104000.00         | $1658.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $154000.00         | $282.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $25000.00          | $459.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 6.5000%  | N/A     | $25000.00          | $292.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | 7.5000%  | N/A     | $1232000.00        | $1493.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 2.0000%  | N/A     | $10000.00          | $5926.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 7.5000%  | N/A     | $48000.00          | $500.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $14000.00          | $64.39             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 5.5000%  | N/A     | $12500.00          | $50.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $30000.00          | $28.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $88000.00          | $756.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 5.5000%  | N/A     | $10000.00          | $1021.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.5000%  | N/A     | $68924.00          | $836.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 7.0000%  | N/A     | $52000.00          | $1153.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $41000.00          | $1067.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.5000%  | N/A     | $4000.00           | $298.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $2000.00           | $31.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 7.0000%  | N/A     | $25000.00          | $171.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $5000.00           | $3364.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $25000.00          | $80.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $25487.00          | $47.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 5.5000%  | N/A     | $208040.00         | $994.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 8.0000%  | N/A     | $348364.00         | $64.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 8.0000%  | N/A     | $25000.00          | $10.77             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 7.5000%  | N/A     | $60000.00          | $10.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $83000.00          | $797.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 6.5000%  | N/A     | $370000.00         | $289.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $1000.00           | $10.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.5000%  | N/A     | $353050.00         | $694.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $1000.00           | $22.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $12000.00          | $106.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.0000%  | N/A     | $29000.00          | $359.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $170000.00         | $3489.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $105000.00         | $229.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $10000.00          | $59.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $25000.00          | $49.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.0000%  | N/A     | $10000.00          | $22.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $1000.00           | $106.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 7.5000%  | N/A     | $80000.00          | $403.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 5.5000%  | N/A     | $45359.00          | $55.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 4.5000%  | N/A     | $49000.00          | $885.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $60110.00          | $2064.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.5000%  | N/A     | $6000.00           | $115.29            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 3.0000%  | N/A     | $1000.00           | $108.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.7500%  | N/A     | $130000.00         | $84.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $24000.00          | $64.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.2500%  | N/A     | $75000.00          | $2.08              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 8.0000%  | N/A     | $120000.00         | $102.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $1000.00           | $234.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $29500.00          | $41.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-08-15      | 4.0000%  | N/A     | $28000.00          | $2264.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.5000%  | N/A     | $25000.00          | $289.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.5000%  | N/A     | $75000.00          | $54.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $116.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $14600.00          | $1299.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $3000.00           | $38.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $4000.00           | $368.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 7.0000%  | N/A     | $50000.00          | $1202.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $80702.00          | $438.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 8.0000%  | N/A     | $30000.00          | $20.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 7.2500%  | N/A     | $25000.00          | $16.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.0000%  | N/A     | $3000.00           | $419.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $20000.00          | $19301.60          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $4000.00           | $2153.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $2000.00           | $302.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 6.0000%  | N/A     | $50000.00          | $574.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $40650.00          | $63.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | 3.5000%  | N/A     | $10000.00          | $2132.57           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 4.0000%  | N/A     | $1000.00           | $207.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.5000%  | N/A     | $25000.00          | $161.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $25000.00          | $189.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $2000.00           | $197.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $41000.00          | $299.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $200000.00         | $249.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 6.0000%  | N/A     | $10000.00          | $8.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 5.0000%  | N/A     | $1000.00           | $8.37              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $2000.00           | $182.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $100000.00         | $134.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.0000%  | N/A     | $68000.00          | $446.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 3.5000%  | N/A     | $20000.00          | $1196.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $30000.00          | $327.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 7.5000%  | N/A     | $7333.00           | $1.26              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $1667.00           | $72.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $37000.00          | $580.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $29000.00          | $1609.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.5000%  | N/A     | $25000.00          | $2.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 7.0000%  | N/A     | $25000.00          | $82.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $28000.00          | $31.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $35121.00          | $120.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.0000%  | N/A     | $50000.00          | $359.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.5000%  | N/A     | $72000.00          | $574.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $31000.00          | $59.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $85000.00          | $175.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $6500.00           | $405.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.5000%  | N/A     | $35000.00          | $330.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | 7.0000%  | N/A     | $45000.00          | $26.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.0000%  | N/A     | $40000.00          | $43.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 7.5000%  | N/A     | $275055.00         | $156.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $85000.00          | $42.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $48334.00          | $94.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.5000%  | N/A     | $50000.00          | $804.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 5.0000%  | N/A     | $14168.00          | $459.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $772579.00         | $2111.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.0000%  | N/A     | $25000.00          | $832.13            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $129.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.0000%  | N/A     | $265000.00         | $391.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $163000.00         | $347.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $50000.00          | $150.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $24000.00          | $3094.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 7.0000%  | N/A     | $57000.00          | $43.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $160000.00         | $310.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.5000%  | N/A     | $57000.00          | $326.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $53000.00          | $139.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $143.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.0000%  | N/A     | $15031.00          | $218.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $34500.00          | $135.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 4.0000%  | N/A     | $12000.00          | $642.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $33000.00          | $32483.22          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $90746.00          | $797.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | 6.5000%  | N/A     | $125645.00         | $5.76              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-01-20      | 3.5000%  | N/A     | $30000.00          | $709.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $8667.00           | $484.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.5000%  | N/A     | $27002.00          | $533.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0000%  | N/A     | $19686.00          | $204.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 4.0000%  | N/A     | $25000.00          | $775.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $10000.00          | $207.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $61500.00          | $2231.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.2500%  | N/A     | $50000.00          | $2291.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $107000.00         | $1261.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $108000.00         | $394.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $18000.00          | $13.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.0000%  | N/A     | $305595.00         | $24.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $25000.00          | $204.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $75000.00          | $2682.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.5000%  | N/A     | $450336.00         | $68.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $4500.00           | $157.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $48000.00          | $1040.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.5000%  | N/A     | $95000.00          | $73.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $139972.00         | $504.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $8693.00           | $1415.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $121.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2000.00           | $20.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 7.0000%  | N/A     | $41000.00          | $1136.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $25000.00          | $487.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-06-01      | 5.0000%  | N/A     | $25000.00          | $12.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $25000.00          | $29.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 8.0000%  | N/A     | $35000.00          | $12.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.5000%  | N/A     | $66057.00          | $678.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $54.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.5000%  | N/A     | $46000.00          | $733.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.5000%  | N/A     | $10000.00          | $225.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.0000%  | N/A     | $157353.00         | $2457.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 7.0000%  | N/A     | $90500.00          | $586.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $5000.00           | $454.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-15      | 7.0000%  | N/A     | $100000.00         | $68.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $86000.00          | $101.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $2750.00           | $285.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $6000.00           | $510.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $30000.00          | $2203.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $67000.00          | $645.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $60000.00          | $332.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $5000.00           | $45.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 5.5000%  | N/A     | $116300.00         | $1073.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $52000.00          | $512.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-15      | 7.0000%  | N/A     | $225000.00         | $7.92              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $2000.00           | $336.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $13000.00          | $56.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-09-01      | 6.0000%  | N/A     | $6000.00           | $3.87              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $10000.00          | $111.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 7.5000%  | N/A     | $330500.00         | $76.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $4882.00           | $180.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $6003.00           | $40.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $139.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $15000.00          | $148.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 6.5000%  | N/A     | $152525.00         | $106.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.0000%  | N/A     | $359366.00         | $1354.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.0000%  | N/A     | $669000.00         | $664.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $3000.00           | $388.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.5000%  | N/A     | $45000.00          | $46.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.5000%  | N/A     | $740064.00         | $994.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $676.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $56558.00          | $102.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.0000%  | N/A     | $65000.00          | $40.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $14000.00          | $30.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 7.5000%  | N/A     | $82825.00          | $7.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 6.5000%  | N/A     | $50000.00          | $835.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | 8.0000%  | N/A     | $105000.00         | $2.21              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $3000.00           | $269.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $500000.00         | $676.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $15000.00          | $18.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25839.00          | $10.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.5000%  | N/A     | $29000.00          | $225.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | 7.5000%  | N/A     | $190041.00         | $47.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 5.5000%  | N/A     | $1000.00           | $18.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $134000.00         | $171.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.5000%  | N/A     | $59000.00          | $419.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 5.0000%  | N/A     | $1045000.00        | $2723.49           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-08-01      | 8.5000%  | N/A     | $215000.00         | $78.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $180000.00         | $60.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.0000%  | N/A     | $85990.00          | $694.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $25639.00          | $1017.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $273.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $127232.00         | $202.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $25002.00          | $116.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.5000%  | N/A     | $457708.00         | $473.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.5000%  | N/A     | $3000.00           | $228.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.0000%  | N/A     | $37385.00          | $59.70             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $4000.00           | $288.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $55324.00          | $1662.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-15      | 9.0000%  | N/A     | $260000.00         | $270.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $150000.00         | $80.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.0000%  | N/A     | $13000.00          | $205.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.5000%  | N/A     | $862787.00         | $824.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $143.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $10000.00          | $172.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.0000%  | N/A     | $10000.00          | $1090.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $2500.00           | $377.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $175.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $27000.00          | $366.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $72.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 6.0000%  | N/A     | $1815.00           | $6.16              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.0000%  | N/A     | $91000.00          | $963.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $10500.00          | $610.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $1000.00           | $74.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $165825.00         | $317.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 6.0000%  | N/A     | $126050.00         | $2133.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $250000.00         | $347.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $139.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.5000%  | N/A     | $367187.00         | $210.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.5000%  | N/A     | $13000.00          | $684.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.0000%  | N/A     | $3000.00           | $58.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.5000%  | N/A     | $219000.00         | $261.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.5000%  | N/A     | $2000.00           | $286.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.5000%  | N/A     | $61022.00          | $827.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.0000%  | N/A     | $454427.00         | $111.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | 3.5000%  | N/A     | $5000.00           | $230.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 8.0000%  | N/A     | $10000.00          | $4.70              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $35000.00          | $150.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $13000.00          | $3.90              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $75000.00          | $294.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1118.00           | $111.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.0000%  | N/A     | $639680.00         | $2396.13           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $18667.00          | $158.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.0000%  | N/A     | $50000.00          | $466.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.0000%  | N/A     | $70000.00          | $6789.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.0000%  | N/A     | $22000.00          | $40.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 6.0000%  | N/A     | $47000.00          | $920.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $50000.00          | $477.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $25000.00          | $217.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $30039.00          | $405.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $35000.00          | $6069.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 6.0000%  | N/A     | $15000.00          | $8.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 6.5000%  | N/A     | $145000.00         | $3822.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $10000.00          | $267.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.0000%  | N/A     | $169500.00         | $754.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.5000%  | N/A     | $45000.00          | $289.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $150000.00         | $196.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-07-01      | 4.0000%  | N/A     | $45000.00          | $2.20              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 6.0000%  | N/A     | $30000.00          | $411.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 5.5000%  | N/A     | $36000.00          | $797.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 7.5000%  | N/A     | $484717.00         | $15.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $109000.00         | $172.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $3334.00           | $64.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.0000%  | N/A     | $65000.00          | $49.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.0000%  | N/A     | $15000.00          | $6.87              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $182000.00         | $295.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 5.5000%  | N/A     | $26402.00          | $181.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 6.0000%  | N/A     | $15000.00          | $747.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $666.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.5000%  | N/A     | $57715.00          | $1951.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $2896.00           | $1.49              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $35000.00          | $20.29             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 5.5000%  | N/A     | $34400.00          | $109.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $9000.00           | $1093.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.5000%  | N/A     | $50000.00          | $832.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.5000%  | N/A     | $45000.00          | $48.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $2000.00           | $2.21              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 7.5000%  | N/A     | $75000.00          | $3.09              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $6100.00           | $716.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.0000%  | N/A     | $363152.00         | $608.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $100000.00         | $822.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $2000.00           | $63.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $22500.00          | $358.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 5.5000%  | N/A     | $4667.00           | $28.64             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 6.0000%  | N/A     | $18000.00          | $115.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $25000.00          | $37.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.5000%  | N/A     | $120000.00         | $397.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 7.5000%  | N/A     | $70000.00          | $911.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 8.0000%  | N/A     | $25134.00          | $37.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $40000.00          | $36.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 7.0000%  | N/A     | $73296.00          | $21.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | 7.5000%  | N/A     | $323940.00         | $22.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $234353.00         | $326.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 2.5000%  | N/A     | $20000.00          | $1017.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 6.5000%  | N/A     | $205000.00         | $90.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $2192.00           | $87.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.5000%  | N/A     | $12684.00          | $620.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $10000.00          | $5.74              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $20000.00          | $167.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.0000%  | N/A     | $27457.00          | $268.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $64486.00          | $673.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $32000.00          | $370.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $29000.00          | $116.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $36962.00          | $25.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.5000%  | N/A     | $200440.00         | $2942.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.5000%  | N/A     | $8000.00           | $400.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.0000%  | N/A     | $453451.00         | $139.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.1000%  | N/A     | $275000.00         | $87.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $1220000.00        | $509.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | 7.5000%  | N/A     | $12000.00          | $0.59              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $3000.00           | $61.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $67919.00          | $376.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $25026.00          | $132.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $6000.00           | $612.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $5000.00           | $9.95              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $120000.00         | $302.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $7000.00           | $4820.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 2.0000%  | N/A     | $3150.00           | $1073.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $165000.00         | $306.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $15000.00          | $231.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $107000.00         | $30.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $6253.00           | $60.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $3000.00           | $280.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.5000%  | N/A     | $253417.00         | $312.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $106000.00         | $110.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $75150.00          | $283.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $6000.00           | $54.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $2000.00           | $15.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 6.0000%  | N/A     | $67545.00          | $7639.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $117000.00         | $232.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1000.00           | $680.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $3000.00           | $203.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 7.0000%  | N/A     | $75000.00          | $126.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | 7.0000%  | N/A     | $29499.00          | $10.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | 7.5000%  | N/A     | $810960.00         | $352.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $26.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $2000.00           | $154.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 6.0000%  | N/A     | $35000.00          | $1991.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $667.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-15      | 6.0000%  | N/A     | $100000.00         | $2762.81           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.5000%  | N/A     | $16000.00          | $99.92             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 4.0000%  | N/A     | $4000.00           | $761.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $11000.00          | $34.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 7.0000%  | N/A     | $121500.00         | $79.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.5000%  | N/A     | $20000.00          | $237.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $6000.00           | $65.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.5000%  | N/A     | $17000.00          | $1503.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.5000%  | N/A     | $79000.00          | $1111.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.5000%  | N/A     | $75000.00          | $520.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.0000%  | N/A     | $187484.00         | $2055.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 5.0000%  | N/A     | $20000.00          | $253.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $25000.00          | $53.83             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 3.0000%  | N/A     | $4000.00           | $381.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.0000%  | N/A     | $60000.00          | $49.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $120000.00         | $81.06             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 6.5000%  | N/A     | $2500.00           | $4.04              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $7000.00           | $737.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.5000%  | N/A     | $47000.00          | $20.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $3866.00           | $5.31              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.5480%  | N/A     | $300000.00         | $4346.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 7.0000%  | N/A     | $30000.00          | $601.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $100000.00         | $331.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $50058.00          | $931.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 6.0000%  | N/A     | $8000.00           | $1.24              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 4.0000%  | N/A     | $3680.00           | $150.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $12500.00          | $363.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.0000%  | N/A     | $30000.00          | $204.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $25000.00          | $370.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $35000.00          | $161.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.0000%  | N/A     | $340459.00         | $177.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 7.0000%  | N/A     | $48000.00          | $82.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $173884.00         | $492.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 4.0000%  | N/A     | $150000.00         | $4180.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $1000.00           | $198.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 3.5000%  | N/A     | $1000.00           | $12.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.0000%  | N/A     | $80000.00          | $909.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $13000.00          | $7590.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.0000%  | N/A     | $400000.00         | $421.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 6.0000%  | N/A     | $25000.00          | $580.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $45000.00          | $487.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $1.98              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $3000.00           | $10.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 7.0000%  | N/A     | $14000.00          | $9.21              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 6.5000%  | N/A     | $135000.00         | $26.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1900.00           | $982.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $12000.00          | $19.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $386750.00         | $968.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $1000.00           | $3.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $28275.00          | $84.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $4000.00           | $3047.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $21000.00          | $25.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.5000%  | N/A     | $25000.00          | $467.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $6000.00           | $661.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $32000.00          | $88.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $1001.00           | $97.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-20      | 7.0000%  | N/A     | $165927.00         | $78.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $110000.00         | $85.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $50000.00          | $231.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.0000%  | N/A     | $371162.00         | $314.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $24000.00          | $168.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.5000%  | N/A     | $50000.00          | $4.08              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 7.0000%  | N/A     | $46000.00          | $13.99             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 6.5000%  | N/A     | $49000.00          | $410.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25146.00          | $343.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 7.0000%  | N/A     | $83000.00          | $96.27             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 7.0000%  | N/A     | $2467.00           | $0.17              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 6.0000%  | N/A     | $20000.00          | $440.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-08-20      | 5.0000%  | N/A     | $25000.00          | $2108.43           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $135000.00         | $439.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.5000%  | N/A     | $25000.00          | $194.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $100000.00         | $170.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | 4.0000%  | N/A     | $2000.00           | $670.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 4.5000%  | N/A     | $25000.00          | $196.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.5000%  | N/A     | $80000.00          | $39.58             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $694.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 5.5000%  | N/A     | $188666.00         | $467.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $6000.00           | $318.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 3.5000%  | N/A     | $4314.00           | $329.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $9000.00           | $31.36             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $60000.00          | $132.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $119000.00         | $2311.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-15      | 7.5000%  | N/A     | $150000.00         | $10.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $18000.00          | $29.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $302500.00         | $515.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $32000.00          | $20.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $2550.00           | $203.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $53000.00          | $3966.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $53000.00          | $619.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 3.5000%  | N/A     | $4500.00           | $389.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $25000.00          | $313.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 8.0000%  | N/A     | $100000.00         | $44.54             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1312.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $25000.00          | $788.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $42000.00          | $16.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $25000.00          | $155.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.0000%  | N/A     | $125000.00         | $358.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.0000%  | N/A     | $164192.00         | $2436.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $25000.00          | $110.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $1000.00           | $577.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $20363.00          | $88.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.5000%  | N/A     | $4000.00           | $50.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.5000%  | N/A     | $50000.00          | $797.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $15000.00          | $399.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $8000.00           | $821.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.5000%  | N/A     | $229297.00         | $2209.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-15      | 4.5000%  | N/A     | $35000.00          | $1011.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $49000.00          | $55.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $43196.00          | $376.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $122.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $6000.00           | $43.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $25035.00          | $784.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 7.5000%  | N/A     | $15000.00          | $494.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $1000.00           | $74.44             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.0000%  | N/A     | $4071.00           | $207.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $14000.00          | $179.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 6.0000%  | N/A     | $15000.00          | $106.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $40064.00          | $96.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $431250.00         | $1637.43           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $6000.00           | $1149.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 4.5000%  | N/A     | $469500.00         | $4210.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $10000.00          | $26.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $218841.00         | $1397.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 7.5000%  | N/A     | $265000.00         | $96.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $5535.00           | $9.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $4500.00           | $595.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2000.00           | $28.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.5000%  | N/A     | $329645.00         | $1760.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $201554.00         | $302.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $25000.00          | $280.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $31539.00          | $9.25              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 7.0000%  | N/A     | $50000.00          | $198.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.0000%  | N/A     | $49000.00          | $185.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $25000.00          | $442.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.5000%  | N/A     | $1118173.00        | $1681.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.0000%  | N/A     | $93179.00          | $318.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $100000.00         | $1391.89           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.5000%  | N/A     | $10000.00          | $30.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $75.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $100000.00         | $134.