# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0001752724-25-185385
**Filing Date:** 2025-8
**Character Count:** 1716942
**Document Hash:** 0efe888cbbe80658d0d782129da07c3b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-185385.hdr.sgml**: 20250806

**ACCESSION NUMBER**: 0001752724-25-185385

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250806

**DATE AS OF CHANGE**: 20250806

**FILER**: 

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

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

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

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

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

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

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

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

## Series and Classes Contracts Data

### FEDFUND (Series ID: S000001475)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** FEDFUND

**LEI of Series:** 549300T8K043VZEOVK74

**EDGAR Series Identifier:** S000001475

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 44 days

- **WAL:** 101 days

- **Total Value of Portfolio Securities:** $177690840567.78

- **Amortized Cost of Portfolio Securities:** $177691939385.17

- **Cash:** $8703931563.97

- **Total Other Assets:** $368843167.41

- **Total Liabilities:** $3417196494.81

- **Net Assets of Series:** $183347517621.74

- **Number of Shares Outstanding (Series):** 183419830387.9900

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $144800868879.66          | $158066077605.45           | 76.9900%                  | 84.0400%                   |
| 2025-07-02 | $141802701406.28          | $154779041346.58           | 76.6900%                  | 83.7100%                   |
| 2025-07-03 | $144182810916.99          | $159566559887.80           | 75.8100%                  | 83.9000%                   |
| 2025-07-07 | $149168446646.30          | $161156266118.26           | 77.4300%                  | 83.6500%                   |
| 2025-07-08 | $143338871592.63          | $154873264538.48           | 76.9100%                  | 83.1000%                   |
| 2025-07-09 | $144353655851.45          | $154652865778.12           | 77.4900%                  | 83.0100%                   |
| 2025-07-10 | $142323982480.60          | $153858495189.51           | 76.7200%                  | 82.9400%                   |
| 2025-07-11 | $141478351509.64          | $153014101597.14           | 76.6100%                  | 82.8600%                   |
| 2025-07-14 | $142444156565.43          | $154300335141.01           | 76.7300%                  | 83.1200%                   |
| 2025-07-15 | $140892723873.45          | $153682437045.67           | 76.4600%                  | 83.4000%                   |
| 2025-07-16 | $140918506977.23          | $152951693808.77           | 76.5800%                  | 83.1200%                   |
| 2025-07-17 | $138539823490.23          | $151808395125.20           | 75.7600%                  | 83.0100%                   |
| 2025-07-18 | $138091705368.41          | $151041417615.37           | 75.8300%                  | 82.9400%                   |
| 2025-07-21 | $138196379511.98          | $150393173428.43           | 76.1600%                  | 82.8800%                   |
| 2025-07-22 | $139828125745.22          | $151546024777.06           | 76.5700%                  | 82.9900%                   |
| 2025-07-23 | $141948517960.32          | $152431220283.17           | 77.3600%                  | 83.0700%                   |
| 2025-07-24 | $141024944924.90          | $152742962932.83           | 76.7200%                  | 83.0900%                   |
| 2025-07-25 | $141063397588.82          | $152782796363.45           | 76.4500%                  | 82.8000%                   |
| 2025-07-28 | $141703865475.19          | $153423505870.40           | 76.5300%                  | 82.8500%                   |
| 2025-07-29 | $139912460391.97          | $151632428458.56           | 76.2900%                  | 82.6900%                   |
| 2025-07-30 | $143404169915.85          | $153888941726.01           | 77.2500%                  | 82.8900%                   |
| 2025-07-31 | $141927222938.78          | $153647205643.02           | 76.1200%                  | 82.4000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.4000%             |
| 2025-07-02 | 4.4100%             |
| 2025-07-03 | 4.4000%             |
| 2025-07-07 | 4.3900%             |
| 2025-07-08 | 4.3800%             |
| 2025-07-09 | 4.3800%             |
| 2025-07-10 | 4.3700%             |
| 2025-07-11 | 4.3700%             |
| 2025-07-14 | 4.3600%             |
| 2025-07-15 | 4.3600%             |
| 2025-07-16 | 4.3700%             |
| 2025-07-17 | 4.3700%             |
| 2025-07-18 | 4.3700%             |
| 2025-07-21 | 4.3700%             |
| 2025-07-22 | 4.3600%             |
| 2025-07-23 | 4.3600%             |
| 2025-07-24 | 4.3500%             |
| 2025-07-25 | 4.3600%             |
| 2025-07-28 | 4.3600%             |
| 2025-07-29 | 4.3700%             |
| 2025-07-30 | 4.3800%             |
| 2025-07-31 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 0.9996                      |
|  |  |
| 2025-07-02 | 0.9996                      |
|  |  |
| 2025-07-03 | 0.9997                      |
|  |  |
| 2025-07-07 | 0.9996                      |
|  |  |
| 2025-07-08 | 0.9996                      |
|  |  |
| 2025-07-09 | 0.9996                      |
|  |  |
| 2025-07-10 | 0.9996                      |
|  |  |
| 2025-07-11 | 0.9997                      |
|  |  |
| 2025-07-14 | 0.9996                      |
|  |  |
| 2025-07-15 | 0.9996                      |
|  |  |
| 2025-07-16 | 0.9996                      |
|  |  |
| 2025-07-17 | 0.9996                      |
|  |  |
| 2025-07-18 | 0.9997                      |
|  |  |
| 2025-07-21 | 0.9996                      |
|  |  |
| 2025-07-22 | 0.9996                      |
|  |  |
| 2025-07-23 | 0.9996                      |
|  |  |
| 2025-07-24 | 0.9996                      |
|  |  |
| 2025-07-25 | 0.9997                      |
|  |  |
| 2025-07-28 | 0.9996                      |
|  |  |
| 2025-07-29 | 0.9996                      |
|  |  |
| 2025-07-30 | 0.9996                      |
|  |  |
| 2025-07-31 | 0.9996                      |
|  |  |

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

### Class: Private Client

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $180600.56

- **Number of Shares Outstanding:** 180671.7100

- **Expense Reimbursement/Waiver:** 54.18

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9996          |
|  |  |
| 2025-07-02 | 0.9996          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $0.00                   |
| 2025-07-02 | $0.00                     | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $0.00                     | $0.00                   |
| 2025-07-09 | $0.00                     | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $0.00                     | $0.00                   |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $2294.10                  | $0.00                   |
| 2025-07-16 | $0.00                     | $0.00                   |
| 2025-07-17 | $0.00                     | $0.00                   |
| 2025-07-18 | $0.00                     | $0.00                   |
| 2025-07-21 | $418.33                   | $1588.73                |
| 2025-07-22 | $0.00                     | $0.00                   |
| 2025-07-23 | $266.35                   | $0.00                   |
| 2025-07-24 | $0.00                     | $0.00                   |
| 2025-07-25 | $0.00                     | $0.00                   |
| 2025-07-28 | $0.00                     | $0.00                   |
| 2025-07-29 | $0.00                     | $0.00                   |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $1574.04                  | $0.00                   |

**Total Gross Subscriptions (Month):** $4552.82

**Total Gross Redemptions (Month):** $1588.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.7200%           |
| 2025-07-02 | 3.7300%           |
| 2025-07-03 | 3.7200%           |
| 2025-07-07 | 3.7100%           |
| 2025-07-08 | 3.7000%           |
| 2025-07-09 | 3.7000%           |
| 2025-07-10 | 3.6900%           |
| 2025-07-11 | 3.6900%           |
| 2025-07-14 | 3.6800%           |
| 2025-07-15 | 3.6800%           |
| 2025-07-16 | 3.6900%           |
| 2025-07-17 | 3.6900%           |
| 2025-07-18 | 3.6900%           |
| 2025-07-21 | 3.6900%           |
| 2025-07-22 | 3.6800%           |
| 2025-07-23 | 3.6800%           |
| 2025-07-24 | 3.6700%           |
| 2025-07-25 | 3.6800%           |
| 2025-07-28 | 3.6800%           |
| 2025-07-29 | 3.6900%           |
| 2025-07-30 | 3.6900%           |
| 2025-07-31 | 3.7000%           |

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

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4337746976.77

- **Number of Shares Outstanding:** 4339458181.8900

- **Expense Reimbursement/Waiver:** 49595.30

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9996          |
|  |  |
| 2025-07-02 | 0.9996          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $59638016.40              | $55235391.80            |
| 2025-07-02 | $59345080.34              | $55100222.60            |
| 2025-07-03 | $95780970.02              | $1155338.15             |
| 2025-07-07 | $19369136.48              | $104920080.43           |
| 2025-07-08 | $37393201.47              | $16981786.21            |
| 2025-07-09 | $52574433.34              | $83133170.00            |
| 2025-07-10 | $41682828.45              | $25767132.07            |
| 2025-07-11 | $14043120.38              | $143476280.06           |
| 2025-07-14 | $7476977.37               | $8069178.78             |
| 2025-07-15 | $219084419.52             | $6021056.43             |
| 2025-07-16 | $122145477.03             | $178773105.85           |
| 2025-07-17 | $52451494.31              | $9907067.43             |
| 2025-07-18 | $22571376.48              | $54247850.18            |
| 2025-07-21 | $73763080.33              | $44853969.49            |
| 2025-07-22 | $54295600.70              | $12045437.87            |
| 2025-07-23 | $12032051.71              | $74808344.43            |
| 2025-07-24 | $24290826.07              | $46497549.75            |
| 2025-07-25 | $29601129.81              | $156125136.63           |
| 2025-07-28 | $90106500.11              | $91643856.06            |
| 2025-07-29 | $37540529.63              | $7424.80                |
| 2025-07-30 | $12337213.22              | $95044206.83            |
| 2025-07-31 | $45283014.01              | $47759572.90            |

**Total Gross Subscriptions (Month):** $1182806477.18

**Total Gross Redemptions (Month):** $1311573158.75

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.9800%           |
| 2025-07-02 | 3.9900%           |
| 2025-07-03 | 3.9800%           |
| 2025-07-07 | 3.9700%           |
| 2025-07-08 | 3.9600%           |
| 2025-07-09 | 3.9600%           |
| 2025-07-10 | 3.9500%           |
| 2025-07-11 | 3.9500%           |
| 2025-07-14 | 3.9400%           |
| 2025-07-15 | 3.9400%           |
| 2025-07-16 | 3.9500%           |
| 2025-07-17 | 3.9500%           |
| 2025-07-18 | 3.9500%           |
| 2025-07-21 | 3.9500%           |
| 2025-07-22 | 3.9400%           |
| 2025-07-23 | 3.9400%           |
| 2025-07-24 | 3.9300%           |
| 2025-07-25 | 3.9400%           |
| 2025-07-28 | 3.9400%           |
| 2025-07-29 | 3.9500%           |
| 2025-07-30 | 3.9600%           |
| 2025-07-31 | 3.9600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 13.9600%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.6000%         | 0.0000%              |
| Broker-dealer                                       |  | 10.4600%         | 0.0000%              |
| Depository institution or other banking institution |  | 46.6600%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $336555307.63

- **Number of Shares Outstanding:** 336688267.2000

- **Expense Reimbursement/Waiver:** 3688.69

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9996          |
|  |  |
| 2025-07-02 | 0.9996          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $5323413.85               | $1572884.02             |
| 2025-07-02 | $2881231.90               | $2017484.93             |
| 2025-07-03 | $2003957.11               | $782468.90              |
| 2025-07-07 | $3552077.56               | $1264907.85             |
| 2025-07-08 | $10343875.64              | $1379548.02             |
| 2025-07-09 | $5375912.47               | $6065784.36             |
| 2025-07-10 | $2236250.48               | $3770938.71             |
| 2025-07-11 | $1756148.47               | $2734943.15             |
| 2025-07-14 | $4327007.02               | $3684805.47             |
| 2025-07-15 | $1204599.73               | $1770129.39             |
| 2025-07-16 | $4350830.56               | $2607329.01             |
| 2025-07-17 | $5373791.85               | $5462738.12             |
| 2025-07-18 | $7031046.37               | $4637100.83             |
| 2025-07-21 | $1948655.11               | $5432646.77             |
| 2025-07-22 | $2892263.72               | $2621523.79             |
| 2025-07-23 | $2513512.30               | $1751050.16             |
| 2025-07-24 | $2704231.05               | $2272745.15             |
| 2025-07-25 | $3912178.67               | $4838165.29             |
| 2025-07-28 | $6859613.85               | $3519899.82             |
| 2025-07-29 | $2917940.80               | $2200740.60             |
| 2025-07-30 | $2942646.06               | $3071495.68             |
| 2025-07-31 | $4496572.43               | $5236996.64             |

**Total Gross Subscriptions (Month):** $86947757.00

**Total Gross Redemptions (Month):** $68696326.66

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1800%           |
| 2025-07-02 | 4.1900%           |
| 2025-07-03 | 4.1800%           |
| 2025-07-07 | 4.1700%           |
| 2025-07-08 | 4.1600%           |
| 2025-07-09 | 4.1600%           |
| 2025-07-10 | 4.1500%           |
| 2025-07-11 | 4.1500%           |
| 2025-07-14 | 4.1400%           |
| 2025-07-15 | 4.1400%           |
| 2025-07-16 | 4.1500%           |
| 2025-07-17 | 4.1500%           |
| 2025-07-18 | 4.1500%           |
| 2025-07-21 | 4.1500%           |
| 2025-07-22 | 4.1400%           |
| 2025-07-23 | 4.1400%           |
| 2025-07-24 | 4.1300%           |
| 2025-07-25 | 4.1400%           |
| 2025-07-28 | 4.1400%           |
| 2025-07-29 | 4.1500%           |
| 2025-07-30 | 4.1600%           |
| 2025-07-31 | 4.1600%           |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $22816982.63

- **Number of Shares Outstanding:** 22825535.8800

- **Expense Reimbursement/Waiver:** 246.13

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9997          |
|  |  |
| 2025-07-02 | 0.9997          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $2000000.03               | $0.00                   |
| 2025-07-02 | $3000000.00               | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $0.00                     | $500000.00              |
| 2025-07-09 | $0.00                     | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $0.00                     | $0.00                   |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $0.00                     | $0.00                   |
| 2025-07-16 | $0.00                     | $1500000.00             |
| 2025-07-17 | $0.00                     | $2800000.00             |
| 2025-07-18 | $3500000.00               | $0.00                   |
| 2025-07-21 | $0.00                     | $0.00                   |
| 2025-07-22 | $0.00                     | $0.00                   |
| 2025-07-23 | $0.00                     | $0.00                   |
| 2025-07-24 | $0.00                     | $3000000.00             |
| 2025-07-25 | $1800000.00               | $0.00                   |
| 2025-07-28 | $2000000.00               | $0.00                   |
| 2025-07-29 | $0.00                     | $0.00                   |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $79157.13                 | $0.00                   |

**Total Gross Subscriptions (Month):** $12379157.16

**Total Gross Redemptions (Month):** $7800000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2300%           |
| 2025-07-02 | 4.2400%           |
| 2025-07-03 | 4.2300%           |
| 2025-07-07 | 4.2200%           |
| 2025-07-08 | 4.2100%           |
| 2025-07-09 | 4.2100%           |
| 2025-07-10 | 4.2000%           |
| 2025-07-11 | 4.2000%           |
| 2025-07-14 | 4.1900%           |
| 2025-07-15 | 4.1900%           |
| 2025-07-16 | 4.2000%           |
| 2025-07-17 | 4.2000%           |
| 2025-07-18 | 4.2000%           |
| 2025-07-21 | 4.2000%           |
| 2025-07-22 | 4.1900%           |
| 2025-07-23 | 4.1900%           |
| 2025-07-24 | 4.1800%           |
| 2025-07-25 | 4.1900%           |
| 2025-07-28 | 4.1900%           |
| 2025-07-29 | 4.2000%           |
| 2025-07-30 | 4.2100%           |
| 2025-07-31 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 55.9800%         | 0.0000%              |
| Depository institution or other banking institution |  | 44.0200%         | 0.0000%              |

### Class: Penserra Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $2103193.34

- **Number of Shares Outstanding:** 2104024.6100

- **Expense Reimbursement/Waiver:** 53.31

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9996          |
|  |  |
| 2025-07-02 | 0.9996          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $0.00                   |
| 2025-07-02 | $0.00                     | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $0.00                     | $0.00                   |
| 2025-07-09 | $0.00                     | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $0.00                     | $0.00                   |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $0.00                     | $0.00                   |
| 2025-07-16 | $0.00                     | $0.00                   |
| 2025-07-17 | $0.00                     | $0.00                   |
| 2025-07-18 | $0.00                     | $0.00                   |
| 2025-07-21 | $0.00                     | $0.00                   |
| 2025-07-22 | $0.00                     | $0.00                   |
| 2025-07-23 | $0.00                     | $0.00                   |
| 2025-07-24 | $0.00                     | $0.00                   |
| 2025-07-25 | $0.00                     | $0.00                   |
| 2025-07-28 | $0.00                     | $0.00                   |
| 2025-07-29 | $0.00                     | $3000000.00             |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $371.18                   | $0.00                   |

**Total Gross Subscriptions (Month):** $371.18

**Total Gross Redemptions (Month):** $3000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2300%           |
| 2025-07-02 | 4.2400%           |
| 2025-07-03 | 4.2300%           |
| 2025-07-07 | 4.2200%           |
| 2025-07-08 | 4.2100%           |
| 2025-07-09 | 4.2100%           |
| 2025-07-10 | 4.2000%           |
| 2025-07-11 | 4.2000%           |
| 2025-07-14 | 4.1900%           |
| 2025-07-15 | 4.1900%           |
| 2025-07-16 | 4.2000%           |
| 2025-07-17 | 4.2000%           |
| 2025-07-18 | 4.2000%           |
| 2025-07-21 | 4.2000%           |
| 2025-07-22 | 4.1900%           |
| 2025-07-23 | 4.1900%           |
| 2025-07-24 | 4.1800%           |
| 2025-07-25 | 4.1900%           |
| 2025-07-28 | 4.1900%           |
| 2025-07-29 | 4.2000%           |
| 2025-07-30 | 4.2100%           |
| 2025-07-31 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 95.0400%         | 0.0000%              |

### Class: Great Pacific Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $51991.73

- **Number of Shares Outstanding:** 52012.2900

- **Expense Reimbursement/Waiver:** 0.62

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9996          |
|  |  |
| 2025-07-02 | 0.9996          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $0.00                   |
| 2025-07-02 | $0.00                     | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $0.00                     | $0.00                   |
| 2025-07-09 | $0.00                     | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $0.00                     | $0.00                   |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $0.00                     | $0.00                   |
| 2025-07-16 | $0.00                     | $0.00                   |
| 2025-07-17 | $0.00                     | $0.00                   |
| 2025-07-18 | $0.00                     | $0.00                   |
| 2025-07-21 | $0.00                     | $0.00                   |
| 2025-07-22 | $0.00                     | $0.00                   |
| 2025-07-23 | $0.00                     | $0.00                   |
| 2025-07-24 | $0.00                     | $0.00                   |
| 2025-07-25 | $0.00                     | $0.00                   |
| 2025-07-28 | $0.00                     | $0.00                   |
| 2025-07-29 | $0.00                     | $0.00                   |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $185.78                   | $0.00                   |

**Total Gross Subscriptions (Month):** $185.78

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2300%           |
| 2025-07-02 | 4.2400%           |
| 2025-07-03 | 4.2300%           |
| 2025-07-07 | 4.2200%           |
| 2025-07-08 | 4.2100%           |
| 2025-07-09 | 4.2100%           |
| 2025-07-10 | 4.2100%           |
| 2025-07-11 | 4.2000%           |
| 2025-07-14 | 4.2000%           |
| 2025-07-15 | 4.2000%           |
| 2025-07-16 | 4.2000%           |
| 2025-07-17 | 4.2000%           |
| 2025-07-18 | 4.2000%           |
| 2025-07-21 | 4.2000%           |
| 2025-07-22 | 4.2000%           |
| 2025-07-23 | 4.1900%           |
| 2025-07-24 | 4.1900%           |
| 2025-07-25 | 4.1900%           |
| 2025-07-28 | 4.2000%           |
| 2025-07-29 | 4.2100%           |
| 2025-07-30 | 4.2100%           |
| 2025-07-31 | 4.2200%           |

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

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $7647200764.07

- **Number of Shares Outstanding:** 7650216539.0400

- **Expense Reimbursement/Waiver:** 85977.03

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9996          |
|  |  |
| 2025-07-02 | 0.9996          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $124468740.26             | $153818569.50           |
| 2025-07-02 | $44446052.18              | $100009812.11           |
| 2025-07-03 | $165537556.59             | $24499746.10            |
| 2025-07-07 | $154778.53                | $31990906.46            |
| 2025-07-08 | $45430621.40              | $167918.10              |
| 2025-07-09 | $149149659.50             | $1025111.40             |
| 2025-07-10 | $1433040.48               | $86647915.43            |
| 2025-07-11 | $24699611.15              | $38627391.02            |
| 2025-07-14 | $19024.20                 | $148527006.61           |
| 2025-07-15 | $1368294.06               | $77538037.97            |
| 2025-07-16 | $118263363.09             | $190494.78              |
| 2025-07-17 | $26119826.33              | $52834426.83            |
| 2025-07-18 | $188295.37                | $82893716.23            |
| 2025-07-21 | $916474.91                | $153810143.92           |
| 2025-07-22 | $72429450.43              | $1894082.54             |
| 2025-07-23 | $35361036.27              | $59072.66               |
| 2025-07-24 | $10585190.27              | $13821793.28            |
| 2025-07-25 | $31514332.10              | $5391985.02             |
| 2025-07-28 | $82584679.11              | $23250.01               |
| 2025-07-29 | $13730523.00              | $43410.21               |
| 2025-07-30 | $5015685.30               | $132241821.76           |
| 2025-07-31 | $39575207.97              | $19332869.68            |

**Total Gross Subscriptions (Month):** $992991442.50

**Total Gross Redemptions (Month):** $1125389481.62

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1300%           |
| 2025-07-02 | 4.1400%           |
| 2025-07-03 | 4.1300%           |
| 2025-07-07 | 4.1200%           |
| 2025-07-08 | 4.1100%           |
| 2025-07-09 | 4.1100%           |
| 2025-07-10 | 4.1000%           |
| 2025-07-11 | 4.1000%           |
| 2025-07-14 | 4.0900%           |
| 2025-07-15 | 4.0900%           |
| 2025-07-16 | 4.1000%           |
| 2025-07-17 | 4.1000%           |
| 2025-07-18 | 4.1000%           |
| 2025-07-21 | 4.1000%           |
| 2025-07-22 | 4.0900%           |
| 2025-07-23 | 4.0900%           |
| 2025-07-24 | 4.0800%           |
| 2025-07-25 | 4.0900%           |
| 2025-07-28 | 4.0900%           |
| 2025-07-29 | 4.1000%           |
| 2025-07-30 | 4.1100%           |
| 2025-07-31 | 4.1100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 58.7900%         | 0.0000%              |
| Depository institution or other banking institution |  | 38.6100%         | 0.0000%              |

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $119077663.91

- **Number of Shares Outstanding:** 119124495.2100

- **Expense Reimbursement/Waiver:** 1474.52

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9996          |
|  |  |
| 2025-07-02 | 0.9996          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $1830108.00               | $0.00                   |
| 2025-07-02 | $0.00                     | $37680179.00            |
| 2025-07-03 | $137628.00                | $0.00                   |
| 2025-07-07 | $2266205.00               | $0.00                   |
| 2025-07-08 | $2702237.00               | $0.00                   |
| 2025-07-09 | $3037946.00               | $0.00                   |
| 2025-07-10 | $784955.00                | $0.00                   |
| 2025-07-11 | $1779117.00               | $0.00                   |
| 2025-07-14 | $522797.00                | $0.00                   |
| 2025-07-15 | $2567494.00               | $0.00                   |
| 2025-07-16 | $0.00                     | $1504188.00             |
| 2025-07-17 | $0.00                     | $3018565.00             |
| 2025-07-18 | $0.00                     | $24927436.00            |
| 2025-07-21 | $0.00                     | $509808.00              |
| 2025-07-22 | $1112441.00               | $0.00                   |
| 2025-07-23 | $1816027.00               | $0.00                   |
| 2025-07-24 | $1312214.00               | $0.00                   |
| 2025-07-25 | $2569556.00               | $0.00                   |
| 2025-07-28 | $0.00                     | $2758996.00             |
| 2025-07-29 | $0.00                     | $3000000.00             |
| 2025-07-30 | $0.00                     | $2326427.00             |
| 2025-07-31 | $3241351.01               | $0.00                   |

**Total Gross Subscriptions (Month):** $25680076.01

**Total Gross Redemptions (Month):** $75725599.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2300%           |
| 2025-07-02 | 4.2400%           |
| 2025-07-03 | 4.2300%           |
| 2025-07-07 | 4.2200%           |
| 2025-07-08 | 4.2100%           |
| 2025-07-09 | 4.2100%           |
| 2025-07-10 | 4.2000%           |
| 2025-07-11 | 4.2000%           |
| 2025-07-14 | 4.1900%           |
| 2025-07-15 | 4.1900%           |
| 2025-07-16 | 4.2000%           |
| 2025-07-17 | 4.2000%           |
| 2025-07-18 | 4.2000%           |
| 2025-07-21 | 4.2000%           |
| 2025-07-22 | 4.1900%           |
| 2025-07-23 | 4.1900%           |
| 2025-07-24 | 4.1800%           |
| 2025-07-25 | 4.1900%           |
| 2025-07-28 | 4.1900%           |
| 2025-07-29 | 4.2000%           |
| 2025-07-30 | 4.2100%           |
| 2025-07-31 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 77.2400%         | 0.0000%              |
| Depository institution or other banking institution |  | 20.9200%         | 0.0000%              |

### Class: WestCap Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $54806946.87

- **Number of Shares Outstanding:** 54828537.2300

- **Expense Reimbursement/Waiver:** 629.14

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9996          |
|  |  |
| 2025-07-02 | 0.9996          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $100000.00              |
| 2025-07-02 | $0.00                     | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $0.00                     | $100000.00              |
| 2025-07-09 | $0.00                     | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $0.00                     | $1800000.00             |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $810000.00                | $0.00                   |
| 2025-07-16 | $0.00                     | $0.00                   |
| 2025-07-17 | $0.00                     | $0.00                   |
| 2025-07-18 | $0.00                     | $0.00                   |
| 2025-07-21 | $0.00                     | $0.00                   |
| 2025-07-22 | $0.00                     | $200000.00              |
| 2025-07-23 | $0.00                     | $0.00                   |
| 2025-07-24 | $0.00                     | $0.00                   |
| 2025-07-25 | $0.00                     | $0.00                   |
| 2025-07-28 | $0.00                     | $0.00                   |
| 2025-07-29 | $0.00                     | $1100000.00             |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $200515.71                | $0.00                   |

**Total Gross Subscriptions (Month):** $1010515.71

**Total Gross Redemptions (Month):** $3300000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2300%           |
| 2025-07-02 | 4.2400%           |
| 2025-07-03 | 4.2300%           |
| 2025-07-07 | 4.2200%           |
| 2025-07-08 | 4.2100%           |
| 2025-07-09 | 4.2100%           |
| 2025-07-10 | 4.2000%           |
| 2025-07-11 | 4.2000%           |
| 2025-07-14 | 4.1900%           |
| 2025-07-15 | 4.1900%           |
| 2025-07-16 | 4.2000%           |
| 2025-07-17 | 4.2000%           |
| 2025-07-18 | 4.2000%           |
| 2025-07-21 | 4.2000%           |
| 2025-07-22 | 4.1900%           |
| 2025-07-23 | 4.1900%           |
| 2025-07-24 | 4.1800%           |
| 2025-07-25 | 4.1900%           |
| 2025-07-28 | 4.1900%           |
| 2025-07-29 | 4.2000%           |
| 2025-07-30 | 4.2100%           |
| 2025-07-31 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 47.8500%         | 0.0000%              |
| Non-financial corporation |  | 46.5100%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $672250253.62

- **Number of Shares Outstanding:** 672515457.3900

- **Expense Reimbursement/Waiver:** 7452.96

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9996          |
|  |  |
| 2025-07-02 | 0.9996          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $429607.18                | $33695.98               |
| 2025-07-02 | $514738.52                | $92964.20               |
| 2025-07-03 | $95940.23                 | $1153350.38             |
| 2025-07-07 | $135069.46                | $64748.11               |
| 2025-07-08 | $71502.21                 | $741102.02              |
| 2025-07-09 | $35696.72                 | $1949187.18             |
| 2025-07-10 | $1551707.17               | $1056755.39             |
| 2025-07-11 | $116626.30                | $40084.89               |
| 2025-07-14 | $378253.69                | $1516436.51             |
| 2025-07-15 | $153956.73                | $162072.43              |
| 2025-07-16 | $340365.20                | $125743.97              |
| 2025-07-17 | $168675.58                | $122799.00              |
| 2025-07-18 | $916028.09                | $17752.58               |
| 2025-07-21 | $54633.93                 | $4425612.14             |
| 2025-07-22 | $7756568.61               | $134923.05              |
| 2025-07-23 | $127300.04                | $1534520.72             |
| 2025-07-24 | $66588.31                 | $33766.51               |
| 2025-07-25 | $38091.47                 | $467559.26              |
| 2025-07-28 | $177357.33                | $3161031.70             |
| 2025-07-29 | $2136639.93               | $548212.84              |
| 2025-07-30 | $64975.54                 | $411919.26              |
| 2025-07-31 | $2163110.81               | $239583.04              |