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $60289.00          | $689.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $238.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.5000%  | N/A     | $139000.00         | $6043.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $4000.00           | $750.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $4000.00           | $380.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.0000%  | N/A     | $2000.00           | $79.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $8000.00           | $1366.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $10000.00          | $85.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $240000.00         | $607.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $23000.00          | $121.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-06-01      | 7.5000%  | N/A     | $50000.00          | $86.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.5000%  | N/A     | $129000.00         | $152.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50000.00          | $137.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 7.5000%  | N/A     | $230000.00         | $25.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $2000.00           | $396.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-15      | 7.0000%  | N/A     | $105000.00         | $2.04              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.5000%  | N/A     | $3000.00           | $261.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 7.0000%  | N/A     | $60000.00          | $31.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $145000.00         | $188.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 7.0000%  | N/A     | $26000.00          | $248.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $2000.00           | $270.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.0000%  | N/A     | $2334.00           | $273.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $4750.00           | $456.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.5000%  | N/A     | $225500.00         | $157.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $31200.00          | $21.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $45000.00          | $577.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $14001.00          | $142.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $80000.00          | $50.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.0000%  | N/A     | $25000.00          | $241.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $930000.00         | $848.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.2500%  | N/A     | $97000.00          | $3735.03           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.5000%  | N/A     | $44500.00          | $6.28              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.5000%  | N/A     | $2200.00           | $298.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 6.0000%  | N/A     | $90914.00          | $794.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $25000.00          | $604.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.5000%  | N/A     | $2312.00           | $140.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $30762.00          | $209.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 6.0000%  | N/A     | $28000.00          | $474.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.5000%  | N/A     | $75000.00          | $21.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.5000%  | N/A     | $25000.00          | $17.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $22779.00          | $205.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $50084.00          | $2011.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-10-01      | 7.0000%  | N/A     | $5000.00           | $0.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $26000.00          | $286.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $116000.00         | $811.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $37365.00          | $530.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 6.0000%  | N/A     | $51500.00          | $546.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 8.0000%  | N/A     | $240000.00         | $50.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $1000.00           | $218.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $420000.00         | $706.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $32000.00          | $31.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $5000.00           | $591.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.5000%  | N/A     | $9000.00           | $63.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $28000.00          | $56.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 6.5000%  | N/A     | $7000.00           | $1.73              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $182000.00         | $272.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $69300.00          | $292.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $30000.00          | $20.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.0000%  | N/A     | $40000.00          | $466.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.5000%  | N/A     | $26000.00          | $319.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $4500.00           | $427.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $4750.00           | $311.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.0000%  | N/A     | $15000.00          | $66.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.0000%  | N/A     | $83000.00          | $567.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-07-20      | 6.0000%  | N/A     | $7000.00           | $626.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.5000%  | N/A     | $439938.00         | $651.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $25000.00          | $73.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $107500.00         | $601.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $6000.00           | $482.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $44205.00          | $411.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $75000.00          | $159.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.0000%  | N/A     | $10000.00          | $99.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $47000.00          | $162.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-09-20      | 6.0000%  | N/A     | $1000.00           | $125.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 7.0000%  | N/A     | $82000.00          | $94.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 5.5000%  | N/A     | $20750.00          | $261.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 6.5000%  | N/A     | $50000.00          | $73.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $103.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $25000.00          | $22.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $26058.00          | $35.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | 8.0000%  | N/A     | $116118.00         | $43.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $30000.00          | $699.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $30000.00          | $359.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 6.0000%  | N/A     | $60000.00          | $518.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 4.5000%  | N/A     | $165000.00         | $128.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.5000%  | N/A     | $50000.00          | $92.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $65000.00          | $153.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | 7.0000%  | N/A     | $170000.00         | $4.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $30.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $85000.00          | $977.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 4.5000%  | N/A     | $20000.00          | $888.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $148705.00         | $67.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 6.5000%  | N/A     | $40000.00          | $40.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.0000%  | N/A     | $59500.00          | $764.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.0000%  | N/A     | $2000.00           | $50.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 6.0000%  | N/A     | $190000.00         | $78.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $2000.00           | $15.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $10000.00          | $360.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $3000.00           | $21.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 8.0000%  | N/A     | $25038.00          | $17.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $3000.00           | $118.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $35000.00          | $168.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.5000%  | N/A     | $960000.00         | $1082.43           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $8000.00           | $67.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $5000.00           | $601.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $36740.00          | $348.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $34000.00          | $243.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 7.0000%  | N/A     | $95000.00          | $844.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $41000.00          | $1166.19           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.5000%  | N/A     | $19000.00          | $184.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 7.0000%  | N/A     | $15000.00          | $3.22              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $45000.00          | $835.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $3000.00           | $321.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 6.5000%  | N/A     | $50000.00          | $44.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 3.5000%  | N/A     | $1000.00           | $142.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $217319.00         | $342.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.5000%  | N/A     | $35000.00          | $791.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $5750.00           | $455.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $105000.00         | $200.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.5000%  | N/A     | $205000.00         | $52.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.0000%  | N/A     | $30000.00          | $24.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.5000%  | N/A     | $57000.00          | $172.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $98468.00          | $1226.43           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $135000.00         | $817.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $5333.00           | $119.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.0000%  | N/A     | $35249.00          | $258.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $90000.00          | $305.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.0000%  | N/A     | $12632.00          | $362.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $13000.00          | $156.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | 3.5000%  | N/A     | $28000.00          | $1212.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $25219.00          | $1.15              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $1000.00           | $8.01              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 6.5000%  | N/A     | $125000.00         | $53.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 5.5000%  | N/A     | $80000.00          | $12.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $154.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $11000.00          | $1031.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $25000.00          | $501.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $2000.00           | $59.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $83000.00          | $777.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-20      | 8.0000%  | N/A     | $300500.00         | $1.87              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $25000.00          | $277.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $9000.00           | $400.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 7.0000%  | N/A     | $50000.00          | $34.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.5000%  | N/A     | $25000.00          | $218.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 5.9810%  | N/A     | $50000.00          | $12734.38          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $2000.00           | $74.85             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 3.0000%  | N/A     | $11019.00          | $157.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.5000%  | N/A     | $176500.00         | $1966.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $80000.00          | $150.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 5.5000%  | N/A     | $54000.00          | $519.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.0000%  | N/A     | $76000.00          | $1041.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.5000%  | N/A     | $85000.00          | $940.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $114000.00         | $155.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.5000%  | N/A     | $90000.00          | $1112.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-09-15      | 4.0000%  | N/A     | $16000.00          | $1416.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 7.0000%  | N/A     | $117000.00         | $55.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $74265.00          | $13.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $60000.00          | $1442.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 6.0000%  | N/A     | $50000.00          | $704.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $30000.00          | $428.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 6.5000%  | N/A     | $400000.00         | $226.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $1372397.00        | $107.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 5.0000%  | N/A     | $18750.00          | $199.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $7500.00           | $8.39              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $77.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 6.0000%  | N/A     | $22000.00          | $53.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.5000%  | N/A     | $346000.00         | $198.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $17023.00          | $45.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-15      | 7.5000%  | N/A     | $25000.00          | $1.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $60000.00          | $316.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.0000%  | N/A     | $150000.00         | $236.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $25000.00          | $469.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25281.00          | $848.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $15000.00          | $46.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $1468.00           | $25.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 5.5000%  | N/A     | $119000.00         | $962.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $81464.00          | $285.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $153.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50350.00          | $334.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 5.0000%  | N/A     | $114000.00         | $1866.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $38000.00          | $182.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $8000.00           | $96.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $14079.00          | $146.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 6.0000%  | N/A     | $10000.00          | $73.50             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.5000%  | N/A     | $3000.00           | $35.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.0000%  | N/A     | $25201.00          | $31.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $413000.00         | $587.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $5000.00           | $550.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.5000%  | N/A     | $590000.00         | $402.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $8500.00           | $161.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 3.5000%  | N/A     | $3000.00           | $281.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $110000.00         | $2340.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 7.0000%  | N/A     | $175000.00         | $145.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 6.0000%  | N/A     | $25000.00          | $255.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 7.0000%  | N/A     | $201290.00         | $192.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 5.5000%  | N/A     | $25332.00          | $1034.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $184.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $78000.00          | $395.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 6.0000%  | N/A     | $2000.00           | $46.18             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $3000.00           | $830.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $25000.00          | $110.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.5000%  | N/A     | $562500.00         | $122.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 6.0000%  | N/A     | $33000.00          | $1392.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.5000%  | N/A     | $78000.00          | $969.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.5000%  | N/A     | $10000.00          | $43.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $60688.00          | $237.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 5.5000%  | N/A     | $50000.00          | $560.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 5.5000%  | N/A     | $2000.00           | $219.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 5.5000%  | N/A     | $82000.00          | $904.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $1000.00           | $11.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | 5.5000%  | N/A     | $100000.00         | $632.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.0000%  | N/A     | $100000.00         | $44.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $12333.00          | $64.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.0000%  | N/A     | $45000.00          | $40.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $34000.00          | $281.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 4.0000%  | N/A     | $18000.00          | $754.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $3000.00           | $143.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.0000%  | N/A     | $25000.00          | $624.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $45000.00          | $65.06             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.0000%  | N/A     | $3000.00           | $287.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.0000%  | N/A     | $15000.00          | $2.77              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $7750.00           | $565.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $2250000.00        | $6257.53           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.0000%  | N/A     | $2077.00           | $99.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.5000%  | N/A     | $60000.00          | $1331.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $437168.00         | $1373.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $134.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.5000%  | N/A     | $39000.00          | $98.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $28.35             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $3000.00           | $257.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $18000.00          | $2626.14           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.5000%  | N/A     | $19000.00          | $107.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | 7.0000%  | N/A     | $75000.00          | $156.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.5000%  | N/A     | $14500.00          | $3548.99           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $2750.00           | $1.61              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $20000.00          | $149.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $110000.00         | $333.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $100000.00         | $118.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 7.0000%  | N/A     | $38000.00          | $569.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 5.5000%  | N/A     | $185000.00         | $1645.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.0000%  | N/A     | $25000.00          | $144.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.0000%  | N/A     | $1031.00           | $8.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.0000%  | N/A     | $35000.00          | $123.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | 3.5000%  | N/A     | $10000.00          | $1640.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $200000.00         | $111.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $25000.00          | $102.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.5000%  | N/A     | $34500.00          | $1443.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.5000%  | N/A     | $25000.00          | $314.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $7000.00           | $780.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.0000%  | N/A     | $10000.00          | $70.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $184.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $13000.00          | $171.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 8.0000%  | N/A     | $30000.00          | $7.94              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $125000.00         | $1907.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.5000%  | N/A     | $15000.00          | $493.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $164000.00         | $451.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $64000.00          | $158.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25000.00          | $9.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $47000.00          | $579.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $99000.00          | $106.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 3.5000%  | N/A     | $25000.00          | $630.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $31000.00          | $42.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 5.5000%  | N/A     | $399039.00         | $2270.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 6.5000%  | N/A     | $360000.00         | $134.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.5000%  | N/A     | $2000.00           | $165.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $5000.00           | $22.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 6.5000%  | N/A     | $232000.00         | $76.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 7.0000%  | N/A     | $10000.00          | $11.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $25000.00          | $17.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.0000%  | N/A     | $20835.00          | $182.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1200.00           | $877.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $158.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $49943.00          | $140.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $40000.00          | $267.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $7000.00           | $59.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 8.0000%  | N/A     | $65000.00          | $71.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.5000%  | N/A     | $16000.00          | $29.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $111000.00         | $38.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $29000.00          | $175.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $91000.00          | $238.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 7.0000%  | N/A     | $143000.00         | $4240.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 4.0000%  | N/A     | $375000.00         | $1489.99           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 5.0000%  | N/A     | $10000.00          | $62.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.0000%  | N/A     | $166275.00         | $2270.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $32000.00          | $98.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $26000.00          | $1350.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 9.0000%  | N/A     | $65000.00          | $12.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.0000%  | N/A     | $73000.00          | $449.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $25862.00          | $590.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $22000.00          | $222.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $145261.00         | $519.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1000.00           | $103.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.5000%  | N/A     | $30000.00          | $791.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $64000.00          | $737.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $55000.00          | $976.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 6.5000%  | N/A     | $164000.00         | $29.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 5.0000%  | N/A     | $39000.00          | $186.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $75000.00          | $586.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $305165.00         | $10526.36          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-15      | 4.5000%  | N/A     | $55000.00          | $617.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 5.5000%  | N/A     | $100000.00         | $180.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30041.00          | $60.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 4.5000%  | N/A     | $39000.00          | $713.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 5.0000%  | N/A     | $1950.00           | $16.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 2.5000%  | N/A     | $10000.00          | $611.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.0000%  | N/A     | $1000.00           | $23.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.0000%  | N/A     | $298000.00         | $1516.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $1000.00           | $60.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $36700.00          | $21.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $4000.00           | $319.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 5.5000%  | N/A     | $45626.00          | $527.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $28750.00          | $67.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | 7.0000%  | N/A     | $294950.00         | $42.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 3.5000%  | N/A     | $73500.00          | $10226.69          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.2500%  | N/A     | $50882.00          | $2348.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.0000%  | N/A     | $175000.00         | $911.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $25000.00          | $289.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 5.5000%  | N/A     | $30000.00          | $280.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.5000%  | N/A     | $16168.00          | $129.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $65.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.5000%  | N/A     | $75103.00          | $266.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 6.0000%  | N/A     | $48000.00          | $287.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $89000.00          | $136.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.0000%  | N/A     | $706319.00         | $703.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-11-20      | 4.0000%  | N/A     | $65361.00          | $3762.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $31000.00          | $478.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.5000%  | N/A     | $10000.00          | $75.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $1000.00           | $60.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-02-20      | 4.0000%  | N/A     | $25000.00          | $1323.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.0000%  | N/A     | $25000.00          | $621.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.0000%  | N/A     | $40000.00          | $361.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | 6.5000%  | N/A     | $5000.00           | $0.15              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.0000%  | N/A     | $175000.00         | $72.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 7.0000%  | N/A     | $10000.00          | $112.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 8.0000%  | N/A     | $115000.00         | $78.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $50000.00          | $135.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $263382.00         | $7604.71           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $17000.00          | $273.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.5000%  | N/A     | $35667.00          | $514.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 8.0000%  | N/A     | $40000.00          | $34.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $25000.00          | $344.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $4000.00           | $2887.61           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-09-01      | 5.0000%  | N/A     | $28000.00          | $6.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.5000%  | N/A     | $65523.00          | $212.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $45000.00          | $448.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $123334.00         | $88.68             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 5.5000%  | N/A     | $5000.00           | $33.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $26250.00          | $544.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 6.5000%  | N/A     | $125000.00         | $33.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $2750.00           | $21.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $50000.00          | $75.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $7000.00           | $42.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $6000.00           | $33.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 7.0000%  | N/A     | $10000.00          | $68.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $129000.00         | $258.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.0000%  | N/A     | $50070.00          | $655.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.0000%  | N/A     | $149250.00         | $1881.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $246.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.5000%  | N/A     | $19000.00          | $2016.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | 7.7500%  | N/A     | $60000.00          | $131.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 6.5000%  | N/A     | $30000.00          | $19.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.7500%  | N/A     | $25000.00          | $104.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $1000.00           | $67.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.0000%  | N/A     | $25028.00          | $1787.77           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 7.0000%  | N/A     | $301000.00         | $188.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $60651.00          | $277.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.0000%  | N/A     | $6000.00           | $1.38              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $545.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $15000.00          | $10.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.5000%  | N/A     | $35000.00          | $66.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 6.0000%  | N/A     | $26890.00          | $186.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.5000%  | N/A     | $68750.00          | $416.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 2.5000%  | N/A     | $9000.00           | $498.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $4000.00           | $293.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $100000.00         | $28.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.5000%  | N/A     | $39000.00          | $345.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.0000%  | N/A     | $8000.00           | $104.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $50000.00          | $86.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-08-15      | 7.0000%  | N/A     | $38000.00          | $5.36              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.0000%  | N/A     | $8000.00           | $597.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.5000%  | N/A     | $3249.00           | $385.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.5000%  | N/A     | $500484.00         | $458.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | 6.5000%  | N/A     | $355000.00         | $4.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.0000%  | N/A     | $1000.00           | $31.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $16.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $12000.00          | $89.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.5000%  | N/A     | $115000.00         | $66.34             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.0000%  | N/A     | $1200.00           | $717.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $15000.00          | $8246.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1000.00           | $52.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.5000%  | N/A     | $35000.00          | $593.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $30343.00          | $95.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $721.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $10000.00          | $139.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $132893.00         | $2195.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $7000.00           | $554.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-15      | 6.5000%  | N/A     | $110000.00         | $23.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $25000.00          | $577.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $42993.00          | $194.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.5000%  | N/A     | $41339.00          | $146.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.0000%  | N/A     | $33120.00          | $20.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 7.5000%  | N/A     | $45000.00          | $40.73             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 6.7820%  | N/A     | $85000.00          | $606.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 6.0000%  | N/A     | $28571.00          | $532.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25000.00          | $317.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $3104.00           | $1601.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-20      | 8.0000%  | N/A     | $185000.00         | $11.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $14000.00          | $362.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.5000%  | N/A     | $61000.00          | $943.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $27000.00          | $339.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 5.0000%  | N/A     | $56500.00          | $218.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25000.00          | $313.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.5000%  | N/A     | $69500.00          | $69.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $25028.00          | $1956.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 8.0000%  | N/A     | $175000.00         | $12.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $91.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $7650.00           | $74.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.0000%  | N/A     | $4000.00           | $290.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 5.5000%  | N/A     | $13000.00          | $110.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.0000%  | N/A     | $323730.00         | $37.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $67000.00          | $862.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $105.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.5000%  | N/A     | $87000.00          | $848.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 6.0000%  | N/A     | $15000.00          | $78.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $15000.00          | $172.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $12500.00          | $82.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $84826.00          | $452.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.0000%  | N/A     | $373319.00         | $234.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $20000.00          | $96.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 4.5000%  | N/A     | $4000.00           | $87.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.5000%  | N/A     | $2000.00           | $269.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | 7.5000%  | N/A     | $202000.00         | $122.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.0000%  | N/A     | $67000.00          | $194.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.5000%  | N/A     | $25000.00          | $2.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $36300.00          | $31.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $45054.00          | $310.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $60000.00          | $695.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.0000%  | N/A     | $3000.00           | $146.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $32732.00          | $30.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.0000%  | N/A     | $388976.00         | $44.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $39000.00          | $20.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.0000%  | N/A     | $25000.00          | $11.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $4666.00           | $397.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.5000%  | N/A     | $25413.00          | $205.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.0000%  | N/A     | $130000.00         | $98.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $25000.00          | $386.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 3.0000%  | N/A     | $1000.00           | $168.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $8750.00           | $1136.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.0000%  | N/A     | $327500.00         | $38.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 5.0000%  | N/A     | $44000.00          | $971.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $25027.00          | $105.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 4.5000%  | N/A     | $10000.00          | $223.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 5.5000%  | N/A     | $46796.00          | $495.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $50000.00          | $644.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.0000%  | N/A     | $25000.00          | $134.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $269.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $1000.00           | $4.88              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 6.5000%  | N/A     | $25000.00          | $44.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 4.5000%  | N/A     | $50000.00          | $463.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $100000.00         | $146.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 6.0000%  | N/A     | $78000.00          | $1590.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $1000.00           | $244.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | 4.5000%  | N/A     | $11500.00          | $333.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $33000.00          | $298.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 6.5000%  | N/A     | $44000.00          | $127.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $53000.00          | $366.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $100000.00         | $712.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $214000.00         | $624.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 6.5000%  | N/A     | $155000.00         | $30.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.5000%  | N/A     | $14000.00          | $425.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.0000%  | N/A     | $1000.00           | $27.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $3000.00           | $30.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $30000.00          | $49.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $6000.00           | $43.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $102500.00         | $2629.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $84000.00          | $110.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 5.0000%  | N/A     | $20000.00          | $2396.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $15000.00          | $1504.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 7.0000%  | N/A     | $27000.00          | $1093.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $15000.00          | $178.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.5000%  | N/A     | $593661.00         | $384.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $1000.00           | $20.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $4000.00           | $95.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $812.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $274.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1541.99           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 6.5000%  | N/A     | $10000.00          | $83.65             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 6.0000%  | N/A     | $20000.00          | $54.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 5.5000%  | N/A     | $44000.00          | $533.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.0000%  | N/A     | $3333.00           | $355.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $95000.00          | $378.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.0000%  | N/A     | $5000.00           | $164.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-08-20      | 3.5000%  | N/A     | $25000.00          | $1301.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $25000.00          | $429.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $60000.00          | $626.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $400000.00         | $4991.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.0000%  | N/A     | $6000.00           | $4.98              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $4000.00           | $88.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $110000.00         | $84.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.0000%  | N/A     | $76000.00          | $1117.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $10000.00          | $27.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $25000.00          | $204.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 4.5000%  | N/A     | $90000.00          | $2366.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.0000%  | N/A     | $92000.00          | $1533.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $405000.00         | $437.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 8.0000%  | N/A     | $32531.00          | $21.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 3.0000%  | N/A     | $11000.00          | $414.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $240000.00         | $708.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 2.5000%  | N/A     | $1000.00           | $26.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 5.5000%  | N/A     | $29036.00          | $58.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $10000.00          | $196.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $10000.00          | $154.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $6000.00           | $524.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.5000%  | N/A     | $6000.00           | $45.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.5000%  | N/A     | $30000.00          | $494.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $35000.00          | $435.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $21000.00          | $167.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $13000.00          | $42.28             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 6.0000%  | N/A     | $5000.00           | $181.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 6.5000%  | N/A     | $40000.00          | $275.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $2000.00           | $259.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $2500.00           | $329.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $4000.00           | $121.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $58.71             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $67.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 5.0000%  | N/A     | $56000.00          | $68.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-05-20      | 3.5000%  | N/A     | $10000.00          | $149.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $112450.00         | $1950.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $3000.00           | $10.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 8.0000%  | N/A     | $108334.00         | $15.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.0000%  | N/A     | $105000.00         | $1694.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.5000%  | N/A     | $25000.00          | $145.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $282.62            | Agency Mortgage-Backed Securities  |

### Security 172: 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: 0GOL25NQ8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Short Rating: F1; Fitch Long Rating: A+; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; 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? 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 | 2052-09-01      | 3.0000%  | N/A     | $1940000.00        | $1420046.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $168000.00         | $106265.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $19767.00          | $7631.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-12-15      | 4.0000%  | N/A     | $2000000.00        | $220605.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $231000.00         | $164816.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $700000.00         | $553692.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1327112.00        | $1293077.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $3179500.00        | $2527972.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $5988384.00        | $5339643.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $200000.00         | $49808.90          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 3.5000%  | N/A     | $1422866.00        | $79327.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.8200%  | N/A     | $1975000.00        | $2007978.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $9062670.00        | $579926.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $723889.00         | $718522.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | 5.0000%  | N/A     | $5176900.00        | $4155639.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1184220.00        | $1201424.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.5000%  | N/A     | $2424580.00        | $2491210.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $84560768.00       | $65580242.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $123000.00         | $11193.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $1924038.00        | $1784915.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $1735970.00        | $1779431.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 6.0000%  | N/A     | $1852426.00        | $1354356.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1314990.00        | $1129521.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-02-20      | 2.5000%  | N/A     | $61000.00          | $8388.76           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $3004972.00        | $2909954.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $741227.00         | $682525.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $55838.00          | $53117.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.0000%  | N/A     | $260524.00         | $267084.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $2323524.00        | $1440966.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 5.0000%  | N/A     | $113037.00         | $101546.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | 4.6250%  | N/A     | $3384080.00        | $3423178.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $2500000.00        | $97225.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3425680.00        | $3557544.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 5.0000%  | N/A     | $71000.00          | $9835.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $2870908.00        | $2890063.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $360000.00         | $233295.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.5000%  | N/A     | $211923.00         | $18182.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.6500%  | N/A     | $9541000.00        | $9511106.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-02-01      | 6.0000%  | N/A     | $8211728.00        | $132177.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $2744152.00        | $2743874.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $7459200.00        | $5474010.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-07-20      | 5.0000%  | N/A     | $14589456.00       | $1014565.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-01      | 6.5000%  | N/A     | $1729850.00        | $1005897.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 2.0000%  | N/A     | $50000000.00       | $31683262.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.5000%  | N/A     | $23248120.00       | $15545972.63       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 3.0000%  | N/A     | $6400000.00        | $1341755.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1060450.00        | $1035384.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $8302192.00        | $7142606.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 4.0000%  | N/A     | $93000.00          | $11355.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $1539386.00        | $1538265.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $210000.00         | $158202.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 2.5000%  | N/A     | $11116000.00       | $3094071.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $238000.00         | $167529.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-08-01      | 5.0000%  | N/A     | $490000.00         | $127563.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $21000.00          | $21395.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $38347520.00       | $26063013.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-08-20      | 4.0000%  | N/A     | $303714.00         | $54664.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.5200%  | N/A     | $49505000.00       | $46354529.32       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $1840292.00        | $1832412.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $154145.00         | $157426.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $12055147.00       | $46560.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.5000%  | N/A     | $320000.00         | $52100.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | 2.0000%  | N/A     | $25000.00          | $13968.74          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 2.5000%  | N/A     | $2976424.00        | $332229.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.0000%  | N/A     | $1305550.00        | $1359123.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $96303300.00       | $70627455.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $200000.00         | $23336.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.0000%  | N/A     | $610174.00         | $47241.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.0000%  | N/A     | $250000.00         | $7175.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $100000.00         | $73475.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.0000%  | N/A     | $746103.00         | $7143.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $220000.00         | $67022.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $962567.00         | $219844.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $11002.00          | $8489.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $527425.00         | $512474.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $944000.00         | $68374.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $723283.00         | $632439.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $705000.00         | $73553.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 6.0000%  | N/A     | $520000.00         | $10428.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $906511.00         | $932188.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $24405600.00       | $5295646.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $126665216.00      | $106649000.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $9355168.00        | $9690740.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 3.0000%  | N/A     | $53952.00          | $50693.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $3259088.00        | $3142093.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $349096.00         | $221928.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 3.0000%  | N/A     | $375000.00         | $17437.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 3.0000%  | N/A     | $1775000.00        | $91982.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $100000.00         | $68482.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $1762000.00        | $1421688.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 5.0000%  | N/A     | $4600000.00        | $4695651.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $960803.00         | $777001.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 5.0000%  | N/A     | $1235000.00        | $58597.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $163679.00         | $149500.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2062-03-01      | 2.5000%  | N/A     | $6575000.00        | $4311429.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | 5.0000%  | N/A     | $3200000.00        | $158439.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $22000.00          | $15227.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $4723392.00        | $4827810.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2185488.00        | $2269665.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $173000.00         | $15862.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1918500.00        | $1950102.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $768403.00         | $778048.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $984492.00         | $270067.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $845000.00         | $537341.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $36773880.00       | $7157362.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-02-01      | 6.0000%  | N/A     | $6156112.00        | $5347178.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | 6.0000%  | N/A     | $9782368.00        | $8199206.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $116752384.00      | $104735307.33      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $511316.00         | $507671.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.5000%  | N/A     | $2230484.00        | $35306.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $150000.00         | $151190.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $32868608.00       | $31753861.81       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $4261816.00        | $4233309.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.0000%  | N/A     | $257081.00         | $41570.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $7091288.00        | $6212928.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $441061.00         | $80423.79          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.0000%  | N/A     | $1050000.00        | $218562.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $4102500.00        | $4050523.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $14499024.00       | $12838986.44       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1029208.00        | $1054626.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $1700000.00        | $326562.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $2644000.00        | $1815779.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $1725000.00        | $109930.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.0000%  | N/A     | $179000.00         | $162886.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-07-01      | 6.0000%  | N/A     | $3131992.00        | $2938819.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $93348992.00       | $94391541.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $804689.00         | $530115.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1115000.00        | $686267.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1943902.00        | $1882771.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 6.0000%  | N/A     | $13236698.00       | $17226.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $10000000.00       | $926760.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.5000%  | N/A     | $1046746.00        | $8768.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $475000.00         | $24593.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $300000.00         | $222390.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2181004.00        | $2263193.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $6989600.00        | $5961919.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $225000.00         | $132552.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $212000.00         | $123447.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $24680000.00       | $4064629.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $20530624.00       | $18026912.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $157000.00         | $9029.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.0000%  | N/A     | $1010172.00        | $265437.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $1044882.00        | $1108459.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1229740.00        | $1264396.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $8700000.00        | $5061700.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $9825520.00        | $10082821.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.0000%  | N/A     | $85800.00          | $7201.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $164542.00         | $169834.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $45570720.00       | $35254835.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $20000000.00       | $19605188.42       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1008612.00        | $871797.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $2427790.00        | $2415926.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $779375.00         | $513571.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 4.5000%  | N/A     | $6038.00           | $5436.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $502000.00         | $88802.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 4.5000%  | N/A     | $30303296.00       | $26273554.42       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1013240.00        | $1050123.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $41301952.00       | $37778420.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.5000%  | N/A     | $8780080.00        | $6004376.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1072416.00        | $1092224.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 1.5000%  | N/A     | $39826.00          | $27626.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $900000.00         | $724844.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1017084.00        | $1031142.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $55240256.00       | $52030425.01       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $7025440.00        | $6987474.00        | Agency Mortgage-Backed Securities |

### Security 173: 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):** $79999384.00
- **C.18.a - Value (excl. sponsor support):** $79999384.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 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: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $365881131.90
- **C.18.a - Value (excl. sponsor support):** $365881131.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 175: 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):** $362372878.10
- **C.18.a - Value (excl. sponsor support):** $362372878.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 176: 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):** $1149995147.00
- **C.18.a - Value (excl. sponsor support):** $1149995147.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 177: 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: 0GOL25NV7
- **C.18 - Value (incl. sponsor support):** $8000000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000000.00
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Long Rating: NR; Fitch Short Rating: F1; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $5268072.00        | $4994379.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $4002656.00        | $2506441.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $275000.00         | $212004.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-15      | 2.9800%  | N/A     | $679232.00         | $573466.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.5000%  | N/A     | $25009984.00       | $19794469.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 5.5000%  | N/A     | $3433639.00        | $7257.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $195521.00         | $11606.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $4662544.00        | $4817988.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $137098240.00      | $110773920.53      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $326840.00         | $231731.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $200000.00         | $133966.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.0000%  | N/A     | $350791.00         | $41564.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1116264.00        | $851124.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-07-15      | 4.8000%  | N/A     | $3000000.00        | $2897227.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2661292.00        | $2797633.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $3666696.00        | $2218475.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $2912244.00        | $2973576.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-20      | 3.5000%  | N/A     | $250000.00         | $28051.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $437000.00         | $345520.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2161300.00        | $1876017.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 3.0000%  | N/A     | $828000.00         | $108756.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2560532.00        | $1650721.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $166404608.00      | $170389277.99      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $6183384.00        | $3133568.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-15      | 4.0000%  | N/A     | $56009.00          | $7579.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1386164.00        | $1026991.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-15      | 4.0000%  | N/A     | $60000.00          | $26055.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1141736.00        | $1103608.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $5208664.00        | $741561.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-15      | 4.0000%  | N/A     | $1500000.00        | $52707.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $1055000.00        | $204393.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.0000%  | N/A     | $2068864.00        | $2001529.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $114562.00         | $117278.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $99000.00          | $88151.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1583756.00        | $1619424.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $31622944.00       | $29111418.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 5.0000%  | N/A     | $5601688.00        | $465279.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $12000.00          | $9384.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $2130000.00        | $124590.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 4.0000%  | N/A     | $5044968.00        | $522466.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1805318.00        | $1823186.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $5445000.00        | $888198.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.8000%  | N/A     | $3013370.00        | $2509868.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $370000.00         | $10856.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $100000.00         | $87940.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $3097524.00        | $3157274.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2070-10-20      | 6.5700%  | N/A     | $1462014.00        | $1000002.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 3.0000%  | N/A     | $910000.00         | $233810.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $342087.00         | $37516.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $100000.00         | $79492.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $28141696.00       | $24582060.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $3354924.00        | $3469184.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $63000.00          | $10171.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $500000.00         | $317262.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-01-15      | 3.0000%  | N/A     | $2039044.00        | $37795.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $1180760.00        | $640762.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $6300000.00        | $3781918.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $849606.00         | $889907.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $371121.00         | $388385.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $126000.00         | $5744.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2858492.00        | $2972732.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $12818208.00       | $1094533.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $10307620.00       | $1615230.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $152708.00         | $157773.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $1831264.00        | $910764.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.5000%  | N/A     | $1296346.00        | $153429.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $8162800.00        | $1042312.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $1007394.00        | $971755.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $9528592.00        | $6807762.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $200000.00         | $40643.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $105800000.00      | $61077528.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1219188.00        | $1254939.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $2106936.00        | $1906380.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $3496000.00        | $1035403.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $27855776.00       | $9407716.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $9292464.00        | $9415417.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $1556758.00        | $952044.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 2.8800%  | N/A     | $2393764.00        | $2008030.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-15      | 5.5000%  | N/A     | $10965712.00       | $266145.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 4.5000%  | N/A     | $635000.00         | $62957.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1560168.00        | $1591184.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.5000%  | N/A     | $1422232.00        | $128283.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $135000.00         | $113722.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $250000.00         | $38607.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $62000.00          | $18242.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | 4.0000%  | N/A     | $1200366.00        | $322000.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 5.5000%  | N/A     | $1519264.00        | $1511405.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2320200.00        | $2412686.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $110713.00         | $91323.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 3.0000%  | N/A     | $801559.00         | $133371.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $13000000.00       | $16887.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1082788.00        | $1114541.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.0000%  | N/A     | $974000.00         | $200950.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $5417912.00        | $5530976.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $68237568.00       | $58198165.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1912172.00        | $1935964.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-15      | 2.8000%  | N/A     | $864435.00         | $712899.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $2447028.00        | $23371.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $6819160.00        | $7038144.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $4514752.00        | $4700476.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.5000%  | N/A     | $18997100.00       | $2476460.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-04-15      | 2.5400%  | N/A     | $1747028.00        | $1407723.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-15      | 3.0000%  | N/A     | $5650000.00        | $4233620.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1965140.00        | $2008291.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-10-15      | 2.9600%  | N/A     | $2049528.00        | $1736005.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 4.5000%  | N/A     | $356340.00         | $19138.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $300000.00         | $203633.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $42701184.00       | $36709163.77       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.0000%  | N/A     | $5223384.00        | $28690.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $116667.00         | $26756.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $148000.00         | $27810.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $8786816.00        | $8961351.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.5000%  | N/A     | $1049926.00        | $84041.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.0000%  | N/A     | $478814.00         | $316887.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $6672112.00        | $5092219.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-07-15      | 5.3500%  | N/A     | $2000000.00        | $1999053.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1005848.00        | $667111.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $125000.00         | $58495.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $2611052.00        | $2658254.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1324306.00        | $1344463.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1186302.00        | $1230312.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $826983.00         | $859357.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $9576560.00        | $9335563.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1431132.00        | $1473990.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $5949088.00        | $3825888.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $460497.00         | $470771.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 4.0000%  | N/A     | $199000.00         | $50523.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $1035000.00        | $113877.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1870196.00        | $1919093.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $16573824.00       | $12858499.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $4301528.00        | $960708.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 2.6900%  | N/A     | $15483408.00       | $12809959.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $11597100.00       | $8102857.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $5870000.00        | $4150624.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-15      | 4.0000%  | N/A     | $200000.00         | $13476.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $995000.00         | $812602.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-20      | 5.0000%  | N/A     | $122000.00         | $9341.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $2025000.00        | $256214.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $832431.00         | $837875.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $713000.00         | $237027.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1272576.00        | $1310473.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1307420.00        | $1369928.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $435389440.00      | $406135264.28      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $7794000.00        | $362487.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-15      | 4.0000%  | N/A     | $171407.00         | $109316.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.5000%  | N/A     | $100000.00         | $13930.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $802583.00         | $38668.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.0000%  | N/A     | $762634.00         | $474924.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $321942016.00      | $31750083.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.0000%  | N/A     | $127521280.00      | $12120281.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $30738000.00       | $23333485.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $67619.00          | $69059.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $5121744.00        | $3248968.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.0000%  | N/A     | $262061.00         | $57101.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $62627.00          | $10853.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 4.5000%  | N/A     | $10093792.00       | $486245.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $7231040.00        | $7380712.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $33363072.00       | $4455751.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1542604.00        | $1578162.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-05-01      | 4.5000%  | N/A     | $725620.00         | $5070.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $33989000.00       | $33099374.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $600000.00         | $49755.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $767000.00         | $521369.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.5000%  | N/A     | $8003760.00        | $847650.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $2045000.00        | $433348.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 4.0000%  | N/A     | $41496448.00       | $2416366.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $3939000.00        | $2390039.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $9445584.00        | $6633106.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.0000%  | N/A     | $10392112.00       | $9344912.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.0000%  | N/A     | $1535194.00        | $228065.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 5.0000%  | N/A     | $333145.00         | $30062.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1855438.00        | $1898453.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | 5.0000%  | N/A     | $104081.00         | $10920.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $8068384.00        | $6787737.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.5000%  | N/A     | $3260160.00        | $2857628.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.5000%  | N/A     | $416141.00         | $48890.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $100000.00         | $39164.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 4.0000%  | N/A     | $1560400.00        | $152579.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1684008.00        | $1472794.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.0000%  | N/A     | $17713952.00       | $246206.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1892354.00        | $1959622.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-15      | 2.9800%  | N/A     | $3123028.00        | $2636730.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $5914984.00        | $4859839.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $65760.00          | $22114.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $275000.00         | $141124.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.0000%  | N/A     | $80000.00          | $11380.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $6823304.00        | $6209574.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $795000.00         | $185658.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1251738.00        | $1242513.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $739429.00         | $132836.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $25000.00          | $20015.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-04-15      | 5.1200%  | N/A     | $1000000.00        | $981585.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $24713.00          | $16267.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-07-15      | 5.8200%  | N/A     | $8640000.00        | $8947943.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $4689744.00        | $4792727.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.5000%  | N/A     | $30000000.00       | $17325222.88       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.5000%  | N/A     | $1512280.00        | $198681.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $2445760.00        | $2497066.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $466741.00         | $375013.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $4360992.00        | $2861243.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $21986360.00       | $22686874.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $377000.00         | $271596.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $2625216.00        | $2520834.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.5000%  | N/A     | $10000000.00       | $672072.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $5464272.00        | $4540913.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $900546560.00      | $842828254.25      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | 4.5000%  | N/A     | $284461.00         | $22979.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-06-15      | 3.1800%  | N/A     | $11277700.00       | $9781548.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-20      | 4.0000%  | N/A     | $222399232.00      | $18452909.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-10-20      | 4.0000%  | N/A     | $2000200.00        | $14367.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1007486.00        | $1035937.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 5.5000%  | N/A     | $70000.00          | $38208.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $90290048.00       | $86197503.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $297131.00         | $302788.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $2008360.00        | $76683.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1263266.00        | $1288717.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.5000%  | N/A     | $2052204.00        | $467026.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $874245.00         | $893047.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-09-20      | 6.8700%  | N/A     | $3462995.00        | $2871974.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $2099660.00        | $1947092.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1261518.00        | $1312048.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1841008.00        | $1790953.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.0000%  | N/A     | $6577088.00        | $930389.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1178672.00        | $992155.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $54788000.00       | $26350360.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $216000.00         | $168181.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-15      | 5.5000%  | N/A     | $35000.00          | $11324.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | 3.5000%  | N/A     | $124638.00         | $56968.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $5021048.00        | $5203183.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 4.0000%  | N/A     | $80000.00          | $14943.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $400000.00         | $265738.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.7400%  | N/A     | $16673472.00       | $14845497.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $2300064.00        | $2300437.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.4800%  | N/A     | $1153700.00        | $1088441.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-06-15      | 2.8400%  | N/A     | $1941880.00        | $1450957.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-03-15      | 3.8000%  | N/A     | $146689.00         | $132091.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1788944.00        | $1825793.