**Total Gross Subscriptions (Month):** $17493433.05

**Total Gross Redemptions (Month):** $18033821.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.7400%           |
| 2025-07-02 | 3.7400%           |
| 2025-07-03 | 3.7400%           |
| 2025-07-07 | 3.7200%           |
| 2025-07-08 | 3.7100%           |
| 2025-07-09 | 3.7100%           |
| 2025-07-10 | 3.7100%           |
| 2025-07-11 | 3.7000%           |
| 2025-07-14 | 3.7000%           |
| 2025-07-15 | 3.7000%           |
| 2025-07-16 | 3.7000%           |
| 2025-07-17 | 3.7000%           |
| 2025-07-18 | 3.7000%           |
| 2025-07-21 | 3.7000%           |
| 2025-07-22 | 3.7000%           |
| 2025-07-23 | 3.6900%           |
| 2025-07-24 | 3.6900%           |
| 2025-07-25 | 3.6900%           |
| 2025-07-28 | 3.7000%           |
| 2025-07-29 | 3.7000%           |
| 2025-07-30 | 3.7100%           |
| 2025-07-31 | 3.7100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 11.1900%         | 0.0000%              |
| Non-financial corporation |  | 7.4500%          | 0.0000%              |
| Non-financial corporation |  | 79.9500%         | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $1452835027.21

- **Number of Shares Outstanding:** 1453404520.7700

- **Expense Reimbursement/Waiver:** 20299.38

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9996          |
|  |  |
| 2025-07-02 | 0.9996          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $240000000.00             | $100000000.00           |
| 2025-07-02 | $163000000.00             | $0.00                   |
| 2025-07-03 | $0.00                     | $306500000.00           |
| 2025-07-07 | $722250000.00             | $0.00                   |
| 2025-07-08 | $47250000.00              | $0.00                   |
| 2025-07-09 | $0.00                     | $17500000.00            |
| 2025-07-10 | $0.00                     | $77500000.00            |
| 2025-07-11 | $179419317.50             | $0.00                   |
| 2025-07-14 | $37500000.00              | $0.00                   |
| 2025-07-15 | $0.00                     | $152686908.84           |
| 2025-07-16 | $67000000.00              | $0.00                   |
| 2025-07-17 | $0.00                     | $127500000.00           |
| 2025-07-18 | $0.00                     | $257250000.00           |
| 2025-07-21 | $0.00                     | $133250000.00           |
| 2025-07-22 | $0.00                     | $246500000.00           |
| 2025-07-23 | $0.00                     | $35000000.00            |
| 2025-07-24 | $452250000.00             | $0.00                   |
| 2025-07-25 | $0.00                     | $122500000.00           |
| 2025-07-28 | $0.00                     | $162500000.00           |
| 2025-07-29 | $56250000.00              | $200000000.00           |
| 2025-07-30 | $0.00                     | $115000000.00           |
| 2025-07-31 | $103105201.59             | $0.00                   |

**Total Gross Subscriptions (Month):** $2068024519.09

**Total Gross Redemptions (Month):** $2053686908.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2300%           |
| 2025-07-02 | 4.2400%           |
| 2025-07-03 | 4.2300%           |
| 2025-07-07 | 4.2200%           |
| 2025-07-08 | 4.2100%           |
| 2025-07-09 | 4.2100%           |
| 2025-07-10 | 4.2000%           |
| 2025-07-11 | 4.2000%           |
| 2025-07-14 | 4.1900%           |
| 2025-07-15 | 4.1900%           |
| 2025-07-16 | 4.2000%           |
| 2025-07-17 | 4.2000%           |
| 2025-07-18 | 4.2000%           |
| 2025-07-21 | 4.2000%           |
| 2025-07-22 | 4.1900%           |
| 2025-07-23 | 4.1900%           |
| 2025-07-24 | 4.1800%           |
| 2025-07-25 | 4.1900%           |
| 2025-07-28 | 4.1900%           |
| 2025-07-29 | 4.2000%           |
| 2025-07-30 | 4.2100%           |
| 2025-07-31 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 27.4600%         | 0.0000%              |
| Depository institution or other banking institution |  | 27.4600%         | 0.0000%              |
| Depository institution or other banking institution |  | 39.3300%         | 0.0000%              |

### Class: Select

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $394654134.27

- **Number of Shares Outstanding:** 394809856.9700

- **Expense Reimbursement/Waiver:** 10684.80

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9996          |
|  |  |
| 2025-07-02 | 0.9996          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $4222013.46             |
| 2025-07-02 | $7973285.90               | $0.00                   |
| 2025-07-03 | $4278319.06               | $0.00                   |
| 2025-07-07 | $424321.53                | $0.00                   |
| 2025-07-08 | $1052496.69               | $0.00                   |
| 2025-07-09 | $1190879.23               | $0.00                   |
| 2025-07-10 | $14318200.45              | $0.00                   |
| 2025-07-11 | $614.37                   | $3636325.04             |
| 2025-07-14 | $596.00                   | $704828.53              |
| 2025-07-15 | $0.00                     | $3341872.92             |
| 2025-07-16 | $38.24                    | $13050435.00            |
| 2025-07-17 | $0.00                     | $342058.28              |
| 2025-07-18 | $3793.07                  | $220630.38              |
| 2025-07-21 | $45440.00                 | $2723699.09             |
| 2025-07-22 | $2528323.29               | $0.00                   |
| 2025-07-23 | $225835.58                | $30.02                  |
| 2025-07-24 | $0.00                     | $1228574.68             |
| 2025-07-25 | $1421336.18               | $45440.00               |
| 2025-07-28 | $0.00                     | $1212780.70             |
| 2025-07-29 | $10000331.84              | $0.00                   |
| 2025-07-30 | $1358403.59               | $7.10                   |
| 2025-07-31 | $9846583.64               | $0.00                   |

**Total Gross Subscriptions (Month):** $54668798.66

**Total Gross Redemptions (Month):** $30728695.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.4000%           |
| 2025-07-02 | 3.4100%           |
| 2025-07-03 | 3.4000%           |
| 2025-07-07 | 3.3900%           |
| 2025-07-08 | 3.3800%           |
| 2025-07-09 | 3.3800%           |
| 2025-07-10 | 3.3700%           |
| 2025-07-11 | 3.3700%           |
| 2025-07-14 | 3.3600%           |
| 2025-07-15 | 3.3600%           |
| 2025-07-16 | 3.3700%           |
| 2025-07-17 | 3.3700%           |
| 2025-07-18 | 3.3700%           |
| 2025-07-21 | 3.3700%           |
| 2025-07-22 | 3.3600%           |
| 2025-07-23 | 3.3600%           |
| 2025-07-24 | 3.3500%           |
| 2025-07-25 | 3.3600%           |
| 2025-07-28 | 3.3600%           |
| 2025-07-29 | 3.3700%           |
| 2025-07-30 | 3.3800%           |
| 2025-07-31 | 3.3800%           |

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

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3525698362.25

- **Number of Shares Outstanding:** 3527091010.7100

- **Expense Reimbursement/Waiver:** 39443.16

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9996          |
|  |  |
| 2025-07-02 | 0.9996          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $82645832.61              | $36100756.06            |
| 2025-07-02 | $11478892.62              | $7265575.86             |
| 2025-07-03 | $3965207.96               | $13973753.02            |
| 2025-07-07 | $12744524.24              | $6744207.94             |
| 2025-07-08 | $6459626.81               | $40846887.05            |
| 2025-07-09 | $6268390.95               | $6162989.82             |
| 2025-07-10 | $3185054.16               | $20657880.97            |
| 2025-07-11 | $9332050.72               | $4402571.36             |
| 2025-07-14 | $6777843.92               | $12409719.53            |
| 2025-07-15 | $4265914.07               | $6264553.26             |
| 2025-07-16 | $6845952.33               | $6034428.46             |
| 2025-07-17 | $4140802.84               | $10211095.04            |
| 2025-07-18 | $5655716.84               | $9698982.93             |
| 2025-07-21 | $5177743.51               | $18047098.92            |
| 2025-07-22 | $4519865.21               | $4172946.71             |
| 2025-07-23 | $5202394.15               | $4488699.24             |
| 2025-07-24 | $25108313.58              | $6636913.94             |
| 2025-07-25 | $4670515.04               | $5313401.65             |
| 2025-07-28 | $6243740.30               | $23217134.14            |
| 2025-07-29 | $8641481.52               | $5154451.40             |
| 2025-07-30 | $3588297.03               | $13657857.66            |
| 2025-07-31 | $24538255.66              | $6384470.40             |

**Total Gross Subscriptions (Month):** $251456416.07

**Total Gross Redemptions (Month):** $267846375.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2300%           |
| 2025-07-02 | 4.2400%           |
| 2025-07-03 | 4.2300%           |
| 2025-07-07 | 4.2200%           |
| 2025-07-08 | 4.2100%           |
| 2025-07-09 | 4.2100%           |
| 2025-07-10 | 4.2000%           |
| 2025-07-11 | 4.2000%           |
| 2025-07-14 | 4.1900%           |
| 2025-07-15 | 4.1900%           |
| 2025-07-16 | 4.2000%           |
| 2025-07-17 | 4.2000%           |
| 2025-07-18 | 4.2000%           |
| 2025-07-21 | 4.2000%           |
| 2025-07-22 | 4.1900%           |
| 2025-07-23 | 4.1900%           |
| 2025-07-24 | 4.1800%           |
| 2025-07-25 | 4.1900%           |
| 2025-07-28 | 4.1900%           |
| 2025-07-29 | 4.2000%           |
| 2025-07-30 | 4.2100%           |
| 2025-07-31 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 11.0900%         | 0.0000%              |
| Broker-dealer |  | 88.3700%         | 0.0000%              |

### Class: Cash Reserve

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4415665550.15

- **Number of Shares Outstanding:** 4417407825.0800

- **Expense Reimbursement/Waiver:** 49011.74

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9996          |
|  |  |
| 2025-07-02 | 0.9996          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $267825527.50             | $253788167.10           |
| 2025-07-02 | $335072213.46             | $268389126.51           |
| 2025-07-03 | $421011303.88             | $316502835.00           |
| 2025-07-07 | $405838981.54             | $405266928.15           |
| 2025-07-08 | $224204162.01             | $235074398.00           |
| 2025-07-09 | $208227619.02             | $264413834.73           |
| 2025-07-10 | $474209304.30             | $365887595.79           |
| 2025-07-11 | $307361283.22             | $283020042.00           |
| 2025-07-14 | $205706319.67             | $207538713.71           |
| 2025-07-15 | $162968981.56             | $192596562.51           |
| 2025-07-16 | $320006986.60             | $325839946.38           |
| 2025-07-17 | $182603431.38             | $304906376.69           |
| 2025-07-18 | $185728017.45             | $166494317.84           |
| 2025-07-21 | $155460842.49             | $140201191.96           |
| 2025-07-22 | $180532376.96             | $171943026.00           |
| 2025-07-23 | $198458508.67             | $170728853.00           |
| 2025-07-24 | $145081259.20             | $213379792.04           |
| 2025-07-25 | $206458243.05             | $176334968.22           |
| 2025-07-28 | $218428619.94             | $178467276.00           |
| 2025-07-29 | $235322272.31             | $250089186.72           |
| 2025-07-30 | $234026852.97             | $161360105.73           |
| 2025-07-31 | $148020082.31             | $219926284.96           |

**Total Gross Subscriptions (Month):** $5422553189.49

**Total Gross Redemptions (Month):** $5272149529.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.8300%           |
| 2025-07-02 | 3.8400%           |
| 2025-07-03 | 3.8300%           |
| 2025-07-07 | 3.8200%           |
| 2025-07-08 | 3.8100%           |
| 2025-07-09 | 3.8100%           |
| 2025-07-10 | 3.8000%           |
| 2025-07-11 | 3.8000%           |
| 2025-07-14 | 3.7900%           |
| 2025-07-15 | 3.7900%           |
| 2025-07-16 | 3.8000%           |
| 2025-07-17 | 3.8000%           |
| 2025-07-18 | 3.8000%           |
| 2025-07-21 | 3.8000%           |
| 2025-07-22 | 3.7900%           |
| 2025-07-23 | 3.7900%           |
| 2025-07-24 | 3.7800%           |
| 2025-07-25 | 3.7900%           |
| 2025-07-28 | 3.7900%           |
| 2025-07-29 | 3.8000%           |
| 2025-07-30 | 3.8100%           |
| 2025-07-31 | 3.8100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.2500%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $160365873866.73

- **Number of Shares Outstanding:** 160429123452.0100

- **Expense Reimbursement/Waiver:** 1761727.73

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9996          |
|  |  |
| 2025-07-02 | 0.9996          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9996          |
|  |  |
| 2025-07-08 | 0.9996          |
|  |  |
| 2025-07-09 | 0.9996          |
|  |  |
| 2025-07-10 | 0.9996          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9996          |
|  |  |
| 2025-07-16 | 0.9996          |
|  |  |
| 2025-07-17 | 0.9996          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9996          |
|  |  |
| 2025-07-22 | 0.9996          |
|  |  |
| 2025-07-23 | 0.9996          |
|  |  |
| 2025-07-24 | 0.9996          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9996          |
|  |  |
| 2025-07-29 | 0.9996          |
|  |  |
| 2025-07-30 | 0.9996          |
|  |  |
| 2025-07-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $8886520492.81            | $5340606881.99          |
| 2025-07-02 | $3303244268.94            | $7256705957.42          |
| 2025-07-03 | $4350243998.66            | $2037978828.22          |
| 2025-07-07 | $3087069236.55            | $4177160573.27          |
| 2025-07-08 | $2983711621.69            | $3019222161.77          |
| 2025-07-09 | $2306211650.26            | $3853039886.20          |
| 2025-07-10 | $4457748007.90            | $3186781289.68          |
| 2025-07-11 | $2070687083.52            | $2862151643.63          |
| 2025-07-14 | $3500284654.44            | $3545097731.19          |
| 2025-07-15 | $4299906419.87            | $3622802696.32          |
| 2025-07-16 | $2054627456.75            | $3891760842.91          |
| 2025-07-17 | $3925792260.91            | $2816652181.56          |
| 2025-07-18 | $2547066686.81            | $3475007746.22          |
| 2025-07-21 | $3984426396.58            | $4394801154.32          |
| 2025-07-22 | $3755618889.89            | $2563644261.80          |
| 2025-07-23 | $2546384295.91            | $3497957731.00          |
| 2025-07-24 | $3074165147.51            | $3006233728.74          |
| 2025-07-25 | $4238789563.33            | $4044257341.32          |
| 2025-07-28 | $3966300881.22            | $2968364786.29          |
| 2025-07-29 | $3151522283.82            | $3462698722.26          |
| 2025-07-30 | $3774196431.82            | $2907725265.97          |
| 2025-07-31 | $6276563609.12            | $5245994761.89          |

**Total Gross Subscriptions (Month):** $82541081338.31

**Total Gross Redemptions (Month):** $81176646173.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2300%           |
| 2025-07-02 | 4.2400%           |
| 2025-07-03 | 4.2300%           |
| 2025-07-07 | 4.2200%           |
| 2025-07-08 | 4.2100%           |
| 2025-07-09 | 4.2100%           |
| 2025-07-10 | 4.2000%           |
| 2025-07-11 | 4.2000%           |
| 2025-07-14 | 4.1900%           |
| 2025-07-15 | 4.1900%           |
| 2025-07-16 | 4.2000%           |
| 2025-07-17 | 4.2000%           |
| 2025-07-18 | 4.2000%           |
| 2025-07-21 | 4.2000%           |
| 2025-07-22 | 4.1900%           |
| 2025-07-23 | 4.1900%           |
| 2025-07-24 | 4.1800%           |
| 2025-07-25 | 4.1900%           |
| 2025-07-28 | 4.1900%           |
| 2025-07-29 | 4.2000%           |
| 2025-07-30 | 4.2100%           |
| 2025-07-31 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 9.6700%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.1300%          | 0.0000%              |
| Broker-dealer                                       |  | 36.2700%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDNRA1E8
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $36354266.00       | $36766197.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $42222400.00       | $43184722.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | N/A     | $5781181.00        | $5826609.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $4730681.00        | $4756912.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $11895714.00       | $12161192.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $109394004.00      | $109194903.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | N/A     | $654552.00         | $657042.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $462890.00         | $465038.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | N/A     | $1489610.00        | $1503423.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 2.0000%  | N/A     | $24607628.00       | $24802182.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $5016576.00        | $5025806.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $6718852.00        | $6834262.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $94001966.00       | $97463745.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $7269481.00        | $6279289.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-15      | 3.5000%  | N/A     | $68290776.00       | $69122830.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $3441481.00        | $3363797.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $34001209.00       | $33533148.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | N/A     | $7240933.00        | $7250274.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $91322052.00       | $92808620.39       | U.S. Treasuries (including strips) |

### Security 2: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDNRA0A7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $2000.00           | $989.07            | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 4.4679%  | N/A     | $900.00            | $900.86            | U.S. Treasuries (including strips) |
| BILL 09/09/25    | 2025-09-09      | 0.0000%  | N/A     | $800.00            | $796.31            | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | N/A     | $47909600.00       | $32004612.29       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $63541100.00       | $52368917.98       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $1000.00           | $659.39            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $100.00            | $73.29             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $23998400.00       | $19721160.87       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | N/A     | $800.00            | $737.53            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $1000.00           | $925.94            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | N/A     | $5000000.00        | $5110665.78        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | N/A     | $221743100.00      | $182719664.94      | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $400.00            | $408.12            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $49999900.00       | $46074805.35       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $1079000.00        | $1089670.95        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $125664000.00      | $117890634.44      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $2578400.00        | $2506113.27        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | N/A     | $2410000.00        | $1489247.06        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | N/A     | $100.00            | $97.29             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $400.00            | $209.85            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | N/A     | $4051100.00        | $4049909.11        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | N/A     | $1357400.00        | $1304779.45        | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $4748400.00        | $3543958.40        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $100.00            | $94.06             | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | N/A     | $12882800.00       | $13097176.23       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $100000.00         | $97143.23          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $156625000.00      | $157094760.04      | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | N/A     | $1148800.00        | $713811.41         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $74999400.00       | $64072665.26       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $23114300.00       | $19808540.06       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $2224600.00        | $2318628.28        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | N/A     | $1600.00           | $1607.70           | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $402800.00         | $423902.71         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | N/A     | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| TRFR BK 10/31/25 | 2025-10-31      | 4.4559%  | N/A     | $100.00            | $100.03            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $300.00            | $256.71            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | N/A     | $2000.00           | $1959.57           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | N/A     | $195000000.00      | $198761966.52      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | N/A     | $108016400.00      | $83157573.21       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $11273500.00       | $10569800.35       | U.S. Treasuries (including strips) |

### Security 3: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2094503082.18
- **C.18.a - Value (excl. sponsor support):** $2094503082.18
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $570565722.68
- **C.18.a - Value (excl. sponsor support):** $570565722.68
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Nomura Securities Co. Ltd.

- **C.1 - Title:** Nomura Securities Co. Ltd.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDNRA181
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: NR; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $59200.00          | $57603.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-14      | 0.0000%  | N/A     | $2632400.00        | $2609155.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | N/A     | $4830000.00        | $4883162.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | N/A     | $29673400.00       | $31234183.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $1005100.00        | $979336.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | N/A     | $2020900.00        | $1989656.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | N/A     | $518300.00         | $510250.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $555900.00         | $514038.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $1478900.00        | $1467242.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $1406300.00        | $1364028.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $5854900.00        | $5392587.07        | U.S. Treasuries (including strips) |