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.2783%  | N/A     | $45538000.00       | $43403003.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $12400000.00       | $9861977.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 4.0000%  | N/A     | $150000.00         | $11178.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $3258796.00        | $1520201.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $6531352.00        | $6486706.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1287724.00        | $1338212.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1838018.00        | $1626798.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 6.5000%  | N/A     | $1200000.00        | $113219.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 4.0000%  | N/A     | $77423.00          | $47567.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $504000.00         | $75458.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $559435.00         | $533924.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $18000000.00       | $15207269.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $76237.00          | $60116.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $167269376.00      | $126958202.84      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.0000%  | N/A     | $7055992.00        | $654027.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 5.5000%  | N/A     | $3500000.00        | $87317.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 2.5000%  | N/A     | $408000.00         | $122098.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | 4.0000%  | N/A     | $32000.00          | $5533.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $500000.00         | $11948.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $2100000.00        | $463350.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-16      | 3.2500%  | N/A     | $39285568.00       | $34241116.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $1038110.00        | $1013904.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 4.0000%  | N/A     | $239000.00         | $13663.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $375000.00         | $49052.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-02-15      | 5.2700%  | N/A     | $600000.00         | $596809.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $3090576.00        | $3072286.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2403604.00        | $2521730.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-15      | 4.0000%  | N/A     | $75000.00          | $8791.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $1598000.00        | $268474.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.0000%  | N/A     | $4813784.00        | $3396379.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.5000%  | N/A     | $201521664.00      | $176297897.95      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 4.5000%  | N/A     | $4240824.00        | $40396.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2367380.00        | $2061601.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $213032.00         | $26285.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $151192480.00      | $146271895.18      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $3440490.00        | $3559294.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $4293168.00        | $4253997.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $160922.00         | $42744.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $800000.00         | $144849.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $1059000.00        | $174440.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | 3.5000%  | N/A     | $44127616.00       | $3926532.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-07-20      | 4.0000%  | N/A     | $4250000.00        | $276005.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $129829760.00      | $110216643.83      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 4.0000%  | N/A     | $12000000.00       | $608062.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1125848.00        | $1144471.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.5000%  | N/A     | $21413760.00       | $19643278.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $281612.00         | $176489.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $10404416.00       | $8966755.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $149805312.00      | $139943459.55      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 5.0000%  | N/A     | $2297916.00        | $288998.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $2405216.00        | $2012810.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $139114.00         | $143182.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $50000000.00       | $50639015.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $1850000.00        | $76921.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.5000%  | N/A     | $51839.00          | $33164.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 4.0000%  | N/A     | $15259472.00       | $2631818.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $514627.00         | $515029.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $395998.00         | $394491.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.0000%  | N/A     | $1048752.00        | $1094222.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.0000%  | N/A     | $7163400.00        | $1024441.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.5000%  | N/A     | $259156.00         | $12693.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 3.8000%  | N/A     | $5183250.00        | $4640643.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-05-20      | 3.0000%  | N/A     | $7725368.00        | $105164.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $10000.00          | $7784.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.5000%  | N/A     | $18000.00          | $11344.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $7534688.00        | $5617954.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 3.5000%  | N/A     | $4352000.00        | $1395851.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $102611072.00      | $86657430.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.0000%  | N/A     | $2928996.00        | $2688233.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 4.5000%  | N/A     | $323000.00         | $23387.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $2520000.00        | $973946.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.0000%  | N/A     | $7600000.00        | $1075406.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 6.0000%  | N/A     | $1432936.00        | $1269286.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.0000%  | N/A     | $11331620.00       | $9933872.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | 5.0000%  | N/A     | $1766148.00        | $98972.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $372582.00         | $383815.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1315928.00        | $1329408.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $28683.00          | $28452.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $3145152.00        | $3250124.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-20      | 2.5000%  | N/A     | $316875.00         | $26162.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $2195630.00        | $2192031.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $64077.00          | $10270.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $128253.00         | $130420.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2323796.00        | $2374811.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $495000.00         | $51731.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-15      | 5.0000%  | N/A     | $190000.00         | $15356.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $2250000.00        | $838367.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 4.5000%  | N/A     | $2252000.00        | $460517.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 4.0000%  | N/A     | $3198704.00        | $2160267.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 2.5000%  | N/A     | $216659.00         | $39023.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $2778008.00        | $2094489.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1468644.00        | $1497821.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1006670.00        | $988200.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $7529080.00        | $4135864.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1242132.00        | $1264131.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.5000%  | N/A     | $242381.00         | $25438.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $50820.00          | $43652.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-10-01      | 5.0000%  | N/A     | $389771.00         | $322732.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $473844.00         | $473374.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-15      | 4.5000%  | N/A     | $305358.00         | $94972.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-15      | 3.3000%  | N/A     | $26641088.00       | $22823207.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $106355200.00      | $79656850.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $1411726.00        | $130304.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $13596688.00       | $9193389.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $2385100.00        | $393403.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $1742576.00        | $1294549.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 4.5000%  | N/A     | $218148.00         | $24712.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.0000%  | N/A     | $2545000.00        | $229271.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $4094568.00        | $29811.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $192753.00         | $199331.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $32636032.00       | $25903315.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-09-15      | 5.5200%  | N/A     | $9760000.00        | $9901172.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $250000000.00      | $29727292.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.5000%  | N/A     | $2101692.00        | $665200.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.5200%  | N/A     | $9950750.00        | $10187275.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $100000.00         | $80393.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 4.5000%  | N/A     | $136872.00         | $17014.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $20748096.00       | $21220246.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1336808.00        | $1350555.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $170771.00         | $27786.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.5000%  | N/A     | $85483.00          | $39030.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 5.0000%  | N/A     | $925000.00         | $32040.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.0000%  | N/A     | $530000.00         | $351869.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $423927.00         | $31518.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 3.5000%  | N/A     | $100000.00         | $73117.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1598898.00        | $1645783.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.5000%  | N/A     | $10960000.00       | $294611.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.0000%  | N/A     | $900000.00         | $90612.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-06-20      | 2.0000%  | N/A     | $151000.00         | $75250.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $62682752.00       | $50677305.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.5000%  | N/A     | $10942656.00       | $8383188.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $7068664.00        | $7202878.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $3565000.00        | $629410.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.0000%  | N/A     | $1965000.00        | $30686.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.5000%  | N/A     | $283667.00         | $26366.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 6.0000%  | N/A     | $1922464.00        | $1978810.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 5.5000%  | N/A     | $1571352.00        | $982031.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.5000%  | N/A     | $296965000.00      | $35026509.92       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.0000%  | N/A     | $214000.00         | $28861.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 4.2300%  | N/A     | $2379200.00        | $2190566.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 3.5000%  | N/A     | $2000000.00        | $296472.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $1060072.00        | $791552.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 3.0000%  | N/A     | $11737408.00       | $8774149.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.5000%  | N/A     | $850000.00         | $96108.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2979696.00        | $3084953.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $792000.00         | $252210.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1974926.00        | $2036031.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $3984440.00        | $2139166.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1240000.00        | $1177814.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1670112.00        | $1752137.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $2206300.00        | $2206550.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 2.0000%  | N/A     | $2449524.00        | $1246483.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $2126004.00        | $2186321.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.0000%  | N/A     | $700000.00         | $8989.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-09-15      | 4.6000%  | N/A     | $337256.00         | $320747.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1555578.00        | $1595465.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $36783488.00       | $31335963.91       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $10690000.00       | $1593976.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-20      | 2.5000%  | N/A     | $1016132.00        | $114247.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $5100752.00        | $5267712.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | 4.5000%  | N/A     | $1036572.00        | $58720.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.5000%  | N/A     | $5837352.00        | $4393937.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1530156.00        | $1581874.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $6278464.00        | $87790.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 3.0000%  | N/A     | $513000.00         | $118022.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.0000%  | N/A     | $371555328.00      | $335217440.96      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.0000%  | N/A     | $1020000.00        | $178550.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $9099830.00        | $9366676.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $140000.00         | $12550.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.5000%  | N/A     | $850000.00         | $139630.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $149096.00         | $24869.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-20      | 2.5000%  | N/A     | $108566.00         | $14407.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $659589.00         | $672131.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1105094.00        | $849247.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1762436.00        | $1654216.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $13248480.00       | $9670094.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.0000%  | N/A     | $2800000.00        | $168392.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $47000.00          | $39082.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $17050000.00       | $15609428.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 5.0000%  | N/A     | $1874086.00        | $109253.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $126900.00         | $101855.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.5000%  | N/A     | $42599840.00       | $7004076.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 6.5000%  | N/A     | $2243348.00        | $2199006.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $991436.00         | $1040916.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 4.5000%  | N/A     | $590150.00         | $14924.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1561610.00        | $1605858.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1639704.00        | $1624368.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1308194.00        | $1267843.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $1034626.00        | $33493.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $2220000.00        | $364658.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 5.5000%  | N/A     | $880000.00         | $306748.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | 3.5000%  | N/A     | $1075000.00        | $215794.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $1156864.00        | $1148203.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $5667416.00        | $3899222.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1187332.00        | $1233918.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.0000%  | N/A     | $2493000.00        | $444139.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1320000.00        | $1041928.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.0500%  | N/A     | $735700.00         | $670211.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1829516.00        | $1847034.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1159900.00        | $1220673.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $8426336.00        | $7817016.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $3230000.00        | $2093582.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $69000.00          | $33748.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $607920.00         | $64054.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 4.0000%  | N/A     | $2475000.00        | $589850.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.5000%  | N/A     | $400000.00         | $299065.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.5000%  | N/A     | $51119.00          | $41956.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $102017280.00      | $100803080.74      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 2.5000%  | N/A     | $1978408.00        | $195362.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.5000%  | N/A     | $7694368.00        | $525107.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 6.0000%  | N/A     | $8342270.00        | $90447.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.0000%  | N/A     | $58000.00          | $25483.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1297422.00        | $1264816.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.0000%  | N/A     | $2100000.00        | $217023.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 6.5000%  | N/A     | $159000.00         | $28156.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.5000%  | N/A     | $1490782.00        | $92279.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 3.5000%  | N/A     | $201747.00         | $10582.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 4.0000%  | N/A     | $95000.00          | $7117.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-07-15      | 3.3600%  | N/A     | $3947500.00        | $3738964.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1764564.00        | $1833038.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1000000.00        | $162519.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.5000%  | N/A     | $11597460.00       | $768509.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $3937672.00        | $2596389.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.7500%  | N/A     | $3052548.00        | $126266.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1708196.00        | $1742529.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 4.5000%  | N/A     | $873264.00         | $10268.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $78629376.00       | $77352355.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $53839.00          | $44004.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $71529600.00       | $64694000.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 3.0000%  | N/A     | $575000.00         | $71983.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 3.1200%  | N/A     | $150000.00         | $129726.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.5000%  | N/A     | $67864.00          | $6823.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $75032.00          | $77679.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $8750000.00        | $1754992.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 2.5000%  | N/A     | $674292.00         | $279992.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 2.9900%  | N/A     | $995620.00         | $187728.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $252292096.00      | $200656807.32      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1396940.00        | $1449794.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-06-15      | 5.7300%  | N/A     | $12298736.00       | $11825540.08       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1137476.00        | $1100373.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 2.7400%  | N/A     | $1676148.00        | $1399133.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $5930832.00        | $6055561.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.5000%  | N/A     | $1200000.00        | $222158.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $96623488.00       | $95803880.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $89842.00          | $11817.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $2845800.00        | $2195824.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $2166704.00        | $2217647.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.4600%  | N/A     | $444573.00         | $362386.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.5000%  | N/A     | $271000.00         | $59860.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $28400000.00       | $25587629.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.0000%  | N/A     | $400000.00         | $272154.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $13218432.00       | $10665177.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-04-15      | 2.8500%  | N/A     | $744493.00         | $622448.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $1545990.00        | $1534380.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $93219072.00       | $6937076.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1267040.00        | $1257469.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 4.5000%  | N/A     | $3576988.00        | $304784.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-15      | 5.0000%  | N/A     | $300000.00         | $5768.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | 4.0000%  | N/A     | $1311008.00        | $221638.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $15000.00          | $7321.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $8201632.00        | $7032058.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.5000%  | N/A     | $26162840.00       | $17274692.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $46380.00          | $14055.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 6.5000%  | N/A     | $4700000.00        | $67327.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $2961668.00        | $3041376.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 6.5000%  | N/A     | $12555440.00       | $8193000.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $70830208.00       | $49386243.56       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $32628672.00       | $26197684.91       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $4241696.00        | $4369487.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $2171104.00        | $1815095.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2926344.00        | $3053914.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $120524.00         | $70772.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $3951796.00        | $199938.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2507200.00        | $2443147.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1797584.00        | $1787193.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2106416.00        | $2196787.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $1261642.00        | $997004.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 4.0000%  | N/A     | $14190000.00       | $3291135.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $841782.00         | $777733.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $427000.00         | $46418.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $4032380.00        | $4120924.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $2134710.00        | $2173512.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $2638960.00        | $2610758.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $882586.00         | $902297.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $191292416.00      | $32388374.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.0000%  | N/A     | $455000.00         | $44176.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-15      | 4.0000%  | N/A     | $2078628.00        | $320566.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.0000%  | N/A     | $7586072.00        | $1573550.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $77673.00          | $62606.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $5698688.00        | $4489342.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1458200.00        | $1502372.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-12-15      | 5.7300%  | N/A     | $3000000.00        | $3069035.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $3023204.00        | $3120349.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.5000%  | N/A     | $83332.00          | $85868.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $5526296.00        | $5644118.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.0000%  | N/A     | $815780.00         | $174954.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $561000.00         | $54857.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.6000%  | N/A     | $10510100.00       | $10768377.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.6700%  | N/A     | $11000000.00       | $11168079.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1623832.00        | $1298095.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.0000%  | N/A     | $870000.00         | $120788.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $1273046.00        | $1333493.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1025892.00        | $1061013.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $6109488.00        | $6045397.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $95715968.00       | $91917244.96       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $2765676.00        | $2325922.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1476458.00        | $1550032.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $3435790.00        | $3504473.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $4555312.00        | $4684243.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $2165840.00        | $1810423.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.5000%  | N/A     | $557000.00         | $118465.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $107000.00         | $5117.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $154527520.00      | $127644979.02      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 6.0000%  | N/A     | $1650000.00        | $41050.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 5.0000%  | N/A     | $2444988.00        | $511171.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $3505472.00        | $3508848.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.0000%  | N/A     | $2400464.00        | $96576.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.9000%  | N/A     | $5040840.00        | $4562033.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.3483%  | N/A     | $41755000.00       | $26010739.78       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $926662656.00      | $785846164.04      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.5000%  | N/A     | $8657824.00        | $87727.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | 2.0000%  | N/A     | $129453.00         | $43508.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $297872.00         | $75526.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $3040984.00        | $3118332.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1895094.00        | $1971616.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 3.0000%  | N/A     | $4950000.00        | $976379.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 2.5000%  | N/A     | $750732.00         | $143643.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $1805076.00        | $917139.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1850660.00        | $1514350.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-05-15      | 2.7800%  | N/A     | $6848720.00        | $5773625.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.5000%  | N/A     | $3490200.00        | $24202.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.5000%  | N/A     | $3765248.00        | $3514119.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $1328842.00        | $612458.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $265539.00         | $10285.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1330770.00        | $1393986.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $906393.00         | $891547.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.5000%  | N/A     | $3904244.00        | $374567.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-05-20      | 2.5000%  | N/A     | $316316.00         | $243574.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $50000000.00       | $6269381.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $5820736.00        | $4418709.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1354070.00        | $1377463.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-07-15      | 5.3500%  | N/A     | $2000000.00        | $1999053.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 4.0000%  | N/A     | $158442880.00      | $57493943.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $830000.00         | $496229.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $3590236.00        | $3728225.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $1963694.00        | $1004300.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $1213192.00        | $1265275.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 5.0000%  | N/A     | $500000.00         | $5793.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.0000%  | N/A     | $1145298.00        | $143478.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $250000.00         | $37294.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.0000%  | N/A     | $854611.00         | $141359.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $148541.00         | $153877.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $1895582.00        | $797993.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $2049936.00        | $1983559.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.0000%  | N/A     | $2000000.00        | $119613.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $4096080.00        | $3524285.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1968606.00        | $1900815.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $347536384.00      | $310017816.44      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $760137.00         | $17149.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1289270.00        | $1332197.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $279049.00         | $20523.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $700000.00         | $591072.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 3.0000%  | N/A     | $20072960.00       | $3894881.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-20      | 4.0000%  | N/A     | $247818.00         | $222731.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $3338600.00        | $2094520.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1626656.00        | $1625631.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 4.5000%  | N/A     | $775000.00         | $44952.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $387989.00         | $239842.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $1085724.00        | $1077909.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1295322.00        | $1353693.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.5000%  | N/A     | $13204832.00       | $2276057.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $349901.00         | $346823.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1707848.00        | $1770612.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.0000%  | N/A     | $2415772.00        | $107716.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1530130.00        | $1288328.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.7100%  | N/A     | $2308648.00        | $2050832.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 2.0000%  | N/A     | $75350000.00       | $44738792.83       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $6000000.00        | $19105.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $217000.00         | $69574.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $1105278.00        | $1098057.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $1000000.00        | $44112.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | 4.0000%  | N/A     | $38000.00          | $6388.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 4.0000%  | N/A     | $496349.00         | $68610.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-15      | 3.6300%  | N/A     | $1190406.00        | $1053193.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.0000%  | N/A     | $284156416.00      | $106641953.83      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $663499.00         | $692220.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $11197000.00       | $1876821.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-15      | 4.5000%  | N/A     | $3920000.00        | $160901.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $4049320.00        | $3822001.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $2750000.00        | $456129.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $25000.00          | $22937.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | 3.0000%  | N/A     | $450271.00         | $5961.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $5905000.00        | $532488.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-07-20      | 3.0000%  | N/A     | $4993000.00        | $606135.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $1575126.00        | $1212532.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $5100000.00        | $437778.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $2059372.00        | $1249976.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $1176522.00        | $1195764.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $200000.00         | $132477.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $559616000.00      | $452658963.45      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $14349104.00       | $11985734.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $166491.00         | $18856.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1644980.00        | $1677753.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 5.5000%  | N/A     | $23703456.00       | $21089621.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $375000.00         | $303060.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-15      | 4.1200%  | N/A     | $12441328.00       | $11498122.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.0000%  | N/A     | $182396.00         | $11867.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $6189648.00        | $6012620.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.5000%  | N/A     | $26450000.00       | $1621471.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $600000.00         | $253496.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 3.0000%  | N/A     | $18000.00          | $12490.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-05-15      | 5.5000%  | N/A     | $3000000.00        | $15578.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $350000.00         | $64561.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $21551808.00       | $21638161.83       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-15      | 4.5000%  | N/A     | $231869.00         | $86482.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $1000000.00        | $79142.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | 5.0000%  | N/A     | $500000.00         | $98231.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $2374436.00        | $946771.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.0000%  | N/A     | $18779296.00       | $2600477.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $2049890.00        | $2089126.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $456168.00         | $92589.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 2.5000%  | N/A     | $56000.00          | $13902.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.5000%  | N/A     | $214444.00         | $194828.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $22777888.00       | $21920057.33       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 4.0000%  | N/A     | $11623500.00       | $10596777.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $15000000.00       | $577351.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $57416960.00       | $48797488.78       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-06-15      | 4.0000%  | N/A     | $1380000.00        | $222425.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 4.5000%  | N/A     | $253559.00         | $25791.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $4353400.00        | $1460101.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.0000%  | N/A     | $355615.00         | $41700.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 5.0000%  | N/A     | $252000.00         | $32205.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $814274.00         | $271431.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $519732.00         | $481943.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.4300%  | N/A     | $4421536.00        | $3607148.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $4761660.00        | $4621838.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $49528320.00       | $48515971.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $325000.00         | $64401.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 5.0000%  | N/A     | $1500000.00        | $42567.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 2.5000%  | N/A     | $2655192.00        | $1408981.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $1212904.00        | $1204738.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 5.0000%  | N/A     | $1691490.00        | $325253.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $145000.00         | $86909.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $75000.00          | $40966.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.5000%  | N/A     | $41470480.00       | $38872546.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $3716280.00        | $3831599.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-15      | 3.5000%  | N/A     | $25757728.00       | $21527702.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $22762160.00       | $21157584.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $23801568.00       | $24887190.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $24000.00          | $6163.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $9088650.00        | $7924906.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | 4.5000%  | N/A     | $158969.00         | $11853.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $40600000.00       | $25221837.01       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $902118.00         | $898859.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $10168496.00       | $8043988.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $7406344.00        | $6980988.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.3500%  | N/A     | $4837848.00        | $3911936.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $216030.00         | $221286.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 3.0000%  | N/A     | $1986238.00        | $140212.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 5.0000%  | N/A     | $16640480.00       | $14966728.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.5000%  | N/A     | $70862640.00       | $37541940.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $5487344.00        | $5642859.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $200000.00         | $10022.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1790488.00        | $1777130.