### Security 6: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56G8, C.4 - ISIN: US3130B56G84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997177.50
- **C.18.a - Value (excl. sponsor support):** $249997177.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDNRA0H2
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $7509064.00        | $7696674.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $18888480.00       | $10025835.36       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | N/A     | $55620.00          | $53553.09          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $89.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $1633790.00        | $1384127.53        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 2.5000%  | N/A     | $1000.00           | $534.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $2000.00           | $1558.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | N/A     | $2156525.00        | $2059160.86        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $1956658.00        | $1833156.72        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | N/A     | $837029.00         | $768281.21         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $200000.00         | $126822.28         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $1690083.00        | $1583867.72        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $34169017.00       | $18840246.47       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | N/A     | $443182.00         | $352221.84         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $5573358.00        | $4341921.69        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 3.5000%  | N/A     | $1006.00           | $104.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $12734332.00       | $9152019.27        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 6.0000%  | N/A     | $2111737.00        | $1991311.72        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | N/A     | $6772918.00        | $6309624.62        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | N/A     | $50000.00          | $41080.29          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | N/A     | $2608268.00        | $1646707.61        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-01-01      | 4.5000%  | N/A     | $1492180.00        | $515000.83         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $291000.00         | $194514.47         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2034-05-15      | 4.3750%  | N/A     | $100.00            | $101.71            | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | N/A     | $147000.00         | $111803.08         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 2.5000%  | N/A     | $15000.00          | $10687.58          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1011.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | N/A     | $4120496.00        | $3834442.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | N/A     | $17000.00          | $14694.44          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | N/A     | $15437597.00       | $12146938.75       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | N/A     | $50000.00          | $33534.51          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $987.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $851774.00         | $836570.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | N/A     | $1008.00           | $348.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $2000.00           | $1118.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1008.00           | $968.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | N/A     | $21510854.00       | $4908907.19        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $54088343.00       | $29038275.59       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 2.5000%  | N/A     | $1500000.00        | $111455.79         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.5000%  | N/A     | $7000.00           | $6653.39           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | N/A     | $21408490.00       | $21519971.14       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $581.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | N/A     | $36100941.00       | $7944704.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1006.61           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | N/A     | $12224773.00       | $12457869.21       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 6.0000%  | N/A     | $3000.00           | $2409.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $871.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $199053.00         | $204229.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.5000%  | N/A     | $18509376.00       | $2311663.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | N/A     | $14024120.00       | $11514269.25       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1003.00           | $794.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $42141312.00       | $38219670.34       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | N/A     | $340999.00         | $206090.48         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.0000%  | N/A     | $5995686.00        | $2893963.07        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $3634256.00        | $3613384.31        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1047.52           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | N/A     | $2000.00           | $1426.67           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $33000.00          | $24213.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-12-01      | 6.5000%  | N/A     | $30000000.00       | $1088144.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | N/A     | $13267131.00       | $6189406.88        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | N/A     | $15778875.00       | $14805294.95       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $863.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $43645335.00       | $20268206.27       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | N/A     | $11000.00          | $8828.63           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 3.0000%  | N/A     | $1024.00           | $657.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $655.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $973.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | N/A     | $1213365.00        | $1206332.86        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | N/A     | $1205.00           | $220.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $557.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $8000.00           | $5158.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $3000.00           | $2368.54           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | N/A     | $5475088.00        | $5362091.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $940352.00         | $670930.55         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | N/A     | $7963598.00        | $7339867.65        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | N/A     | $9649696.00        | $5963948.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | N/A     | $250000.00         | $32718.37          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $168008.00         | $25689.69          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 4.5000%  | N/A     | $944300.00         | $204941.99         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 3.5000%  | N/A     | $5892560.00        | $5381207.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.5000%  | N/A     | $14155489.00       | $11518887.20       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $1453294.00        | $1223710.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | N/A     | $3002.00           | $326.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 7.0000%  | N/A     | $5103552.00        | $4322391.64        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $14307951.00       | $13348138.17       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $4719162.00        | $2390834.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $3808185.00        | $2556218.50        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1008.00           | $722.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $907.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | N/A     | $899804.00         | $931399.76         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.5000%  | N/A     | $15022496.00       | $4536112.28        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $871.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $1676886.00        | $1574442.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1055.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1032.63           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $952.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $693.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $688.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | N/A     | $1224.00           | $328.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 2.5000%  | N/A     | $3000.00           | $1967.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | N/A     | $82000.00          | $55033.76          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | N/A     | $41000.00          | $31067.25          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $791.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | N/A     | $206744.00         | $120555.42         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 2.0000%  | N/A     | $37813941.00       | $21412889.02       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | N/A     | $358000.00         | $277042.56         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $907.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | N/A     | $98999.00          | $74382.33          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | N/A     | $1299.00           | $205.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $927.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | N/A     | $2130423.00        | $2024145.25        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $865.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $968.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.5000%  | N/A     | $2575651.00        | $1882460.27        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 4.5000%  | N/A     | $6000.00           | $5682.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $2000.00           | $1240.94           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.5000%  | N/A     | $299929.00         | $233047.87         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.5000%  | N/A     | $3982211.00        | $3036885.01        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | N/A     | $3000.00           | $2190.24           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | N/A     | $8561541.00        | $8719083.82        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $1008.00           | $801.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | N/A     | $100000.00         | $37719.64          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | N/A     | $8586386.00        | $7082654.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $3470342.00        | $2866057.29        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | N/A     | $15999.00          | $5731.76           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.0000%  | N/A     | $7000.00           | $3697.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1445.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $9202109.00        | $4804008.82        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | N/A     | $10891840.00       | $7292005.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1119.00           | $590.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $969.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | N/A     | $1069.00           | $199.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | N/A     | $7966945.00        | $7822315.56        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $544.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $124878.00         | $82999.56          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.5000%  | N/A     | $25421173.00       | $24078656.14       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $2000.00           | $1660.53           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.0000%  | N/A     | $14851200.00       | $2927087.29        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1525.13           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | N/A     | $13340278.00       | $12935737.25       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $7348576.00        | $7599105.29        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $35000.00          | $31184.23          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2030-11-30      | 4.3750%  | N/A     | $5333000.00        | $5474306.73        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | N/A     | $1000.00           | $819.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | N/A     | $15000.00          | $5321.19           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.5000%  | N/A     | $7567680.00        | $4178781.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $4180470.00        | $3579296.89        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | N/A     | $1000.00           | $654.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 5.5000%  | N/A     | $225000.00         | $131038.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | N/A     | $1000.00           | $184.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | N/A     | $112842.00         | $104340.05         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $171.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.5000%  | N/A     | $536000.00         | $115876.66         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $4072912.00        | $3248170.28        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 2.0000%  | N/A     | $1000.00           | $740.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1018.73           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.5000%  | N/A     | $39029.00          | $26691.03          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | N/A     | $1331673.00        | $73479.04          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | N/A     | $805374.00         | $707037.30         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1024.00           | $767.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | N/A     | $1024.00           | $857.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 1.5000%  | N/A     | $21126464.00       | $13112304.39       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $789.15            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2034-11-15      | 4.2500%  | N/A     | $7100.00           | $7132.76           | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | N/A     | $10682897.00       | $9398645.04        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $11552284.00       | $9180875.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $9204590.00        | $4992923.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.0000%  | N/A     | $1106.00           | $25.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.0000%  | N/A     | $399000.00         | $102370.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 2.0000%  | N/A     | $46504011.00       | $25493482.89       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 4.5000%  | N/A     | $6001.00           | $5662.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | N/A     | $7384198.00        | $7067520.07        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | N/A     | $125000.00         | $97473.32          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $11448294.00       | $11319883.96       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 4.5000%  | N/A     | $6077174.00        | $5662599.37        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $24378617.00       | $22908267.51       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $54564877.00       | $41018933.14       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $929.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $2000.00           | $1561.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $994.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | N/A     | $799000.00         | $139199.35         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2046-12-01      | 3.0000%  | N/A     | $25306.00          | $4513.89           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $4696860.00        | $4811110.81        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | N/A     | $50000.00          | $34790.03          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1003.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | N/A     | $82513876.00       | $15959062.87       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | N/A     | $1590603.00        | $1325433.52        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | N/A     | $350000.00         | $203429.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.0000%  | N/A     | $98999.00          | $50519.20          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1018.79           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $7465818.00        | $5951906.05        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $923.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $12946.00          | $10154.28          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 4.0000%  | N/A     | $1000.00           | $646.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | N/A     | $22517472.00       | $8568401.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | N/A     | $1000.00           | $105.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.0000%  | N/A     | $8552051.00        | $2041648.54        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | N/A     | $39362.00          | $28183.45          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-10-01      | 3.5000%  | N/A     | $90000.00          | $65921.71          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | N/A     | $5266815.00        | $5579309.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $29364704.00       | $9494509.73        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 4.5000%  | N/A     | $6010.00           | $5659.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-08-01      | 3.0000%  | N/A     | $302812.00         | $32452.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $643.56            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $56000.00          | $52096.57          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | N/A     | $5148.00           | $4864.70           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | N/A     | $4190504.00        | $3968178.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 4.0000%  | N/A     | $4014552.00        | $2849612.49        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2032-03-31      | 4.1250%  | N/A     | $10270000.00       | $10429410.94       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | N/A     | $1414.00           | $874.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 5.5000%  | N/A     | $946963.00         | $847705.86         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $8775431.00        | $8776758.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.5000%  | N/A     | $16941324.00       | $4453172.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $3219147.00        | $2898385.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | N/A     | $10150752.00       | $1774880.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $2228076.00        | $1710809.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 2.5000%  | N/A     | $173000.00         | $32377.84          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | N/A     | $2152488.00        | $1953466.95        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 2.0000%  | N/A     | $100773.00         | $51105.83          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | N/A     | $8745561.00        | $7269750.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 2.5000%  | N/A     | $3000.00           | $606.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $20003803.00       | $17485410.55       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $19213080.00       | $17561142.59       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 4.5000%  | N/A     | $1690214.00        | $1596077.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-03-01      | 3.5000%  | N/A     | $150000.00         | $46747.37          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 6.0000%  | N/A     | $1024.00           | $680.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | N/A     | $22316154.00       | $21676156.61       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 7.0000%  | N/A     | $7761553.00        | $7555993.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | N/A     | $9677968.00        | $7188767.76        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $14624299.00       | $13879621.30       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | N/A     | $58999.00          | $44699.21          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $7052457.00        | $5052317.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $8696026.00        | $8525999.80        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | N/A     | $563000.00         | $498262.13         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | N/A     | $14123144.00       | $11117164.87       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | N/A     | $1040.00           | $792.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.5000%  | N/A     | $4558889.00        | $3151889.35        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 4.0000%  | N/A     | $1001.00           | $124.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $639.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | N/A     | $1128030.00        | $1072198.16        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $146.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | N/A     | $1001.00           | $627.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1026.26           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $544.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $835.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $2568167.00        | $1256667.20        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2029-06-30      | 3.2500%  | N/A     | $195600.00         | $191554.75         | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | N/A     | $478049.00         | $131226.99         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 1.5000%  | N/A     | $1445344.00        | $781335.29         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | N/A     | $3116450.00        | $2899130.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.5000%  | N/A     | $691914.00         | $482091.50         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $50046238.00       | $7160254.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | N/A     | $1024.00           | $891.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $767.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $42569915.00       | $43032739.56       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2027-09-30      | 0.3750%  | N/A     | $100.00            | $92.87             | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | N/A     | $1097.00           | $1097.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | N/A     | $138552832.00      | $15515264.17       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | N/A     | $14588656.00       | $1317858.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | N/A     | $2000.00           | $322.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $750.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $2546518.00        | $2447453.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 4.5000%  | N/A     | $6030475.00        | $388947.46         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 4.5000%  | N/A     | $1079.00           | $270.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | N/A     | $1955262.00        | $1958207.58        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $988.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $1004.00           | $763.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | N/A     | $2000.00           | $1991.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 1.5000%  | N/A     | $16737760.00       | $9757315.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $997.23            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2036-07-01      | 6.0000%  | N/A     | $12490.00          | $130.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $1613758.00        | $1476080.82        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | N/A     | $6491000.00        | $775417.39         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | N/A     | $1843.00           | $402.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $1131.00           | $1040.93           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | N/A     | $17978.00          | $13046.91          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.0000%  | N/A     | $19824736.00       | $4377581.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2048-03-01      | 3.5000%  | N/A     | $5360000.00        | $1155588.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1325372.00        | $673098.19         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $9859523.00        | $8734951.73        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.0000%  | N/A     | $1001.00           | $148.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 4.0000%  | N/A     | $146379.00         | $43206.56          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $7511.00           | $7539.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | N/A     | $4003.00           | $687.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1979320.00        | $1559040.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | N/A     | $620000.00         | $126295.96         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $6515310.00        | $6743409.06        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $985.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $45000.00          | $34919.05          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | N/A     | $7598998.00        | $7223767.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2048-03-01      | 4.5000%  | N/A     | $11419635.00       | $2910895.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-12-01      | 2.0000%  | N/A     | $100000.00         | $63824.62          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $50009048.00       | $25154734.54       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 2.5000%  | N/A     | $99000.00          | $68900.32          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $4371296.00        | $4522367.82        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $7125798.00        | $6263326.66        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $14340664.00       | $13560765.19       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.0000%  | N/A     | $249000.00         | $36126.33          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | N/A     | $4876280.00        | $4283723.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $1070695.00        | $646692.64         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | N/A     | $16813643.00       | $15471187.30       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | N/A     | $99000.00          | $83410.42          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | N/A     | $3000.00           | $2794.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | N/A     | $11749536.00       | $3356964.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | N/A     | $2000.00           | $612.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 2.0000%  | N/A     | $71000.00          | $30115.83          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $3916736.00        | $2987946.34        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $925.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | N/A     | $16468407.00       | $1464230.71        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1138.00           | $953.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1012.72           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 3.5000%  | N/A     | $3907712.00        | $3292106.68        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-01-01      | 4.5000%  | N/A     | $200000.00         | $70610.14          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $1220146.00        | $1071927.61        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | N/A     | $6117413.00        | $2421329.28        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $1349546.00        | $1370046.95        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $21519496.00       | $12440087.99       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | N/A     | $600000.00         | $180671.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 4.5000%  | N/A     | $3000.00           | $876.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $15958618.00       | $8680862.28        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | N/A     | $9468554.00        | $9475773.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | N/A     | $2004.00           | $1412.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | N/A     | $110765298.00      | $12360236.40       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1032.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $35873925.00       | $34983309.67       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $100000.00         | $55772.38          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $8237056.00        | $7549620.36        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $1352618.00        | $154800.09         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | N/A     | $8301324.00        | $7651448.24        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 2.5000%  | N/A     | $7000.00           | $4838.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $1008.00           | $766.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 4.5000%  | N/A     | $1000.00           | $292.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | N/A     | $111999.00         | $34513.27          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.0000%  | N/A     | $7935088.00        | $4731005.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $46599018.00       | $28460038.25       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | N/A     | $24698752.00       | $3990539.15        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $948.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $20637310.00       | $11018942.90       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2027-09-30      | 4.1250%  | N/A     | $288000.00         | $293257.44         | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.5000%  | N/A     | $19880083.00       | $18896097.36       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $670000.00         | $410923.65         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $678.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $6978459.00        | $7237248.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1035.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 4.5000%  | N/A     | $385000.00         | $83471.45          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-01-01      | 5.0000%  | N/A     | $28136.00          | $107.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $44869765.00       | $37178570.15       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | N/A     | $8105216.00        | $7740893.06        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $965.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 3.0000%  | N/A     | $1001.00           | $730.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $683.30            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2025-11-30      | 2.8750%  | N/A     | $500.00            | $499.87            | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $47101632.00       | $43440986.46       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | N/A     | $6713368.00        | $6048184.02        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $896.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $910.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $976.67            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2046-09-01      | 4.0000%  | N/A     | $1100000.00        | $93747.40          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2046-02-01      | 4.0000%  | N/A     | $16775267.00       | $3287221.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | N/A     | $23000.00          | $16507.54          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | N/A     | $92608113.00       | $11720975.68       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $17913316.00       | $4202898.92        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $6206696.00        | $4100407.48        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1036.03           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | N/A     | $3000.00           | $2677.32           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | N/A     | $8924669.00        | $6723609.31        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $4145050.00        | $4259217.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | N/A     | $12985380.00       | $3443412.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $984.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | N/A     | $132000.00         | $106595.53         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $1024.00           | $979.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $48135284.00       | $26278714.69       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.5000%  | N/A     | $2190013.00        | $1842355.43        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 4.5000%  | N/A     | $1455144.00        | $1309462.85        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $832.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 4.5000%  | N/A     | $2000.00           | $1748.48           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2048-07-01      | 3.5000%  | N/A     | $16849442.00       | $3515870.53        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 3.5000%  | N/A     | $1000.00           | $762.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 5.8500%  | N/A     | $2805472.00        | $68674.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | N/A     | $832475.00         | $735970.24         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $7777408.00        | $5401915.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $924.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 3.5000%  | N/A     | $40405689.00       | $4320645.29        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1012.03           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 4.0000%  | N/A     | $5183560.00        | $384580.74         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $3063420.00        | $2240468.75        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 3.5000%  | N/A     | $20085.00          | $15313.55          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1006.00           | $1030.69           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $5028192.00        | $5157884.16        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.0000%  | N/A     | $1021.00           | $332.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $27802524.00       | $15463004.55       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $6991713.00        | $6753933.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $5196805.00        | $5325901.03        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $954.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | N/A     | $19000.00          | $13899.80          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.0000%  | N/A     | $3519958.00        | $2933066.72        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | N/A     | $16125749.00       | $2342155.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 4.5000%  | N/A     | $1319043.00        | $515464.52         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $7974116.00        | $6961180.36        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.5000%  | N/A     | $36000.00          | $28069.79          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1125538.00        | $1143495.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | N/A     | $98000.00          | $67989.22          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $170642.00         | $149734.41         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | N/A     | $4181000.00        | $3984158.52        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $2348740.00        | $2222279.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $135000.00         | $96087.66          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2031-02-15      | 1.1250%  | N/A     | $999800.00         | $865841.64         | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $12441798.00       | $11315831.06       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 3.5000%  | N/A     | $2320.00           | $252.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.0000%  | N/A     | $36130721.00       | $5207659.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | N/A     | $359099.00         | $206124.21         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 4.0000%  | N/A     | $2250000.00        | $162814.80         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $4870984.00        | $4614605.75        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-12-01      | 3.0000%  | N/A     | $1000.00           | $137.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | N/A     | $64997000.00       | $7111718.95        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $13885595.00       | $7269610.96        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $47033.00          | $47123.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $12080000.00       | $6850511.51        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | N/A     | $10490384.00       | $7402389.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $7834712.00        | $7442648.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | N/A     | $2210.00           | $2018.44           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1031.04           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2048-09-01      | 4.5000%  | N/A     | $16535864.00       | $2468046.86        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2047-11-01      | 4.0000%  | N/A     | $2027.00           | $592.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $33134685.00       | $17641359.92       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2031-12-31      | 4.5000%  | N/A     | $1300.00           | $1335.81           | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $674.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.5000%  | N/A     | $1000.00           | $685.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | N/A     | $430160.00         | $401668.19         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | N/A     | $2975872.00        | $608882.71         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | N/A     | $10764192.00       | $9682057.84        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $22323904.00       | $11574244.42       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 6.0000%  | N/A     | $2869.00           | $588.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $60000000.00       | $8987587.98        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-09-01      | 6.0000%  | N/A     | $1000.00           | $805.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | N/A     | $2000.00           | $1497.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-09-01      | 3.5000%  | N/A     | $10454131.00       | $64095.71          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | N/A     | $1998.00           | $369.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | N/A     | $2000.00           | $1395.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $1024.00           | $919.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | N/A     | $12760997.00       | $10855128.01       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | N/A     | $1450836.00        | $1190667.34        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | N/A     | $423948.00         | $369757.36         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $890.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-08-01      | 3.5000%  | N/A     | $11001.00          | $2029.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 4.0000%  | N/A     | $1196189.00        | $70231.51          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $1289115.00        | $1131458.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $6238560.00        | $6509386.82        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $850000.00         | $73703.74          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | N/A     | $18999726.00       | $18250508.57       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2061-11-01      | 4.0000%  | N/A     | $2312952.00        | $1749661.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | N/A     | $45599.00          | $26856.92          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | N/A     | $100000.00         | $65505.23          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | N/A     | $200000.00         | $54758.32          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | N/A     | $498000.00         | $355626.13         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $17056000.00       | $8782430.53        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 3.5000%  | N/A     | $239848.00         | $93874.50          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1014.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.5000%  | N/A     | $38909186.00       | $26604126.52       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | N/A     | $3000.00           | $1963.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 4.5000%  | N/A     | $4159202.00        | $3942534.96        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $806.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $9099518.00        | $6155377.16        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | N/A     | $2000.00           | $1482.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-05-01      | 3.5000%  | N/A     | $297721.00         | $144804.48         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.5000%  | N/A     | $1696000.00        | $195724.02         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 2.5000%  | N/A     | $100000.00         | $56938.43          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.5000%  | N/A     | $28079172.00       | $25833165.84       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $9043795.00        | $8826983.88        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | N/A     | $2069784.00        | $1691494.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $28379288.00       | $26592190.80       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.0000%  | N/A     | $9127549.00        | $6431434.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 4.5000%  | N/A     | $2654013.00        | $2490519.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.5000%  | N/A     | $3004148.00        | $1602356.87        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $991.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | N/A     | $6898714.00        | $6198276.04        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 4.5000%  | N/A     | $5000.00           | $4315.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | N/A     | $18059478.00       | $5319523.29        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $18154014.00       | $18701626.68       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | N/A     | $2393721.00        | $1267968.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 4.0000%  | N/A     | $11106188.00       | $3245007.38        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.0000%  | N/A     | $4000.00           | $2072.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $1465075.00        | $1453556.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $2725.00           | $2664.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $4010.00           | $3292.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $46000.00          | $35260.29          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 4.0000%  | N/A     | $13793671.00       | $2259339.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.0000%  | N/A     | $1008.00           | $600.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | N/A     | $4045757.00        | $4010483.17        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2043-04-01      | 4.0000%  | N/A     | $1003.00           | $180.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 4.5000%  | N/A     | $5120.00           | $4867.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $157000.00         | $105412.71         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 7.0000%  | N/A     | $11493404.00       | $6723175.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | N/A     | $22109952.00       | $18173225.75       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $6662243.00        | $6424973.85        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2031-03-01      | 4.5000%  | N/A     | $1000.00           | $32.74             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2033-03-01      | 3.0000%  | N/A     | $1000.00           | $104.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $38639543.00       | $30863905.95       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $1017.00           | $992.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.0000%  | N/A     | $675034.00         | $608110.46         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $6636936.00        | $6808122.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $299.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1012.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | N/A     | $2016.00           | $1931.81           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.5000%  | N/A     | $1003.00           | $198.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $730.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $41040558.00       | $38546088.64       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $753.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | N/A     | $1008.00           | $644.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $756.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $30533344.00       | $18914028.42       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | N/A     | $24447494.00       | $24184677.05       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | N/A     | $10997900.00       | $1929182.43        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | N/A     | $15065322.00       | $15299472.91       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $55603886.00       | $42566873.95       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | N/A     | $1388534.00        | $938730.06         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $927.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | N/A     | $2450499.00        | $2458617.17        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $100000.00         | $90356.43          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $2000.00           | $1594.39           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | N/A     | $2000.00           | $1042.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.0000%  | N/A     | $14591130.00       | $10935282.60       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | N/A     | $2000.00           | $774.24            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2043-10-01      | 4.5000%  | N/A     | $24724985.00       | $1436387.92        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 4.5000%  | N/A     | $2357264.00        | $2212998.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | N/A     | $2000.00           | $1221.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $44000.00          | $29957.97          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1094440.00        | $552630.45         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-11-01      | 3.5000%  | N/A     | $2112.00           | $261.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $931.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1008.00           | $872.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | N/A     | $87899008.00       | $13994724.41       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.0000%  | N/A     | $21614806.00       | $4417451.17        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $6564319.00        | $6375879.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | N/A     | $2265106.00        | $2255190.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $2455250.00        | $2291013.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 4.5000%  | N/A     | $6006.00           | $5676.11           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $1024.00           | $1034.41           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | N/A     | $34877998.00       | $33104612.16       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 5.0000%  | N/A     | $1010.00           | $10.34             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $793396.00         | $803273.83         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | N/A     | $2000.00           | $1245.81           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2041-07-01      | 4.5000%  | N/A     | $19614892.00       | $1864753.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | N/A     | $11432446.00       | $986287.10         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $28324640.00       | $5399096.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $146000.00         | $102371.41         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | N/A     | $1057.00           | $1013.25           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 4.5000%  | N/A     | $7000.00           | $6089.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $53567118.00       | $28555561.16       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1080.00           | $810.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | N/A     | $60386304.00       | $13804136.96       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $761.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.0000%  | N/A     | $80000.00          | $72344.96          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $947.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | N/A     | $8546144.00        | $6815505.38        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $1024.00           | $736.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | N/A     | $2000.00           | $1261.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 2.5000%  | N/A     | $200000.00         | $32775.27          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | N/A     | $2001.00           | $1492.11           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $30000.00          | $25448.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | N/A     | $7964530.00        | $4741059.95        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $200.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $7543697.00        | $6049041.42        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.5000%  | N/A     | $118500.00         | $110121.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $175626.00         | $179795.67         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $744.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $4456816.00        | $4566190.72        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $893.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $363.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | N/A     | $16741106.00       | $16247692.21       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | N/A     | $13235929.00       | $10737250.31       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $200000.00         | $131522.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $24816128.00       | $13107562.34       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | N/A     | $43001.00          | $27474.05          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | N/A     | $1000.00           | $178.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | N/A     | $200000.00         | $124113.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | N/A     | $721000.00         | $63698.30          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | N/A     | $1001.00           | $488.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1419601.00        | $1065585.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2044-02-01      | 3.5000%  | N/A     | $69330000.00       | $20322984.42       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $14611428.00       | $11814126.50       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $28119376.00       | $26858493.47       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $813.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $1157.00           | $600.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $4721192.00        | $4842965.71        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | N/A     | $27002624.00       | $23895633.97       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $3785951.00        | $3845002.36        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | N/A     | $44449854.00       | $39854251.74       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | N/A     | $959503.00         | $553350.81         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $40999.00          | $28322.55          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $3065550.00        | $2194714.94        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | N/A     | $37010.00          | $29111.31          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-09-01      | 3.0000%  | N/A     | $750000.00         | $312165.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $300000.00         | $149748.82         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | N/A     | $2000.00           | $1738.18           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $36798986.00       | $36046428.57       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | N/A     | $4709424.00        | $4359503.19        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | N/A     | $1024.00           | $191.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | N/A     | $1605376.00        | $279408.62         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 4.5000%  | N/A     | $7000.00           | $6661.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $1008.00           | $1005.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $573.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | N/A     | $225000.00         | $90498.63          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $990.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | N/A     | $10781500.00       | $2145071.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | N/A     | $74745472.00       | $9687437.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $99000.00          | $61139.86          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | N/A     | $1008.00           | $187.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 3.0000%  | N/A     | $1679.00           | $738.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | N/A     | $2757000.00        | $1117440.19        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | N/A     | $6405816.00        | $6175615.39        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $931.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $55732672.00       | $15279483.20       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | N/A     | $800000.00         | $181160.80         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 3.5000%  | N/A     | $1000.00           | $298.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-03-01      | 5.5000%  | N/A     | $40007.00          | $38626.01          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $6872424.00        | $7036241.97        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-04-01      | 5.5000%  | N/A     | $130326818.00      | $2179213.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $13571903.00       | $6984415.94        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $1003.00           | $988.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $532.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $41097.00          | $42020.84          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $3000.00           | $2071.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1034.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | N/A     | $1149383.00        | $1215385.86        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2031-12-01      | 7.0000%  | N/A     | $3750010.00        | $321837.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $3882674.00        | $3515390.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | N/A     | $6497.00           | $4607.71           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 3.0000%  | N/A     | $8000.00           | $4515.33           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | N/A     | $34000.00          | $27122.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.5000%  | N/A     | $50112832.00       | $11885249.82       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $943.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | N/A     | $1007.00           | $630.63            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2033-08-15      | 3.8750%  | N/A     | $2811200.00        | $2797873.05        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $11401794.00       | $9593047.42        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $45318.00          | $37268.13          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $492.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $76000.00          | $50740.15          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.5000%  | N/A     | $6000.00           | $5711.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 2.5000%  | N/A     | $35365184.00       | $12844484.47       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | N/A     | $1186618.00        | $1083755.10        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | N/A     | $14673494.00       | $12508038.48       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $28045258.00       | $25382074.87       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $557.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $738.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1050.70           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | N/A     | $7888634.00        | $6925346.95        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $62006735.00       | $30816677.64       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | N/A     | $13448334.00       | $13346196.48       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $12098416.00       | $12015283.78       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | N/A     | $25750592.00       | $17605214.75       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 1.5000%  | N/A     | $4901906.00        | $2403719.66        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $997.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | N/A     | $187695.00         | $120460.75         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | N/A     | $2000.00           | $1397.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.5000%  | N/A     | $1000.00           | $947.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-09-01      | 4.5000%  | N/A     | $2234.00           | $146.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $799.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $2306664.00        | $2372741.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $2000.00           | $1701.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $22536272.00       | $11600653.61       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $844.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $15423577.00       | $11920947.88       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $25000.00          | $19436.61          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $678521.00         | $672842.45         | Agency Mortgage-Backed Securities  |

### Security 8: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDNRA074
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | N/A     | $565000.00         | $438801.26         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8026 | 2055-07-01      | 6.0000%  | N/A     | $1071600.00        | $1102149.17        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8715 | 2055-07-01      | 6.0000%  | N/A     | $13532688.00       | $13841273.88       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1864 | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $1024.21           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2296 | 2055-04-01      | 5.5000%  | N/A     | $12719402.00       | $12746536.72       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2292 | 2055-08-01      | 5.0000%  | N/A     | $165178087.00      | $162311201.12      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4437 | 2055-05-01      | 6.0000%  | N/A     | $16676799.00       | $17085036.36       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5792 | 2055-07-01      | 5.5000%  | N/A     | $6757924.00        | $6755101.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2110 | 2054-12-01      | 5.5000%  | N/A     | $2100260.00        | $2097247.02        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9687 | 2055-07-01      | 6.0000%  | N/A     | $1041310.00        | $1069747.13        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | N/A     | $2549775.00        | $2280953.55        | Agency Mortgage-Backed Securities         |
| BILL 09/18/25        | 2025-09-18      | 0.0000%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips)        |
| BILL 09/30/25        | 2025-09-30      | 0.0000%  | N/A     | $479000.00         | $475565.57         | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  | N/A     | $271791244.00      | $273831399.58      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9798 | 2055-04-01      | 5.5000%  | N/A     | $5005424.00        | $5011635.67        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5098 | 2055-07-01      | 6.0000%  | N/A     | $1603400.00        | $1634800.99        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1365 | 2055-04-01      | 5.5000%  | N/A     | $6737902.00        | $6691327.21        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | N/A     | $6996581.00        | $6721972.81        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | N/A     | $4434956.00        | $4236091.04        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4004 | 2055-04-01      | 5.5000%  | N/A     | $56852620.00       | $55075165.71       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE2084 | 2055-06-01      | 5.5000%  | N/A     | $3101025.00        | $3103669.78        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2293 | 2055-08-01      | 5.5000%  | N/A     | $319748888.00      | $321703939.18      | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | N/A     | $25982068.00       | $25927481.19       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5779 | 2055-06-01      | 6.0000%  | N/A     | $2046144.00        | $2084149.11        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV1420 | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $971.47            | Agency Mortgage-Backed Securities         |
| 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLQY2715 | 2055-05-01      | 6.5000%  | N/A     | $5793859.00        | $6017114.79        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6970 | 2055-03-01      | 6.0000%  | N/A     | $2374190.00        | $2419380.27        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4555 | 2055-05-01      | 6.0000%  | N/A     | $1810077.00        | $1851595.05        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | N/A     | $31385825.00       | $30197136.58       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2127 | 2054-11-01      | 5.0000%  | N/A     | $1186039.00        | $1153631.96        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7926 | 2055-07-01      | 6.0000%  | N/A     | $3143868.00        | $3232619.39        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMB0306 | 2055-03-01      | 5.0000%  | N/A     | $2391961.00        | $2257147.64        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2689 | 2055-05-01      | 6.5000%  | N/A     | $2877967.00        | $2995618.67        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX5679 | 2055-02-01      | 5.0000%  | N/A     | $1093400.00        | $1067742.23        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4578 | 2055-08-01      | 6.0000%  | N/A     | $99997669.00       | $103050597.83      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE1996 | 2055-07-01      | 6.0000%  | N/A     | $1008.00           | $1034.28           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2431 | 2055-01-01      | 5.5000%  | N/A     | $2397259.00        | $2386844.05        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0435 | 2055-05-01      | 6.0000%  | N/A     | $24467593.00       | $24333080.77       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ0229 | 2055-08-01      | 5.0000%  | N/A     | $1012758.00        | $996237.55         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6755 | 2055-05-01      | 6.0000%  | N/A     | $3609996.00        | $3705718.20        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3541 | 2055-07-01      | 6.0000%  | N/A     | $1047055.00        | $1077814.33        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY0000 | 2055-04-01      | 5.5000%  | N/A     | $9565573.00        | $9550166.18        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6846 | 2055-03-01      | 6.0000%  | N/A     | $5534843.00        | $5581065.37        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2624 | 2055-05-01      | 6.0000%  | N/A     | $4070315.00        | $4179712.78        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3732 | 2055-03-01      | 6.0000%  | N/A     | $3235592.00        | $3185439.95        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1854 | 2054-06-01      | 5.0000%  | N/A     | $640000.00         | $600065.11         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  | N/A     | $1500000.00        | $1316804.04        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6921 | 2055-03-01      | 6.0000%  | N/A     | $2874519.00        | $2920327.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE1548 | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1029.73           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX0371 | 2054-11-01      | 5.5000%  | N/A     | $2511966.00        | $2486235.60        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX8198 | 2055-03-01      | 5.0000%  | N/A     | $1031357.00        | $1007872.29        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6920 | 2055-02-01      | 5.5000%  | N/A     | $4308982.00        | $4287205.99        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0442 | 2055-05-01      | 6.5000%  | N/A     | $26054644.00       | $26080273.47       | Agency Mortgage-Backed Securities         |
| 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQX7590 | 2055-03-01      | 5.5000%  | N/A     | $1156902.00        | $1160437.83        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5140 | 2055-07-01      | 6.0000%  | N/A     | $3541405.00        | $3641414.28        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $759.58            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3189 | 2055-05-01      | 6.0000%  | N/A     | $4325837.00        | $4443036.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9506 | 2054-11-01      | 6.0000%  | N/A     | $1024.00           | $974.09            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8716 | 2055-07-01      | 6.0000%  | N/A     | $36091028.00       | $36880844.06       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5079 | 2055-07-01      | 6.0000%  | N/A     | $3610126.00        | $3713047.08        | Agency Mortgage-Backed Securities         |
| FKRM 0M040A 05/15/43 | 2043-05-15      | 3.5000%  | N/A     | $33440000.00       | $31661512.18       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQY7881 | 2055-07-01      | 5.5000%  | N/A     | $2947750.00        | $2958902.32        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0248 | 2054-01-01      | 5.0000%  | N/A     | $19741688.00       | $18548090.60       | Agency Mortgage-Backed Securities         |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRJ3077 | 2054-12-01      | 5.5000%  | N/A     | $49318584.00       | $46487294.13       | Agency Mortgage-Backed Securities         |
| FKRM 0M044A 11/15/46 | 2046-11-15      | 3.8000%  | N/A     | $40000000.00       | $37003115.56       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLBV5625 | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1462.84           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6416 | 2055-07-01      | 6.0000%  | N/A     | $1519245.00        | $1565291.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0080 | 2055-02-01      | 5.5000%  | N/A     | $20286617.00       | $19748729.39       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD7278 | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $976.14            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3162 | 2055-05-01      | 5.5000%  | N/A     | $4981472.00        | $4728589.63        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE1985 | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1028.23           | Agency Mortgage-Backed Securities         |
| 0 3/4 TRIB 45        | 2045-02-15      | 0.7500%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQY3604 | 2055-05-01      | 6.0000%  | N/A     | $1455771.00        | $1492391.75        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | N/A     | $6075808.00        | $5668458.14        | Agency Mortgage-Backed Securities         |
| 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLDE4849 | 2055-06-01      | 6.0000%  | N/A     | $4069179.00        | $4184092.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2432 | 2055-01-01      | 5.0000%  | N/A     | $2669104.00        | $2589618.88        | Agency Mortgage-Backed Securities         |
| 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips)        |
| 6 1/8 BOND 29        | 2029-08-15      | 6.1250%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQX7129 | 2055-03-01      | 6.0000%  | N/A     | $2123490.00        | $2172385.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX0731 | 2054-12-01      | 5.5000%  | N/A     | $3573392.00        | $3574950.73        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2128 | 2054-12-01      | 5.0000%  | N/A     | $1294584.00        | $1260543.77        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6437 | 2055-02-01      | 6.0000%  | N/A     | $3106105.00        | $3107672.19        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0237 | 2055-08-01      | 6.0000%  | N/A     | $20222793.00       | $20777848.00       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE1559 | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1003.53           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2682 | 2055-05-01      | 5.5000%  | N/A     | $2874900.00        | $2669419.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5076 | 2055-07-01      | 6.0000%  | N/A     | $4011650.00        | $4130290.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5791 | 2055-07-01      | 5.0000%  | N/A     | $2000.00           | $1954.37           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX8826 | 2055-03-01      | 5.0000%  | N/A     | $1025982.00        | $999866.54         | Agency Mortgage-Backed Securities         |
| 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | N/A     | $82908300.00       | $57124570.35       | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQY5376 | 2055-06-01      | 6.0000%  | N/A     | $3000.00           | $3050.97           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8013 | 2055-07-01      | 6.0000%  | N/A     | $3090350.00        | $3181744.01        | Agency Mortgage-Backed Securities         |
| 0 1/8 TRIN X 26      | 2026-04-15      | 0.1250%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | N/A     | $17459168.00       | $13927377.96       | Agency Mortgage-Backed Securities         |
| GNMI SF 484345 X     | 2028-09-15      | 6.5000%  | N/A     | $5020763.00        | $1646.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE1560 | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1025.28           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7386 | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $738.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6544 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1027.12           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5014 | 2055-05-01      | 5.0000%  | N/A     | $3037550.00        | $2963264.43        | Agency Mortgage-Backed Securities         |
| GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | N/A     | $155119318.00      | $155578833.07      | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6652 | 2054-11-01      | 3.5000%  | N/A     | $1099.00           | $940.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY9415 | 2055-07-01      | 5.5000%  | N/A     | $1192396.00        | $1202292.09        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | N/A     | $1915684.00        | $1844963.37        | Agency Mortgage-Backed Securities         |
| 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLQY4296 | 2055-06-01      | 5.0000%  | N/A     | $4761904.00        | $4650834.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3067 | 2054-12-01      | 5.5000%  | N/A     | $45651012.00       | $42018503.42       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2295 | 2055-07-01      | 5.5000%  | N/A     | $148247103.00      | $149612063.44      | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4184 | 2055-05-01      | 6.5000%  | N/A     | $2870152.00        | $2902732.92        | Agency Mortgage-Backed Securities         |
| 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQX0653 | 2054-12-01      | 5.5000%  | N/A     | $3971440.00        | $3680726.81        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0039 | 2055-07-01      | 5.0000%  | N/A     | $2460268.00        | $2404141.09        | Agency Mortgage-Backed Securities         |