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-08-01      | 6.0000%  | N/A     | $2378656.00        | $20998.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1509832.00        | $1281094.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 2.5000%  | N/A     | $24214528.00       | $5502548.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.0000%  | N/A     | $1128152.00        | $26283.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.0000%  | N/A     | $610587.00         | $223114.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-15      | 3.8700%  | N/A     | $3966064.00        | $3566010.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $2881488.00        | $6145.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1203270.00        | $1231269.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.1783%  | N/A     | $193597000.00      | $124271667.39      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-06-20      | 7.5000%  | N/A     | $133673.00         | $137405.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 3.0000%  | N/A     | $20000000.00       | $3351215.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.0000%  | N/A     | $140547.00         | $117028.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1052576.00        | $884822.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.5000%  | N/A     | $4500000.00        | $14567.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 3.5000%  | N/A     | $50000.00          | $11322.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 3.0000%  | N/A     | $3740000.00        | $798094.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.2000%  | N/A     | $5224160.00        | $4483897.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $2758788.00        | $1004405.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $935516.00         | $769175.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $2209744.00        | $1914568.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 5.0000%  | N/A     | $1803202.00        | $250555.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.0000%  | N/A     | $1800000.00        | $17976.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 4.0000%  | N/A     | $2877128.00        | $335232.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-15      | 4.0000%  | N/A     | $24450000.00       | $843479.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | 4.5000%  | N/A     | $264653.00         | $245917.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.0000%  | N/A     | $2288912.00        | $180551.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $19000000.00       | $987594.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.5000%  | N/A     | $1261238.00        | $1299893.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.5000%  | N/A     | $6433752.00        | $1200908.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $342000.00         | $37469.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 4.0000%  | N/A     | $1700000.00        | $241516.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.4100%  | N/A     | $6648600.00        | $5783638.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2685388.00        | $2386690.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | 2.5000%  | N/A     | $410197.00         | $322520.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $833872.00         | $865847.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.0000%  | N/A     | $1049744.00        | $161029.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 3.7100%  | N/A     | $14120048.00       | $12544509.31       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $52233.00          | $47932.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 5.0000%  | N/A     | $7956736.00        | $7198535.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-15      | 4.5000%  | N/A     | $3000000.00        | $193318.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | 4.5000%  | N/A     | $2374664.00        | $473044.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | 3.2500%  | N/A     | $3574320.00        | $3096825.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $954000.00         | $162531.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $500000.00         | $438351.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1035590.00        | $1080347.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-15      | 4.0000%  | N/A     | $251462.00         | $21772.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $228946.00         | $188326.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.2300%  | N/A     | $30145760.00       | $25892022.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 3.5000%  | N/A     | $18203072.00       | $970275.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.0000%  | N/A     | $500000.00         | $27245.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $40137760.00       | $40938098.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $50004000.00       | $2640285.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $2019216.00        | $57770.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1118130.00        | $1165241.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 6.0000%  | N/A     | $31980160.00       | $19794017.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-15      | 4.0000%  | N/A     | $1018346.00        | $168136.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $110000.00         | $32240.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.5000%  | N/A     | $796005.00         | $80993.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $7178960.00        | $6940787.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2104612.00        | $2175935.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $85551744.00       | $75654683.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $2011430.00        | $811070.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $4875672.00        | $5079595.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 5.0000%  | N/A     | $500000.00         | $64866.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 5.0000%  | N/A     | $99000.00          | $73563.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $253782.00         | $157524.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.0000%  | N/A     | $1807000.00        | $320933.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 4.0000%  | N/A     | $250000000.00      | $80510768.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1569598.00        | $1621243.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $10577184.00       | $3362433.67        | Agency Mortgage-Backed Securities         |

### Security 178: 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: 3133EPVN2, C.4 - ISIN: US3133EPVN23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $224030215.36
- **C.18.a - Value (excl. sponsor support):** $224030215.36
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **C.10 - Ratings:** 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; 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 179: 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):** $746789743.30
- **C.18.a - Value (excl. sponsor support):** $746789743.30
- **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 180: 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: 0DBS26KR3
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Fitch Short Rating: F2; Fitch Long Rating: A-; Moody's Short Rating: NR; Moody's Long Rating: NR; 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 | 2030-07-15      | 0.1250%  | N/A     | $8883600.00        | $10313699.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $38634800.00       | $49762444.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $114152100.00      | $123523242.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $64117200.00       | $81381150.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $183891000.00      | $188504859.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $100000000.00      | $106141745.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $6305200.00        | $7517817.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $110161700.00      | $145589549.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $837300.00         | $864419.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $174187200.00      | $178256442.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $23670300.00       | $24045579.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $14000000.00       | $17582403.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $121338800.00      | $122987868.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $18303500.00       | $21293663.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $19621300.00       | $20094892.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $177419200.00      | $193735674.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $19190100.00       | $21229618.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $50000000.00       | $50321592.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $9137100.00        | $11362351.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $19594600.00       | $22065594.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | 0.1250%  | N/A     | $532600.00         | $654291.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $121424700.00      | $128639165.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $4078300.00        | $4132002.52        | U.S. Treasuries (including strips) |

### Security 181: 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: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1474498171.71
- **C.18.a - Value (excl. sponsor support):** $1474498171.71
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, 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: 3130B5Q35, C.4 - ISIN: US3130B5Q356, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $450002115.00
- **C.18.a - Value (excl. sponsor support):** $450002115.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 183: 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: 912797QC4, C.4 - ISIN: US912797QC43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1830649209.22
- **C.18.a - Value (excl. sponsor support):** $1830649209.22
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **C.10 - Ratings:** 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; 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 184: 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):** $250056532.50
- **C.18.a - Value (excl. sponsor support):** $250056532.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 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: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999969250.00
- **C.18.a - Value (excl. sponsor support):** $999969250.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 186: 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):** $440222952.40
- **C.18.a - Value (excl. sponsor support):** $440222952.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 187: 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: 0QK010RD3
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; 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 | 2038-11-01      | 6.8300%  | N/A     | $4000000.00        | $55223.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 3.3000%  | N/A     | $1000.00           | $795.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $4000000.00        | $572189.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | 3.4335%  | N/A     | $1080.00           | $1016.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1024.00           | $1018.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $14986882.00       | $13402918.99       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $8965100.00        | $6550323.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $10999000.00       | $8520646.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $1173084.00        | $621960.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $5059010.00        | $5142642.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $272000.00         | $45021.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.9500%  | N/A     | $150000.00         | $119126.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2604546.00        | $2595474.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $908.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $225000.00         | $37628.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2206996.00        | $2246302.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $195981.00         | $93855.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 3.5000%  | N/A     | $1000.00           | $82.98             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.5000%  | N/A     | $34919586.00       | $24536.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $870.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.5720%  | N/A     | $719987.00         | $516599.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $4200560.00        | $4278764.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $1001000.00        | $57412.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6720%  | N/A     | $39854268.00       | $37306299.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1562284.00        | $1558433.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5420%  | N/A     | $44480.00          | $44925.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-25      | 2.5000%  | N/A     | $5000000.00        | $4298198.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-12-25      | 6.0000%  | N/A     | $3276.00           | $865.33            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 6.0000%  | N/A     | $87004.00          | $27275.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.5990%  | N/A     | $22076378.00       | $21511261.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $1016700.00        | $986339.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.0000%  | N/A     | $197000.00         | $55441.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $2390964.00        | $1707465.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1145000.00        | $994119.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $18207186.00       | $13406244.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $61283349.00       | $38071027.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 4.5000%  | N/A     | $271000.00         | $27405.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $37761638.00       | $4441498.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 2.2650%  | N/A     | $304349.00         | $207216.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4283%  | N/A     | $164997.00         | $154425.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.9580%  | N/A     | $2720.00           | $440.76            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $2457914.00        | $2570789.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $107299.00         | $109305.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $239001.00         | $222926.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 1.2200%  | N/A     | $1000.00           | $775.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-25      | 3.5000%  | N/A     | $19380369.00       | $17373776.34       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 6.0000%  | N/A     | $33992.00          | $21875.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $47866826.00       | $47700994.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $19860324.00       | $18701059.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $47336503.00       | $30477893.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.3883%  | N/A     | $98575335.00       | $88633868.69       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.0000%  | N/A     | $1176000.00        | $122321.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1024841.00        | $1023631.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $8951450.00        | $7947103.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $74113986.00       | $46515823.80       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $1333353.00        | $803086.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.9180%  | N/A     | $1000.00           | $48.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $3506000.00        | $369036.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $743371.00         | $584770.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $9430000.00        | $6699971.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 2.6200%  | N/A     | $757000.00         | $615901.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $68406.00          | $69924.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.0000%  | N/A     | $125000.00         | $24289.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.0000%  | N/A     | $63422464.00       | $48552976.91       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.6283%  | N/A     | $16056094.00       | $15802691.71       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $4941370.00        | $4788281.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $500000.00         | $328012.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $18000.00          | $5941.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2897960.00        | $2878974.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.7500%  | N/A     | $17461286.00       | $17661059.61       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $15482.00          | $12898.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $1173430.00        | $468348.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $3948039.00        | $3937456.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.3690%  | N/A     | $6262066.00        | $6333572.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.7950%  | N/A     | $1024.00           | $16.78             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.5000%  | N/A     | $1476.00           | $0.21              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $2066841.00        | $1889324.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $25334286.00       | $23597820.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.6720%  | N/A     | $1003.00           | $950.87            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $2021288.00        | $428852.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $989.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.5000%  | N/A     | $13000.00          | $6350.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1680530.00        | $1581552.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 7.0000%  | N/A     | $1000.00           | $13.41             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $17545159.00       | $16979271.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1024.00           | $822.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $12686912.00       | $11269581.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 4.0000%  | N/A     | $123260.00         | $39954.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.0000%  | N/A     | $14083809.00       | $11188383.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.5000%  | N/A     | $813170.00         | $115938.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.5000%  | N/A     | $750000.00         | $45674.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5783%  | N/A     | $13009424.00       | $7471586.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $11746752.00       | $11052329.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.5000%  | N/A     | $14114597.00       | $2218497.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 3.0000%  | N/A     | $410000.00         | $43892.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.0000%  | N/A     | $5161855.00        | $1125171.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $2082688.00        | $1910616.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $5052079.00        | $4859526.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-25      | 5.0065%  | N/A     | $109969035.00      | $2982240.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.0000%  | N/A     | $1000.00           | $692.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $153000.00         | $101520.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.6250%  | N/A     | $1000000.00        | $21606.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $18867734.00       | $16378906.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $15201728.00       | $6422706.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 1.9800%  | N/A     | $27847907.00       | $23964997.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $629909.00         | $441028.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.1000%  | N/A     | $8174.00           | $6797.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $34682084.00       | $28576960.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0550%  | N/A     | $3000000.00        | $19981.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $4319911.00        | $4336251.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2320400.00        | $2369561.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $219219.00         | $8066.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.0000%  | N/A     | $1505000.00        | $157586.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $23134.00          | $23528.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-16      | 3.0000%  | N/A     | $975738.00         | $902107.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $5000000.00        | $6137081.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $909824.00         | $723916.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 2.0000%  | N/A     | $30000000.00       | $19243886.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $18202082.00       | $2046672.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $25638391.00       | $21585411.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $49774824.00       | $36639663.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $5582864.00        | $3794840.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 3.5000%  | N/A     | $6367000.00        | $848966.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 2.0000%  | N/A     | $2401260.00        | $1308061.13        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-08-01      | 5.0000%  | N/A     | $9226738.00        | $499010.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1665635.00        | $1651683.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 3.8700%  | N/A     | $2571764.00        | $2321694.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.3283%  | N/A     | $31887228.00       | $21820465.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $950.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $8009433.00        | $6575174.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $616000.00         | $393204.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $4535761.00        | $4697500.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $4002935.00        | $415259.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1609033.00        | $903198.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.5000%  | N/A     | $37065680.00       | $29898033.05       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $195223.00         | $21548.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.5000%  | N/A     | $11002.00          | $7036.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.5000%  | N/A     | $1000.00           | $111.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1181.00           | $831.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.8200%  | N/A     | $68676.00          | $24778.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $2091228.00        | $2150609.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.3500%  | N/A     | $8546.00           | $7695.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $23000.00          | $16915.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.3283%  | N/A     | $19225767.00       | $18402974.14       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-01-01      | 6.4310%  | N/A     | $14610000.00       | $256015.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $9385216.00        | $9341026.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $14976638.00       | $14798387.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.2283%  | N/A     | $18590370.00       | $14514549.23       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $13286498.00       | $9718316.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $27590.00          | $18381.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $1619800.00        | $688242.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $5750373.00        | $5718078.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.6120%  | N/A     | $8528660.00        | $8638456.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2197396.00        | $2232808.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $6980365.00        | $2930747.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.0000%  | N/A     | $1000.00           | $92.69             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $973.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 4.1300%  | N/A     | $10000000.00       | $9931019.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $10602000.00       | $270871.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $191168.00         | $157134.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.5000%  | N/A     | $8550000.00        | $2417215.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $358855.00         | $255339.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $4935720.00        | $4147582.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $2755539.00        | $1765800.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $1497451.00        | $259501.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1143060.00        | $1157467.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $112996.00         | $16109.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 3.0000%  | N/A     | $1720000.00        | $204485.54         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-12-25      | 1.9363%  | N/A     | $930000.00         | $733687.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $20.00             | $0.77              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.4600%  | N/A     | $319788.00         | $308338.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1559840.00        | $1647618.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $22492768.00       | $18000354.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.2710%  | N/A     | $1027770.00        | $928628.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1867170.00        | $333735.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1262820.00        | $845080.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $4365320.00        | $4321683.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $1393334.00        | $192882.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.5000%  | N/A     | $457500.00         | $484565.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $121000.00         | $93255.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $24502306.00       | $21070010.36       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.5000%  | N/A     | $31102821.00       | $29623593.50       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1261040.00        | $1273022.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $319.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 4.5000%  | N/A     | $1784394.00        | $1686876.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-15      | 2.5000%  | N/A     | $853772.00         | $881570.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $926936.00         | $944778.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $361417.00         | $361190.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $349044.00         | $360373.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.7740%  | N/A     | $1686180.00        | $12567.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.0000%  | N/A     | $106786.00         | $67490.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1000.00           | $1020.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 5.0000%  | N/A     | $3623456.00        | $3538765.69        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.0000%  | N/A     | $1975000.00        | $573549.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $539527.00         | $496032.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $876.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $1789000.00        | $27936.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $3052741.00        | $2810996.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.5000%  | N/A     | $52129269.00       | $41258372.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.5000%  | N/A     | $4386436.00        | $4146717.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.2783%  | N/A     | $2922740.00        | $2350131.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $5996.00           | $4468.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $77138978.00       | $58846155.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1010.00           | $1032.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.5800%  | N/A     | $98059.00          | $98354.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $26000.00          | $16439.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 3.5000%  | N/A     | $1684097.00        | $1495849.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.0000%  | N/A     | $14999006.00       | $1349813.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 6.9130%  | N/A     | $49357755.00       | $1506045.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $81644.00          | $76265.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $45893.00          | $24714.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 4.2700%  | N/A     | $1239000.00        | $1146137.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $1000.00           | $37.43             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1016.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $2290263.00        | $1952635.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $7233.00           | $6744.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $797.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $1877298.00        | $1870594.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $204883.00         | $27553.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $60000.00          | $10135.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | 2.5000%  | N/A     | $1000.00           | $149.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $232334.00         | $231711.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $4500000.00        | $3837940.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $27172453.00       | $27748054.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $1000.00           | $902.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $5112688.00        | $4619031.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 7.6140%  | N/A     | $900000.00         | $5622.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $4021199.00        | $4162825.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $825000.00         | $681223.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $10594927.00       | $10816947.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 2.5000%  | N/A     | $27101824.00       | $19529611.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.4720%  | N/A     | $6061297.00        | $5889151.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $7430828.00        | $7468974.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 2.3100%  | N/A     | $3211220.00        | $2191631.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-25      | 5.5313%  | N/A     | $1000000.00        | $1002474.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-11-01      | 4.9400%  | N/A     | $453648.00         | $458369.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $974.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.3283%  | N/A     | $1678182.00        | $823152.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $248542.00         | $98818.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2025-09-25      | 2.2290%  | N/A     | $2750000.00        | $1658383.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $58734.00          | $60733.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $1456222.00        | $998222.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.6283%  | N/A     | $3887711.00        | $1749697.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $30358.00          | $20462.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $8787061.00        | $5519382.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $1427003.00        | $1143593.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1711858.00        | $1749360.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $2233444.00        | $1413450.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $7519498.00        | $7197646.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 3.0000%  | N/A     | $200000.00         | $33193.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $19775832.00       | $15888418.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $851.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.0000%  | N/A     | $1000.00           | $154.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $5408375.00        | $5494899.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $23718755.00       | $16800944.34       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $1197013.00        | $1257949.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $305779.00         | $303641.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2634082.00        | $2626140.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $595000.00         | $401414.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1341536.00        | $1392188.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 2.8000%  | N/A     | $13330000.00       | $10375266.28       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $6129995.00        | $5571388.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $5794699.00        | $5475785.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-25      | 5.4220%  | N/A     | $2938244.00        | $2775523.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 7.0000%  | N/A     | $1000.00           | $437.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-25      | 3.0000%  | N/A     | $3500207.00        | $1178306.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $3810799.00        | $3782698.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 7.3220%  | N/A     | $1000.00           | $23.55             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1022.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $3030830.00        | $2269465.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $800000.00         | $520202.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 5.3600%  | N/A     | $2801760.00        | $2913157.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.0000%  | N/A     | $2434000.00        | $861788.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-25      | 8.9706%  | N/A     | $38089.00          | $40569.11          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $7000000.00        | $1370035.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5283%  | N/A     | $21818432.00       | $12305427.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.1083%  | N/A     | $57500000.00       | $57047263.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 2.5760%  | N/A     | $1000.00           | $133.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $112500000.00      | $110370455.87      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $335534.00         | $272522.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2698970.00        | $2692067.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-15      | 7.0000%  | N/A     | $250428.00         | $258703.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $5548200.00        | $5386311.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $699300.00         | $454640.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 5.0000%  | N/A     | $5700000.00        | $285127.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $1000.00           | $732.94            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $1025000.00        | $846354.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.5000%  | N/A     | $2093124.00        | $1699809.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $23827805.00       | $20223260.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $3361606.00        | $2946547.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 1.4100%  | N/A     | $6774870.00        | $5732792.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2405430.00        | $2458249.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $2308585.00        | $2304225.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $15220985.00       | $15167931.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $5999997.00        | $783092.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $4047861.00        | $3788940.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 5.2700%  | N/A     | $3870000.00        | $3964625.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 7.0000%  | N/A     | $1000.00           | $1055.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $26151552.00       | $18156395.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.5000%  | N/A     | $1000.00           | $526.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $160000.00         | $46493.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $889000.00         | $738775.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.0000%  | N/A     | $1000.00           | $66.41             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 5.0000%  | N/A     | $1800483.00        | $527294.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-25      | 3.2140%  | N/A     | $1116175.00        | $1088156.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $4232264.00        | $2739942.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.0000%  | N/A     | $2898459.00        | $1061842.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $10000.00          | $9742.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $21027373.00       | $18686726.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $10073761.00       | $10285738.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $1548791.00        | $498491.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1400040.00        | $1422812.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 5.5220%  | N/A     | $1999000.00        | $1572166.18        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-12-15      | 7.5000%  | N/A     | $4192936.00        | $4402083.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $5200000.00        | $4213723.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 2.5000%  | N/A     | $1045087.00        | $894102.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $7918384.00        | $7626377.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | 2.8960%  | N/A     | $2939.00           | $116.73            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $4315000.00        | $3703625.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $117224.00         | $99462.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.0800%  | N/A     | $497285.00         | $478356.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $180955.00         | $178840.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $3873289.00        | $3767090.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1040.00           | $1067.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $20099641.00       | $12911933.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5700%  | N/A     | $9149.00           | $7211.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.7740%  | N/A     | $1000.00           | $16.61             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-25      | 4.9400%  | N/A     | $246160.00         | $252242.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2025-09-01      | 4.0000%  | N/A     | $11597902.00       | $9735.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1024.00           | $870.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.3283%  | N/A     | $3494675.00        | $1700204.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.1200%  | N/A     | $1000.00           | $968.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $93471.00          | $94547.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1163195.00        | $986902.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $1640606.00        | $76068.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 4.2430%  | N/A     | $1000.00           | $23.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $6000000.00        | $4800420.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $224835.00         | $225891.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 7.5000%  | N/A     | $15668.00          | $16333.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 6.8190%  | N/A     | $830888.00         | $766836.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 1.9700%  | N/A     | $637489.00         | $397597.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5283%  | N/A     | $261856.00         | $261569.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $1356713.00        | $522288.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 2.1700%  | N/A     | $8332800.00        | $7558800.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 5.0000%  | N/A     | $134671.00         | $10508.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $19283488.00       | $18110249.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $3496465.00        | $3555836.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.0000%  | N/A     | $1250000.00        | $134942.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $12634748.00       | $12183301.02       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.0000%  | N/A     | $10996.00          | $10204.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $51000.00          | $33721.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $11715508.00       | $6569487.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $1000.00           | $297.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.0000%  | N/A     | $166993.00         | $150853.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $54410195.00       | $53103276.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $5662656.00        | $4582068.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.0560%  | N/A     | $4114406.00        | $3953675.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4283%  | N/A     | $5694664.00        | $5100354.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $3000000.00        | $2045283.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 6.4830%  | N/A     | $245000.00         | $5213.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $351469.00         | $234212.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $384708.00         | $397571.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.0000%  | N/A     | $14996019.00       | $1312097.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $4682087.00        | $4247563.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 2.0700%  | N/A     | $18630000.00       | $15364798.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $65006336.00       | $21046639.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 3.5000%  | N/A     | $198480.00         | $97597.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $14064655.00       | $11882500.06       | 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: 3130B3KV4, C.4 - ISIN: US3130B3KV45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1494967349.20
- **C.18.a - Value (excl. sponsor support):** $1494967349.20
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 189: 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):** $275266095.50
- **C.18.a - Value (excl. sponsor support):** $275266095.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 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: 3130B64W3, C.4 - ISIN: US3130B64W35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999995850.00
- **C.18.a - Value (excl. sponsor support):** $999995850.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 191: DUMMY ISSUER

- **C.1 - Title:** DUMMY ISSUER
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $387084204.00
- **C.18.a - Value (excl. sponsor support):** $387084204.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aaa; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AAA; Standard & Poor'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

### Security 192: 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):** $296034375.00
- **C.18.a - Value (excl. sponsor support):** $296034375.00
- **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 193: 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):** $374996265.00
- **C.18.a - Value (excl. sponsor support):** $374996265.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 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: 912797PZ4, C.4 - ISIN: US912797PZ47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7960924120.39
- **C.18.a - Value (excl. sponsor support):** $7960924120.39
- **C.19 - Percentage of Net Assets:** 2.6600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Moody's Long Rating: Aa1; 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: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $1472078957.31
- **C.18.a - Value (excl. sponsor support):** $1472078957.31
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 196: 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):** $529998129.10
- **C.18.a - Value (excl. sponsor support):** $529998129.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 197: 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):** $1302513667.00
- **C.18.a - Value (excl. sponsor support):** $1302513667.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **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 198: 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: 0QR003V46
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Short Rating: P-2; Moody's Long Rating: A3; Fitch Long Rating: A-; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-2; Standard & Poor's Long Rating: A-
- **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 | 2054-08-25      | 5.2720%  | N/A     | $21203843.00       | $20746290.27       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $5300000.00        | $1314316.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $170000.00         | $140237.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $433836.00         | $439941.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $38966838.00       | $36050699.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $65937255.00       | $61815214.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $246459.00         | $236876.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $165966.00         | $154441.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $5674100.00        | $4916741.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $15327599.00       | $14216326.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 2.5000%  | N/A     | $1260959.00        | $760116.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $8221.00           | $6961.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.0000%  | N/A     | $500000.00         | $111046.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1486127.00        | $1426094.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $16700578.00       | $12894112.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $12909607.00       | $12709702.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $447000.00         | $228833.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $3667197.00        | $2734196.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $2757000.00        | $1325982.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $39641396.00       | $34682350.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-25      | 5.5000%  | N/A     | $19131291.00       | $17637905.09       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $16060093.00       | $15838807.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.0000%  | N/A     | $673912.00         | $647445.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $2206505.00        | $2137783.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $641969.00         | $493395.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $32981272.00       | $22130437.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $7757913.00        | $7457766.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $15688340.00       | $13130525.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2095130.00        | $2133829.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 4.5000%  | N/A     | $24831515.00       | $23301792.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $10269832.00       | $10116711.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $521758.00         | $504876.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2853374.00        | $2200790.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $693.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 3.0000%  | N/A     | $3346431.00        | $2322230.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $38000.00          | $25786.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1859304.00        | $1934561.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $257009.00         | $194850.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $6684.00           | $6358.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $11095090.00       | $2304701.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $93682656.00       | $81075694.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $25543926.00       | $20280204.99       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-09-30      | 0.2500%  | N/A     | $7919800.00        | $7814330.72        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $88544139.00       | $70422278.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1041202.00        | $1036005.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $3999600.00        | $3774097.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1235770.00        | $1200917.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 1.5000%  | N/A     | $33632933.00       | $18555832.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $11872100.00       | $13175908.80       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.0000%  | N/A     | $1004.00           | $263.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $6862987.00        | $5195529.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $518576.00         | $482630.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1966904.00        | $1843422.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $34000.00          | $31824.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1003556.00        | $707793.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $5136119.00        | $4433317.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.3283%  | N/A     | $19519944.00       | $17097889.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1586997.00        | $1542159.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $7000.00           | $4854.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1026345.00        | $1013440.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 4.0000%  | N/A     | $91884.00          | $6817.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 4.0000%  | N/A     | $6491000.00        | $1691448.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $431055.00         | $113297.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $13782041.00       | $10399573.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $17389664.00       | $17133066.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $4270909.00        | $3370302.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-15      | 3.5000%  | N/A     | $29215431.00       | $26790621.63       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-11-20      | 1.5000%  | N/A     | $173719.00         | $127247.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.0000%  | N/A     | $574466.00         | $526384.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $4000000.00        | $3204955.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $4284040.00        | $3882161.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1749.00           | $1675.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $25722.00          | $20205.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2498959.00        | $2171972.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $203342.00         | $199373.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $4328237.00        | $4267114.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $77362873.00       | $65334740.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.0000%  | N/A     | $1212493.00        | $1011077.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1091426.00        | $1032768.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $8265506.00        | $6423968.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2133310.00        | $2128303.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $2436769.00        | $2361144.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $19000000.00       | $2419518.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $8001.00           | $7641.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $2523127.00        | $2495750.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $20448621.00       | $15330332.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 5.0000%  | N/A     | $3510061.00        | $1362004.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 5.2220%  | N/A     | $40000000.00       | $31203124.40       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $40324461.00       | $30815266.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $12000.00          | $11166.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $63516689.00       | $60390481.92       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $1000.00           | $779.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $50151522.00       | $6469120.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1132227.00        | $999364.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $1540000.00        | $888385.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1221667.00        | $1266431.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $583482.00         | $413137.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.0000%  | N/A     | $9383463.00        | $9524055.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.0000%  | N/A     | $300000.00         | $190453.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2890555.00        | $2871617.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $26859576.00       | $25723488.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 1.5000%  | N/A     | $900000.00         | $569228.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $14501672.00       | $11696456.31       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $13416224.00       | $13072729.35       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $4852206.00        | $4660620.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2050943.00        | $1795680.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 5.2220%  | N/A     | $38931766.00       | $31642644.10       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 6.0000%  | N/A     | $1132371.00        | $1148816.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $983875.00         | $626960.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 3.0000%  | N/A     | $23635454.00       | $18298654.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | 2.5000%  | N/A     | $1204.00           | $43.16             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $5416330.00        | $5247525.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $1079024.00        | $1136189.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | 6.0000%  | N/A     | $6349310.00        | $5861647.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $14596710.00       | $1750136.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1108218.00        | $1073144.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $13216488.00       | $10701574.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $1438.00           | $1453.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $50000.00          | $38468.21          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-25      | 5.2220%  | N/A     | $34763128.00       | $32941866.41       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 4.5000%  | N/A     | $37248903.00       | $34296349.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $15149442.00       | $14294750.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $20995.00          | $20107.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $4057956.00        | $3672825.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $726.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $20634277.00       | $16381093.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $62000.00          | $27725.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $31019438.00       | $29158862.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $4107364.00        | $4039943.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $28780000.00       | $12976047.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 4.0000%  | N/A     | $631312.00         | $87889.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $19274482.00       | $16343352.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.0000%  | N/A     | $4883397.00        | $4075109.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $1050534.00        | $849452.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 4.0000%  | N/A     | $256239.00         | $246762.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1344348.00        | $1157703.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $6000000.00        | $3187329.95        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $27826900.00       | $28680826.06       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $4813847.00        | $629115.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 4.5000%  | N/A     | $200000.00         | $147003.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 7.4680%  | N/A     | $115050000.00      | $829727.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $160000.00         | $132848.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $9492643.00        | $2815689.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.1150%  | N/A     | $1008.00           | $76.08             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.3220%  | N/A     | $121969960.00      | $120995099.49      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1643530.00        | $1118451.82        | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-05-12      | 4.3700%  | N/A     | $1893000.00        | $1893993.83        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $137150282.00      | $1947500.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $50000.00          | $43540.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $974.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $12000.00          | $10550.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $47594899.00       | $44011179.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 2.5000%  | N/A     | $107518.00         | $57793.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $13432992.00       | $13666142.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $55892543.00       | $46935413.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $40295185.00       | $9645930.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $11863986.00       | $11787066.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $1075913.00        | $1029653.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 3.5000%  | N/A     | $3001.00           | $1213.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $5000.00           | $3876.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $39820.00          | $5945.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $31344594.00       | $30072838.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $18755000.00       | $2998553.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $1350.00           | $21.38             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $8051.00           | $7605.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $30679953.00       | $23532097.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 3.5000%  | N/A     | $609798.00         | $540048.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 5.1720%  | N/A     | $52610714.00       | $48030425.03       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $25249901.00       | $19954039.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $56308371.00       | $12347004.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3312395.00        | $3305922.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $1013.00           | $841.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $30016596.00       | $29183284.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $25334000.00       | $20301377.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $19027572.00       | $17301209.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $20839798.00       | $16636660.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $28911000.00       | $24861132.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $20300000.00       | $12594669.70       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $818692.00         | $820193.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $23095995.00       | $20062695.59       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $20000000.00       | $19239181.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $82661.00          | $77133.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $34886391.00       | $33341809.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.0000%  | N/A     | $21750028.00       | $316915.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $415000.00         | $49775.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $50000000.00       | $37324040.82       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $25503287.00       | $21682129.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $9536.00           | $9085.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2984767.00        | $2624005.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $22563811.00       | $21761745.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 2.5000%  | N/A     | $1780947.00        | $1080286.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $38235014.00       | $35479421.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $19160000.00       | $18746048.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $87263000.00       | $79408936.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 5.2220%  | N/A     | $22777520.00       | $17939988.35       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $9428899.00        | $8584018.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 3.5000%  | N/A     | $4108.00           | $2098.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $17597399.00       | $1878871.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $3000.00           | $2451.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 5.3220%  | N/A     | $64247905.00       | $64164457.44       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1701575.00        | $900612.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $100000.00         | $82641.87          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $5000000.00        | $953686.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 1.5000%  | N/A     | $89848.00          | $67824.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $14520783.00       | $14364405.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $1034.00           | $25.30             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2698389.00        | $2618250.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $150000.00         | $132112.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 1.5000%  | N/A     | $172063.00         | $81769.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $963000.00         | $765918.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $3327624.00        | $3232529.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-25      | 6.0000%  | N/A     | $43243000.00       | $39815183.53       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $2805680.00        | $1796593.08        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-06-17      | 0.0000%  | N/A     | $7115000.00        | $7099916.20        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $54131.00          | $50522.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1315000.00        | $1305182.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $358024.00         | $308426.32         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-07-17      | 0.0000%  | N/A     | $4000000.00        | $3977520.00        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $2414991.00        | $2400404.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $49998151.00       | $2219925.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $20000000.00       | $1853887.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $2024.00           | $124.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $869.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $572040.00         | $477386.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $12504000.00       | $12904260.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.0000%  | N/A     | $20522663.00       | $3397958.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $1020638.00        | $878375.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $40396255.00       | $36105784.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $573555.00         | $543242.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $3410625.00        | $3365789.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1046982.00        | $971424.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $56056.00          | $54109.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $4465000.00        | $4449839.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-15      | 3.0000%  | N/A     | $41500000.00       | $3825397.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $17812344.00       | $16977624.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $783081.00         | $720191.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-25      | 3.5000%  | N/A     | $728000.00         | $520502.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $170168.00         | $161730.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.0000%  | N/A     | $1000000.00        | $27811.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $31500000.00       | $22849716.12       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $112880263.00      | $109972739.89      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | 4.0000%  | N/A     | $14815.00          | $409.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $835001.00         | $716693.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $31650627.00       | $30272531.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 4.0000%  | N/A     | $2380958.00        | $2171813.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $7060000.00        | $5576858.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $841.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-25      | 5.5000%  | N/A     | $8434562.00        | $7776161.26        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1017338.00        | $952199.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $11102880.00       | $10023131.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.4310%  | N/A     | $10500000.00       | $8330464.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 2.5000%  | N/A     | $92021.00          | $73130.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $1002.00           | $519.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $2000.00           | $1513.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $22779152.00       | $21320326.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1186095.00        | $1045773.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $74660026.00       | $71996572.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $41088870.00       | $37436900.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $6952179.00        | $2304324.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $3075120.00        | $2940882.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $1040.00           | $669.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.5000%  | N/A     | $1553.00           | $8.84              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.5000%  | N/A     | $394225.00         | $323183.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.0000%  | N/A     | $6103.00           | $3161.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $22494802.00       | $1847591.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.5000%  | N/A     | $295565.00         | $277754.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $17779066.00       | $16743224.49       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 3.5000%  | N/A     | $11554046.00       | $8710867.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.0000%  | N/A     | $3162662.00        | $2189451.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.5000%  | N/A     | $3149.00           | $2951.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $46915913.00       | $43869694.76       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 1.5000%  | N/A     | $113600.00         | $82977.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $5512951.00        | $5591710.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 4.5000%  | N/A     | $17244758.00       | $15628924.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $2312402.00        | $1666580.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $36366813.00       | $34253656.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $60043769.00       | $7920276.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $21442272.00       | $20836319.92       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.5000%  | N/A     | $55228999.00       | $51068993.29       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $1328957.00        | $524820.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 1.5000%  | N/A     | $116972.00         | $84742.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 2.0000%  | N/A     | $100004.00         | $46981.07          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-05-31      | 2.1250%  | N/A     | $24960000.00       | $24719426.06       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.5000%  | N/A     | $227920.00         | $164290.45         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $5128600.00        | $5028795.77        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $15263933.00       | $2778253.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 7.8330%  | N/A     | $25030831.00       | $175801.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $29363083.00       | $28853331.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-25      | 5.5000%  | N/A     | $48884941.00       | $33081203.61       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $98714000.00       | $57965718.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1033321.00        | $647982.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.0000%  | N/A     | $14627801.00       | $1981993.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $32599979.00       | $30928746.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $7721156.00        | $7418530.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.0000%  | N/A     | $90000.00          | $53784.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2162808.00        | $2191471.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $8907139.00        | $2165800.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $2058198.00        | $1921786.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1827838.00        | $1820261.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1200000.00        | $513092.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 2.0000%  | N/A     | $237072.00         | $138519.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 6.0000%  | N/A     | $1841173.00        | $1768741.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $4012384.00        | $3839167.42        | Agency Mortgage-Backed Securities         |

### Security 199: 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):** $75000212.25
- **C.18.a - Value (excl. sponsor support):** $75000212.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 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: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1453596128.93
- **C.18.a - Value (excl. sponsor support):** $1453596128.93
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 201: 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: 0PO004HS2
- **C.18 - Value (incl. sponsor support):** $3600000000.00
- **C.18.a - Value (excl. sponsor support):** $3600000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA-; Fitch Long Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: A2; 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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2038-04-25      | 5.1652%  | N/A     | $36000000.00       | $12572742.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-25      | 4.4560%  | N/A     | $54489796.00       | $54519250.79       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-12-25      | 1.5000%  | N/A     | $30000.00          | $6531.33           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2027-05-28      | 4.1500%  | N/A     | $4000000.00        | $3997588.00        | Agency Debentures and Agency Strips       |
| FRESB MTG TR 2016-SB2 | 2036-07-25      | 5.1652%  | N/A     | $28250000.00       | $10314478.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2027-05-27      | 4.5000%  | N/A     | $150000.00         | $149945.40         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2032-12-10      | 5.1500%  | N/A     | $25000.00          | $25446.46          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2029-01-01      | 1.6300%  | N/A     | $18000000.00       | $15308056.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-25      | 1.5000%  | N/A     | $10595215.00       | $3870551.27        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25000.00          | $7.59              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2030-04-30      | 4.2500%  | N/A     | $500000.00         | $499790.83         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2029-02-20      | 2.5000%  | N/A     | $2000000.00        | $72597.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-03-01      | 4.1100%  | N/A     | $83988000.00       | $83617850.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 5.0752%  | N/A     | $20509000.00       | $8972053.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2031-05-28      | 5.1500%  | N/A     | $50000.00          | $49954.21          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2030-05-20      | 5.1250%  | N/A     | $385000.00         | $384868.33         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2028-07-01      | 4.9850%  | N/A     | $6660000.00        | $6813564.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-25      | 4.5830%  | N/A     | $5000000.00        | $4918519.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-04-15      | 6.5000%  | N/A     | $4850000.00        | $2114660.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-12-25      | 3.1039%  | N/A     | $10000000.00       | $9548456.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2032-05-28      | 5.1000%  | N/A     | $500000.00         | $498151.17         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 4.8051%  | N/A     | $104967927.00      | $85391703.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-25      | 3.5000%  | N/A     | $9117882.00        | $9583024.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-11-25      | 2.5000%  | N/A     | $15000.00          | $11649.82          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-04-25      | 4.8070%  | N/A     | $10000000.00       | $7083493.93        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $1272300.00        | $1660867.68        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2028-12-01      | 5.5900%  | N/A     | $3249000.00        | $3385143.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-15      | 5.5000%  | N/A     | $12000.00          | $33.60             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-09-20      | 8.0000%  | N/A     | $25000.00          | $4.66              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.8560%  | N/A     | $11500000.00       | $10239745.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2029-05-29      | 4.5200%  | N/A     | $20000.00          | $19982.29          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-12-25      | 4.5000%  | N/A     | $40000000.00       | $39596720.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-28      | 4.9352%  | N/A     | $17250000.00       | $9002236.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2044-09-26      | 5.4500%  | N/A     | $10000.00          | $9746.95           | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $1341800.00        | $1728266.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $1248100.00        | $1567471.24        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2028-12-22      | 4.6000%  | N/A     | $30000.00          | $30560.07          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $1007300.00        | $1039926.24        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $59795621.00       | $57400487.58       | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2035-09-25      | 5.3100%  | N/A     | $1000000.00        | $995242.50         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.0000%  | N/A     | $24738080.00       | $22313619.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-15      | 0.7500%  | N/A     | $380913.00         | $125358.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 1.6790%  | N/A     | $5245000.00        | $2746439.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-11-25      | 5.1652%  | N/A     | $61074000.00       | $13132572.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-04-20      | 4.8387%  | N/A     | $56784359.00       | $3649742.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $37126.00          | $35.63             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25000.00          | $13.25             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 4.7507%  | N/A     | $63440000.00       | $7849459.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-04-25      | 2.4500%  | N/A     | $44000000.00       | $38652574.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.0000%  | N/A     | $10484776.00       | $9626546.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-25      | 2.7700%  | N/A     | $5780000.00        | $4399742.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.0000%  | N/A     | $29294000.00       | $22760407.33       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 5.0300%  | N/A     | $5131000.00        | $5187132.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-26      | 5.0852%  | N/A     | $18500000.00       | $2732400.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2025-06-30      | 0.7000%  | N/A     | $50000.00          | $49900.83          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2030-05-20      | 5.1500%  | N/A     | $2685000.00        | $2681109.43        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2038-12-20      | 5.0000%  | N/A     | $1500000.00        | $9719.05           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2025-09-25      | 2.2290%  | N/A     | $10000000.00       | $6030486.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-02-16      | 3.0000%  | N/A     | $315000.00         | $20367.26          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2028-05-05      | 4.2500%  | N/A     | $200000.00         | $200008.28         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-05-23      | 4.6000%  | N/A     | $5545000.00        | $5540810.44        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2025-07-15      | 0.3750%  | N/A     | $1319600.00        | $1779911.25        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2026-06-02      | 4.3000%  | N/A     | $530000.00         | $531305.98         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 4.9507%  | N/A     | $31000000.00       | $30901120.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $139952831.00      | $78114220.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2055-05-21      | 6.2500%  | N/A     | $50000.00          | $49983.26          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2062-03-16      | 1.5000%  | N/A     | $500000.00         | $353065.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-12-25      | 2.9877%  | N/A     | $51029217.00       | $31577854.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-06-16      | 2.0000%  | N/A     | $200000.00         | $147850.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-02-25      | 2.9610%  | N/A     | $1712108.00        | $1313831.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-05-25      | 2.5800%  | N/A     | $20822000.00       | $18414421.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-01-20      | 2.0000%  | N/A     | $9606823.00        | $308538.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-25      | 4.3500%  | N/A     | $63240000.00       | $62270161.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $11000.00          | $4606.06           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | 1.5000%  | N/A     | $30854.00          | $14114.73          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-03-15      | 3.0000%  | N/A     | $47647957.00       | $4004593.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-25      | 5.0000%  | N/A     | $20000.00          | $16438.26          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2040-05-22      | 5.8700%  | N/A     | $805000.00         | $803107.00         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 0.7500%  | N/A     | $369485994.00      | $71293816.13       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-04-01      | 2.0000%  | N/A     | $10179000.00       | $8762002.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-25      | 2.0000%  | N/A     | $43079.00          | $15862.03          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 4.4660%  | N/A     | $9790000.00        | $9520506.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-10-25      | 1.5000%  | N/A     | $10000000.00       | $5299147.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2045-05-16      | 6.0000%  | N/A     | $1480000.00        | $1477301.96        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-07-25      | 5.1307%  | N/A     | $13000000.00       | $11049130.