### Security 9: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDNR9ZF1
- **C.18 - Value (incl. sponsor support):** $366000000.00
- **C.18.a - Value (excl. sponsor support):** $366000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $14264200.00       | $11277459.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $100.00            | $102.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | N/A     | $44430200.00       | $71954576.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $42053800.00       | $26130294.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 0.0000%  | N/A     | $320.00            | $286.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 3.1250%  | N/A     | $1100.00           | $1115.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $46904000.00       | $56960106.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 0.0000%  | N/A     | $352.00            | $232.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | N/A     | $100.00            | $98.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 0.0000%  | N/A     | $200.00            | $48.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $1440900.00        | $1096381.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | N/A     | $48359600.00       | $48174979.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $49999300.00       | $45099205.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $716.80            | $385.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $49999500.00       | $35103480.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $126228480.00      | $75865462.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $1590600.00        | $1655515.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 0.0000%  | N/A     | $443.77            | $321.15            | U.S. Treasuries (including strips) |

### Security 10: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $825779994.44
- **C.18.a - Value (excl. sponsor support):** $825779994.44
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $164248078.77
- **C.18.a - Value (excl. sponsor support):** $164248078.77
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank Discount Notes

- **C.1 - Title:** Federal Farm Credit Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KY3, C.4 - ISIN: US313313KY31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38875980.00
- **C.18.a - Value (excl. sponsor support):** $38875980.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: Agency
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $260668111.47
- **C.18.a - Value (excl. sponsor support):** $260668111.47
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344060379.80
- **C.18.a - Value (excl. sponsor support):** $344060379.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDNRA0E9
- **C.18 - Value (incl. sponsor support):** $3200000000.00
- **C.18.a - Value (excl. sponsor support):** $3200000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $685487200.00      | $695701987.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $199997000.00      | $204525865.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $858227000.00      | $858013180.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | N/A     | $786200.00         | $627314.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $867514000.00      | $853649301.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $250000000.00      | $258145134.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $138959900.00      | $139950345.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $249999000.00      | $253384514.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $2400.00           | $2393.56           | U.S. Treasuries (including strips) |

### Security 16: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRYAC9P76
- **C.18 - Value (incl. sponsor support):** $799000000.00
- **C.18.a - Value (excl. sponsor support):** $799000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_4016                                                       | 2042-03-15      | 2.0459%  | N/A     | $120553652.00      | $795046.97         | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                       | 2050-03-25      | 1.5355%  | N/A     | $27901889.00       | $2642977.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_4631D                                                      | 2046-11-15      | 1.5459%  | N/A     | $107147046.00      | $3992140.83        | Agency Collateralized Mortgage Obligation |
| FHMS_KSG1                                                        | 2030-09-25      | 2.9325%  | N/A     | $23715480.00       | $2851733.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_4885A                                                      | 2049-06-15      | 1.5959%  | N/A     | $44489213.00       | $1550096.08        | Agency Collateralized Mortgage Obligation |
| FNMA_12-113                                                      | 2042-10-25      | 1.6355%  | N/A     | $36714285.00       | $223494.69         | Agency Collateralized Mortgage Obligation |
| FNSTR_432                                                        | 2037-07-25      | 2.0000%  | N/A     | $13793175.00       | $706956.01         | Agency Collateralized Mortgage Obligation |
| FHLMC_5134C                                                      | 2051-08-25      | 4.0000%  | N/A     | $44062559.00       | $4308173.13        | Agency Collateralized Mortgage Obligation |
| FNMA_19-68H                                                      | 2049-11-25      | 1.5355%  | N/A     | $32999250.00       | $1185149.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_3864                                                       | 2039-03-15      | 1.5459%  | N/A     | $135757553.00      | $243509.95         | Agency Collateralized Mortgage Obligation |
| FNMA_25-59A                                                      | 2055-08-25      | 0.0000%  | N/A     | $92668685.00       | $2687.39           | Agency Collateralized Mortgage Obligation |
| FHLMC_5437A                                                      | 2054-08-25      | 0.7000%  | N/A     | $51662435.00       | $1479168.15        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                                      | 2050-06-25      | 1.5355%  | N/A     | $88819952.00       | $8660284.71        | Agency Collateralized Mortgage Obligation |
| FREMF_K-752                                                      | 2030-08-25      | 4.2840%  | N/A     | $25000000.00       | $24950900.00       | Agency Collateralized Mortgage Obligation |
| FHLMC_4908A                                                      | 2049-08-25      | 1.5855%  | N/A     | $28287714.00       | $807220.39         | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                                      | 2042-11-25      | 1.6855%  | N/A     | $29250000.00       | $448136.66         | Agency Collateralized Mortgage Obligation |
| FNMA_25-59A                                                      | 2055-08-25      | 5.4300%  | N/A     | $42668685.00       | $43508831.41       | Agency Collateralized Mortgage Obligation |
| FHLMC_3762                                                       | 2040-11-15      | 2.1459%  | N/A     | $21863608.00       | $253156.36         | Agency Collateralized Mortgage Obligation |
| FHLMC_39-66                                                      | 2041-12-15      | 1.4459%  | N/A     | $48000000.00       | $277306.18         | Agency Collateralized Mortgage Obligation |
| FNMA_25-59C                                                      | 2055-08-25      | 1.0000%  | N/A     | $500000.00         | $14926.50          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20              | 2040-02-20      | 1.7849%  | N/A     | $121950000.00      | $459424.72         | Agency Collateralized Mortgage Obligation |
| FNMA_13-21                                                       | 2033-03-25      | 3.5000%  | N/A     | $19285714.00       | $104893.84         | Agency Collateralized Mortgage Obligation |
| FNMA_25-59C                                                      | 2052-08-25      | 5.0000%  | N/A     | $39497411.00       | $39513868.26       | Agency Collateralized Mortgage Obligation |
| FNMA_19-83B                                                      | 2050-01-25      | 1.4855%  | N/A     | $6305000.00        | $350752.64         | Agency Collateralized Mortgage Obligation |
| FHLMC_42-40                                                      | 2043-08-15      | 1.5459%  | N/A     | $300300000.00      | $4554057.23        | Agency Collateralized Mortgage Obligation |
| FNMA_18-65                                                       | 2048-01-25      | 4.0000%  | N/A     | $9500000.00        | $272458.65         | Agency Collateralized Mortgage Obligation |
| FNMA_18-60C                                                      | 2048-08-25      | 1.2355%  | N/A     | $23967000.00       | $492677.39         | Agency Collateralized Mortgage Obligation |
| FNMA_16-45                                                       | 2046-07-25      | 1.5355%  | N/A     | $20000000.00       | $600459.54         | Agency Collateralized Mortgage Obligation |
| GNMA_17-11                                                       | 2047-01-20      | 1.6349%  | N/A     | $25259773.00       | $813261.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2066-12-15      | 5.7800%  | N/A     | $457174.00         | $465263.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2060-08-15      | 6.1200%  | N/A     | $7458121.00        | $7884673.32        | Agency Mortgage-Backed Securities         |
| FNMA_25-59A                                                      | 2055-08-25      | 0.8000%  | N/A     | $212814233.00      | $12733952.45       | Agency Collateralized Mortgage Obligation |
| FHLS_324-4B                                                      | 2043-12-15      | 4.0000%  | N/A     | $16227015.00       | $353955.02         | Agency Collateralized Mortgage Obligation |
| FHLMC_4698E                                                      | 2047-07-15      | 6.0000%  | N/A     | $6841485.00        | $211357.25         | Agency Collateralized Mortgage Obligation |
| FHMS_K102                                                        | 2046-12-25      | 1.8908%  | N/A     | $11000000.00       | $781238.04         | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                                      | 2067-01-16      | 5.0000%  | N/A     | $328571.00         | $337478.13         | Agency Mortgage-Backed Securities         |
| FNMA_25-7C                                                       | 2054-09-25      | 0.7500%  | N/A     | $101000000.00      | $2831998.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5531G                                                      | 2048-09-15      | 4.5000%  | N/A     | $555933.00         | $108699.16         | Agency Collateralized Mortgage Obligation |
| FHMS_K146                                                        | 2049-06-25      | 3.5645%  | N/A     | $6549068.00        | $1287143.71        | Agency Collateralized Mortgage Obligation |
| FHMS_K057                                                        | 2044-08-25      | 2.0651%  | N/A     | $61024401.00       | $1312076.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_39-33                                                      | 2041-10-15      | 1.5959%  | N/A     | $62969777.00       | $108246.31         | Agency Collateralized Mortgage Obligation |
| FHSTR_365A                                                       | 2049-06-15      | 3.5000%  | N/A     | $41000000.00       | $1005130.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_4897B                                                      | 2049-07-15      | 1.6459%  | N/A     | $65434452.00       | $2028174.45        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                                      | 2053-08-16      | 4.5000%  | N/A     | $4411765.00        | $4298429.05        | Agency Mortgage-Backed Securities         |
| FNMA_24-47B                                                      | 2054-07-25      | 0.8500%  | N/A     | $30000000.00       | $719056.65         | Agency Collateralized Mortgage Obligation |
| FREMF_K-082                                                      | 2028-10-25      | 2.2141%  | N/A     | $13923482.00       | $942022.08         | Agency Collateralized Mortgage Obligation |
| FHLMC_5363E                                                      | 2053-12-25      | 2.7000%  | N/A     | $25288459.00       | $1864115.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990B                                                      | 2050-07-25      | 1.6355%  | N/A     | $29142400.00       | $1911184.62        | Agency Collateralized Mortgage Obligation |
| FNMA_20-26E                                                      | 2050-05-25      | 1.4855%  | N/A     | $11870512.00       | $531285.65         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                                      | 2040-12-25      | 1.5355%  | N/A     | $50000000.00       | $296733.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_4898A                                                      | 2049-07-15      | 1.6459%  | N/A     | $56459014.00       | $1256947.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5039C                                                      | 2045-01-15      | 4.0000%  | N/A     | $21231370.00       | $805937.02         | Agency Collateralized Mortgage Obligation |
| FNMA_25-59C                                                      | 2055-08-25      | 0.7700%  | N/A     | $158132909.00      | $9465045.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_4975D                                                      | 2050-05-25      | 1.5355%  | N/A     | $16666666.00       | $880235.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2059-11-15      | 5.2700%  | N/A     | $8060000.00        | $8080733.22        | Agency Mortgage-Backed Securities         |
| FHLMC_5531A                                                      | 2055-04-25      | 0.7500%  | N/A     | $31500000.00       | $1438027.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_4886B                                                      | 2042-03-15      | 1.5459%  | N/A     | $49937809.00       | $1345430.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923K                                                      | 2049-11-25      | 1.5355%  | N/A     | $24148291.00       | $1345642.14        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K077             | 2028-05-25      | 2.2286%  | N/A     | $25391556.00       | $1435744.68        | Agency Collateralized Mortgage Obligation |
| FNMA_13-44                                                       | 2043-05-25      | 2.2855%  | N/A     | $69433333.00       | $919645.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_5013K                                                      | 2050-09-25      | 3.0000%  | N/A     | $17136687.00       | $1077233.35        | Agency Collateralized Mortgage Obligation |
| FNMA_11-126                                                      | 2041-12-25      | 1.4855%  | N/A     | $107252046.00      | $508719.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_5031E                                                      | 2040-01-25      | 5.0000%  | N/A     | $34645900.00       | $1730416.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5000AA                                                     | 2050-08-25      | 2.0000%  | N/A     | $20000000.00       | $1509732.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5114H                                                      | 2047-06-15      | 1.5459%  | N/A     | $62164503.00       | $3431247.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                                      | 2055-06-25      | 0.1000%  | N/A     | $27000000.00       | $69713.44          | Agency Collateralized Mortgage Obligation |
| GNMA_20-153J                                                     | 2050-10-20      | 0.0000%  | N/A     | $71572166.00       | $396226.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_4892D                                                      | 2047-02-25      | 1.5355%  | N/A     | $114813627.00      | $3925681.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120A                                                     | 2050-10-20      | 5.0000%  | N/A     | $72999971.00       | $73229896.58       | Agency Collateralized Mortgage Obligation |
| FHMS_K086                                                        | 2046-11-25      | 2.3007%  | N/A     | $31623689.00       | $2214741.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507A                                                      | 2035-11-25      | 6.0000%  | N/A     | $5240167.00        | $843310.93         | Agency Collateralized Mortgage Obligation |
| GNMA_16-002                                                      | 2057-04-16      | 0.5048%  | N/A     | $110000000.00      | $567323.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_5007M                                                      | 2050-08-25      | 1.6355%  | N/A     | $4500000.00        | $269475.88         | Agency Collateralized Mortgage Obligation |
| FNMA_16-40                                                       | 2046-07-25      | 1.3855%  | N/A     | $39453154.00       | $909349.10         | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                                      | 2065-05-16      | 1.2908%  | N/A     | $37994480.00       | $3393954.62        | Agency Collateralized Mortgage Obligation |
| FNMA_21-45A                                                      | 2051-07-25      | 2.5000%  | N/A     | $8705000.00        | $968837.99         | Agency Collateralized Mortgage Obligation |
| FNMA_10-115                                                      | 2040-10-25      | 1.5355%  | N/A     | $33422321.00       | $275052.20         | Agency Collateralized Mortgage Obligation |
| FNMA_25-59A                                                      | 2055-08-25      | 5.0000%  | N/A     | $14117647.00       | $13566291.71       | Agency Collateralized Mortgage Obligation |
| FNS427C71                                                        | 2049-10-25      | 3.0000%  | N/A     | $3900000.00        | $508412.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_4585B                                                      | 2045-06-15      | 4.0000%  | N/A     | $7651750.00        | $251105.25         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K526              | 2029-07-25      | 4.5430%  | N/A     | $200000.00         | $202168.77         | Agency Collateralized Mortgage Obligation |
| FHLMC_5115N                                                      | 2050-12-25      | 4.5000%  | N/A     | $8869000.00        | $1237765.98        | Agency Collateralized Mortgage Obligation |
| FNMA_15-27C                                                      | 2045-05-25      | 1.1355%  | N/A     | $85000000.00       | $1163037.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906C                                                      | 2049-08-25      | 1.5855%  | N/A     | $75806978.00       | $2309389.13        | Agency Collateralized Mortgage Obligation |
| FNMA_13-107                                                      | 2043-02-25      | 1.4855%  | N/A     | $123256386.00      | $2321179.52        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                                      | 2051-09-25      | 4.5000%  | N/A     | $3279000.00        | $482427.47         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999L                                                      | 2049-03-25      | 1.5855%  | N/A     | $84300662.00       | $2660301.32        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77K                                                      | 2051-05-20      | 2.5000%  | N/A     | $11000000.00       | $1049553.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_5183B                                                      | 2052-01-25      | 3.0000%  | N/A     | $8075000.00        | $1037830.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-04-20      | 5.5000%  | N/A     | $4031.00           | $4065.22           | Agency Mortgage-Backed Securities         |
| FHLMC_5441B                                                      | 2054-08-25      | 0.6800%  | N/A     | $70000000.00       | $2221119.93        | Agency Collateralized Mortgage Obligation |
| FNMA_20-27G                                                      | 2050-05-25      | 1.5855%  | N/A     | $22318291.00       | $1360312.95        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19J                                                      | 2051-11-20      | 3.0000%  | N/A     | $4700000.00        | $555575.66         | Agency Collateralized Mortgage Obligation |
| GNMA_22-1B                                                       | 2052-01-20      | 0.0000%  | N/A     | $100000000.00      | $714970.31         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-35B                                           | 2045-06-25      | 1.1716%  | N/A     | $53140421.00       | $604376.89         | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                                      | 2061-07-16      | 1.0045%  | N/A     | $37500000.00       | $734967.43         | Agency Collateralized Mortgage Obligation |
| FREMF_18-KW06                                                    | 2031-06-25      | 3.2101%  | N/A     | $13076482.00       | $1058019.24        | Agency Collateralized Mortgage Obligation |
| FNMA_12-141                                                      | 2042-12-25      | 2.2355%  | N/A     | $45267000.00       | $676193.86         | Agency Collateralized Mortgage Obligation |
| GNMA_22-29B                                                      | 2052-02-20      | 2.2500%  | N/A     | $13000000.00       | $7529424.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_4941S                                                      | 2049-07-25      | 4.5000%  | N/A     | $32180993.00       | $1468145.74        | Agency Collateralized Mortgage Obligation |
| FNMA_12-15                                                       | 2042-03-25      | 1.4855%  | N/A     | $85000000.00       | $733399.86         | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_17-KW02                               | 2027-01-25      | 2.8176%  | N/A     | $8516595.00        | $337938.38         | Agency Collateralized Mortgage Obligation |
| FNMA_25-59A                                                      | 2055-08-25      | 5.0000%  | N/A     | $104958156.00      | $104266866.60      | Agency Collateralized Mortgage Obligation |
| GNMA_20-154F                                                     | 2050-10-20      | 3.0000%  | N/A     | $8125000.00        | $574085.64         | Agency Collateralized Mortgage Obligation |
| GNMA_16-052                                                      | 2058-03-16      | 0.7384%  | N/A     | $27000000.00       | $180920.20         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-08-20      | 6.5000%  | N/A     | $68255.00          | $48266.70          | Agency Mortgage-Backed Securities         |
| FHLMC_4933E                                                      | 2049-12-25      | 1.5355%  | N/A     | $40777284.00       | $1417658.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5086K                                                      | 2051-03-25      | 2.5000%  | N/A     | $15000000.00       | $1674591.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_4962A                                                      | 2050-03-25      | 1.5855%  | N/A     | $8977500.00        | $301502.62         | Agency Collateralized Mortgage Obligation |
| FNMA_12-20D                                                      | 2042-03-25      | 1.9855%  | N/A     | $91164018.00       | $718991.22         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120B                                                     | 2051-05-20      | 5.0000%  | N/A     | $13679680.00       | $13722793.79       | Agency Collateralized Mortgage Obligation |
| FHLMC_4701A                                                      | 2047-07-15      | 0.0000%  | N/A     | $100864805.00      | $672714.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_5018E                                                      | 2050-10-25      | 4.0000%  | N/A     | $23883521.00       | $2023725.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2060-06-15      | 6.1000%  | N/A     | $12695400.00       | $13556678.78       | Agency Mortgage-Backed Securities         |
| GNMA_20-57                                                       | 2060-01-16      | 1.7940%  | N/A     | $7200000.00        | $553984.81         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4734                                           | 2047-12-15      | 4.0000%  | N/A     | $2048914.00        | $98080.13          | Agency Collateralized Mortgage Obligation |
| FHMS_K084                                                        | 2028-11-25      | 2.2427%  | N/A     | $30930260.00       | $2131866.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_4977                                                       | 2050-05-25      | 4.5000%  | N/A     | $53072318.00       | $3581181.51        | Agency Collateralized Mortgage Obligation |
| FNMA_25-59B                                                      | 2055-08-25      | 0.7700%  | N/A     | $100000000.00      | $3981500.00        | Agency Collateralized Mortgage Obligation |
| GNMA_20-69                                                       | 2062-04-16      | 1.2988%  | N/A     | $9100000.00        | $602477.59         | Agency Collateralized Mortgage Obligation |
| GNMA_23-88                                                       | 2065-10-16      | 0.9242%  | N/A     | $8840000.00        | $597694.04         | Agency Collateralized Mortgage Obligation |
| FHLMC_5293B                                                      | 2051-02-25      | 2.0000%  | N/A     | $2000000.00        | $234731.63         | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                                      | 2055-08-16      | 1.0000%  | N/A     | $588235.00         | $35747.24          | Agency Mortgage-Backed Securities         |
| FHMS_K085                                                        | 2045-12-25      | 2.3143%  | N/A     | $28530506.00       | $1969334.81        | Agency Collateralized Mortgage Obligation |
| FNMA_18-1A                                                       | 2048-02-25      | 1.6855%  | N/A     | $50000000.00       | $731285.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_4385                                                       | 2044-09-15      | 4.5000%  | N/A     | $54151458.00       | $885082.41         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531G                                                      | 2048-10-15      | 1.6959%  | N/A     | $43225082.00       | $4610569.05        | Agency Collateralized Mortgage Obligation |
| FNMA_16-53A                                                      | 2046-08-25      | 1.5355%  | N/A     | $38400349.00       | $1337042.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_KW03                                                       | 2030-08-25      | 3.0563%  | N/A     | $9334231.00        | $495870.70         | Agency Collateralized Mortgage Obligation |
| FHMS_KW10                                                        | 2029-10-25      | 2.7233%  | N/A     | $7359088.00        | $684891.21         | Agency Collateralized Mortgage Obligation |
| FHLMC_5539C                                                      | 2055-05-25      | 0.0000%  | N/A     | $100000000.00      | $1376213.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_3842                                                       | 2041-04-15      | 2.1459%  | N/A     | $74504333.00       | $180609.47         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_23-158      | 2033-07-25      | 4.0500%  | N/A     | $2900000.00        | $2804175.30        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                                      | 2049-03-25      | 5.0000%  | N/A     | $859655.00         | $171553.55         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3780                                           | 2040-12-15      | 2.0459%  | N/A     | $46000000.00       | $248345.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-04-20      | 6.5000%  | N/A     | $10055.00          | $10299.23          | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_06-119                                           | 2036-12-25      | 2.7355%  | N/A     | $125000000.00      | $208361.33         | Agency Collateralized Mortgage Obligation |
| FHSTR_365B                                                       | 2034-05-15      | 2.5000%  | N/A     | $22599278.00       | $170734.73         | Agency Collateralized Mortgage Obligation |
| FNMA_12-82                                                       | 2042-08-25      | 1.6055%  | N/A     | $68500000.00       | $291617.00         | Agency Collateralized Mortgage Obligation |
| FNMA_19-72E                                                      | 2049-12-25      | 4.0000%  | N/A     | $16662375.00       | $313756.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                                      | 2050-08-25      | 3.0000%  | N/A     | $39440000.00       | $4674252.30        | Agency Collateralized Mortgage Obligation |
| FNMA_21-51A                                                      | 2051-08-25      | 3.0000%  | N/A     | $25750500.00       | $2799583.71        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                                      | 2053-08-16      | 1.0000%  | N/A     | $2205883.00        | $57853.57          | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K089              | 2028-10-25      | 3.3440%  | N/A     | $1000000.00        | $586186.50         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_17-68                                            | 2047-09-25      | 4.5000%  | N/A     | $39712487.00       | $1228986.16        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_19-25                                            | 2049-06-25      | 1.5855%  | N/A     | $118240000.00      | $4013177.88        | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                                        | 2047-11-25      | 2.4766%  | N/A     | $10184660.00       | $510412.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_44-25B                                                     | 2045-01-15      | 1.5959%  | N/A     | $52600000.00       | $913857.11         | Agency Collateralized Mortgage Obligation |
| FNMA_15-37                                                       | 2045-06-25      | 1.1555%  | N/A     | $59885082.00       | $837642.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056                | 2050-12-25      | 2.5000%  | N/A     | $11099121.00       | $988431.77         | Agency Collateralized Mortgage Obligation |
| FHLK_12                                                          | 2030-10-25      | 2.7404%  | N/A     | $4357000.00        | $523718.78         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120A                                                     | 2037-04-20      | 5.0000%  | N/A     | $16396700.00       | $16888890.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2060-08-15      | 6.4900%  | N/A     | $7104000.00        | $7679987.58        | Agency Mortgage-Backed Securities         |
| FHLMC_4601B                                                      | 2045-12-15      | 4.0000%  | N/A     | $11966000.00       | $208583.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_5128D                                                      | 2051-07-25      | 4.5000%  | N/A     | $13509000.00       | $1538222.34        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138        | 2032-01-25      | 2.9798%  | N/A     | $5775000.00        | $889160.43         | Agency Collateralized Mortgage Obligation |
| FNMA_21-15D                                                      | 2051-04-25      | 4.5000%  | N/A     | $2794000.00        | $363886.04         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_K079 | 2046-07-25      | 2.2549%  | N/A     | $52113029.00       | $3079782.25        | Agency Collateralized Mortgage Obligation |
| FNMA_18-38B                                                      | 2048-06-25      | 1.7355%  | N/A     | $80378666.00       | $1468184.88        | Agency Collateralized Mortgage Obligation |
| FNMA_17-34A                                                      | 2047-05-25      | 1.6355%  | N/A     | $141990914.00      | $2703666.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_4754D                                                      | 2048-02-15      | 1.6959%  | N/A     | $11000000.00       | $300061.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163             | 2046-02-16      | 1.0052%  | N/A     | $265344000.00      | $238118.41         | Agency Collateralized Mortgage Obligation |
| FNMA_21-82D                                                      | 2051-11-25      | 3.0000%  | N/A     | $21374999.00       | $1947568.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087                                                       | 2051-03-25      | 4.0000%  | N/A     | $32500000.00       | $2805840.48        | Agency Collateralized Mortgage Obligation |
| GNMA_21-214Q                                                     | 2051-12-20      | 3.5000%  | N/A     | $6405000.00        | $653042.03         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                                      | 2048-05-25      | 4.0000%  | N/A     | $639801.00         | $100337.77         | Agency Collateralized Mortgage Obligation |
| FHLMC_5543C                                                      | 2055-06-25      | 1.4000%  | N/A     | $63621000.00       | $4648710.53        | Agency Collateralized Mortgage Obligation |
| GNMA_16-133                                                      | 2057-12-16      | 0.6994%  | N/A     | $22500000.00       | $183329.90         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-30A                                           | 2045-05-25      | 1.1355%  | N/A     | $41575000.00       | $367744.16         | Agency Collateralized Mortgage Obligation |
| FHMS_K163                                                        | 2034-04-25      | 5.6872%  | N/A     | $12979557.00       | $4742721.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120A                                                     | 2055-07-20      | 5.0000%  | N/A     | $20603329.00       | $20065060.16       | Agency Collateralized Mortgage Obligation |
| FHLMC_4903F                                                      | 2049-08-25      | 1.5855%  | N/A     | $44070264.00       | $1509999.19        | Agency Collateralized Mortgage Obligation |
| FNMA_13-20N                                                      | 2043-03-25      | 1.6355%  | N/A     | $13066000.00       | $252898.33         | Agency Collateralized Mortgage Obligation |
| FNMA_19-45B                                                      | 2049-08-25      | 1.5855%  | N/A     | $104126044.00      | $3666937.69        | Agency Collateralized Mortgage Obligation |
| FHMS_K117                                                        | 2048-10-25      | 2.8682%  | N/A     | $20439073.00       | $2508163.53        | Agency Collateralized Mortgage Obligation |
| FNMA_20-52G                                                      | 2050-08-25      | 4.5000%  | N/A     | $14950008.00       | $1226680.86        | Agency Collateralized Mortgage Obligation |
| FNMA_25-32C                                                      | 2055-05-25      | 0.7500%  | N/A     | $215000000.00      | $7454502.76        | Agency Collateralized Mortgage Obligation |
| GNMA_20-039                                                      | 2062-02-16      | 0.7500%  | N/A     | $23000000.00       | $608299.59         | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                                      | 2055-08-16      | 4.0000%  | N/A     | $588235.00         | $532871.69         | Agency Mortgage-Backed Securities         |
| FNMA_22-62B                                                      | 2052-09-25      | 4.5000%  | N/A     | $12871051.00       | $1812317.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_4998F                                                      | 2050-08-25      | 1.8000%  | N/A     | $25942664.00       | $1570105.17        | Agency Collateralized Mortgage Obligation |
| FNMA_21-28D                                                      | 2051-05-25      | 0.0000%  | N/A     | $25000000.00       | $614482.36         | Agency Collateralized Mortgage Obligation |
| FHMS_K053                                                        | 2044-03-25      | 1.6525%  | N/A     | $7000673.00        | $59037.30          | Agency Collateralized Mortgage Obligation |
| FNMA_14-90                                                       | 2045-01-25      | 1.6855%  | N/A     | $188839821.00      | $2612019.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120B                                                     | 2055-07-20      | 5.0000%  | N/A     | $5893358.00        | $5801325.36        | Agency Collateralized Mortgage Obligation |
| FNMA_25-7C                                                       | 2054-09-25      | 1.1500%  | N/A     | $100000000.00      | $3514408.42        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4929                                           | 2049-10-25      | 1.4855%  | N/A     | $50404811.00       | $3115935.51        | Agency Collateralized Mortgage Obligation |
| FNMA_20-12B                                                      | 2050-03-25      | 1.5855%  | N/A     | $110398000.00      | $4525724.11        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57E                                                      | 2049-10-25      | 1.5855%  | N/A     | $55888578.00       | $1236743.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5071M                                                      | 2048-04-25      | 4.0000%  | N/A     | $35952899.00       | $2931030.43        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                                      | 2049-09-25      | 1.5855%  | N/A     | $70650117.00       | $7364276.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_4057                                                       | 2042-06-15      | 2.0959%  | N/A     | $88571428.00       | $766639.26         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081               | 2046-09-25      | 2.2350%  | N/A     | $8731524.00        | $564584.76         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K-1514            | 2034-10-25      | 2.8590%  | N/A     | $1125000.00        | $968506.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_4077                                                       | 2042-07-15      | 1.6459%  | N/A     | $110603899.00      | $556479.51         | Agency Collateralized Mortgage Obligation |
| GNMA_23-105                                                      | 2065-07-16      | 0.9804%  | N/A     | $33296039.00       | $2424685.09        | Agency Collateralized Mortgage Obligation |
| FHSTR_329                                                        | 2044-01-15      | 4.0000%  | N/A     | $24213775.00       | $198561.94         | Agency Collateralized Mortgage Obligation |
| FNMA_22-3C                                                       | 2052-02-25      | 2.0000%  | N/A     | $6000000.00        | $3528290.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_4194A                                                      | 2043-04-15      | 4.0000%  | N/A     | $53867746.00       | $1176466.13        | Agency Collateralized Mortgage Obligation |
| FNMA_15-79                                                       | 2045-11-25      | 1.7855%  | N/A     | $24418550.00       | $336996.53         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHR_4901                                      | 2049-07-25      | 1.6355%  | N/A     | $84449463.00       | $2310546.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_4954B                                                      | 2050-02-25      | 1.5855%  | N/A     | $118078268.00      | $4743855.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5132                                                       | 2051-08-25      | 3.0000%  | N/A     | $21525173.00       | $2262074.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                                      | 2049-02-15      | 2.1459%  | N/A     | $26168899.00       | $738463.70         | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                                        | 2061-01-16      | 0.9008%  | N/A     | $52000000.00       | $515285.69         | Agency Collateralized Mortgage Obligation |
| FHMS_KG03                                                        | 2033-07-25      | 2.9659%  | N/A     | $21909170.00       | $2540491.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_5305B                                                      | 2049-07-15      | 4.0000%  | N/A     | $26101907.00       | $4197659.31        | Agency Collateralized Mortgage Obligation |
| FNMA_23-57C                                                      | 2049-10-25      | 1.5355%  | N/A     | $54205919.00       | $4285779.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_4882B                                                      | 2049-05-15      | 1.5959%  | N/A     | $9396431.00        | $238473.41         | Agency Collateralized Mortgage Obligation |
| FHSTR_389                                                        | 2037-05-15      | 2.0000%  | N/A     | $57234111.00       | $2101175.70        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27B                                                      | 2052-12-25      | 6.0000%  | N/A     | $4112541.00        | $828026.60         | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                       | 2055-02-25      | 0.0000%  | N/A     | $70000000.00       | $313789.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_5050E                                                      | 2050-10-25      | 3.0000%  | N/A     | $5368180.00        | $494870.24         | Agency Collateralized Mortgage Obligation |
| FNMA_15-16C                                                      | 2045-04-25      | 4.5000%  | N/A     | $50000000.00       | $1022380.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_3942                                                       | 2041-10-15      | 2.0659%  | N/A     | $40600000.00       | $273232.02         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999N                                                      | 2044-03-25      | 1.4855%  | N/A     | $43898226.00       | $1251746.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5036N                                                      | 2050-04-25      | 4.0000%  | N/A     | $3251000.00        | $264458.39         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531F                                                      | 2050-01-15      | 1.5459%  | N/A     | $48543875.00       | $4678607.01        | Agency Collateralized Mortgage Obligation |
| FNMA_25-58                                                       | 2055-07-25      | 1.0000%  | N/A     | $2666162.00        | $95192.50          | Agency Collateralized Mortgage Obligation |
| GNMA_21-135F                                                     | 2051-08-20      | 0.0000%  | N/A     | $32416186.00       | $301268.53         | Agency Collateralized Mortgage Obligation |
| GNMA_21-78T                                                      | 2051-05-20      | 3.5000%  | N/A     | $4511278.00        | $408245.35         | Agency Collateralized Mortgage Obligation |
| GNMA_21-15B                                                      | 2051-01-20      | 3.0000%  | N/A     | $9333333.00        | $941488.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_5076D                                                      | 2051-02-25      | 3.0000%  | N/A     | $19310978.00       | $1993871.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5142L                                                      | 2051-09-25      | 1.5000%  | N/A     | $17311159.00       | $1323460.98        | Agency Collateralized Mortgage Obligation |
| GNMA_21-159E                                                     | 2051-09-20      | 3.0000%  | N/A     | $5800000.00        | $560494.57         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59H                                                      | 2049-10-25      | 1.5855%  | N/A     | $36516371.00       | $940885.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2060-06-15      | 5.9700%  | N/A     | $8002400.00        | $8497741.97        | Agency Mortgage-Backed Securities         |
| FHLMC_40-30                                                      | 2042-04-15      | 1.9959%  | N/A     | $62000000.00       | $258935.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_4958A                                                      | 2050-03-25      | 3.5000%  | N/A     | $24192432.00       | $979131.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_5121C                                                      | 2051-06-25      | 4.0000%  | N/A     | $3873000.00        | $419566.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2060-08-15      | 5.0500%  | N/A     | $11826000.00       | $11651168.36       | Agency Mortgage-Backed Securities         |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KF136       | 2032-04-25      | 4.7239%  | N/A     | $1000000.00        | $494876.25         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K076              | 2046-06-25      | 2.2538%  | N/A     | $64578830.00       | $3591497.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_4621A                                                      | 2046-10-15      | 3.5000%  | N/A     | $33242142.00       | $715635.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003B                                                      | 2050-08-25      | 2.5000%  | N/A     | $17226325.00       | $1377057.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_4281                                                       | 2043-12-15      | 1.5459%  | N/A     | $14600000.00       | $87316.76          | Agency Collateralized Mortgage Obligation |
| FNMA_15-35A                                                      | 2045-06-25      | 1.1355%  | N/A     | $160000000.00      | $1445934.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_4938D                                                      | 2049-12-25      | 1.5355%  | N/A     | $46553866.00       | $1960207.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5005                                                       | 2040-08-25      | 4.0000%  | N/A     | $35713338.00       | $1207068.80        | Agency Collateralized Mortgage Obligation |
| FNSTR_444                                                        | 2052-09-25      | 3.5000%  | N/A     | $19827969.00       | $3573975.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5543D                                                      | 2055-06-25      | 6.0000%  | N/A     | $3177175.00        | $721249.13         | Agency Collateralized Mortgage Obligation |
| GNMA_22-5J                                                       | 2052-01-20      | 0.0000%  | N/A     | $67000000.00       | $783640.55         | Agency Collateralized Mortgage Obligation |
| FHMS_K170                                                        | 2063-02-25      | 5.5890%  | N/A     | $3531092.00        | $1379355.77        | Agency Collateralized Mortgage Obligation |
| FNMA_21-47A                                                      | 2049-10-25      | 2.5000%  | N/A     | $450000.00         | $42505.39          | Agency Collateralized Mortgage Obligation |
| FHSTR_363                                                        | 2048-09-15      | 4.0000%  | N/A     | $20913914.00       | $380857.53         | Agency Collateralized Mortgage Obligation |
| GNMA_19-141                                                      | 2062-01-16      | 0.6177%  | N/A     | $25700000.00       | $674314.47         | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                       | 2055-02-25      | 0.0500%  | N/A     | $70000000.00       | $217741.15         | Agency Collateralized Mortgage Obligation |
| GNMA_24-31                                                       | 2065-03-16      | 0.5000%  | N/A     | $3000000.00        | $73859.55          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | 2045-01-25      | 2.0791%  | N/A     | $4474000.00        | $125403.02         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                                       | 2044-07-20      | 0.9049%  | N/A     | $15000000.00       | $347471.36         | Agency Collateralized Mortgage Obligation |
| FHLMC_4427                                                       | 2045-01-15      | 1.1459%  | N/A     | $82000000.00       | $730789.52         | Agency Collateralized Mortgage Obligation |
| FHMS_KS07                                                        | 2025-09-25      | 0.5875%  | N/A     | $8175773.00        | $8123.97           | Agency Collateralized Mortgage Obligation |
| FNMA_20-34G                                                      | 2050-06-25      | 1.5855%  | N/A     | $31926820.00       | $1776235.04        | Agency Collateralized Mortgage Obligation |
| GNMA_21-127                                                      | 2062-11-16      | 2.0000%  | N/A     | $4300000.00        | $2768153.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906                                                       | 2049-09-25      | 1.6355%  | N/A     | $61607054.00       | $1746888.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_4617                                                       | 2046-05-15      | 3.5000%  | N/A     | $33920285.00       | $361417.94         | Agency Collateralized Mortgage Obligation |
| FHLMC_4491                                                       | 2040-03-15      | 6.0000%  | N/A     | $12467233.00       | $102053.29         | Agency Collateralized Mortgage Obligation |
| FNMA_19-71D                                                      | 2049-11-25      | 1.5855%  | N/A     | $33282680.00       | $1157589.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_38-38                                                      | 2041-04-15      | 2.0959%  | N/A     | $21899370.00       | $288057.67         | Agency Collateralized Mortgage Obligation |
| FHLMC_4473                                                       | 2045-05-15      | 1.1459%  | N/A     | $36726000.00       | $398438.63         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74B                                                      | 2044-06-25      | 1.7355%  | N/A     | $32328000.00       | $244335.52         | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                                       | 2046-10-25      | 1.5355%  | N/A     | $18582352.00       | $601585.01         | Agency Collateralized Mortgage Obligation |
| FNMA_19-31                                                       | 2049-07-25      | 1.5855%  | N/A     | $14527000.00       | $549387.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2065-05-15      | 5.0400%  | N/A     | $25000.00          | $25170.68          | Agency Mortgage-Backed Securities         |
| FHLMC_5084E                                                      | 2044-10-25      | 4.0000%  | N/A     | $39870250.00       | $3692317.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-118                                                      | 2065-05-16      | 0.9064%  | N/A     | $20254243.00       | $1324807.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_40-76                                                      | 2042-07-15      | 2.2459%  | N/A     | $23218083.00       | $160922.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_5386G                                                      | 2049-06-15      | 1.5959%  | N/A     | $23750082.00       | $2183832.54        | Agency Collateralized Mortgage Obligation |
| FHR_4924                                                         | 2049-10-25      | 1.5855%  | N/A     | $45076729.00       | $1359614.86        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014              | 2055-10-25      | 2.7740%  | N/A     | $15452001.00       | $2025725.72        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57J                                                      | 2049-10-25      | 1.5355%  | N/A     | $22607858.00       | $499161.22         | Agency Collateralized Mortgage Obligation |
| FNMA_15-29                                                       | 2045-05-25      | 1.1855%  | N/A     | $61902119.00       | $846251.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_4877D                                                      | 2049-04-15      | 4.0000%  | N/A     | $5931012.00        | $139695.31         | Agency Collateralized Mortgage Obligation |
| FNMA_19-69C                                                      | 2049-12-25      | 1.5355%  | N/A     | $4500000.00        | $138304.36         | Agency Collateralized Mortgage Obligation |
| FHLMC_4979                                                       | 2050-06-25      | 1.5855%  | N/A     | $65266187.00       | $2413520.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27B                                                      | 2055-02-20      | 5.5480%  | N/A     | $3000000.00        | $2951517.61        | Agency Collateralized Mortgage Obligation |
| FNMA_23-53F                                                      | 2053-11-25      | 1.6000%  | N/A     | $74472971.00       | $3183227.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5103E                                                      | 2051-05-25      | 4.0000%  | N/A     | $18000000.00       | $2185635.51        | Agency Collateralized Mortgage Obligation |
| FNMA_20-62E                                                      | 2050-09-25      | 2.0000%  | N/A     | $5400034.00        | $393236.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2060-07-15      | 5.8200%  | N/A     | $8632000.00        | $9029184.22        | Agency Mortgage-Backed Securities         |
| GNMA_16-177                                                      | 2057-01-16      | 0.4923%  | N/A     | $35098788.00       | $211183.78         | Agency Collateralized Mortgage Obligation |
| GNMA_21-149E                                                     | 2051-08-20      | 3.0000%  | N/A     | $5900000.00        | $555928.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_5010D                                                      | 2050-09-25      | 4.0000%  | N/A     | $60791340.00       | $4535336.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5138A                                                      | 2050-03-25      | 3.5000%  | N/A     | $18863683.00       | $1580894.13        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | 2044-09-25      | 2.0021%  | N/A     | $5174721.00        | $116919.77         | Agency Collateralized Mortgage Obligation |
| FHLMC_4918B                                                      | 2049-10-25      | 1.5855%  | N/A     | $37957596.00       | $821352.32         | Agency Collateralized Mortgage Obligation |
| FNSTR_430                                                        | 2042-04-25      | 2.5000%  | N/A     | $27058058.00       | $2270956.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_3471D                                                      | 2035-08-15      | 1.5959%  | N/A     | $200000000.00      | $179227.53         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74                                                       | 2044-11-25      | 1.6355%  | N/A     | $100000000.00      | $930966.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_4764D                                                      | 2048-01-15      | 4.0000%  | N/A     | $3118250.00        | $437821.90         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                                      | 2049-03-25      | 1.4855%  | N/A     | $50544901.00       | $4263322.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                                      | 2055-07-25      | 1.4500%  | N/A     | $46102870.00       | $3459063.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5441A                                                      | 2054-08-25      | 0.6000%  | N/A     | $131800800.00      | $3952218.08        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                      | 2049-08-25      | 1.5355%  | N/A     | $52006853.00       | $5014865.65        | Agency Collateralized Mortgage Obligation |
| FNMA_22-43B                                                      | 2052-07-25      | 1.0500%  | N/A     | $8786000.00        | $397150.56         | Agency Collateralized Mortgage Obligation |
| FHLMC_4395                                                       | 2026-05-15      | 4.0000%  | N/A     | $1004960.00        | $0.51              | Agency Collateralized Mortgage Obligation |
| FHLMC_4820C                                                      | 2048-03-15      | 1.7459%  | N/A     | $25941382.00       | $435905.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_5416B                                                      | 2054-06-25      | 1.4500%  | N/A     | $50000000.00       | $2017607.30        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                      | 2049-08-25      | 4.5000%  | N/A     | $535378.00         | $95558.30          | Agency Collateralized Mortgage Obligation |
| FHMS_K083                                                        | 2028-10-25      | 2.2925%  | N/A     | $28128058.00       | $1955810.71        | Agency Collateralized Mortgage Obligation |
| GNMA_21-51                                                       | 2062-10-16      | 1.0120%  | N/A     | $12900000.00       | $728644.61         | Agency Collateralized Mortgage Obligation |
| FHMS_K063                                                        | 2027-02-25      | 0.0000%  | N/A     | $25736894.00       | $804912.71         | Agency Collateralized Mortgage Obligation |
| GNMA_21-112                                                      | 2063-10-16      | 0.9897%  | N/A     | $22000000.00       | $1207252.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                                      | 2055-07-25      | 1.0000%  | N/A     | $5744681.00        | $232425.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_4094                                                       | 2042-08-15      | 1.5959%  | N/A     | $15661571.00       | $300556.07         | Agency Collateralized Mortgage Obligation |
| FHMS_KLU3FX                                                      | 2031-01-25      | 1.7580%  | N/A     | $3000000.00        | $2667696.00        | Agency Collateralized Mortgage Obligation |
| GNMA_15-107                                                      | 2057-03-16      | 0.5000%  | N/A     | $64102666.00       | $217572.58         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                                      | 2050-06-25      | 4.0000%  | N/A     | $1371181.00        | $271191.18         | Agency Collateralized Mortgage Obligation |
| FHLMC_5539C                                                      | 2055-05-25      | 0.6833%  | N/A     | $150000000.00      | $4658004.35        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104             | 2047-02-25      | 1.8930%  | N/A     | $7599992.00        | $572731.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30              | 2053-09-16      | 0.5329%  | N/A     | $100000000.00      | $174549.56         | Agency Collateralized Mortgage Obligation |
| FNMA_25-8C                                                       | 2055-02-25      | 0.7500%  | N/A     | $77000000.00       | $2203966.09        | Agency Collateralized Mortgage Obligation |
| FNMA_25-59A                                                      | 2055-08-25      | 1.5268%  | N/A     | $92668685.00       | $7396907.11        | Agency Collateralized Mortgage Obligation |
| FHSTR_390                                                        | 2037-04-15      | 2.0000%  | N/A     | $5041017.00        | $304245.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_4954A                                                      | 2050-02-25      | 1.5855%  | N/A     | $136016008.00      | $4286225.11        | Agency Collateralized Mortgage Obligation |

### Security 17: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399993768.00
- **C.18.a - Value (excl. sponsor support):** $399993768.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDNR9ZK0
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $5520500.00        | $5100029.22        | U.S. Treasuries (including strips) |

### Security 19: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52Z0, C.4 - ISIN: US3130B52Z02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $906652406.42
- **C.18.a - Value (excl. sponsor support):** $906652406.42
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7C44, C.4 - ISIN: US3130B7C444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $659021806.31
- **C.18.a - Value (excl. sponsor support):** $659021806.31
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5B72, C.4 - ISIN: US3130B5B721, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $761273654.97
- **C.18.a - Value (excl. sponsor support):** $761273654.97
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1684744127.12
- **C.18.a - Value (excl. sponsor support):** $1684744127.12
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2941640373.37
- **C.18.a - Value (excl. sponsor support):** $2941640373.37
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $444860442.74
- **C.18.a - Value (excl. sponsor support):** $444860442.74
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6VB9, C.4 - ISIN: US3130B6VB92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $627088028.66
- **C.18.a - Value (excl. sponsor support):** $627088028.66
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TL0, C.4 - ISIN: US3130B6TL03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $213651245.58
- **C.18.a - Value (excl. sponsor support):** $213651245.58
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $266697386.34
- **C.18.a - Value (excl. sponsor support):** $266697386.34
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDNRA1J7
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $6878900.00        | $5100043.33        | U.S. Treasuries (including strips) |

### Security 29: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110405285.76
- **C.18.a - Value (excl. sponsor support):** $110405285.76
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99644693.90
- **C.18.a - Value (excl. sponsor support):** $99644693.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDNRA0C3
- **C.18 - Value (incl. sponsor support):** $4750000000.00
- **C.18.a - Value (excl. sponsor support):** $4750000000.00
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $518506600.00      | $505215881.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $497000000.00      | $505537036.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | N/A     | $498475000.00      | $507263533.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $494810400.00      | $458801810.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $476100000.00      | $491252138.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $549000000.00      | $498495604.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 3.1250%  | N/A     | $499500000.00      | $506297750.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $443328800.00      | $445822524.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $432072800.00      | $438710878.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $487400000.00      | $487602888.05      | U.S. Treasuries (including strips) |

### Security 32: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $358551281.25
- **C.18.a - Value (excl. sponsor support):** $358551281.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYDNRA1G3
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 I4BF0822 | 2062-10-01      | 2.5000%  | N/A     | $112210034.00      | $85452944.73       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  | N/A     | $199415040.00      | $106036709.73      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7716 | 2050-11-01      | 2.0000%  | N/A     | $19810743.00       | $10349139.71       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  | N/A     | $288699904.00      | $107161206.34      | Agency Mortgage-Backed Securities |

### Security 34: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDNRA0Q2
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: NR; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 2.0000%  | N/A     | $2435700.00        | $1205493.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 3.5000%  | N/A     | $535495.00         | $69992.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $597151.00         | $603857.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-06-15      | 4.0000%  | N/A     | $38000.00          | $6381.45           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-02-15      | 6.0000%  | N/A     | $2320340.00        | $26797.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-01-15      | 4.0000%  | N/A     | $1915864.00        | $127476.31         | Agency Mortgage-Backed Securities |

### Security 35: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $1845000000.00
- **C.18.a - Value (excl. sponsor support):** $1845000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 2.5000%  | N/A     | $2288836607.00     | $1461512498.03     | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2062-03-15      | 3.1000%  | N/A     | $76954.00          | $66118.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9800%  | N/A     | $676968.00         | $666057.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-05-15      | 4.9400%  | N/A     | $50000.00          | $48965.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.0000%  | N/A     | $687962112.00      | $419606359.83      | Agency Mortgage-Backed Securities |