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-10-15      | 3.0000%  | N/A     | $10243444.00       | $6768125.08        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $1234400.00        | $1656219.62        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2047-05-20      | 2.0000%  | N/A     | $76804000.00       | $3813789.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2028-01-13      | 4.6700%  | N/A     | $30000.00          | $30563.94          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-06-25      | 4.8080%  | N/A     | $50000000.00       | $49593705.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-01-25      | 5.1652%  | N/A     | $24529000.00       | $6466464.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-09-20      | 1.0000%  | N/A     | $53672000.00       | $3697608.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-10-25      | 0.8070%  | N/A     | $17500000.00       | $1340510.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2028-05-22      | 4.2500%  | N/A     | $200000.00         | $199872.29         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.5000%  | N/A     | $50000.00          | $27466.94          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.0600%  | N/A     | $58363000.00       | $58064213.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-03-25      | 3.0571%  | N/A     | $14763530.00       | $10157790.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-05-25      | 4.2500%  | N/A     | $25000000.00       | $24303790.28       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $1211900.00        | $1409882.83        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $1436500.00        | $1658966.33        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $750000.00         | $743808.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-05-25      | 4.5807%  | N/A     | $44110000.00       | $12787965.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2032-05-28      | 5.2500%  | N/A     | $135000.00         | $134897.63         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2041-12-25      | 2.5000%  | N/A     | $52000.00          | $153.79            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $1283000.00        | $1695611.02        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.7346%  | N/A     | $14410979.00       | $3170026.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-06-15      | 6.0000%  | N/A     | $55000.00          | $12539.51          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 2.3500%  | N/A     | $20000000.00       | $18850286.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-25      | 4.8352%  | N/A     | $15950000.00       | $8440177.82        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $995500.00         | $1008608.61        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $1396100.00        | $1479049.47        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2030-05-20      | 5.1000%  | N/A     | $655000.00         | $654587.35         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $100000000.00      | $58264326.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-10-25      | 2.3610%  | N/A     | $20000000.00       | $15582898.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-04-25      | 2.0000%  | N/A     | $30000.00          | $5293.20           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2026-07-28      | 4.1250%  | N/A     | $300000.00         | $299385.00         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $28963562.00       | $28100728.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $25000.00          | $63.09             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-25      | 4.9852%  | N/A     | $57250000.00       | $17278182.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-08-01      | 1.7900%  | N/A     | $15682000.00       | $13183987.21       | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2029-03-01      | 1.2000%  | N/A     | $75000.00          | $67682.75          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2030-05-01      | 0.0000%  | N/A     | $1000000.00        | $813269.00         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-09-16      | 1.5000%  | N/A     | $25000.00          | $18824.15          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-03-25      | 5.1500%  | N/A     | $11000000.00       | $11350796.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-09-20      | 1.0000%  | N/A     | $41000.00          | $5944.51           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $80.45             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 5.1250%  | N/A     | $56692250.00       | $58020898.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2035-05-29      | 5.4000%  | N/A     | $140000.00         | $139682.20         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.0000%  | N/A     | $3000.00           | $26.54             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-25      | 2.5000%  | N/A     | $145000.00         | $108361.20         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | 5.1650%  | N/A     | $1000.00           | $25.02             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 0.7500%  | N/A     | $173802000.00      | $86387637.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-05-01      | 2.8330%  | N/A     | $50705759.00       | $49554172.56       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-25      | 3.9000%  | N/A     | $24250000.00       | $18802551.29       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-09-15      | 2.5000%  | N/A     | $40000.00          | $853.01            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-08-20      | 4.6250%  | N/A     | $5000000.00        | $315217.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $25000.00          | $19697.46          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-08-28      | 1.0000%  | N/A     | $60000.00          | $50893.53          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2032-09-25      | 3.0000%  | N/A     | $5750000.00        | $4400374.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.5000%  | N/A     | $48000.00          | $30644.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 4.8252%  | N/A     | $80387000.00       | $36735846.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-05-25      | 2.6000%  | N/A     | $191802485.00      | $14241328.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | 0.7500%  | N/A     | $200000000.00      | $78901332.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2030-05-28      | 5.1000%  | N/A     | $500000.00         | $499682.17         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.5000%  | N/A     | $75000.00          | $84389.05          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $25000.00          | $17.10             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.0300%  | N/A     | $15100000.00       | $15307654.35       | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2048-01-15      | 4.8750%  | N/A     | $35000.00          | $32990.69          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-07-20      | 1.5000%  | N/A     | $25000.00          | $12470.63          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 0.7500%  | N/A     | $125151000.00      | $62526709.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2031-05-13      | 5.1250%  | N/A     | $50000.00          | $49765.51          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2047-04-20      | 2.2500%  | N/A     | $74127000.00       | $3380234.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-10-20      | 1.0000%  | N/A     | $20000.00          | $9361.71           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $9538100.00        | $10551806.49       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-08-20      | 7.0000%  | N/A     | $274000.00         | $276420.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-25      | 2.5000%  | N/A     | $80000.00          | $28616.23          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-01-20      | 6.0000%  | N/A     | $30435.00          | $3978.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-25      | 2.9346%  | N/A     | $17240000.00       | $11210171.60       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $1407100.00        | $1442404.40        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2041-05-15      | 6.0000%  | N/A     | $75000.00          | $75005.25          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-09-20      | 0.7500%  | N/A     | $177711000.00      | $85920735.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-06-20      | 2.5000%  | N/A     | $10000.00          | $7223.44           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2028-02-23      | 4.3000%  | N/A     | $120000.00         | $119983.57         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.9260%  | N/A     | $66451000.00       | $65972327.60       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-02-25      | 6.2333%  | N/A     | $197000000.00      | $4093546.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.0000%  | N/A     | $11296230.00       | $14207953.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-12-01      | 4.9600%  | N/A     | $16500000.00       | $16561210.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-25      | 2.0000%  | N/A     | $13515000.00       | $5104117.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.8300%  | N/A     | $18390000.00       | $18197130.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-15      | 1.7500%  | N/A     | $20000000.00       | $9317758.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2027-05-20      | 4.6000%  | N/A     | $1800000.00        | $1799134.20        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2027-06-25      | 2.8980%  | N/A     | $82216000.00       | $78180536.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2032-02-05      | 5.0900%  | N/A     | $25000.00          | $25344.09          | Agency Debentures and Agency Strips       |
| FHLMC REMIC SERIES K- | 2027-10-25      | 1.0700%  | N/A     | $67111000.00       | $62090019.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 3.6895%  | N/A     | $20000000.00       | $9193625.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-05-25      | 4.0000%  | N/A     | $35067140.00       | $28233722.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-01-25      | 2.0000%  | N/A     | $284000.00         | $164574.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.8952%  | N/A     | $51247000.00       | $4413647.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $358000.00         | $339721.08         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2027-05-20      | 4.2500%  | N/A     | $540000.00         | $539695.44         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.8300%  | N/A     | $13200000.00       | $13480735.40       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $1481100.00        | $1572065.40        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2031-12-25      | 1.9363%  | N/A     | $2888346.00        | $2278649.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $495000.00         | $459700.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2028-05-19      | 4.5000%  | N/A     | $50000.00          | $50027.25          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $3231425.00        | $3029544.24        | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTH | 2033-01-15      | 0.0000%  | N/A     | $60000.00          | $41197.50          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-01-25      | 0.7500%  | N/A     | $199949916.00      | $65036140.28       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-06-20      | 0.7500%  | N/A     | $135000000.00      | $60295322.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $5000.00           | $5.09              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-09-25      | 5.1652%  | N/A     | $32140000.00       | $7099774.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | 1.0000%  | N/A     | $216000000.00      | $79944845.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-10-01      | 1.3350%  | N/A     | $15000000.00       | $13613241.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-04-24      | 2.1250%  | N/A     | $200000.00         | $196652.20         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 3.0000%  | N/A     | $50000.00          | $21481.89          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2027-06-20      | 3.0000%  | N/A     | $6750000.00        | $125771.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $25000.00          | $13.24             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2028-05-19      | 4.6500%  | N/A     | $300000.00         | $300373.75         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2046-05-20      | 2.0000%  | N/A     | $70187000.00       | $3413544.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-10-25      | 1.0000%  | N/A     | $25000000.00       | $11444670.33       | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2030-11-27      | 5.0300%  | N/A     | $5000.00           | $4985.75           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-11-01      | 4.2500%  | N/A     | $13657000.00       | $13144720.62       | Agency Mortgage-Backed Securities         |
| FRESB MTG TR 2019-SB6 | 2039-02-25      | 5.1652%  | N/A     | $21375887.00       | $7554012.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2039-09-19      | 5.2500%  | N/A     | $10000.00          | $9798.86           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2035-04-25      | 2.2500%  | N/A     | $10000000.00       | $5120163.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2030-05-20      | 5.2500%  | N/A     | $25000.00          | $24987.38          | Agency Debentures and Agency Strips       |
| FRESB MTG TR 2019-SB5 | 2038-11-25      | 5.1652%  | N/A     | $21185000.00       | $6886233.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-11-20      | 2.5000%  | N/A     | $38209221.00       | $3225313.55        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB1 | 2036-01-25      | 5.1652%  | N/A     | $42562000.00       | $7729414.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-01-25      | 2.9059%  | N/A     | $51615000.00       | $43629014.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-02-01      | 4.5500%  | N/A     | $25621000.00       | $25609836.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-25      | 2.8300%  | N/A     | $13475000.00       | $8085174.12        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $8318900.00        | $8513240.48        | U.S. Treasuries (including strips)        |
| FEDERAL FARM CREDIT B | 2030-05-28      | 4.7200%  | N/A     | $300000.00         | $299187.67         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.7200%  | N/A     | $10000000.00       | $9854121.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $164000.00         | $170323.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-25      | 2.9668%  | N/A     | $21560000.00       | $14617060.20       | Agency Mortgage-Backed Securities         |
| FRESB MTG TR 2018-SB4 | 2038-01-25      | 5.1652%  | N/A     | $30000000.00       | $7610637.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2028-08-24      | 1.2500%  | N/A     | $25000.00          | $22990.58          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 0.7500%  | N/A     | $113597432.00      | $54466331.23       | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2040-03-12      | 5.4500%  | N/A     | $110000.00         | $109761.12         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2038-05-24      | 5.8900%  | N/A     | $35000.00          | $34791.04          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $968200.00         | $984260.81         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $766000.00         | $734575.05         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 201 | 2039-04-25      | 5.1652%  | N/A     | $103145000.00      | $48301450.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.7887%  | N/A     | $29100210.00       | $3036709.47        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $1016700.00        | $1180370.37        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2028-05-25      | 3.8500%  | N/A     | $52700000.00       | $52242215.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 0.7500%  | N/A     | $150000000.00      | $69830095.40       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-26      | 5.1907%  | N/A     | $17000000.00       | $16535244.06       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-09-25      | 5.1652%  | N/A     | $56250000.00       | $6311671.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $70000.00          | $63881.69          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2030-05-20      | 5.1500%  | N/A     | $650000.00         | $649284.35         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2026-04-15      | 7.0000%  | N/A     | $150000.00         | $3.42              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.9852%  | N/A     | $36275000.00       | $4035721.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.5000%  | N/A     | $25216.00          | $37.33             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-04-20      | 2.5000%  | N/A     | $5000000.00        | $198909.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 5.0280%  | N/A     | $12950000.00       | $12401474.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2030-11-26      | 1.9000%  | N/A     | $10000.00          | $8866.71           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-09-25      | 0.9370%  | N/A     | $60766000.00       | $56370722.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.8540%  | N/A     | $58390000.00       | $57884903.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 0.7500%  | N/A     | $124798000.00      | $57366533.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $201669525.00      | $3300671.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-25      | 5.1652%  | N/A     | $17500000.00       | $5163183.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-25      | 2.2500%  | N/A     | $46941176.00       | $40915313.77       | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2033-05-19      | 5.1300%  | N/A     | $535000.00         | $532622.19         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2048-02-20      | 3.5000%  | N/A     | $19765000.00       | $3365936.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $20000.00          | $20080.46          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-07-27      | 4.9552%  | N/A     | $30301000.00       | $6715568.57        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $1023500.00        | $1048203.87        | U.S. Treasuries (including strips)        |
| FEDERAL FARM CREDIT B | 2032-05-28      | 5.1700%  | N/A     | $500000.00         | $498954.61         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 4.9007%  | N/A     | $9000000.00        | $6868298.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-08-25      | 4.9852%  | N/A     | $26150000.00       | $3962726.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2028-05-15      | 4.2900%  | N/A     | $500000.00         | $500002.75         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2035-05-14      | 5.0000%  | N/A     | $75000.00          | $74468.57          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2028-05-16      | 4.7500%  | N/A     | $20000.00          | $19984.90          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.7700%  | N/A     | $10500000.00       | $10701290.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | 3.5000%  | N/A     | $12993330.00       | $12040485.39       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-03-25      | 3.0306%  | N/A     | $23035000.00       | $19843065.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $35000.00          | $10437.51          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-05-15      | 4.0000%  | N/A     | $34545291.00       | $5257211.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-12-25      | 2.4641%  | N/A     | $20000000.00       | $13701722.78       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $1268400.00        | $1512338.95        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2034-01-25      | 4.9000%  | N/A     | $77000000.00       | $78216463.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-04-25      | 4.7400%  | N/A     | $25000000.00       | $24210946.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $100000.00         | $100410.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-03-25      | 5.1652%  | N/A     | $48750000.00       | $5627598.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | 3.7221%  | N/A     | $14500000.00       | $9316866.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 1.5000%  | N/A     | $15000.00          | $6475.27           | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2042-09-16      | 3.0000%  | N/A     | $100000.00         | $105893.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-12-01      | 5.4000%  | N/A     | $6616000.00        | $6834076.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $580000.00         | $571638.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 1.7120%  | N/A     | $33735000.00       | $30041375.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 4.9007%  | N/A     | $50000000.00       | $50011773.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2027-11-26      | 4.2500%  | N/A     | $100000.00         | $99918.52          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2028-11-21      | 4.7500%  | N/A     | $8000000.00        | $7993568.00        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.7050%  | N/A     | $15416000.00       | $14636853.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2035-03-27      | 4.7850%  | N/A     | $20000.00          | $20141.81          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 3.5000%  | N/A     | $33335827.00       | $31530219.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2029-05-16      | 5.0000%  | N/A     | $755000.00         | $754605.89         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-09-21      | 4.3750%  | N/A     | $150000.00         | $150084.41         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2032-02-01      | 4.9900%  | N/A     | $29200000.00       | $29925933.08       | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2055-02-01      | 5.2500%  | N/A     | $600000.00         | $577301.00         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2044-03-20      | 2.0000%  | N/A     | $32377744.00       | $3487461.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-01-25      | 4.0000%  | N/A     | $6000.00           | $200.13            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-12-26      | 4.9752%  | N/A     | $23950000.00       | $6363589.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-08-25      | 3.1230%  | N/A     | $12483000.00       | $11390185.13       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 2.2600%  | N/A     | $168248000.00      | $157341080.28      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-03-25      | 1.3940%  | N/A     | $15000000.00       | $9302090.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $25741658.00       | $23869595.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 4.9200%  | N/A     | $27130000.00       | $27134566.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 4.5600%  | N/A     | $14560000.00       | $14292275.57       | Agency Mortgage-Backed Securities         |

### Security 202: 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):** $185075147.00
- **C.18.a - Value (excl. sponsor support):** $185075147.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 203: 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: 3130B4F30, C.4 - ISIN: US3130B4F303, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349995754.50
- **C.18.a - Value (excl. sponsor support):** $349995754.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-27
- **C.13 - Final Legal Maturity Date:** 2025-06-27
- **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+; 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 204: 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: 0QK010R84
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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? 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 | 2042-10-15      | 3.5000%  | N/A     | $1085000.00        | $57963.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $47035.00          | $38112.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $1118926.00        | $1191399.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $1000.00           | $168.06            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 6.0000%  | N/A     | $50000.00          | $13638.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.1250%  | N/A     | $125007.00         | $157.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $84025.00          | $49024.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $49132.00          | $6873.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 6.0000%  | N/A     | $2004.00           | $314.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.8620%  | N/A     | $5073.00           | $27.22             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 7.0840%  | N/A     | $300000.00         | $95.62             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $1000.00           | $762.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 6.6260%  | N/A     | $5140.00           | $163.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | 4.7600%  | N/A     | $1821.00           | $1857.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.3400%  | N/A     | $1158.00           | $276.31            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-12-15      | 2.0000%  | N/A     | $16855631.00       | $1414310.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.7950%  | N/A     | $1107.00           | $18.14             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | 5.8750%  | N/A     | $2137.00           | $82.67             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $465000.00         | $57640.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.5000%  | N/A     | $1000.00           | $82.31             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $17000.00          | $11090.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 7.3210%  | N/A     | $1000.00           | $32.00             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-01-24      | 2.8200%  | N/A     | $1227000.00        | $892820.42         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.1680%  | N/A     | $700000.00         | $9169.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-20      | 3.0000%  | N/A     | $1060652.00        | $116525.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.5480%  | N/A     | $8120.00           | $412.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $501454.00         | $514164.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.4283%  | N/A     | $6420679.00        | $5951605.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 3.0000%  | N/A     | $47999.00          | $17152.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.0000%  | N/A     | $7576275.00        | $880067.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 5.5000%  | N/A     | $1116.00           | $105.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.5000%  | N/A     | $1111.00           | $29.73             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 6.0000%  | N/A     | $70687.00          | $9001.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 6.8870%  | N/A     | $441044.00         | $324665.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $808556.00         | $825553.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-20      | 5.1250%  | N/A     | $11336.00          | $154.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 5.5000%  | N/A     | $400000.00         | $48181.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 4.5000%  | N/A     | $1000.00           | $65.34             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-11-17      | 2.4800%  | N/A     | $1356000.00        | $1057052.93        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.8590%  | N/A     | $1024.00           | $37.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $4786144.00        | $3088652.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $835578.00         | $524555.53         | Agency Mortgage-Backed Securities         |
| GNAR WN 784594 M      | 2042-09-20      | 6.5670%  | N/A     | $2709.00           | $457.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | 4.5000%  | N/A     | $1282.00           | $81.96             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $1037758.00        | $518740.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.5000%  | N/A     | $5602.00           | $5747.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $2003.00           | $1729.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.9783%  | N/A     | $46018066.00       | $40875510.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5283%  | N/A     | $37841306.00       | $37799953.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $2004.00           | $851.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 7.0470%  | N/A     | $1047.00           | $4.54              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2025-07-01      | 4.5000%  | N/A     | $3240.00           | $1.00              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $950000.00         | $440334.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1368232.00        | $1041707.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $2001.00           | $2022.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $47000.00          | $26757.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-15      | 4.5000%  | N/A     | $2000.00           | $109.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1242582.00        | $1269868.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.5000%  | N/A     | $1286619.00        | $216393.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.9180%  | N/A     | $1020.00           | $49.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1080.00           | $861.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 7.3220%  | N/A     | $1000.00           | $23.55             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $573330.00         | $502708.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.0000%  | N/A     | $6679010.00        | $661770.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.3283%  | N/A     | $3575582.00        | $2857978.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $1008.00           | $1026.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.5000%  | N/A     | $2000.00           | $1416.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $44623.00          | $21285.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 2.5000%  | N/A     | $1006.00           | $162.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.4900%  | N/A     | $72592.00          | $49747.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $829241.00         | $812871.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 5.7600%  | N/A     | $1000.00           | $1046.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.5000%  | N/A     | $8792.00           | $103.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.0000%  | N/A     | $1000.00           | $682.44            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-07-14      | 2.3100%  | N/A     | $903000.00         | $703143.22         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.1120%  | N/A     | $4108893.00        | $299643.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1000.00           | $1020.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.0000%  | N/A     | $2000.00           | $1265.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 3.0000%  | N/A     | $1274990.00        | $374879.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $19879329.00       | $18305100.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $20255.00          | $2752.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 7.0550%  | N/A     | $15573.00          | $271.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1911789.00        | $1970096.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $7980272.00        | $7924486.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.0000%  | N/A     | $6792.00           | $5199.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-25      | 5.4220%  | N/A     | $11375011.00       | $10745059.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-07-20      | 4.0000%  | N/A     | $1002.00           | $215.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $41000.00          | $27869.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.6283%  | N/A     | $14316173.00       | $14090230.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-03-20      | 5.5000%  | N/A     | $2003.00           | $235.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.0000%  | N/A     | $1000.00           | $154.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 7.0000%  | N/A     | $1000.00           | $437.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.5000%  | N/A     | $1000.00           | $547.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $1000.00           | $1026.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 7.0000%  | N/A     | $1000.00           | $1055.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $7360.00           | $4248.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 6.5980%  | N/A     | $4000.00           | $192.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $9000.00           | $6044.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 7.2520%  | N/A     | $7055.00           | $123.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 5.3600%  | N/A     | $698240.00         | $726001.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 5.0000%  | N/A     | $22016.00          | $4710.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.8220%  | N/A     | $15684264.00       | $15570400.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $4000.00           | $3054.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.3283%  | N/A     | $26804534.00       | $17222495.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.9560%  | N/A     | $424734.00         | $3490.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | 7.4250%  | N/A     | $1100000.00        | $4270.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.5000%  | N/A     | $186080.00         | $16603.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.5000%  | N/A     | $6089600.00        | $957148.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $413518.00         | $295636.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $3001.00           | $2387.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 6.1970%  | N/A     | $13736.00          | $39.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $290080.00         | $272193.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 5.5720%  | N/A     | $16394050.00       | $14974125.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | 6.0000%  | N/A     | $16533.00          | $3421.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.5000%  | N/A     | $12366.00          | $1.75              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $8772.00           | $8908.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.5360%  | N/A     | $1850000.00        | $2837.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.5000%  | N/A     | $2000.00           | $339.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $2000.00           | $2139.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 5.0000%  | N/A     | $140003.00         | $136730.74         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 6.5390%  | N/A     | $761651.00         | $1754.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.8500%  | N/A     | $1046.00           | $25.40             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 4.0000%  | N/A     | $3509.00           | $887.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $5096.00           | $5277.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 6.0000%  | N/A     | $1115325.00        | $105345.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-20      | 5.8750%  | N/A     | $28546.00          | $957.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4283%  | N/A     | $4854005.00        | $4542996.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1014.41           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.0000%  | N/A     | $1040.00           | $45.85             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $167242.00         | $170752.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 5.5000%  | N/A     | $1000.00           | $111.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $868966.00         | $573521.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.0000%  | N/A     | $66074.00          | $56767.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1037.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1777756.00        | $1591620.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | 3.0000%  | N/A     | $1271880.00        | $546503.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $1000.00           | $64.55             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $2007.00           | $153.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 5.5000%  | N/A     | $198018.00         | $11584.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $15389700.00       | $14430687.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $484000.00         | $53983.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $1975677.00        | $570820.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 4.5000%  | N/A     | $5003657.00        | $409239.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 7.4140%  | N/A     | $2731.00           | $52.40             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2000.00           | $2046.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $90823155.00       | $7260860.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $25000.00          | $10439.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 1.2200%  | N/A     | $2582.00           | $2002.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 2.2400%  | N/A     | $1148.00           | $1001.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 5.0000%  | N/A     | $13000.00          | $2392.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 5.0000%  | N/A     | $40401.00          | $4546.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $11946577.00       | $11592935.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2089592.00        | $2077064.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.5000%  | N/A     | $204000.00         | $13125.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 2.7370%  | N/A     | $180000.00         | $44725.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 3.5000%  | N/A     | $342000.00         | $26541.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $3464448.00        | $3274336.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $6699000.00        | $1475431.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.5000%  | N/A     | $2010.00           | $1902.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.5000%  | N/A     | $549096.00         | $164017.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $2716977.00        | $1301164.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $1000.00           | $802.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $459219.00         | $416827.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-25      | 3.7227%  | N/A     | $118572.00         | $102838.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1035.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $11000.00          | $6345.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 6.6250%  | N/A     | $13002.00          | $15.48             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $5007.00           | $3854.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1024.00           | $1018.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 5.0000%  | N/A     | $13000.00          | $3501.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.0000%  | N/A     | $98000.00          | $15132.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.4500%  | N/A     | $1390231.00        | $134352.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $9243611.00        | $8622765.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.5000%  | N/A     | $1000.00           | $791.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 1.8380%  | N/A     | $1000.00           | $736.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $2000.00           | $1522.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 4.5000%  | N/A     | $1040.00           | $211.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.3283%  | N/A     | $1222.00           | $854.12            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $2000.00           | $1498.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $1760.00           | $806.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.4150%  | N/A     | $5000.00           | $531.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 4.1450%  | N/A     | $2889.00           | $15.07             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-25      | 2.3610%  | N/A     | $626440.00         | $488087.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-01-01      | 6.6250%  | N/A     | $250000.00         | $806.