### Security 36: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDHZDTM8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_5449B                                          | 2054-07-25      | 1.5500%  | N/A     | $108000000.00      | $3609206.67        | Agency Collateralized Mortgage Obligation |
| GNMA_14-21                                           | 2044-02-16      | 1.0955%  | N/A     | $124834176.00      | $917322.69         | Agency Collateralized Mortgage Obligation |
| GNMA_22-19B                                          | 2052-01-20      | 0.0000%  | N/A     | $91096448.00       | $688820.78         | Agency Collateralized Mortgage Obligation |
| GNMA_21-56C                                          | 2050-09-20      | 2.5000%  | N/A     | $45163520.00       | $1584471.17        | Agency Collateralized Mortgage Obligation |
| FNMA_25-13C                                          | 2055-03-25      | 0.8500%  | N/A     | $323948000.00      | $11125699.83       | Agency Collateralized Mortgage Obligation |
| GNMA_24-180B                                         | 2054-11-20      | 0.2923%  | N/A     | $155000000.00      | $2765609.22        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                           | 2055-02-25      | 1.0000%  | N/A     | $7750000.00        | $141916.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-04-20      | 1.1349%  | N/A     | $31361664.00       | $490355.04         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2038-03-20      | 2.0049%  | N/A     | $33619520.00       | $211354.45         | Agency Collateralized Mortgage Obligation |
| GNMA_23-165A                                         | 2053-11-20      | 0.8520%  | N/A     | $25000000.00       | $289838.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_5269B                                          | 2052-10-25      | 0.1800%  | N/A     | $199801000.00      | $5815236.03        | Agency Collateralized Mortgage Obligation |
| FNMA_23-51C                                          | 2053-11-25      | 1.6000%  | N/A     | $143872000.00      | $5596208.13        | Agency Collateralized Mortgage Obligation |
| GNMA_22-172F                                         | 2052-10-20      | 3.8640%  | N/A     | $3441600.00        | $2493696.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5352    | 2053-11-25      | 1.7100%  | N/A     | $100000000.00      | $3159842.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_42-48                                          | 2041-05-15      | 0.0000%  | N/A     | $13848000.00       | $1898671.92        | Agency Collateralized Mortgage Obligation |
| GNMA_18-148A                                         | 2048-10-20      | 0.0000%  | N/A     | $50000000.00       | $146282.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_5554C                                          | 2055-07-25      | 2.6500%  | N/A     | $25000000.00       | $2374191.63        | Agency Collateralized Mortgage Obligation |
| GNMA_23-167A                                         | 2053-11-20      | 1.6520%  | N/A     | $100000000.00      | $1763625.58        | Agency Collateralized Mortgage Obligation |
| FNMA_22-23E                                          | 2050-03-25      | 0.0500%  | N/A     | $201469952.00      | $5639377.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5438G                                          | 2054-08-25      | 1.4000%  | N/A     | $150000000.00      | $7447249.12        | Agency Collateralized Mortgage Obligation |
| FNMA_24-27A                                          | 2054-05-25      | 2.0700%  | N/A     | $45000000.00       | $2974476.39        | Agency Collateralized Mortgage Obligation |
| GNMA_21-155G                                         | 2051-09-20      | 1.8349%  | N/A     | $25000000.00       | $2339665.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-91A                                          | 2054-05-20      | 1.6020%  | N/A     | $54540032.00       | $2648520.34        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H15B                                         | 2070-07-20      | 1.3201%  | N/A     | $37930040.00       | $800227.05         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H17C                                         | 2070-10-20      | 1.5223%  | N/A     | $102990336.00      | $3605359.41        | Agency Collateralized Mortgage Obligation |
| FNMA_25-34B                                          | 2055-05-25      | 0.8000%  | N/A     | $150000000.00      | $4908185.01        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H20A                                         | 2073-07-20      | 0.7721%  | N/A     | $57520576.00       | $4193538.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_5192A                                          | 2052-02-25      | 0.0000%  | N/A     | $72896510.00       | $65088.73          | Agency Collateralized Mortgage Obligation |
| GNMA_20-H12E                                         | 2070-07-20      | 1.5750%  | N/A     | $41936256.00       | $1140554.01        | Agency Collateralized Mortgage Obligation |
| GNMA_22-50C                                          | 2052-03-20      | 0.0000%  | N/A     | $109150000.00      | $1688476.23        | Agency Collateralized Mortgage Obligation |
| FNMA_24-54A                                          | 2054-08-25      | 1.4000%  | N/A     | $90000000.00       | $3067217.26        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63G                                          | 2050-04-20      | 0.0000%  | N/A     | $123290368.00      | $1036815.51        | Agency Collateralized Mortgage Obligation |
| GNH_12-H25                                           | 2061-12-20      | 0.3786%  | N/A     | $696320.00         | $329.35            | Agency Collateralized Mortgage Obligation |
| FHLMC_5269E                                          | 2052-10-25      | 0.8300%  | N/A     | $82672000.00       | $3081296.59        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H12B                                         | 2069-07-20      | 1.9108%  | N/A     | $38004928.00       | $921378.21         | Agency Collateralized Mortgage Obligation |
| GNMA_21-205B                                         | 2051-11-20      | 0.0000%  | N/A     | $85000000.00       | $407887.33         | Agency Collateralized Mortgage Obligation |
| GNMA_19-96D                                          | 2049-08-20      | 1.6349%  | N/A     | $15387232.00       | $632535.94         | Agency Collateralized Mortgage Obligation |
| GNMA_23-70A                                          | 2053-05-20      | 1.1520%  | N/A     | $96000000.00       | $4146043.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499F                                          | 2055-02-25      | 0.6000%  | N/A     | $50000000.00       | $1477444.02        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88E                                          | 2054-12-25      | 1.4642%  | N/A     | $130500000.00      | $5967390.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5425B                                          | 2054-06-25      | 1.4500%  | N/A     | $78348672.00       | $3771727.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-68  | 2040-06-20      | 2.1149%  | N/A     | $170503936.00      | $444724.69         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26A                                         | 2072-12-20      | 0.3148%  | N/A     | $80000000.00       | $3256777.06        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13A                                         | 2068-07-20      | 1.1754%  | N/A     | $24596480.00       | $23599.34          | Agency Collateralized Mortgage Obligation |
| FNMA_17-35A                                          | 2047-05-25      | 1.6855%  | N/A     | $21000000.00       | $604320.30         | Agency Collateralized Mortgage Obligation |
| GNMA_21-107D                                         | 2048-10-20      | 0.0000%  | N/A     | $7621176.00        | $289909.54         | Agency Collateralized Mortgage Obligation |
| FHLMC_5268A                                          | 2052-10-25      | 0.2500%  | N/A     | $76948000.00       | $2847419.79        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02D                                         | 2068-01-20      | 2.5361%  | N/A     | $11009000.00       | $126896.54         | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 0.0448%  | N/A     | $100000000.00      | $1772579.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180E                                         | 2054-11-20      | 0.0181%  | N/A     | $250000000.00      | $2913267.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5545E                                          | 2055-06-25      | 0.6500%  | N/A     | $101200000.00      | $3281448.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108A                                         | 2054-07-20      | 2.2520%  | N/A     | $200000000.00      | $10169478.81       | Agency Collateralized Mortgage Obligation |
| GNMA_21-H08B                                         | 2071-01-20      | 1.3423%  | N/A     | $18556000.00       | $393825.27         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H13A                                         | 2070-08-20      | 2.4948%  | N/A     | $46659776.00       | $2146677.09        | Agency Collateralized Mortgage Obligation |
| FNMA_22-70A                                          | 2052-10-25      | 0.7900%  | N/A     | $110000000.00      | $4701351.24        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H06                                          | 2074-04-20      | 0.9626%  | N/A     | $77931008.00       | $6655878.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-04-20      | 1.4210%  | N/A     | $1416000.00        | $4380.83           | Agency Collateralized Mortgage Obligation |
| GNMA_23-150C                                         | 2053-10-20      | 2.8020%  | N/A     | $39375000.00       | $1035611.30        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-21                                | 2048-04-25      | 1.7355%  | N/A     | $57325888.00       | $1051550.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81S                                          | 2054-11-20      | 1.0000%  | N/A     | $8715536.00        | $248660.33         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30S                                          | 2054-02-20      | 1.3820%  | N/A     | $100000000.00      | $2731334.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81Q                                          | 2054-06-20      | 1.0000%  | N/A     | $7228896.00        | $207202.23         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H15D                                         | 2068-08-20      | 1.7520%  | N/A     | $15092608.00       | $359089.62         | Agency Collateralized Mortgage Obligation |
| GNMA_16-4                                            | 2046-01-20      | 1.1849%  | N/A     | $206000000.00      | $2397587.74        | Agency Collateralized Mortgage Obligation |
| GNMA_22-87F                                          | 2052-05-20      | 3.6061%  | N/A     | $34601000.00       | $25506548.79       | Agency Collateralized Mortgage Obligation |
| GNMA_25-66C                                          | 2055-04-20      | 1.5020%  | N/A     | $100000000.00      | $6024101.19        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 1.7500%  | N/A     | $75000000.00       | $3348984.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_43-47                                          | 2054-06-15      | 1.5459%  | N/A     | $66018944.00       | $1126765.88        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H06D                                         | 2069-01-20      | 1.4789%  | N/A     | $24831232.00       | $612404.50         | Agency Collateralized Mortgage Obligation |
| FHLMC_5259                                           | 2052-09-25      | 0.9500%  | N/A     | $103908352.00      | $4424985.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499E                                          | 2055-02-25      | 0.7000%  | N/A     | $102000000.00      | $2687127.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-H07 | 2064-05-20      | 1.4872%  | N/A     | $98542720.00       | $564784.75         | Agency Collateralized Mortgage Obligation |
| GNMA_25-104F                                         | 2055-06-20      | 4.1361%  | N/A     | $22727264.00       | $22321047.30       | Agency Collateralized Mortgage Obligation |
| FHSTR_413                                            | 2054-05-25      | 1.5500%  | N/A     | $100000000.00      | $2710011.87        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_12-89                                | 2042-08-25      | 1.0855%  | N/A     | $79393536.00       | $325886.47         | Agency Collateralized Mortgage Obligation |
| FNMA_12-66                                           | 2041-03-25      | 2.2355%  | N/A     | $57671677.00       | $3669.63           | Agency Collateralized Mortgage Obligation |
| FNMA_22-64B                                          | 2052-10-25      | 0.8500%  | N/A     | $25000000.00       | $1119483.51        | Agency Collateralized Mortgage Obligation |
| FNMA_25-18F                                          | 2054-09-25      | 2.7500%  | N/A     | $84000000.00       | $7555162.06        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H12                                          | 2073-05-20      | 0.6665%  | N/A     | $75321728.00       | $4836629.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPO                     | 2041-06-15      | 1.6459%  | N/A     | $297858048.00      | $3471065.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-53  | 2061-06-16      | 0.7703%  | N/A     | $100000000.00      | $1305127.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-50C                                          | 2055-03-20      | 1.0020%  | N/A     | $200000000.00      | $10013281.02       | Agency Collateralized Mortgage Obligation |
| FHLMC_5368B                                          | 2053-12-25      | 1.1500%  | N/A     | $62667776.00       | $2109487.59        | Agency Collateralized Mortgage Obligation |
| FNMA_25-53A                                          | 2055-07-25      | 0.0000%  | N/A     | $249997.00         | $515.69            | Agency Collateralized Mortgage Obligation |
| GNMA_18-H03                                          | 2068-02-20      | 2.3749%  | N/A     | $204249344.00      | $3720938.58        | Agency Collateralized Mortgage Obligation |
| GNMA_12-H24                                          | 2062-10-20      | 1.7765%  | N/A     | $30784192.00       | $122558.25         | Agency Collateralized Mortgage Obligation |
| FHLMC_4944B                                          | 2050-01-25      | 1.5855%  | N/A     | $34828992.00       | $1062004.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                         | 2052-03-20      | 6.0000%  | N/A     | $44791616.00       | $6707992.41        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1H                                           | 2052-01-20      | 0.0000%  | N/A     | $143037952.00      | $564064.62         | Agency Collateralized Mortgage Obligation |
| GNMA_20-102D                                         | 2050-07-20      | 3.0000%  | N/A     | $69902976.00       | $6497374.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-007 AI                                | 2053-01-20      | 0.0000%  | N/A     | $22298976.00       | $1601682.86        | Agency Mortgage-Backed Securities         |
| FNMA_24-22L                                          | 2054-05-25      | 2.6674%  | N/A     | $212000000.00      | $15933880.45       | Agency Collateralized Mortgage Obligation |
| FHLMC_5484E                                          | 2054-12-25      | 0.9000%  | N/A     | $28500000.00       | $936514.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_5355B                                          | 2053-11-25      | 1.6200%  | N/A     | $125000000.00      | $5735527.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5384B                                          | 2053-11-25      | 6.5000%  | N/A     | $21987872.00       | $3636514.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180H                                         | 2054-11-20      | 2.2520%  | N/A     | $75000000.00       | $2251109.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2041-06-20      | 1.6549%  | N/A     | $19999800.00       | $139586.91         | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 1.5600%  | N/A     | $50000000.00       | $2846970.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5408C                                          | 2054-05-25      | 2.7500%  | N/A     | $150312448.00      | $11254897.18       | Agency Collateralized Mortgage Obligation |
| GNMA_22-103E                                         | 2050-05-20      | 3.8295%  | N/A     | $37900416.00       | $25161862.49       | Agency Collateralized Mortgage Obligation |
| GNMA_23-183E                                         | 2053-12-20      | 1.4520%  | N/A     | $150000000.00      | $3594465.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137D                                         | 2051-03-20      | 1.9020%  | N/A     | $28556864.00       | $3141480.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 0.0000%  | N/A     | $307000000.00      | $4549742.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516B                                          | 2055-03-25      | 0.7548%  | N/A     | $192516000.00      | $6327194.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164D                                         | 2054-10-20      | 1.1020%  | N/A     | $738826240.00      | $30413548.26       | Agency Collateralized Mortgage Obligation |
| GNMA_20-164B                                         | 2050-11-20      | 0.0000%  | N/A     | $68383232.00       | $346061.87         | Agency Collateralized Mortgage Obligation |
| GNMA_12-8                                            | 2041-05-20      | 4.0000%  | N/A     | $10502000.00       | $21268.28          | Agency Collateralized Mortgage Obligation |
| FNMA_23-56B                                          | 2053-11-25      | 1.8000%  | N/A     | $37500000.00       | $1380770.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2039-12-20      | 1.9349%  | N/A     | $7062864.00        | $71688.77          | Agency Collateralized Mortgage Obligation |
| GNMA_25-50B                                          | 2055-03-20      | 1.0020%  | N/A     | $150000000.00      | $7039828.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Y                                           | 2055-01-20      | 2.2020%  | N/A     | $259000000.00      | $10801212.69       | Agency Collateralized Mortgage Obligation |
| GNMA_22-124C                                         | 2052-07-20      | 0.0000%  | N/A     | $500000000.00      | $8158890.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5258D                                          | 2052-08-25      | 1.6000%  | N/A     | $73237200.00       | $3845314.78        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76B                                          | 2053-05-20      | 1.2020%  | N/A     | $110913600.00      | $3691636.26        | Agency Collateralized Mortgage Obligation |
| GNMA_22-50C                                          | 2052-03-20      | 0.0000%  | N/A     | $57850000.00       | $554287.92         | Agency Collateralized Mortgage Obligation |
| GNMA_25-81B                                          | 2055-05-20      | 0.0000%  | N/A     | $350000000.00      | $4513341.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                          | 2054-04-20      | 1.6520%  | N/A     | $114978560.00      | $3313351.51        | Agency Collateralized Mortgage Obligation |
| GNMA_22-172D                                         | 2052-10-20      | 2.7601%  | N/A     | $5599950.00        | $4020037.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499H                                          | 2055-02-25      | 1.1500%  | N/A     | $202000000.00      | $7223291.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81S                                          | 2055-04-20      | 0.8520%  | N/A     | $120750848.00      | $3961832.11        | Agency Collateralized Mortgage Obligation |
| GNMA_22-200B                                         | 2052-11-20      | 1.8020%  | N/A     | $9248816.00        | $132284.76         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155Q                                         | 2051-09-20      | 0.5000%  | N/A     | $39795008.00       | $638888.30         | Agency Collateralized Mortgage Obligation |
| GNMA_23-40J                                          | 2053-03-20      | 1.1520%  | N/A     | $140000000.00      | $2608311.54        | Agency Collateralized Mortgage Obligation |
| GNMA_22-207F                                         | 2052-12-20      | 0.5520%  | N/A     | $150000000.00      | $3065560.60        | Agency Collateralized Mortgage Obligation |
| GNMA_21-154H                                         | 2051-09-20      | 3.0000%  | N/A     | $133283200.00      | $9698429.10        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H10C                                         | 2067-04-20      | 2.4107%  | N/A     | $656000.00         | $6770.90           | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                           | 2055-05-25      | 1.4500%  | N/A     | $153114368.00      | $7283214.19        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19B                                          | 2053-02-20      | 0.6520%  | N/A     | $100000000.00      | $2844628.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5348                                           | 2053-10-25      | 2.1500%  | N/A     | $150000000.00      | $9165772.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81P                                          | 2054-04-20      | 0.9020%  | N/A     | $241131008.00      | $10055419.76       | Agency Collateralized Mortgage Obligation |
| GNMA_25-32A                                          | 2083-10-20      | 7.0000%  | N/A     | $21428544.00       | $2487914.19        | Agency Collateralized Mortgage Obligation |
| FNMA_11-97                                           | 2041-10-25      | 2.1355%  | N/A     | $162365440.00      | $126641.44         | Agency Collateralized Mortgage Obligation |
| FNMA_25-1C                                           | 2055-02-25      | 0.0000%  | N/A     | $100000000.00      | $989218.09         | Agency Collateralized Mortgage Obligation |
| GNMA_17-141G                                         | 2047-09-20      | 1.7349%  | N/A     | $20658816.00       | $538571.02         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H15A                                         | 2074-07-20      | 0.8427%  | N/A     | $49780160.00       | $3593888.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                          | 2053-11-25      | 1.7000%  | N/A     | $125000000.00      | $5794974.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5452E                                          | 2054-09-25      | 1.5500%  | N/A     | $100000000.00      | $4903670.50        | Agency Collateralized Mortgage Obligation |
| GNMA_22-56A                                          | 2052-03-20      | 0.0000%  | N/A     | $234000000.00      | $973894.77         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 | 2044-06-20      | 1.6349%  | N/A     | $23000000.00       | $723368.09         | Agency Collateralized Mortgage Obligation |
| GNMA_21-176                                          | 2051-09-20      | 0.0000%  | N/A     | $125621120.00      | $170410.37         | Agency Collateralized Mortgage Obligation |
| GNMA_24-95G                                          | 2054-06-20      | 1.0020%  | N/A     | $100000000.00      | $3884756.53        | Agency Collateralized Mortgage Obligation |
| GNMA_23-195B                                         | 2053-12-20      | 2.7020%  | N/A     | $105300000.00      | $5112228.32        | Agency Collateralized Mortgage Obligation |
| FNMA_25-43B                                          | 2055-06-25      | 0.7500%  | N/A     | $111457408.00      | $3352273.38        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75E                                          | 2049-10-20      | 1.5849%  | N/A     | $44926976.00       | $4128507.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2063-03-20      | 1.5827%  | N/A     | $9998336.00        | $9790.54           | Agency Collateralized Mortgage Obligation |
| GNMA_19-H17B                                         | 2069-11-20      | 1.8179%  | N/A     | $47657536.00       | $1014893.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                          | 2054-04-20      | 1.0220%  | N/A     | $130000000.00      | $4271648.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-113G                                         | 2054-07-20      | 0.8020%  | N/A     | $40000000.00       | $1449913.28        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H20B                                         | 2068-06-20      | 2.3065%  | N/A     | $11327000.00       | $143193.32         | Agency Collateralized Mortgage Obligation |
| GNMA_25-8E                                           | 2054-08-20      | 0.9020%  | N/A     | $109033600.00      | $2944721.85        | Agency Collateralized Mortgage Obligation |
| GNMA_22-138A                                         | 2052-08-20      | 0.0000%  | N/A     | $250000000.00      | $3868964.73        | Agency Collateralized Mortgage Obligation |
| GNMA_23-133A                                         | 2053-09-20      | 2.1520%  | N/A     | $103858560.00      | $5382989.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-42B                                          | 2054-03-20      | 0.8618%  | N/A     | $163828000.00      | $3022496.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5407B                                          | 2054-03-25      | 7.0000%  | N/A     | $18214272.00       | $2768070.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499C                                          | 2055-02-25      | 0.6500%  | N/A     | $162000000.00      | $4195145.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164B                                         | 2054-10-20      | 1.1020%  | N/A     | $333273088.00      | $11968418.37       | Agency Collateralized Mortgage Obligation |
| GNMA_23-70L                                          | 2053-05-20      | 3.0061%  | N/A     | $3847072.00        | $2298258.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19J                                          | 2054-02-20      | 1.1020%  | N/A     | $41132480.00       | $2345825.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                          | 2055-02-25      | 0.7500%  | N/A     | $250000000.00      | $6864415.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5545B                                          | 2055-06-25      | 0.7004%  | N/A     | $352869376.00      | $11779377.47       | Agency Collateralized Mortgage Obligation |
| FNMA_24-54C                                          | 2054-08-25      | 1.5500%  | N/A     | $84896640.00       | $2987471.69        | Agency Collateralized Mortgage Obligation |
| GNMA_21-104F                                         | 2051-06-20      | 0.0000%  | N/A     | $32668672.00       | $678585.78         | Agency Collateralized Mortgage Obligation |
| GNMA_24-131A                                         | 2053-09-20      | 1.0000%  | N/A     | $13007760.00       | $130027.36         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H06A                                         | 2065-02-20      | 1.7201%  | N/A     | $43487680.00       | $125621.47         | Agency Collateralized Mortgage Obligation |
| GNMA_24-180K                                         | 2054-11-20      | 0.9020%  | N/A     | $50000000.00       | $1367211.22        | Agency Collateralized Mortgage Obligation |
| GNMA_21-205D                                         | 2051-11-20      | 0.0000%  | N/A     | $376125000.00      | $2420407.32        | Agency Collateralized Mortgage Obligation |
| GNMA_19-23N                                          | 2049-02-20      | 1.5849%  | N/A     | $41953984.00       | $803384.61         | Agency Collateralized Mortgage Obligation |
| FNMA_14-70C                                          | 2044-11-25      | 1.6855%  | N/A     | $100000000.00      | $1148100.40        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88B                                          | 2054-12-25      | 2.1500%  | N/A     | $238951424.00      | $13353568.49       | Agency Collateralized Mortgage Obligation |
| GNMA_13-35                                           | 2053-01-16      | 0.3353%  | N/A     | $391920000.00      | $690865.04         | Agency Collateralized Mortgage Obligation |
| GNMA_21-160P                                         | 2051-09-20      | 1.8349%  | N/A     | $67568640.00       | $5992468.41        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H06E                                         | 2068-03-20      | 1.9443%  | N/A     | $18136160.00       | $691614.11         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18K                                         | 2069-10-20      | 1.6053%  | N/A     | $21884128.00       | $466858.11         | Agency Collateralized Mortgage Obligation |
| GNMA_22-119A                                         | 2052-07-20      | 0.0000%  | N/A     | $100000000.00      | $1459083.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180J                                         | 2045-12-20      | 5.5000%  | N/A     | $2272724.00        | $347290.86         | Agency Collateralized Mortgage Obligation |
| GNMA_22-213U                                         | 2051-09-20      | 6.0000%  | N/A     | $4737712.00        | $428118.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_5484F                                          | 2054-12-25      | 1.5000%  | N/A     | $65857280.00       | $2841229.96        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H09A                                         | 2068-04-20      | 1.7431%  | N/A     | $108553344.00      | $2134129.58        | Agency Collateralized Mortgage Obligation |
| GNMA_11-H08                                          | 2061-03-20      | 1.2847%  | N/A     | $62113600.00       | $85718.11          | Agency Collateralized Mortgage Obligation |
| GNMA_22-189B                                         | 2052-09-20      | 3.8040%  | N/A     | $2203808.00        | $1582750.85        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88A                                          | 2054-12-25      | 0.0000%  | N/A     | $50000000.00       | $702423.77         | Agency Collateralized Mortgage Obligation |
| FNMA_24-90B                                          | 2053-11-25      | 1.4000%  | N/A     | $82000000.00       | $4350101.41        | Agency Collateralized Mortgage Obligation |
| GNMA_22-124E                                         | 2052-07-20      | 0.0000%  | N/A     | $350000000.00      | $5106527.42        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H15E                                         | 2065-09-20      | 2.0964%  | N/A     | $63356544.00       | $160944.98         | Agency Collateralized Mortgage Obligation |
| FHLMC_5513C                                          | 2054-11-25      | 2.8000%  | N/A     | $58524800.00       | $4862908.86        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 1.7000%  | N/A     | $100000000.00      | $4320919.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5273A                                          | 2052-11-25      | 0.4000%  | N/A     | $170645504.00      | $5855871.31        | Agency Collateralized Mortgage Obligation |
| FNMA_18-54A                                          | 2048-08-25      | 1.7855%  | N/A     | $25000000.00       | $572419.74         | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 2.8500%  | N/A     | $50000000.00       | $3507408.73        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137H                                         | 2052-08-20      | 1.6520%  | N/A     | $68200000.00       | $3101621.95        | Agency Collateralized Mortgage Obligation |
| GNMA_20-140D                                         | 2050-09-20      | 1.8849%  | N/A     | $137805568.00      | $10070905.70       | Agency Collateralized Mortgage Obligation |
| GNMA_22-19B                                          | 2052-01-20      | 0.0000%  | N/A     | $166903552.00      | $1399343.84        | Agency Collateralized Mortgage Obligation |
| GNMA_21-205C                                         | 2051-11-20      | 0.0000%  | N/A     | $204000000.00      | $1506987.60        | Agency Collateralized Mortgage Obligation |
| GNMA_23-133C                                         | 2053-09-20      | 1.2520%  | N/A     | $100000000.00      | $1406647.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5266B                                          | 2052-09-25      | 0.8300%  | N/A     | $84743808.00       | $3862001.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H02A                                         | 2074-12-20      | 0.7111%  | N/A     | $100000000.00      | $7945562.50        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131M                                         | 2053-09-20      | 0.3520%  | N/A     | $20000000.00       | $219636.55         | Agency Collateralized Mortgage Obligation |
| GNMA_18-142A                                         | 2058-09-16      | 0.6097%  | N/A     | $94891520.00       | $715728.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5518B                                          | 2055-03-25      | 0.0000%  | N/A     | $57037824.00       | $884887.17         | Agency Collateralized Mortgage Obligation |
| GNMA_24-8E                                           | 2053-08-20      | 0.3500%  | N/A     | $21970656.00       | $200557.96         | Agency Collateralized Mortgage Obligation |
| FANNIEMAE WHOLE LOAN FNMA FNMA_06-43                 | 2036-06-25      | 2.2355%  | N/A     | $54534000.00       | $136210.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_5411F                                          | 2054-05-25      | 2.2500%  | N/A     | $179168256.00      | $6289066.47        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                           | 2055-02-25      | 0.6000%  | N/A     | $150000000.00      | $3776924.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81M                                          | 2055-04-20      | 0.2020%  | N/A     | $181870080.00      | $3962003.71        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_08-68                                | 2038-08-25      | 1.6355%  | N/A     | $56807424.00       | $45616.79          | Agency Collateralized Mortgage Obligation |
| FHLMC_4916C                                          | 2049-09-25      | 1.6355%  | N/A     | $44937536.00       | $1185723.40        | Agency Collateralized Mortgage Obligation |
| GNMA_14-183                                          | 2044-12-16      | 1.1566%  | N/A     | $32907456.00       | $279542.25         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL003TS R23F003                            | 2052-12-25      | 0.0000%  | N/A     | $65864240.00       | $4511053.31        | Agency Mortgage-Backed Securities         |
| FNMA_24-95G                                          | 2054-12-25      | 0.7000%  | N/A     | $216500000.00      | $5929960.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5491A                                          | 2055-01-25      | 0.8500%  | N/A     | $276681216.00      | $9048207.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473C                                          | 2054-11-25      | 0.3500%  | N/A     | $236500000.00      | $6287052.82        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15                                          | 2069-05-20      | 1.1817%  | N/A     | $41567296.00       | $899483.42         | Agency Collateralized Mortgage Obligation |
| GNMA_25-20B                                          | 2055-01-20      | 1.1520%  | N/A     | $35962240.00       | $2269427.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_3964B                                          | 2041-11-15      | 1.5459%  | N/A     | $56750784.00       | $312439.21         | Agency Collateralized Mortgage Obligation |
| FNMA_19-8C                                           | 2049-03-25      | 1.3355%  | N/A     | $15739808.00       | $264510.65         | Agency Collateralized Mortgage Obligation |
| GNMA_23-89A                                          | 2053-06-20      | 4.9865%  | N/A     | $8047632.00        | $6921269.83        | Agency Collateralized Mortgage Obligation |
| FNMA_24-76A                                          | 2053-09-25      | 2.8500%  | N/A     | $57059840.00       | $5677667.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30T                                          | 2054-02-20      | 1.4520%  | N/A     | $55427000.00       | $1859711.64        | Agency Collateralized Mortgage Obligation |
| GNMA_23-103D                                         | 2053-07-20      | 1.6020%  | N/A     | $101610880.00      | $4350545.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 2.6500%  | N/A     | $75000000.00       | $6887739.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_4096                                           | 2042-08-15      | 0.0409%  | N/A     | $3900360.00        | $1577180.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2062-01-20      | 0.9190%  | N/A     | $186769408.00      | $147127.68         | Agency Collateralized Mortgage Obligation |
| FNMA_24-82H                                          | 2054-11-25      | 2.8000%  | N/A     | $83750000.00       | $7144838.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449E                                          | 2054-07-25      | 2.7500%  | N/A     | $100000000.00      | $7165017.64        | Agency Collateralized Mortgage Obligation |
| FNMA_25-53B                                          | 2055-07-25      | 2.7000%  | N/A     | $23408320.00       | $2266239.45        | Agency Collateralized Mortgage Obligation |
| FNMA_24-11B                                          | 2054-03-25      | 2.6500%  | N/A     | $50500000.00       | $3516627.08        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3631                               | 2040-02-15      | 1.7859%  | N/A     | $76754688.00       | $155841.82         | Agency Collateralized Mortgage Obligation |
| FNMA_24-72C                                          | 2054-10-25      | 0.5500%  | N/A     | $25000000.00       | $745688.11         | Agency Collateralized Mortgage Obligation |
| GNMA_18-29                                           | 2045-09-20      | 0.3189%  | N/A     | $70166144.00       | $412944.39         | Agency Collateralized Mortgage Obligation |
| GNMA_23-147A                                         | 2053-10-20      | 1.2520%  | N/A     | $185000000.00      | $2678707.52        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43K                                          | 2054-03-20      | 1.7020%  | N/A     | $82843648.00       | $2089877.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66E                                          | 2055-04-20      | 0.9220%  | N/A     | $80000000.00       | $3550219.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5479A                                          | 2054-12-25      | 1.2167%  | N/A     | $150000000.00      | $5232057.48        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H01A                                         | 2070-01-20      | 1.4069%  | N/A     | $45679200.00       | $1537396.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117E                                         | 2054-02-20      | 1.6750%  | N/A     | $200000000.00      | $8592361.11        | Agency Collateralized Mortgage Obligation |
| FNMA_24-7C                                           | 2053-09-25      | 2.6500%  | N/A     | $40500000.00       | $2820265.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-103A                                         | 2054-06-20      | 0.8520%  | N/A     | $150000000.00      | $4401537.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5382B                                          | 2054-02-25      | 2.0000%  | N/A     | $39072448.00       | $1546076.16        | Agency Collateralized Mortgage Obligation |
| FNMA_21-41E                                          | 2051-07-25      | 0.0000%  | N/A     | $57323520.00       | $50206.48          | Agency Collateralized Mortgage Obligation |
| GNMA_16-18A                                          | 2046-02-20      | 1.6549%  | N/A     | $25989728.00       | $651598.49         | Agency Collateralized Mortgage Obligation |
| GNMA_25-104H                                         | 2055-06-20      | 0.8020%  | N/A     | $168521728.00      | $7927661.54        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                          | 2054-11-25      | 0.1000%  | N/A     | $200000000.00      | $3099291.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61Q                                          | 2053-08-20      | 1.4020%  | N/A     | $85936896.00       | $2132991.27        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82H                                          | 2054-11-25      | 0.8500%  | N/A     | $80000000.00       | $3021892.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110P                                         | 2054-07-20      | 2.3020%  | N/A     | $150000000.00      | $8664219.28        | Agency Collateralized Mortgage Obligation |
| GNMA_09-87                                           | 2035-02-20      | 2.2849%  | N/A     | $50013056.00       | $83849.78          | Agency Collateralized Mortgage Obligation |
| FNMA_22-66C                                          | 2052-10-25      | 0.8500%  | N/A     | $75000000.00       | $3243408.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-6K                                           | 2055-01-20      | 2.2820%  | N/A     | $24950000.00       | $800231.07         | Agency Collateralized Mortgage Obligation |
| GNMA_21-200                                          | 2063-11-16      | 0.8858%  | N/A     | $100000000.00      | $5687108.48        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                           | 2055-02-25      | 0.7000%  | N/A     | $152000000.00      | $4127489.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D                                          | 2054-04-20      | 1.1020%  | N/A     | $200000000.00      | $8188910.03        | Agency Collateralized Mortgage Obligation |
| GNMA_22-65G                                          | 2052-04-20      | 1.7920%  | N/A     | $19096420.00       | $1246635.97        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H19F                                         | 2068-11-20      | 2.5836%  | N/A     | $5286000.00        | $72152.62          | Agency Collateralized Mortgage Obligation |
| GNMA_21-76A                                          | 2050-08-20      | 3.0000%  | N/A     | $64716544.00       | $5072629.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5438H                                          | 2054-08-25      | 0.8500%  | N/A     | $150000000.00      | $3405976.50        | Agency Collateralized Mortgage Obligation |
| GNMA_22-50B                                          | 2052-03-20      | 0.0000%  | N/A     | $250000000.00      | $1174944.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_5387D                                          | 2054-03-25      | 1.4500%  | N/A     | $66666624.00       | $2937702.67        | Agency Collateralized Mortgage Obligation |
| GNMA_19-119F                                         | 2049-09-16      | 1.5955%  | N/A     | $17339000.00       | $1167736.37        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_07-75                                | 2037-08-25      | 2.0855%  | N/A     | $75000000.00       | $90987.36          | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                          | 2055-02-25      | 0.0000%  | N/A     | $50000000.00       | $502697.23         | Agency Collateralized Mortgage Obligation |
| GNMA_23-132A                                         | 2053-09-20      | 2.1520%  | N/A     | $125000000.00      | $4152461.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                          | 2055-02-25      | 1.0000%  | N/A     | $9100000.00        | $187952.13         | Agency Collateralized Mortgage Obligation |
| FHLMC_5446C                                          | 2054-08-25      | 1.4000%  | N/A     | $86449280.00       | $3516573.60        | Agency Collateralized Mortgage Obligation |
| FNMA_19-28B                                          | 2049-06-25      | 1.5855%  | N/A     | $25240896.00       | $694826.08         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H28A                                         | 2065-10-20      | 1.8716%  | N/A     | $12000000.00       | $108298.86         | Agency Collateralized Mortgage Obligation |
| GNMA_14-H07B                                         | 2064-05-20      | 1.3810%  | N/A     | $12500000.00       | $24310.65          | Agency Collateralized Mortgage Obligation |
| GNMA_19-36B                                          | 2049-03-20      | 1.5849%  | N/A     | $34000000.00       | $676273.75         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H24B                                         | 2067-12-20      | 1.7198%  | N/A     | $94142848.00       | $485271.03         | Agency Collateralized Mortgage Obligation |
| GNMA_23-165G                                         | 2053-11-20      | 2.0020%  | N/A     | $185523200.00      | $4115194.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2041-09-20      | 1.6849%  | N/A     | $85356544.00       | $1250410.57        | Agency Collateralized Mortgage Obligation |
| GNMA_21-87H                                          | 2051-05-20      | 3.0000%  | N/A     | $115263232.00      | $9395055.58        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82E                                          | 2054-11-25      | 1.7110%  | N/A     | $113165696.00      | $5484564.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                          | 2055-02-25      | 1.4709%  | N/A     | $438898688.00      | $17998280.48       | Agency Collateralized Mortgage Obligation |
| GNMA_17-H22                                          | 2067-11-20      | 2.8244%  | N/A     | $23850000.00       | $211933.59         | Agency Collateralized Mortgage Obligation |
| FNMA_24-36C                                          | 2054-06-25      | 1.5000%  | N/A     | $62844000.00       | $2755454.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5396D                                          | 2054-04-25      | 1.6500%  | N/A     | $50000000.00       | $2470589.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60C                                          | 2065-03-20      | 1.1020%  | N/A     | $201500000.00      | $4960984.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-147 | 2039-12-20      | 2.1849%  | N/A     | $3488000.00        | $29044.12          | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                          | 2055-02-25      | 0.6000%  | N/A     | $252000000.00      | $6238707.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_4839A                                          | 2056-08-15      | 1.6459%  | N/A     | $26045408.00       | $976952.93         | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                           | 2055-02-25      | 0.6000%  | N/A     | $205000000.00      | $4898561.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5334C                                          | 2053-09-25      | 1.3500%  | N/A     | $75000000.00       | $2506098.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81L                                          | 2052-05-20      | 0.0000%  | N/A     | $78025216.00       | $2495411.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-32A                                          | 2083-09-20      | 1.6520%  | N/A     | $100000000.00      | $3457710.65        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H07A                                         | 2075-01-20      | 0.7285%  | N/A     | $80590464.00       | $6404933.17        | Agency Collateralized Mortgage Obligation |
| FNMA_24-23A                                          | 2054-05-25      | 1.5500%  | N/A     | $100000000.00      | $2710541.27        | Agency Collateralized Mortgage Obligation |
| GNMA_14-H14A                                         | 2064-07-20      | 1.4732%  | N/A     | $7033576.00        | $9154.08           | Agency Collateralized Mortgage Obligation |
| GNMA_25-104B                                         | 2055-06-20      | 0.8520%  | N/A     | $85000000.00       | $4851893.13        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H04A                                         | 2067-05-20      | 0.2391%  | N/A     | $47214592.00       | $172925.47         | Agency Collateralized Mortgage Obligation |
| FNMA_24-54B                                          | 2054-08-25      | 2.6800%  | N/A     | $140208640.00      | $6811328.38        | Agency Collateralized Mortgage Obligation |
| FNMA_21-41F                                          | 2051-07-25      | 0.0000%  | N/A     | $30000000.00       | $34957.43          | Agency Collateralized Mortgage Obligation |
| GNMA_15-125                                          | 2055-07-16      | 0.5165%  | N/A     | $179062528.00      | $471403.96         | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                         | 2055-07-20      | 2.7978%  | N/A     | $40000000.00       | $4132235.58        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88F                                          | 2054-12-25      | 1.6000%  | N/A     | $25000000.00       | $1437583.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_20-P003                                        | 2046-09-25      | 2.7236%  | N/A     | $6475000.00        | $699794.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_4716A                                          | 2047-10-15      | 1.6959%  | N/A     | $38171760.00       | $1117779.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108D                                         | 2054-07-20      | 2.2520%  | N/A     | $200000000.00      | $4707793.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-H13 | 2064-08-20      | 2.2106%  | N/A     | $133038080.00      | $2441.85           | Agency Collateralized Mortgage Obligation |
| GNMA_21-155E                                         | 2051-09-20      | 0.0000%  | N/A     | $63849000.00       | $78478.93          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2065-11-20      | 0.0037%  | N/A     | $150142976.00      | $52099.00          | Agency Collateralized Mortgage Obligation |
| GNMA_22-50A                                          | 2052-03-20      | 0.0000%  | N/A     | $50000000.00       | $337429.10         | Agency Collateralized Mortgage Obligation |
| GNMA_25-104E                                         | 2055-06-20      | 0.9020%  | N/A     | $75000000.00       | $2887474.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5235C                                          | 2052-06-25      | 0.0000%  | N/A     | $50000000.00       | $493308.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_4758D                                          | 2048-02-15      | 1.7459%  | N/A     | $53650944.00       | $1032656.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5354B                                          | 2053-10-25      | 1.7000%  | N/A     | $102874112.00      | $4849343.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473H                                          | 2054-11-25      | 0.9000%  | N/A     | $72974592.00       | $2085778.95        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                          | 2054-11-25      | 1.5875%  | N/A     | $200000000.00      | $8297145.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                          | 2053-11-25      | 1.7000%  | N/A     | $125000000.00      | $5931556.73        | Agency Collateralized Mortgage Obligation |
| GNMA_13-152                                          | 2043-10-16      | 1.6955%  | N/A     | $72603264.00       | $616406.51         | Agency Collateralized Mortgage Obligation |
| FNMA_24-88C                                          | 2054-12-25      | 0.7725%  | N/A     | $397737472.00      | $11556363.67       | Agency Collateralized Mortgage Obligation |
| GNMA_24-164C                                         | 2054-10-20      | 0.4520%  | N/A     | $400000000.00      | $10049114.73       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_08-3443                            | 2037-03-15      | 1.2759%  | N/A     | $83500000.00       | $243931.72         | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                         | 2055-07-20      | 0.8778%  | N/A     | $50000000.00       | $2006611.14        | Agency Collateralized Mortgage Obligation |

### Security 37: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1008347537.14
- **C.18.a - Value (excl. sponsor support):** $1008347537.14
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDNRA124
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $216450300.00      | $224421443.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $48481500.00       | $44580566.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $194582400.00      | $195843293.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $95912600.00       | $96154708.92       | U.S. Treasuries (including strips) |

### Security 39: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRTBNRY29
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_22-36J                                          | 2052-02-20      | 0.0000%  | N/A     | $150000000.00      | $1193416.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2046-02-20      | 1.6349%  | N/A     | $69088880.00       | $1539018.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H14B                                         | 2075-05-20      | 0.0000%  | N/A     | $77012223.00       | $2795476.95        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H14C                                         | 2069-08-20      | 2.4646%  | N/A     | $39264290.00       | $619592.47         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H02C                                         | 2070-01-20      | 2.0578%  | N/A     | $34503909.00       | $468457.14         | Agency Collateralized Mortgage Obligation |
| GNMA_19-42K                                          | 2049-04-20      | 1.5849%  | N/A     | $26700910.00       | $733707.60         | Agency Collateralized Mortgage Obligation |
| GNMA_10-101                                          | 2040-08-20      | 1.5349%  | N/A     | $137447297.00      | $602894.75         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05D                                         | 2072-04-20      | 0.5312%  | N/A     | $34452485.00       | $649866.86         | Agency Collateralized Mortgage Obligation |
| GNMA_23-116A                                         | 2053-08-20      | 1.6020%  | N/A     | $43409091.00       | $2362282.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2057-08-16      | 0.7154%  | N/A     | $153600000.00      | $699553.33         | Agency Collateralized Mortgage Obligation |
| GNMA_22-185                                          | 2064-01-16      | 2.5000%  | N/A     | $5212200.00        | $523542.81         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H11H                                         | 2066-05-20      | 2.0695%  | N/A     | $120644359.00      | $917981.52         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89A                                          | 2055-05-20      | 0.1000%  | N/A     | $133333333.00      | $433470.13         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96A                                          | 2051-06-20      | 1.8349%  | N/A     | $37934856.00       | $1861623.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62G                                          | 2055-04-20      | 0.3420%  | N/A     | $101000000.00      | $1907502.50        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H08D                                         | 2070-04-20      | 1.9526%  | N/A     | $48471835.00       | $634864.68         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H08F                                         | 2068-05-20      | 2.0430%  | N/A     | $53620824.00       | $1152187.34        | Agency Collateralized Mortgage Obligation |
| GNMA_24-162C                                         | 2050-07-20      | 3.0000%  | N/A     | $8946753.00        | $1351171.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07B                                         | 2072-09-20      | 0.2126%  | N/A     | $51366432.00       | $472225.62         | Agency Collateralized Mortgage Obligation |
| GNMA_24-24C                                          | 2054-02-20      | 1.5520%  | N/A     | $50000000.00       | $1199712.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-41C                                          | 2054-03-20      | 2.8520%  | N/A     | $21800000.00       | $792162.27         | Agency Collateralized Mortgage Obligation |
| GNMA_18-155                                          | 2048-11-20      | 0.0000%  | N/A     | $160104000.00      | $485249.99         | Agency Collateralized Mortgage Obligation |
| GNMA_23-114C                                         | 2053-07-20      | 1.7020%  | N/A     | $52032447.00       | $935690.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H18 | 2066-08-20      | 3.1208%  | N/A     | $114670847.00      | $1177311.55        | Agency Collateralized Mortgage Obligation |
| GNMA_20-49                                           | 2062-07-16      | 1.0482%  | N/A     | $53000000.00       | $1671230.57        | Agency Collateralized Mortgage Obligation |
| GNMA_20-154E                                         | 2050-10-20      | 1.8349%  | N/A     | $20513623.00       | $1443911.70        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H05A                                         | 2070-02-20      | 1.3033%  | N/A     | $52840000.00       | $1575002.50        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H15D                                         | 2068-08-20      | 1.7520%  | N/A     | $50000000.00       | $1189620.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20  | 2040-02-20      | 1.7849%  | N/A     | $321777623.00      | $1212239.42        | Agency Collateralized Mortgage Obligation |
| GNMA_21-176C                                         | 2051-10-20      | 0.0000%  | N/A     | $133765092.00      | $2838401.94        | Agency Collateralized Mortgage Obligation |
| GNMA_23-64G                                          | 2053-05-20      | 1.1520%  | N/A     | $50000000.00       | $887473.46         | Agency Collateralized Mortgage Obligation |
| GNMA_24-40K                                          | 2053-11-20      | 7.0000%  | N/A     | $24336223.00       | $1532893.75        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H04B                                         | 2068-02-20      | 2.3672%  | N/A     | $55970020.00       | $1060849.37        | Agency Collateralized Mortgage Obligation |
| GNMA_22-143                                          | 2063-03-16      | 0.5000%  | N/A     | $20568348.00       | $429048.85         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H05D                                         | 2068-03-20      | 2.4774%  | N/A     | $49447817.00       | $830441.11         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H11D                                         | 2068-07-20      | 1.4022%  | N/A     | $79853362.00       | $895902.34         | Agency Collateralized Mortgage Obligation |
| GNMA_23-89D                                          | 2053-06-20      | 5.0713%  | N/A     | $1672072.00        | $1335626.21        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54H                                          | 2053-04-20      | 1.2520%  | N/A     | $50000000.00       | $1832693.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-29A                                          | 2064-08-16      | 0.2550%  | N/A     | $77781585.00       | $3024396.34        | Agency Collateralized Mortgage Obligation |
| GNMA_19-42E                                          | 2049-04-20      | 1.6349%  | N/A     | $37820831.00       | $684660.47         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H06D                                         | 2072-03-20      | 2.3155%  | N/A     | $33175328.00       | $1142619.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113B                                         | 2053-08-20      | 0.7020%  | N/A     | $85875000.00       | $2295039.20        | Agency Collateralized Mortgage Obligation |
| GNMA_23-53H                                          | 2053-04-20      | 1.2520%  | N/A     | $150000000.00      | $2931800.30        | Agency Collateralized Mortgage Obligation |
| GNMA_18-155C                                         | 2048-11-20      | 1.6849%  | N/A     | $70000000.00       | $1113730.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18B                                         | 2065-12-20      | 2.1213%  | N/A     | $54685170.00       | $1357526.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152K                                         | 2053-10-20      | 1.8520%  | N/A     | $100000000.00      | $1744717.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-16      | 2.1455%  | N/A     | $33333333.00       | $489050.16         | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 1.8349%  | N/A     | $14586138.00       | $755856.35         | Agency Collateralized Mortgage Obligation |
| GNMA_20-122A                                         | 2050-08-20      | 0.0000%  | N/A     | $39514522.00       | $652768.29         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H11                                          | 2069-05-20      | 2.3132%  | N/A     | $56595666.00       | $781273.77         | Agency Collateralized Mortgage Obligation |
| GNMA_16-17M                                          | 2046-02-20      | 1.6349%  | N/A     | $39655507.00       | $1374913.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115E                                         | 2051-06-20      | 6.0000%  | N/A     | $6867619.00        | $924347.18         | Agency Collateralized Mortgage Obligation |
| GNMA_22-140E                                         | 2052-08-20      | 0.0000%  | N/A     | $100000000.00      | $2092121.68        | Agency Collateralized Mortgage Obligation |
| GNMA_19-157                                          | 2062-01-16      | 0.7913%  | N/A     | $87000000.00       | $720214.80         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H18F                                         | 2067-09-20      | 2.5903%  | N/A     | $46445192.00       | $1138880.35        | Agency Collateralized Mortgage Obligation |
| GNMA_23-85C                                          | 2053-06-20      | 4.0849%  | N/A     | $547643.00         | $476183.69         | Agency Collateralized Mortgage Obligation |
| GNMA_24-9D                                           | 2054-01-20      | 2.7020%  | N/A     | $50114968.00       | $1889373.46        | Agency Collateralized Mortgage Obligation |
| GNMA_22-26                                           | 2064-02-16      | 0.7306%  | N/A     | $50000000.00       | $2518879.82        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 1.8349%  | N/A     | $15798628.00       | $543230.73         | Agency Collateralized Mortgage Obligation |
| GNMA_22-68K                                          | 2052-04-20      | 1.3020%  | N/A     | $29507903.00       | $1910914.27        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H06C                                         | 2072-03-20      | 0.0294%  | N/A     | $49000000.00       | $1372831.79        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H10C                                         | 2067-04-20      | 2.4107%  | N/A     | $84305309.00       | $870156.33         | Agency Collateralized Mortgage Obligation |
| GNMA_14-H17A                                         | 2064-08-20      | 1.6752%  | N/A     | $120096553.00      | $654325.21         | Agency Collateralized Mortgage Obligation |
| GNMA_19-104                                          | 2061-05-16      | 1.0292%  | N/A     | $41614760.00       | $1376125.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H04B                                         | 2075-01-20      | 2.3934%  | N/A     | $44721445.00       | $2081876.60        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H16A                                         | 2068-09-20      | 2.0208%  | N/A     | $122402019.00      | $2669846.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07B                                         | 2074-04-20      | 0.5725%  | N/A     | $28481722.00       | $1659892.44        | Agency Collateralized Mortgage Obligation |
| GNMA_23-7C                                           | 2053-01-20      | 2.5520%  | N/A     | $59688105.00       | $2609395.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-54                                           | 2065-07-16      | 0.8921%  | N/A     | $25271278.00       | $1774988.51        | Agency Collateralized Mortgage Obligation |
| GNMA_23-112C                                         | 2053-08-20      | 0.9020%  | N/A     | $100000000.00      | $2496600.02        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H18C                                         | 2067-09-20      | 1.9129%  | N/A     | $61800000.00       | $688632.29         | Agency Collateralized Mortgage Obligation |
| GNMA_21-41E                                          | 2051-03-20      | 3.0000%  | N/A     | $22099324.00       | $1472054.66        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67C                                          | 2053-05-20      | 1.1520%  | N/A     | $50000000.00       | $1485129.98        | Agency Collateralized Mortgage Obligation |
| GNMA_22-88C                                          | 2052-06-20      | 0.0000%  | N/A     | $150000000.00      | $1656191.23        | Agency Collateralized Mortgage Obligation |
| GNMA_23-136C                                         | 2053-09-20      | 1.2520%  | N/A     | $100000000.00      | $1599411.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-84N                                          | 2053-06-20      | 1.1520%  | N/A     | $60000000.00       | $1067941.99        | Agency Collateralized Mortgage Obligation |
| GNMA_21-86E                                          | 2051-05-20      | 2.5000%  | N/A     | $20178825.00       | $1857716.08        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06K                                         | 2068-04-20      | 2.4217%  | N/A     | $60523175.00       | $786266.81         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20B                                         | 2069-09-20      | 2.0852%  | N/A     | $66304159.00       | $1903661.61        | Agency Collateralized Mortgage Obligation |
| GNMA_23-79F                                          | 2053-06-20      | 1.7020%  | N/A     | $51000000.00       | $1246897.77        | Agency Collateralized Mortgage Obligation |
| GNMA_23-190C                                         | 2053-12-20      | 0.9020%  | N/A     | $100000000.00      | $1374722.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-26  | 2051-02-20      | 2.0000%  | N/A     | $17375000.00       | $1564913.62        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H16D                                         | 2066-06-20      | 0.8334%  | N/A     | $86468985.00       | $524619.82         | Agency Collateralized Mortgage Obligation |
| GNMA_24-23A                                          | 2051-05-20      | 8.0000%  | N/A     | $3336560.00        | $1254207.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-119C                                         | 2055-07-20      | 2.7600%  | N/A     | $17088670.00       | $2401459.40        | Agency Collateralized Mortgage Obligation |
| GNMA_16-142                                          | 2058-09-16      | 0.9880%  | N/A     | $100000000.00      | $729313.49         | Agency Collateralized Mortgage Obligation |
| GNMA_21-105M                                         | 2051-06-20      | 2.5000%  | N/A     | $15000000.00       | $1259594.93        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63E                                          | 2050-11-20      | 0.0000%  | N/A     | $143296246.00      | $1703415.50        | Agency Collateralized Mortgage Obligation |
| GNMA_17-49                                           | 2058-12-16      | 0.5581%  | N/A     | $94209686.00       | $1045138.49        | Agency Collateralized Mortgage Obligation |
| GNMA_19-85G                                          | 2049-07-20      | 0.0000%  | N/A     | $130000000.00      | $460057.77         | Agency Collateralized Mortgage Obligation |
| GNMA_24-144C                                         | 2054-09-20      | 0.3520%  | N/A     | $50000000.00       | $1875556.10        | Agency Collateralized Mortgage Obligation |
| GNMA_15-030                                          | 2056-07-16      | 0.7193%  | N/A     | $125239007.00      | $978488.98         | Agency Collateralized Mortgage Obligation |
| GNMA_24-170B                                         | 2066-03-16      | 0.8780%  | N/A     | $12190578.00       | $833302.55         | Agency Collateralized Mortgage Obligation |
| GNMA_19-11A                                          | 2049-01-20      | 1.6349%  | N/A     | $30250352.00       | $815250.35         | Agency Collateralized Mortgage Obligation |
| GNMA_19-11A                                          | 2049-01-20      | 1.6349%  | N/A     | $22067475.00       | $563031.47         | Agency Collateralized Mortgage Obligation |
| GNMA_24-143A                                         | 2054-09-20      | 1.5020%  | N/A     | $14310300.00       | $739222.55         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H17B                                         | 2070-10-20      | 1.7008%  | N/A     | $88586088.00       | $3182590.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-45H                                          | 2054-03-20      | 6.0000%  | N/A     | $13000000.00       | $2260078.67        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63D                                          | 2053-05-20      | 1.1520%  | N/A     | $130000000.00      | $2307431.04        | Agency Collateralized Mortgage Obligation |
| GNMA_23-106D                                         | 2053-07-20      | 1.6520%  | N/A     | $45000000.00       | $1468033.55        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184A                                         | 2063-12-20      | 0.0000%  | N/A     | $10714286.00       | $2557185.54        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184E                                         | 2053-12-20      | 1.4520%  | N/A     | $50000000.00       | $1530990.76        | Agency Collateralized Mortgage Obligation |
| GNMA_18-83F                                          | 2043-07-20      | 0.3736%  | N/A     | $54424493.00       | $447204.35         | Agency Collateralized Mortgage Obligation |
| GNMA_25-29A                                          | 2054-12-20      | 2.3020%  | N/A     | $15293742.00       | $1169796.88        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H09E                                         | 2069-03-20      | 2.4392%  | N/A     | $48209126.00       | $581736.23         | Agency Collateralized Mortgage Obligation |
| GNMA_22-69C                                          | 2052-04-20      | 0.0000%  | N/A     | $58619846.00       | $849941.98         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30R                                          | 2054-02-20      | 0.8520%  | N/A     | $100000000.00      | $1455234.24        | Agency Collateralized Mortgage Obligation |
| GNMA_23-109                                          | 2064-09-16      | 0.7309%  | N/A     | $50000000.00       | $3062823.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H04C                                         | 2074-03-20      | 0.8266%  | N/A     | $48510292.00       | $2825657.93        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H04D                                         | 2068-03-20      | 2.3255%  | N/A     | $73688000.00       | $1010630.35        | Agency Collateralized Mortgage Obligation |
| GNMA_18-157                                          | 2060-11-16      | 0.7851%  | N/A     | $123320915.00      | $2414565.75        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16J                                         | 2069-10-20      | 2.3327%  | N/A     | $57500000.00       | $817519.20         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H25B                                         | 2067-12-20      | 2.2043%  | N/A     | $45000000.00       | $1192859.40        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146H                                         | 2053-10-20      | 1.3020%  | N/A     | $100000000.00      | $1497903.50        | Agency Collateralized Mortgage Obligation |
| GNMA_10-20                                           | 2040-02-20      | 1.2149%  | N/A     | $150000000.00      | $470394.55         | Agency Collateralized Mortgage Obligation |
| GNMA_19-23K                                          | 2041-11-20      | 1.6349%  | N/A     | $15277666.00       | $576921.73         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H04B                                         | 2072-02-20      | 2.2429%  | N/A     | $46002049.00       | $1068257.07        | Agency Collateralized Mortgage Obligation |
| GNMA_19-127                                          | 2058-09-16      | 0.6830%  | N/A     | $55000000.00       | $1524943.03        | Agency Mortgage-Backed Securities         |
| GNMA_25-H13A                                         | 2073-02-20      | 0.7210%  | N/A     | $45713541.00       | $1269959.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23A                                          | 2051-05-20      | 8.0000%  | N/A     | $5876308.00        | $2208899.59        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24C                                         | 2066-11-20      | 2.8563%  | N/A     | $30000000.00       | $451063.27         | Agency Collateralized Mortgage Obligation |
| GNMA_24-9F                                           | 2054-01-20      | 0.7520%  | N/A     | $40000000.00       | $1332893.95        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146E                                         | 2051-08-20      | 4.5000%  | N/A     | $11162544.00       | $1111101.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-15                                           | 2066-11-16      | 0.7398%  | N/A     | $35112034.00       | $2145538.13        | Agency Collateralized Mortgage Obligation |
| GNMA_18-161                                          | 2060-08-16      | 1.1969%  | N/A     | $101553292.00      | $537760.29         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H04C                                         | 2069-02-20      | 2.0986%  | N/A     | $36796905.00       | $440702.81         | Agency Collateralized Mortgage Obligation |
| GNMA_22-128B                                         | 2052-07-20      | 0.0000%  | N/A     | $100000000.00      | $1255018.44        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02F                                         | 2067-12-20      | 2.1661%  | N/A     | $66186619.00       | $1201301.10        | Agency Collateralized Mortgage Obligation |
| GNMA_18-77D                                          | 2048-06-20      | 1.7349%  | N/A     | $34291573.00       | $1155009.65        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H01A                                         | 2070-01-20      | 1.4069%  | N/A     | $33500000.00       | $1127488.99        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 4.5000%  | N/A     | $16290198.00       | $1630414.02        | Agency Collateralized Mortgage Obligation |
| GNMA_18-138E                                         | 2048-10-20      | 1.7349%  | N/A     | $46351320.00       | $1388620.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H14A                                         | 2074-08-20      | 0.7132%  | N/A     | $17790000.00       | $1164743.01        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24D                                         | 2066-11-20      | 2.2654%  | N/A     | $52734805.00       | $701122.05         | Agency Collateralized Mortgage Obligation |
| GNMA_23-103B                                         | 2053-07-20      | 0.7782%  | N/A     | $40000000.00       | $832120.42         | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                          | 2065-05-16      | 0.7974%  | N/A     | $41772526.00       | $2700922.07        | Agency Collateralized Mortgage Obligation |
| GNMA_14-H11                                          | 2064-06-20      | 1.6453%  | N/A     | $85546863.00       | $526296.67         | Agency Collateralized Mortgage Obligation |
| GNMA_22-88G                                          | 2052-06-20      | 1.1620%  | N/A     | $18146440.00       | $1056633.81        | Agency Collateralized Mortgage Obligation |
| GNMA_13-184A                                         | 2043-12-20      | 1.6849%  | N/A     | $101033250.00      | $1018056.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08A                                         | 2074-05-20      | 1.3269%  | N/A     | $48032620.00       | $1004920.58        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03                                          | 2067-01-20      | 2.4487%  | N/A     | $30750871.00       | $619578.67         | Agency Collateralized Mortgage Obligation |
| GNMA_21-186                                          | 2063-05-16      | 0.7635%  | N/A     | $59586000.00       | $3044803.50        | Agency Collateralized Mortgage Obligation |
| GNMA_18-32B                                          | 2048-02-20      | 1.2349%  | N/A     | $31638377.00       | $1057620.28        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135A                                         | 2053-09-20      | 1.4020%  | N/A     | $97588200.00       | $2142326.58        | Agency Collateralized Mortgage Obligation |
| GNMA_23-42G                                          | 2053-03-20      | 5.5000%  | N/A     | $5851562.00        | $1034988.04        | Agency Collateralized Mortgage Obligation |
| GNMA_11-72                                           | 2041-05-20      | 0.9149%  | N/A     | $154000000.00      | $453381.67         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H03C                                         | 2068-11-20      | 2.4901%  | N/A     | $75297944.00       | $1062948.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-7D                                           | 2055-01-20      | 2.1020%  | N/A     | $29879841.00       | $2419832.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62H                                          | 2055-04-20      | 0.1520%  | N/A     | $116666667.00      | $1834133.15        | Agency Collateralized Mortgage Obligation |
| GNMA_24-25K                                          | 2054-02-20      | 6.5000%  | N/A     | $9230769.00        | $790999.73         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H14H                                         | 2067-06-20      | 1.6619%  | N/A     | $45839205.00       | $436083.30         | Agency Collateralized Mortgage Obligation |
| GNMA_20-179                                          | 2062-09-16      | 0.2500%  | N/A     | $110300000.00      | $1302647.64        | Agency Collateralized Mortgage Obligation |
| GNMA_21-124                                          | 2062-10-16      | 0.9903%  | N/A     | $45000000.00       | $2383849.32        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63J                                          | 2053-05-20      | 1.8520%  | N/A     | $50000000.00       | $1056395.08        | Agency Collateralized Mortgage Obligation |
| GNMA_21-176L                                         | 2051-10-20      | 2.5000%  | N/A     | $11078032.00       | $1220110.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64D                                          | 2054-04-20      | 1.0520%  | N/A     | $132397189.00      | $2982781.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-26G                                          | 2054-02-20      | 0.9520%  | N/A     | $75000000.00       | $1186094.86        | Agency Collateralized Mortgage Obligation |
| GNMA_23-18E                                          | 2053-02-20      | 5.5000%  | N/A     | $4587565.00        | $684550.35         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97W                                          | 2053-10-20      | 0.2361%  | N/A     | $250240633.00      | $807457.82         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H11A                                         | 2072-05-20      | 0.4595%  | N/A     | $58050000.00       | $3000692.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-65D                                          | 2054-04-20      | 0.8520%  | N/A     | $117922779.00      | $2898542.81        | Agency Collateralized Mortgage Obligation |
| GNMA_21-176K                                         | 2051-10-20      | 0.0000%  | N/A     | $150000000.00      | $439474.67         | Agency Collateralized Mortgage Obligation |
| GNMA_22-114D                                         | 2052-06-20      | 0.0000%  | N/A     | $100000000.00      | $2223496.43        | Agency Collateralized Mortgage Obligation |
| GNMA_16-176                                          | 2058-08-16      | 0.8438%  | N/A     | $100000000.00      | $951025.67         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H05G                                         | 2070-03-20      | 1.2669%  | N/A     | $32018609.00       | $536722.95         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H22B                                         | 2067-11-20      | 2.7393%  | N/A     | $82368698.00       | $1473504.36        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H06B                                         | 2068-12-20      | 1.2305%  | N/A     | $101821732.00      | $2013357.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1D                                           | 2053-01-20      | 0.5520%  | N/A     | $22426123.00       | $836001.53         | Agency Collateralized Mortgage Obligation |
| GNMA_22-128G                                         | 2052-07-20      | 0.0000%  | N/A     | $50915713.00       | $758799.24         | Agency Collateralized Mortgage Obligation |
| GNMA_25-29A                                          | 2054-12-20      | 2.3020%  | N/A     | $40217423.00       | $2794608.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Q                                           | 2055-01-20      | 1.6020%  | N/A     | $33800000.00       | $3013374.72        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110D                                         | 2054-07-20      | 1.3020%  | N/A     | $30000000.00       | $1630156.57        | Agency Collateralized Mortgage Obligation |
| GNMA_23-89A                                          | 2053-06-20      | 4.9865%  | N/A     | $666643.00         | $573338.35         | Agency Collateralized Mortgage Obligation |
| GNMA_13-182B                                         | 2043-12-20      | 4.5000%  | N/A     | $61000000.00       | $1031966.90        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H11H                                         | 2067-05-20      | 2.4237%  | N/A     | $56469109.00       | $457163.60         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05C                                         | 2075-02-20      | 2.4732%  | N/A     | $31122378.00       | $1169843.05        | Agency Collateralized Mortgage Obligation |
| GNMA_22-172G                                         | 2052-10-20      | 1.2420%  | N/A     | $52749312.00       | $1564651.69        | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                         | 2053-08-20      | 1.3720%  | N/A     | $70000000.00       | $1629934.11        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77D                                          | 2050-12-20      | 2.5000%  | N/A     | $5254226.00        | $477545.44         | Agency Collateralized Mortgage Obligation |
| GNMA_23-35A                                          | 2053-02-20      | 1.4520%  | N/A     | $110000000.00      | $2743235.00        | Agency Collateralized Mortgage Obligation |
| GNMA_23-85A                                          | 2053-06-20      | 0.9520%  | N/A     | $100000000.00      | $2819105.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4A                                           | 2054-01-20      | 1.0520%  | N/A     | $100000000.00      | $1983520.55        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184D                                         | 2053-12-20      | 1.4020%  | N/A     | $30000000.00       | $1179044.82        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06D                                         | 2068-04-20      | 1.9584%  | N/A     | $52421984.00       | $1666097.99        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H26A                                         | 2071-08-20      | 0.7916%  | N/A     | $51417388.00       | $1966538.62        | Agency Collateralized Mortgage Obligation |
| GNMA_21-107                                          | 2051-06-20      | 3.0000%  | N/A     | $12330000.00       | $1078853.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62D                                          | 2055-04-20      | 0.2020%  | N/A     | $46501918.00       | $927025.80         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H29E                                         | 2065-11-20      | 1.8158%  | N/A     | $61741854.00       | $557870.09         | Agency Collateralized Mortgage Obligation |
| GNMA_19-35A                                          | 2049-03-20      | 1.5349%  | N/A     | $173295441.00      | $1665200.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62C                                          | 2055-04-20      | 0.0020%  | N/A     | $200000000.00      | $2569039.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2057-01-16      | 0.6562%  | N/A     | $132392642.00      | $1123070.23        | Agency Collateralized Mortgage Obligation |
| GNMA_20-33C                                          | 2050-03-20      | 1.6349%  | N/A     | $16705945.00       | $632070.15         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H07A                                         | 2068-02-20      | 0.1510%  | N/A     | $345317551.00      | $856228.57         | Agency Collateralized Mortgage Obligation |
| GNMA_23-135H                                         | 2053-09-20      | 1.3520%  | N/A     | $59830422.00       | $1011116.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23D                                          | 2054-02-20      | 1.5520%  | N/A     | $75000000.00       | $2929418.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H05A                                         | 2071-06-20      | 0.4329%  | N/A     | $23158643.00       | $452121.16         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39A                                          | 2054-03-20      | 1.6020%  | N/A     | $63000000.00       | $1830099.30        | Agency Collateralized Mortgage Obligation |
| GNH_16-H6                                            | 2066-02-20      | 1.9085%  | N/A     | $55385800.00       | $534204.67         | Agency Collateralized Mortgage Obligation |
| GNMA REMIC TRUST GNMA_16-128                         | 2056-09-16      | 0.8220%  | N/A     | $190823480.00      | $882726.87         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07C                                         | 2074-03-20      | 2.3666%  | N/A     | $44813108.00       | $1538012.51        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H01                                          | 2066-12-20      | 1.9533%  | N/A     | $164959989.00      | $1456984.61        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02K                                         | 2068-02-20      | 2.2964%  | N/A     | $33908000.00       | $959181.00         | Agency Collateralized Mortgage Obligation |
| GNMA_21-221N                                         | 2051-12-20      | 0.0000%  | N/A     | $43152691.00       | $900889.58         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H03G                                         | 2071-02-20      | 0.3504%  | N/A     | $32671236.00       | $947938.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-153 | 2041-11-16      | 2.2455%  | N/A     | $51189624.00       | $619066.43         | Agency Collateralized Mortgage Obligation |
| GNMA_21-57                                           | 2051-03-20      | 3.0000%  | N/A     | $15224171.00       | $1537232.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134J                                         | 2053-12-20      | 1.4020%  | N/A     | $107227777.00      | $2107326.83        | Agency Collateralized Mortgage Obligation |
| GNMA_22-114E                                         | 2052-06-20      | 1.7020%  | N/A     | $42307692.00       | $2567871.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115E                                         | 2052-03-20      | 6.0000%  | N/A     | $11416666.00       | $1648783.49        | Agency Collateralized Mortgage Obligation |
| GNMA_21-96E                                          | 2051-06-20      | 1.8349%  | N/A     | $17579799.00       | $726419.49         | Agency Collateralized Mortgage Obligation |
| GNMA_22-136A                                         | 2052-08-20      | 1.6520%  | N/A     | $34894270.00       | $2352612.46        | Agency Collateralized Mortgage Obligation |
| GNMA_19-57H                                          | 2049-05-20      | 1.5849%  | N/A     | $67533929.00       | $1012932.34        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H16F                                         | 2071-09-20      | 2.7511%  | N/A     | $36183479.00       | $918606.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H17 | 2067-09-20      | 2.0668%  | N/A     | $122489829.00      | $1337963.06        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137E                                         | 2053-09-20      | 1.3520%  | N/A     | $150000000.00      | $2285032.15        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H20D                                         | 2067-10-20      | 2.5804%  | N/A     | $61491000.00       | $1462852.05        | Agency Collateralized Mortgage Obligation |
| GNMA_23-68H                                          | 2053-05-20      | 1.1520%  | N/A     | $125000000.00      | $2218683.69        | Agency Collateralized Mortgage Obligation |
| GNMA_20-195                                          | 2062-12-16      | 0.2500%  | N/A     | $164409580.00      | $1268000.36        | Agency Collateralized Mortgage Obligation |
| GNMA_21-96J                                          | 2051-06-20      | 0.0000%  | N/A     | $47979314.00       | $960101.78         | Agency Collateralized Mortgage Obligation |
| GNMA_21-82                                           | 2061-04-16      | 0.2500%  | N/A     | $55000000.00       | $512119.73         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Z                                           | 2055-01-20      | 2.2020%  | N/A     | $70000000.00       | $2952475.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23A                                          | 2051-05-20      | 8.0000%  | N/A     | $1695829.00        | $628531.20         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H08B                                         | 2073-05-20      | 0.2999%  | N/A     | $55516908.00       | $533700.10         | Agency Collateralized Mortgage Obligation |
| GNMA_22-174H                                         | 2052-10-20      | 0.3520%  | N/A     | $50000000.00       | $969217.66         | Agency Collateralized Mortgage Obligation |
| GNMA_25-30B                                          | 2055-02-20      | 0.0020%  | N/A     | $160349095.00      | $2095719.79        | Agency Collateralized Mortgage Obligation |
| GNMA_23-148B                                         | 2053-10-20      | 1.2020%  | N/A     | $100000000.00      | $2136625.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62J                                          | 2065-04-20      | 1.1520%  | N/A     | $31026636.00       | $801177.81         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H14                                          | 2069-08-20      | 1.6871%  | N/A     | $86681134.00       | $2322948.09        | Agency Collateralized Mortgage Obligation |
| GNMA_11-135                                          | 2041-10-16      | 1.6455%  | N/A     | $38948969.00       | $538819.47         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H08                                          | 2068-06-20      | 2.6515%  | N/A     | $37361377.00       | $471976.26         | Agency Collateralized Mortgage Obligation |
| GNMA_21-160N                                         | 2051-09-20      | 0.0000%  | N/A     | $127754768.00      | $1164454.44        | Agency Collateralized Mortgage Obligation |
| GNMA_23-79C                                          | 2053-06-20      | 1.6520%  | N/A     | $125000000.00      | $2845613.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-187E                                         | 2051-10-20      | 2.5000%  | N/A     | $21978059.00       | $2758777.96        | Agency Collateralized Mortgage Obligation |
| GNMA_14-107                                          | 2044-07-20      | 1.1349%  | N/A     | $27588059.00       | $574241.75         | Agency Collateralized Mortgage Obligation |
| GNMA_19-112B                                         | 2049-09-20      | 1.5349%  | N/A     | $11871429.00       | $480445.56         | Agency Collateralized Mortgage Obligation |
| GNMA_23-137F                                         | 2053-09-20      | 1.4020%  | N/A     | $50000000.00       | $770310.57         | Agency Collateralized Mortgage Obligation |
| GNMA_20-129                                          | 2050-09-20      | 3.0000%  | N/A     | $40337355.00       | $3160539.98        | Agency Collateralized Mortgage Obligation |
| GNMA_23-114E                                         | 2053-08-20      | 1.6520%  | N/A     | $150000000.00      | $2623025.70        | Agency Collateralized Mortgage Obligation |
| GNMA_23-43C                                          | 2053-03-20      | 1.9220%  | N/A     | $86905000.00       | $2423024.91        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27F                                          | 2055-02-20      | 7.0000%  | N/A     | $16850242.00       | $2979104.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76A                                          | 2053-05-20      | 1.1020%  | N/A     | $100000000.00      | $1729457.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H12B                                         | 2071-09-20      | 0.4315%  | N/A     | $28898494.00       | $474444.39         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H04A                                         | 2071-02-01      | 0.5281%  | N/A     | $49584253.00       | $1546404.67        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137B                                         | 2051-06-20      | 3.0000%  | N/A     | $11054239.00       | $1558776.68        | Agency Collateralized Mortgage Obligation |
| GNMA_14-96C                                          | 2044-07-16      | 1.1455%  | N/A     | $42500768.00       | $503914.20         | Agency Collateralized Mortgage Obligation |
| GNMA_24-187D                                         | 2051-11-20      | 2.0000%  | N/A     | $27337372.00       | $3187070.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84S                                          | 2054-05-20      | 1.1020%  | N/A     | $50000000.00       | $1872938.69        | Agency Collateralized Mortgage Obligation |
| GNMA_19-74C                                          | 2049-06-20      | 1.6349%  | N/A     | $28862988.00       | $821625.55         | Agency Collateralized Mortgage Obligation |
| GNMA_23-21H                                          | 2053-02-20      | 1.2520%  | N/A     | $50000000.00       | $1271660.05        | Agency Collateralized Mortgage Obligation |
| GNMA_22-205L                                         | 2052-12-20      | 1.5520%  | N/A     | $100000000.00      | $2844524.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109E                                         | 2054-07-20      | 1.5520%  | N/A     | $95000000.00       | $2171556.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H15C                                         | 2074-04-20      | 0.4739%  | N/A     | $26098475.00       | $1540866.10        | Agency Collateralized Mortgage Obligation |
| GNMA_19-31G                                          | 2049-03-20      | 1.5849%  | N/A     | $85616740.00       | $695736.95         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H07B                                         | 2066-03-20      | 1.7607%  | N/A     | $105662843.00      | $723269.97         | Agency Collateralized Mortgage Obligation |
| GNMA_16-68A                                          | 2040-05-20      | 5.0000%  | N/A     | $16533235.00       | $418590.55         | Agency Collateralized Mortgage Obligation |
| GNMA_24-187K                                         | 2054-11-20      | 1.0020%  | N/A     | $25000000.00       | $1410987.99        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18                                          | 2069-10-20      | 2.3362%  | N/A     | $49857711.00       | $2302089.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-7G                                           | 2055-01-20      | 7.0000%  | N/A     | $13059209.00       | $1961597.95        | Agency Collateralized Mortgage Obligation |
| GNMA_22-206                                          | 2052-12-20      | 1.2020%  | N/A     | $50000000.00       | $886817.44         | Agency Collateralized Mortgage Obligation |
| GNMA_24-104A                                         | 2054-06-20      | 1.6520%  | N/A     | $100000000.00      | $3127776.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180M                                         | 2054-11-20      | 6.5000%  | N/A     | $12187703.00       | $2414169.66        | Agency Collateralized Mortgage Obligation |
| GNMA_15-67                                           | 2056-11-16      | 0.6340%  | N/A     | $139899999.00      | $1020294.28        | Agency Collateralized Mortgage Obligation |
| GNMA_17-167A                                         | 2047-11-20      | 1.7349%  | N/A     | $38234932.00       | $856864.51         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16F                                         | 2069-10-20      | 1.4988%  | N/A     | $49903469.00       | $1035597.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58J                                          | 2054-04-20      | 0.9720%  | N/A     | $90000000.00       | $2974917.95        | Agency Collateralized Mortgage Obligation |
| GNMA_13-116                                          | 2043-08-20      | 1.6849%  | N/A     | $52410000.00       | $459322.19         | Agency Collateralized Mortgage Obligation |
| GNMA_23-147D                                         | 2053-10-20      | 1.1020%  | N/A     | $55000000.00       | $751765.45         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24A                                         | 2066-11-20      | 2.2424%  | N/A     | $70668862.00       | $746413.74         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-85  | 2060-06-16      | 0.5518%  | N/A     | $100000000.00      | $1220688.42        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H08B                                         | 2071-08-20      | 0.3431%  | N/A     | $70902317.00       | $1161356.48        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H01B                                         | 2071-12-20      | 2.6959%  | N/A     | $37012804.00       | $1006703.58        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H11J                                         | 2067-04-20      | 2.4621%  | N/A     | $43573800.00       | $637747.51         | Agency Collateralized Mortgage Obligation |
| GNMA_24-35                                           | 2063-11-16      | 0.9848%  | N/A     | $25223457.00       | $1839971.66        | Agency Collateralized Mortgage Obligation |
| GNMA_25-84E                                          | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1220908.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-80C                                          | 2055-05-20      | 0.7520%  | N/A     | $99422493.00       | $2680268.02        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H04K                                         | 2069-06-20      | 2.4405%  | N/A     | $31875317.00       | $459644.42         | Agency Collateralized Mortgage Obligation |
| GNMA_23-169C                                         | 2053-11-20      | 2.0520%  | N/A     | $50000000.00       | $1738989.12        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H12C                                         | 2072-06-20      | 2.5373%  | N/A     | $88435676.00       | $2502210.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2042-10-16      | 3.5000%  | N/A     | $13695000.00       | $527979.80         | Agency Collateralized Mortgage Obligation |
| GNMA_24-173A                                         | 2054-10-20      | 0.6520%  | N/A     | $30000000.00       | $760968.04         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113D                                         | 2053-08-20      | 1.4020%  | N/A     | $100000000.00      | $2418573.46        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H12E                                         | 2070-07-20      | 1.5750%  | N/A     | $45898210.00       | $1248308.56        | Agency Collateralized Mortgage Obligation |
| GNMA_24-25P                                          | 2054-02-20      | 6.0000%  | N/A     | $11248897.00       | $2106839.83        | Agency Collateralized Mortgage Obligation |
| GNMA_19-123                                          | 2049-10-20      | 1.6849%  | N/A     | $72453000.00       | $1701106.66        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26A                                         | 2071-07-20      | 0.1707%  | N/A     | $61561973.00       | $796372.45         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H13C                                         | 2075-06-20      | 0.7789%  | N/A     | $30144219.00       | $2408334.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-63M                                          | 2055-04-20      | 0.9020%  | N/A     | $87160912.00       | $2525808.27        | Agency Collateralized Mortgage Obligation |
| GNMA_23-165A                                         | 2053-11-20      | 1.1520%  | N/A     | $100000000.00      | $1371772.44        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15E                                         | 2069-09-20      | 1.8293%  | N/A     | $40349673.00       | $1179308.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-178                                          | 2066-07-16      | 1.0442%  | N/A     | $30515462.00       | $2542930.50        | Agency Collateralized Mortgage Obligation |
| GNMA_16-49                                           | 2046-04-20      | 1.5849%  | N/A     | $60000000.00       | $1324237.21        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06E                                         | 2068-04-20      | 1.7579%  | N/A     | $75000000.00       | $1622429.72        | Agency Collateralized Mortgage Obligation |
| GNMA_21-193F                                         | 2051-11-20      | 0.0000%  | N/A     | $74747961.00       | $1216027.34        | Agency Collateralized Mortgage Obligation |
| GNMA_13-116                                          | 2043-08-20      | 1.5849%  | N/A     | $65000000.00       | $551884.39         | Agency Collateralized Mortgage Obligation |
| GNMA_16-87                                           | 2058-08-16      | 0.6232%  | N/A     | $130000000.00      | $1031629.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-144A                                         | 2054-09-20      | 1.0020%  | N/A     | $100000000.00      | $3093157.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-25G                                          | 2054-02-20      | 6.0000%  | N/A     | $6250000.00        | $1168037.50        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H13A                                         | 2067-06-20      | 2.3344%  | N/A     | $136346184.00      | $1429127.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-02-20      | 1.7711%  | N/A     | $21101324.00       | $276513.45         | Agency Collateralized Mortgage Obligation |
| GNMA_14-10                                           | 2044-01-16      | 1.5955%  | N/A     | $84838708.00       | $837668.55         | Agency Collateralized Mortgage Obligation |
| GNMA_10-87                                           | 2040-07-16      | 2.0455%  | N/A     | $131297989.00      | $516038.20         | Agency Collateralized Mortgage Obligation |
| GNMA_24-91B                                          | 2064-05-20      | 0.8020%  | N/A     | $106613707.00      | $1243595.84        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54F                                          | 2053-04-20      | 35.7283% | N/A     | $462847.00         | $550580.40         | Agency Collateralized Mortgage Obligation |
| GNMA_19-83                                           | 2046-06-20      | 0.0862%  | N/A     | $78080820.00       | $485522.84         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H19H                                         | 2071-12-20      | 2.6257%  | N/A     | $54361281.00       | $1243423.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58N                                          | 2054-04-20      | 0.9520%  | N/A     | $75000000.00       | $2621885.47        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13B                                         | 2068-06-20      | 0.4937%  | N/A     | $76072526.00       | $1712445.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43K                                          | 2054-03-20      | 1.7020%  | N/A     | $28688557.00       | $723719.62         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $54906266.00       | $523290.43         | Agency Collateralized Mortgage Obligation |
| GNMA_22-172D                                         | 2052-10-20      | 2.7601%  | N/A     | $768000.00         | $551324.35         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H17A                                         | 2066-07-20      | 2.6452%  | N/A     | $50801857.00       | $730268.28         | Agency Collateralized Mortgage Obligation |
| GNMA_24-109D                                         | 2054-07-20      | 0.0020%  | N/A     | $43300000.00       | $759098.52         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H07A                                         | 2068-05-20      | 1.8673%  | N/A     | $50000000.00       | $1244100.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-162 | 2058-09-16      | 0.7879%  | N/A     | $190495167.00      | $1650054.93        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                           | 2049-02-20      | 1.5349%  | N/A     | $18566000.00       | $541451.07         | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                            | 2061-01-16      | 0.9008%  | N/A     | $208030459.00      | $2061444.58        | Agency Collateralized Mortgage Obligation |
| GNMA_22-118                                          | 2064-06-16      | 0.6361%  | N/A     | $50000000.00       | $2312410.60        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H07D                                         | 2069-04-20      | 2.3814%  | N/A     | $40368984.00       | $567228.45         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H05D                                         | 2071-03-20      | 0.2329%  | N/A     | $28731101.00       | $754881.43         | Agency Collateralized Mortgage Obligation |
| GNMA_22-128G                                         | 2052-07-20      | 0.0000%  | N/A     | $49084287.00       | $613837.66         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H20B                                         | 2070-03-20      | 2.6565%  | N/A     | $40521385.00       | $823697.09         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173H                                         | 2053-11-20      | 1.1520%  | N/A     | $100000000.00      | $1371856.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109K                                         | 2054-07-20      | 0.9520%  | N/A     | $80000000.00       | $2893911.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26  | 2040-02-20      | 1.7849%  | N/A     | $297074000.00      | $1242080.40        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152J                                         | 2053-10-20      | 1.1020%  | N/A     | $85714288.00       | $1179448.49        | Agency Collateralized Mortgage Obligation |
| GNMA_19-79                                           | 2061-02-16      | 0.8740%  | N/A     | $83000000.00       | $871566.49         | Agency Collateralized Mortgage Obligation |
| GNMA_24-108H                                         | 2054-07-20      | 1.5520%  | N/A     | $38726229.00       | $1998882.51        | Agency Collateralized Mortgage Obligation |
| GNMA_21-119B                                         | 2051-07-20      | 3.0000%  | N/A     | $8583333.00        | $729801.90         | Agency Collateralized Mortgage Obligation |
| GNMA_23-184C                                         | 2053-12-20      | 2.7020%  | N/A     | $60000000.00       | $2864976.19        | Agency Collateralized Mortgage Obligation |
| GNMA_22-24A                                          | 2052-02-20      | 0.0000%  | N/A     | $250000000.00      | $437361.39         | Agency Collateralized Mortgage Obligation |
| GNMA_23-137D                                         | 2051-03-20      | 3.0000%  | N/A     | $9518963.00        | $1353603.19        | Agency Collateralized Mortgage Obligation |
| GNMA_15-H23A                                         | 2065-09-20      | 2.6305%  | N/A     | $34531002.00       | $421076.17         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02A                                         | 2068-01-20      | 2.5569%  | N/A     | $24837594.00       | $496273.10         | Agency Collateralized Mortgage Obligation |
| GNMA_23-135G                                         | 2053-09-20      | 2.2020%  | N/A     | $65000000.00       | $1442296.52        | Agency Collateralized Mortgage Obligation |
| GNMA_19-42D                                          | 2049-04-20      | 5.0000%  | N/A     | $67500450.00       | $1687771.62        | Agency Collateralized Mortgage Obligation |
| GNMA_20-115B                                         | 2050-08-20      | 0.0000%  | N/A     | $90437500.00       | $1993704.79        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10B                                         | 2071-06-20      | 1.9400%  | N/A     | $37504519.00       | $782133.35         | Agency Collateralized Mortgage Obligation |
| GNMA_23-147J                                         | 2051-05-20      | 3.0000%  | N/A     | $8617460.00        | $1213483.30        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15                                          | 2069-09-20      | 1.8246%  | N/A     | $50427236.00       | $1306405.49        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H05A                                         | 2068-02-20      | 2.3915%  | N/A     | $146045000.00      | $2972693.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-38                                           | 2062-01-16      | 0.6432%  | N/A     | $50000000.00       | $1724690.12        | Agency Collateralized Mortgage Obligation |
| GNMA_15-118                                          | 2045-08-20      | 1.1849%  | N/A     | $107142857.00      | $2030655.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-39C                                          | 2054-03-20      | 0.9720%  | N/A     | $50000000.00       | $1802281.22        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H4                                           | 2067-02-20      | 2.3759%  | N/A     | $47000000.00       | $582751.96         | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 2.9020%  | N/A     | $11579196.00       | $1045913.45        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H20                                          | 2067-10-20      | 2.6357%  | N/A     | $115090218.00      | $1908585.38        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67D                                          | 2053-05-20      | 1.1020%  | N/A     | $100000000.00      | $1752714.85        | Agency Collateralized Mortgage Obligation |
| GNMA_21-195                                          | 2063-08-16      | 0.2500%  | N/A     | $104436563.00      | $986621.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-12-20      | 2.5506%  | N/A     | $31712373.00       | $535044.67         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H11A                                         | 2074-05-20      | 0.6319%  | N/A     | $45294920.00       | $2857176.04        | Agency Collateralized Mortgage Obligation |
| GNMA_23-40L                                          | 2047-03-20      | 4.0000%  | N/A     | $19907536.00       | $2224727.55        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03                                          | 2066-12-20      | 2.2822%  | N/A     | $84223548.00       | $730217.93         | Agency Collateralized Mortgage Obligation |
| GNMA_23-84R                                          | 2053-06-20      | 1.7520%  | N/A     | $38833331.00       | $1636817.77        | Agency Collateralized Mortgage Obligation |
| GNMA_21-96A                                          | 2051-06-20      | 3.5000%  | N/A     | $10826155.00       | $782592.62         | Agency Collateralized Mortgage Obligation |
| GNMA_24-23D                                          | 2054-02-20      | 1.4020%  | N/A     | $50000000.00       | $1826899.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97C                                          | 2055-06-20      | 0.8520%  | N/A     | $34791163.00       | $2011454.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-186C                                         | 2054-11-20      | 1.7020%  | N/A     | $79858328.00       | $2674924.83        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70E                                          | 2053-05-20      | 1.0520%  | N/A     | $50000000.00       | $829240.69         | Agency Collateralized Mortgage Obligation |
| GNMA_23-137C                                         | 2051-08-20      | 7.5000%  | N/A     | $1426101.00        | $450431.62         | Agency Collateralized Mortgage Obligation |
| GNMA_19-151M                                         | 2049-11-20      | 4.5000%  | N/A     | $26325333.00       | $1295770.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-151D                                         | 2050-04-20      | 3.0000%  | N/A     | $3304881.00        | $417085.11         | Agency Collateralized Mortgage Obligation |
| GNMA_24-77H                                          | 2054-05-20      | 2.8020%  | N/A     | $40000000.00       | $2263325.64        | Agency Collateralized Mortgage Obligation |
| GNMA_18-136                                          | 2060-04-16      | 1.2081%  | N/A     | $143848293.00      | $1740954.24        | Agency Collateralized Mortgage Obligation |
| GNMA_23-151G                                         | 2063-10-20      | 0.0000%  | N/A     | $7631983.00        | $1691070.17        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67D                                          | 2053-05-20      | 1.1020%  | N/A     | $100000000.00      | $1702770.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                         | 2054-11-20      | 1.6520%  | N/A     | $100000000.00      | $2607216.30        | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 1.5849%  | N/A     | $32043075.00       | $669988.02         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30C                                          | 2054-02-20      | 2.1020%  | N/A     | $50000000.00       | $705101.69         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58P                                          | 2054-04-20      | 1.5520%  | N/A     | $100000000.00      | $2760238.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-84A                                          | 2055-05-20      | 0.0000%  | N/A     | $50000000.00       | $489247.98         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H13A                                         | 2075-06-20      | 0.7041%  | N/A     | $48707280.00       | $2692108.30        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131J                                         | 2053-09-20      | 1.3020%  | N/A     | $95000000.00       | $2001831.45        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63D                                          | 2053-05-20      | 1.1020%  | N/A     | $50000000.00       | $864659.23         | Agency Collateralized Mortgage Obligation |
| GNMA_24-144L                                         | 2054-09-20      | 0.0000%  | N/A     | $46978723.00       | $979956.97         | Agency Collateralized Mortgage Obligation |
| GNMA_10-50                                           | 2040-04-20      | 1.2649%  | N/A     | $200250000.00      | $665165.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-25  | 2060-02-16      | 0.4696%  | N/A     | $150000000.00      | $2155666.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-64H                                          | 2053-05-20      | 1.0220%  | N/A     | $40000000.00       | $1276108.50        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115A                                         | 2055-07-20      | 0.0000%  | N/A     | $150000000.00      | $2241300.00        | Agency Collateralized Mortgage Obligation |
| GNMA_23-21J                                          | 2053-02-20      | 1.9420%  | N/A     | $35000000.00       | $1429792.45        | Agency Collateralized Mortgage Obligation |
| GNMA_21-51                                           | 2062-10-16      | 1.0120%  | N/A     | $40000000.00       | $2259363.13        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175D                                         | 2051-10-20      | 0.0000%  | N/A     | $125000000.00      | $885455.56         | Agency Collateralized Mortgage Obligation |
| GNMA_25-119C                                         | 2055-07-20      | 2.7600%  | N/A     | $18136909.00       | $2548767.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-192A                                         | 2026-07-16      | 0.7546%  | N/A     | $20375642.00       | $1378778.93        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13E                                         | 2068-08-20      | 1.8388%  | N/A     | $26224679.00       | $443869.93         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H21B                                         | 2069-12-20      | 2.0540%  | N/A     | $93975285.00       | $3090947.03        | Agency Collateralized Mortgage Obligation |
| GNMA_15-H33A                                         | 2065-12-20      | 1.9278%  | N/A     | $168998474.00      | $1513812.94        | Agency Collateralized Mortgage Obligation |
| GNMA_21-78S                                          | 2051-05-20      | 5.0000%  | N/A     | $28648526.00       | $3058396.75        | Agency Collateralized Mortgage Obligation |