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.0000%  | N/A     | $311836.00         | $215878.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1742698.00        | $1739213.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $300000.00         | $63327.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.0000%  | N/A     | $2003.00           | $216.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.7800%  | N/A     | $2027.00           | $1874.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $112012.00         | $95659.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0000%  | N/A     | $86442.00          | $80546.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $27111.00          | $27553.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.3800%  | N/A     | $6000.00           | $51.12             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 4.5000%  | N/A     | $11666.00          | $5239.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 6.7480%  | N/A     | $80000.00          | $489.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $2000.00           | $203.27            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $70083.00          | $74001.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.0000%  | N/A     | $2000.00           | $283.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 6.7500%  | N/A     | $85251.00          | $50.60             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.1300%  | N/A     | $79503.00          | $77798.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 1.7310%  | N/A     | $23124301.00       | $15904303.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-08-25      | 2.1840%  | N/A     | $1227.00           | $943.45            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $200000.00         | $56831.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | 6.5000%  | N/A     | $1476954.00        | $1033195.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.7500%  | N/A     | $3946.00           | $3652.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $734862.00         | $732237.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-01-01      | 4.5000%  | N/A     | $1818132.00        | $192022.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $2428750.00        | $379552.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.3970%  | N/A     | $138616.00         | $3.14              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.8000%  | N/A     | $1000.00           | $931.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.6800%  | N/A     | $75000.00          | $75063.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $2000.00           | $2115.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.5000%  | N/A     | $105047.00         | $9450.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $4534264.00        | $3069611.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 6.0000%  | N/A     | $487610.00         | $136565.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $98000.00          | $71734.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $1000.00           | $297.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $16000.00          | $9870.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 4.3000%  | N/A     | $612430.00         | $608278.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.5000%  | N/A     | $90000.00          | $22449.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-25      | 1.9278%  | N/A     | $510000.00         | $435554.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $2016.00           | $55.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2025-10-01      | 2.7500%  | N/A     | $1258.00           | $341.27            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $3000.00           | $3071.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.0000%  | N/A     | $10147411.00       | $1864693.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.9740%  | N/A     | $1171.00           | $0.92              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $18221107.00       | $11731769.78       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $722848.00         | $719916.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $2000.00           | $1537.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 6.8540%  | N/A     | $1264.00           | $71.80             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 4.5000%  | N/A     | $219252.00         | $145240.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.0000%  | N/A     | $1000.00           | $66.41             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 3.5000%  | N/A     | $20223800.00       | $15847210.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $1541684.00        | $622355.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 6.5000%  | N/A     | $117545.00         | $120354.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5700%  | N/A     | $79249.00          | $62469.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 6.0000%  | N/A     | $2000.00           | $445.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 6.9020%  | N/A     | $11542723.00       | $40141.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $77194897.00       | $78496763.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 7.3230%  | N/A     | $13659.00          | $0.45              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 6.0000%  | N/A     | $1000.00           | $141.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.3500%  | N/A     | $1000.00           | $936.86            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $1016080.00        | $1025249.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $1000.00           | $1012.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $2001.00           | $2056.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $255000.00         | $42809.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $8379636.00        | $8285045.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $8740193.00        | $130676.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-15      | 5.4250%  | N/A     | $1000.00           | $773.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $6959446.00        | $4299575.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.1010%  | N/A     | $13421.00          | $194.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $25469312.00       | $24575146.94       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $440603.00         | $457830.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.3870%  | N/A     | $29498.00          | $293.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.2740%  | N/A     | $4000.00           | $365.12            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-15      | 5.0000%  | N/A     | $3032.00           | $75.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 6.3280%  | N/A     | $2648.00           | $25.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | 4.5000%  | N/A     | $5803630.00        | $38193.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.0000%  | N/A     | $1029.00           | $54.53             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2041-12-09      | 2.9000%  | N/A     | $2147000.00        | $1599590.15        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $37475057.00       | $36266367.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 5.5000%  | N/A     | $1162.00           | $107.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.5000%  | N/A     | $91139.00          | $998.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.0000%  | N/A     | $2000.00           | $732.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 4.0000%  | N/A     | $89265.00          | $5361.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.0000%  | N/A     | $1000.00           | $92.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $1030390.00        | $347153.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $1344938.00        | $588323.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $657502.00         | $671057.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $2000.00           | $716.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $1000.00           | $653.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.7740%  | N/A     | $1000.00           | $16.61             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 4.5000%  | N/A     | $2000.00           | $1301.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $2848666.00        | $2449623.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-15      | 4.5000%  | N/A     | $1000.00           | $71.89             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $75443.00          | $34203.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | 4.6250%  | N/A     | $1000000.00        | $36454.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-08-01      | 4.5820%  | N/A     | $1134.00           | $0.91              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-01      | 7.3250%  | N/A     | $2665.00           | $10.07             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $1004.00           | $1024.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $1235878.00        | $905819.06         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-06-25      | 2.9200%  | N/A     | $3992521.00        | $3607682.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $50000.00          | $6447.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $33264.00          | $21135.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 5.6250%  | N/A     | $137.00            | $0.02              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.0000%  | N/A     | $1000.00           | $866.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $39432.00          | $38908.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.5100%  | N/A     | $1000.00           | $761.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.0000%  | N/A     | $1000.00           | $128.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.7500%  | N/A     | $2002.00           | $1880.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $687.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.5000%  | N/A     | $1000.00           | $526.12            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $1000.00           | $41.72             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 6.5520%  | N/A     | $4000000.00        | $488229.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $2129363.00        | $1978186.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $2000.00           | $2055.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.5000%  | N/A     | $2000.00           | $913.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.0000%  | N/A     | $2000.00           | $1920.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 7.1670%  | N/A     | $69358.00          | $745.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $1078274.00        | $1046279.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $1042.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $100000.00         | $43211.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-15      | 6.0000%  | N/A     | $2000.00           | $1981.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $2000.00           | $2043.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.6720%  | N/A     | $11313401.00       | $10590111.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $2508.00           | $116.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $1011.00           | $148.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 6.6400%  | N/A     | $5001.00           | $92.67             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 6.6380%  | N/A     | $1010.00           | $7.25              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $2132120.00        | $2101762.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 6.7540%  | N/A     | $1652.00           | $54.01             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.3783%  | N/A     | $16557856.00       | $15774141.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 1.5000%  | N/A     | $801835.00         | $472240.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5940%  | N/A     | $1037.00           | $32.65             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.0000%  | N/A     | $1000.00           | $115.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.5000%  | N/A     | $4489.00           | $3443.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.5000%  | N/A     | $204459.00         | $209350.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 7.3640%  | N/A     | $1021.00           | $1.54              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.0000%  | N/A     | $52016.00          | $35929.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 6.6530%  | N/A     | $22494.00          | $23250.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 2.0000%  | N/A     | $1000.00           | $659.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $3000.00           | $2356.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $66000.00          | $40282.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 8.0000%  | N/A     | $2157.00           | $1.13              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | 6.6950%  | N/A     | $12789.00          | $20.47             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.0000%  | N/A     | $1000.00           | $566.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 5.2720%  | N/A     | $1132.00           | $707.53            | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $117218.00         | $120309.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-25      | 1.9560%  | N/A     | $1380800.00        | $1036323.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $43762.00          | $35637.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-25      | 5.0000%  | N/A     | $7801320.00        | $7627745.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.4070%  | N/A     | $81272.00          | $430.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 7.0000%  | N/A     | $1400000.00        | $5987.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.5000%  | N/A     | $12000.00          | $1570.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.0000%  | N/A     | $202992.00         | $30563.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.3883%  | N/A     | $11764024.00       | $10577605.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 6.5000%  | N/A     | $93663.00          | $30.26             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $98715.00          | $94688.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | 6.0000%  | N/A     | $5373.00           | $5460.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $14866656.00       | $14348262.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $6000000.00        | $5902408.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-25      | 3.6100%  | N/A     | $50000.00          | $42284.99          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-11-01      | 4.5300%  | N/A     | $50000.00          | $50472.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $1543595.00        | $1347524.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2110.00           | $2190.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $3000000.00        | $16877.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.8750%  | N/A     | $1831412.00        | $33451.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $5993219.00        | $6192024.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 3.0000%  | N/A     | $52007.00          | $36089.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $786000.00         | $669282.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 5.5000%  | N/A     | $1930.00           | $233.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-15      | 3.5000%  | N/A     | $1000.00           | $64.14             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 4.0000%  | N/A     | $49000000.00       | $13045856.94       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 6.0000%  | N/A     | $1000.00           | $101.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 2.7700%  | N/A     | $1000.00           | $755.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $9016446.00        | $517135.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $2118.00           | $2188.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 4.5000%  | N/A     | $2000.00           | $742.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 6.7500%  | N/A     | $2362.00           | $47.53             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $25000.00          | $855.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 3.0000%  | N/A     | $60000.00          | $12436.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.4500%  | N/A     | $3921.00           | $0.59              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-07-01      | 4.5000%  | N/A     | $1162.00           | $28.43             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $2000.00           | $1663.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.5000%  | N/A     | $3009.00           | $2368.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $2000.00           | $1617.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1865225.00        | $1752593.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 4.2540%  | N/A     | $2613692.00        | $1369.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 6.9960%  | N/A     | $3890.00           | $4059.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.3283%  | N/A     | $35981564.00       | $17505500.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $947.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 7.8780%  | N/A     | $1329.00           | $4.86              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.5000%  | N/A     | $1000.00           | $207.06            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $2002.00           | $2058.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5670%  | N/A     | $16626.00          | $76.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $1488178.00        | $282105.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.4383%  | N/A     | $30902600.00       | $30217008.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $6718554.00        | $1197442.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.0000%  | N/A     | $7692950.00        | $8471523.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.5000%  | N/A     | $1047.00           | $78.68             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 4.1980%  | N/A     | $194691072.00      | $27959.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $2000.00           | $492.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.5000%  | N/A     | $5120.00           | $5244.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $9493105.00        | $7169585.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $52000.00          | $36748.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2964573.00        | $2942184.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $193836.00         | $129091.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1007.00           | $1048.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.5230%  | N/A     | $9970284.00        | $31268.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 5.5700%  | N/A     | $3630000.00        | $3782921.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $554270.00         | $4016.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $2000.00           | $254.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-25      | 8.9706%  | N/A     | $81822.00          | $87149.73          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.5000%  | N/A     | $79000.00          | $35276.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $2000.00           | $143.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 6.8110%  | N/A     | $1100.00           | $15.41             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $479999.00         | $424979.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 7.2190%  | N/A     | $22995710.00       | $200924.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $908.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $1500000.00        | $43157.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 4.2430%  | N/A     | $67921.00          | $1606.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 4.7870%  | N/A     | $64314185.00       | $10771.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 7.5070%  | N/A     | $1003.00           | $7.21              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1024.00           | $870.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $6258288.00        | $5483107.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5783%  | N/A     | $40010037.00       | $22978608.99       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 6.3010%  | N/A     | $4226.00           | $60.39             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.3500%  | N/A     | $2000.00           | $1801.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.5000%  | N/A     | $8223320.00        | $5489094.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $2000.00           | $2096.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 6.3000%  | N/A     | $17273.00          | $141.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $1000.00           | $1051.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-20      | 6.5580%  | N/A     | $2468.00           | $255.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-25      | 1.5000%  | N/A     | $172000.00         | $73902.40          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-01-20      | 3.5000%  | N/A     | $1004.00           | $725.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.6330%  | N/A     | $1008.00           | $1021.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 6.0000%  | N/A     | $40000.00          | $5002.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.5000%  | N/A     | $1008.00           | $288.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $1684719.00        | $1010327.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-25      | 5.0000%  | N/A     | $9312.00           | $7721.86           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $13622957.00       | $13885763.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $191271.00         | $190909.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 4.2700%  | N/A     | $1000.00           | $925.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 4.7800%  | N/A     | $50000.00          | $49645.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.5000%  | N/A     | $58271.00          | $31571.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.0000%  | N/A     | $258224.00         | $165394.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 6.9450%  | N/A     | $20456.00          | $887.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2000.00           | $2086.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 2.5760%  | N/A     | $1442.00           | $192.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | 6.3750%  | N/A     | $7762.00           | $62.63             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 6.9010%  | N/A     | $6102.00           | $62.60             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 4.5000%  | N/A     | $1200.00           | $201.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $4042.00           | $1556.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.0000%  | N/A     | $134256.00         | $143670.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $200000.00         | $132248.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $89884436.00       | $59456200.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.5000%  | N/A     | $8947214.00        | $19719.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $444353.00         | $7091.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.8750%  | N/A     | $3221.00           | $75.82             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 6.9100%  | N/A     | $11634.00          | $87.66             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1006.00           | $1027.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 7.5190%  | N/A     | $2728.00           | $12.45             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | 2.0834%  | N/A     | $271448.00         | $232354.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 7.3640%  | N/A     | $53745848.00       | $3181221.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $3000.00           | $1845.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 6.8590%  | N/A     | $9227.00           | $53.00             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $15918375.00       | $12754415.13       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $584929.00         | $39183.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-25      | 5.5000%  | N/A     | $21041800.00       | $20677073.97       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.7800%  | N/A     | $150000.00         | $147562.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 1.7500%  | N/A     | $390227.00         | $332222.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-20      | 6.5000%  | N/A     | $255000.00         | $28141.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $2000.00           | $2026.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 5.0000%  | N/A     | $13000.00          | $3255.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $1069986.00        | $46269.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 3.0000%  | N/A     | $452000.00         | $154878.50         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2000.00           | $2046.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-25      | 3.3800%  | N/A     | $1250000.00        | $81914.86          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $95999.00          | $81118.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 7.0370%  | N/A     | $3421.00           | $32.77             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.5800%  | N/A     | $1000000.00        | $28189.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.5000%  | N/A     | $945020.00         | $399463.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $67560900.00       | $49363167.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-01      | 3.0800%  | N/A     | $30000.00          | $27540.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 4.5000%  | N/A     | $392550.00         | $235736.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $6822200.00        | $6854212.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.2283%  | N/A     | $6453900.00        | $4037304.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-02-15      | 5.5000%  | N/A     | $4000000.00        | $745275.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-01-25      | 2.3464%  | N/A     | $249000.00         | $180840.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $31608585.00       | $28521911.33       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $8799760.00        | $8207873.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 6.4580%  | N/A     | $3109.00           | $38.62             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | 4.5000%  | N/A     | $1095.00           | $46.90             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $2002.00           | $1106.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | 6.5000%  | N/A     | $1022.00           | $7.14              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 6.9550%  | N/A     | $163334.00         | $125182.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.3283%  | N/A     | $10777492.00       | $5243374.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.3283%  | N/A     | $19948165.00       | $13650551.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.3483%  | N/A     | $1000.00           | $863.98            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1158974.00        | $1176187.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.8220%  | N/A     | $15910223.00       | $15959570.26       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $13331.00          | $13623.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.0000%  | N/A     | $775000.00         | $59621.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $434216.00         | $446168.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.5000%  | N/A     | $1000.00           | $10.29             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 4.0000%  | N/A     | $2000.00           | $848.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $8.00              | $0.31              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-10-01      | 6.9140%  | N/A     | $1434.00           | $67.95             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $2085.00           | $1999.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 6.6730%  | N/A     | $1102.00           | $5.65              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $54342.00          | $42669.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 4.4980%  | N/A     | $1450000.00        | $23669.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $898574.00         | $278317.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $7046656.00        | $4248577.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $4759.00           | $4863.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.6120%  | N/A     | $1000.00           | $1012.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $500000.00         | $28894.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $1713845.00        | $1038724.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-11-20      | 5.8750%  | N/A     | $250000.00         | $5034.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-20      | 5.7500%  | N/A     | $1000000.00        | $52714.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | 4.0000%  | N/A     | $1000.00           | $82.86             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-10-25      | 3.5000%  | N/A     | $6782719.00        | $5347944.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-01      | 5.0000%  | N/A     | $112000.00         | $34342.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $3681384.00        | $3127560.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1016.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $104001.00         | $50867.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 7.1450%  | N/A     | $3161.00           | $4.35              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-20      | 4.7500%  | N/A     | $87241.00          | $2080.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-25      | 4.9764%  | N/A     | $69328707.00       | $673013.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-07-15      | 4.0000%  | N/A     | $1000.00           | $140.12            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.5000%  | N/A     | $633580.00         | $228883.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 3.4600%  | N/A     | $1000.00           | $882.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-15      | 4.5000%  | N/A     | $1824782.00        | $1662408.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $3634267.00        | $2982412.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-20      | 5.5000%  | N/A     | $1193120.00        | $923020.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.3970%  | N/A     | $137209.00         | $1.03              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $1092610.00        | $539046.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $33000.00          | $14659.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $497048.00         | $7709.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1483050.00        | $1426751.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $196919.00         | $202398.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.9880%  | N/A     | $39126.00          | $2741.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $98292.00          | $97122.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.5283%  | N/A     | $2148699.00        | $1334040.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5800%  | N/A     | $3001.00           | $2714.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.5000%  | N/A     | $1094.00           | $119.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 7.5750%  | N/A     | $3087.00           | $7.47              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-20      | 3.5000%  | N/A     | $232386.00         | $27343.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 4.6250%  | N/A     | $184648.00         | $66.31             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $8494033.00        | $9178950.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 7.1980%  | N/A     | $21955.00          | $112.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 7.5000%  | N/A     | $948997.00         | $7545.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | 2.0000%  | N/A     | $2940000.00        | $1791016.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-01-01      | 4.3850%  | N/A     | $700000.00         | $163.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 6.1470%  | N/A     | $1546.00           | $9.76              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $2003.00           | $2072.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.5000%  | N/A     | $2000.00           | $357.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 1.5300%  | N/A     | $75000.00          | $68453.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 5.5220%  | N/A     | $7927420.00        | $7508305.38        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $1000.00           | $737.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $16145.00          | $11487.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4383%  | N/A     | $2227537.00        | $1961548.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.6800%  | N/A     | $9621727.00        | $9604013.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 4.7200%  | N/A     | $1100.00           | $1111.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $2000.00           | $2087.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $1694352.00        | $5493.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 6.5000%  | N/A     | $1450000.00        | $8540.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $3526096.00        | $3289174.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $376998.00         | $71171.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5083%  | N/A     | $13042800.00       | $8703721.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-09-20      | 2.5000%  | N/A     | $3000.00           | $1156.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-25      | 1.6899%  | N/A     | $395000.00         | $325803.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.2630%  | N/A     | $3636.00           | $5.01              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-15      | 3.0000%  | N/A     | $1000.00           | $239.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 6.5000%  | N/A     | $684888.00         | $42461.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-15      | 0.0000%  | N/A     | $1000.00           | $549.99            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 7.6200%  | N/A     | $1877.00           | $14.63             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $187194.00         | $192316.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.5000%  | N/A     | $1227688.00        | $49118.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $1291000.00        | $281241.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2000.00           | $2105.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $2037.00           | $516.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | 3.0000%  | N/A     | $18000000.00       | $187124.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-15      | 4.0000%  | N/A     | $2018.00           | $205.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $1000.00           | $173.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 4.5000%  | N/A     | $4098.00           | $843.52            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-02-01      | 6.1630%  | N/A     | $7041862.00        | $46665.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $365823.00         | $294878.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 5.0000%  | N/A     | $460000.00         | $44073.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 7.3080%  | N/A     | $419931.00         | $254.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.5000%  | N/A     | $2023.00           | $264.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $554.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | 4.0000%  | N/A     | $25361.00          | $17366.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.2370%  | N/A     | $1760000.00        | $11653.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 7.4950%  | N/A     | $17402.00          | $236.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $2016.00           | $84.95             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.5000%  | N/A     | $1000.00           | $484.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 3.5000%  | N/A     | $1000.00           | $82.98             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $303404.00         | $166457.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $2000.00           | $1319.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $14187.00          | $10404.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 3.5000%  | N/A     | $2041719.00        | $218790.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-01      | 7.1650%  | N/A     | $3865.00           | $1.37              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 5.0000%  | N/A     | $2000.00           | $676.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 6.0000%  | N/A     | $157000.00         | $21508.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.5000%  | N/A     | $126408.00         | $129428.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $350000.00         | $275438.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.4650%  | N/A     | $248921.00         | $1186.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | 6.5890%  | N/A     | $24372.00          | $1212.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $1000.00           | $589.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 6.4330%  | N/A     | $50013319.00       | $85772.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $2000.00           | $961.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $725000.00         | $106255.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | 3.5000%  | N/A     | $43966.00          | $1510.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 4.4300%  | N/A     | $90000.00          | $89813.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.3400%  | N/A     | $3150.00           | $675.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $2000.00           | $1316.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $5713935.00        | $5097082.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.9740%  | N/A     | $4300.00           | $6.83              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $2000.00           | $1868.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.3650%  | N/A     | $5000000.00        | $33963.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 7.0000%  | N/A     | $1750000.00        | $40956.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $3417572.00        | $3466937.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 6.5000%  | N/A     | $2437.00           | $360.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.7220%  | N/A     | $320615.00         | $190311.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 2.5000%  | N/A     | $1259440.00        | $907554.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 5.0000%  | N/A     | $8952.00           | $4936.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 6.5000%  | N/A     | $284000.00         | $19327.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.6250%  | N/A     | $2399.00           | $65.88             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 5.0000%  | N/A     | $2004.00           | $769.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 5.0500%  | N/A     | $1000.00           | $999.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.5000%  | N/A     | $1000.00           | $202.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $2000.00           | $2056.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $494000.00         | $401515.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-25      | 4.9400%  | N/A     | $414803.00         | $425052.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-12-01      | 4.8960%  | N/A     | $7134.00           | $4.67              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1000.00           | $1022.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 4.5000%  | N/A     | $2149654.00        | $2150689.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 6.5000%  | N/A     | $14867.00          | $249.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $99000.00          | $93130.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.1200%  | N/A     | $1021.00           | $988.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4283%  | N/A     | $19244413.00       | $17236018.11       | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST II

**Date:** 2025-06-06

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

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

**Title of Signing Officer:** Treasurer