### Security 40: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRSM2LNW8
- **C.18 - Value (incl. sponsor support):** $286000000.00
- **C.18.a - Value (excl. sponsor support):** $286000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                     | 2025-08-26      | 0.0000%  | N/A     | $112800000.00      | $112464758.40      | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $2337044.00        | $2162834.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2039-12-01      | 3.0000%  | N/A     | $183000.00         | $31689.34          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-09-01      | 3.5000%  | N/A     | $560000.00         | $282433.23         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-04-20      | 6.0000%  | N/A     | $2726404.00        | $176913.23         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-10-15      | 7.5000%  | N/A     | $4172552.00        | $4393707.22        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 2.5000%  | N/A     | $100000.00         | $65799.79          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2040-06-01      | 6.5000%  | N/A     | $1000000.00        | $329107.95         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.0000%  | N/A     | $1062036.00        | $1091167.87        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $2934820.00        | $2717140.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-10-01      | 6.5000%  | N/A     | $2335000.00        | $35113.87          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $3676572.00        | $3775094.80        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-08-01      | 4.0000%  | N/A     | $1368000.00        | $325787.66         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-12-01      | 2.5000%  | N/A     | $415000.00         | $203315.80         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-07-01      | 3.0000%  | N/A     | $40000.00          | $31896.02          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-05-15      | 6.0000%  | N/A     | $1373774.00        | $1366687.28        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-01-01      | 3.5000%  | N/A     | $230027.00         | $27306.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.0000%  | N/A     | $2106032.00        | $2117893.22        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-02-01      | 2.0000%  | N/A     | $100000.00         | $63293.84          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $708682.00         | $358698.22         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.5000%  | N/A     | $1409228.00        | $1416232.75        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $3349900.00        | $3363799.20        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-08-15      | 6.5000%  | N/A     | $6425560.00        | $6501108.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | N/A     | $4577624.00        | $4859736.25        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $3441840.00        | $3457251.30        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-01-15      | 7.0000%  | N/A     | $8229136.00        | $8436920.67        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $7934328.00        | $8251545.53        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-06-01      | 3.0000%  | N/A     | $18862464.00       | $13110205.56       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-08-01      | 6.0000%  | N/A     | $1535000.00        | $29844.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $1250490.00        | $1302720.33        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-04-20      | 3.0000%  | N/A     | $1115208.00        | $253060.27         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-09-01      | 2.0000%  | N/A     | $36007.00          | $17098.13          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $2621380.00        | $2635873.50        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-01-15      | 6.5000%  | N/A     | $1332734.00        | $1355886.89        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-02-15      | 7.5000%  | N/A     | $7586370.00        | $7892576.31        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $3593944.00        | $3757764.47        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $4062592.00        | $4166403.80        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-04-15      | 6.5000%  | N/A     | $8436816.00        | $8494404.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 3.5000%  | N/A     | $800000.00         | $464364.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-02-01      | 3.5000%  | N/A     | $1537938.00        | $273284.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-02-01      | 4.5000%  | N/A     | $1054706.00        | $65922.61          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2034-11-01      | 3.5000%  | N/A     | $1943742.00        | $200937.51         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-08-01      | 5.5000%  | N/A     | $1999992.00        | $29285.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $4972520.00        | $5205145.17        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-11-01      | 3.0000%  | N/A     | $620000.00         | $120881.45         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $1001426.00        | $739356.72         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-07-01      | 4.0000%  | N/A     | $175000.00         | $134837.58         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.5000%  | N/A     | $2242064.00        | $1388425.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2041-07-01      | 6.0000%  | N/A     | $665000.00         | $133888.16         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2034-01-01      | 4.5000%  | N/A     | $604170.00         | $208519.12         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $4066704.00        | $4243452.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-10-01      | 6.0000%  | N/A     | $6755432.00        | $5399261.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-08-01      | 3.0000%  | N/A     | $560000.00         | $211229.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-08-01      | 3.0000%  | N/A     | $125000.00         | $38211.17          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2034-07-01      | 4.0000%  | N/A     | $4901128.00        | $1737923.28        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-06-01      | 2.0000%  | N/A     | $800000.00         | $341234.10         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $5884760.00        | $6036970.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-08-01      | 3.0000%  | N/A     | $1820000.00        | $430798.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2034-07-01      | 4.5000%  | N/A     | $951700.00         | $208786.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-04-20      | 6.5000%  | N/A     | $2801984.00        | $2877492.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-08-01      | 3.0000%  | N/A     | $359584.00         | $114241.32         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $6432000.00        | $4017071.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-07-15      | 6.0000%  | N/A     | $2530256.00        | $2523312.99        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 2.5000%  | N/A     | $4202700.00        | $2559947.14        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2033-03-01      | 2.5000%  | N/A     | $407200.00         | $56169.70          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $1531900.00        | $1573929.65        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.5000%  | N/A     | $5733704.00        | $5406482.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-08-01      | 3.5000%  | N/A     | $476000.00         | $45593.03          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-06-01      | 3.5000%  | N/A     | $189000.00         | $49372.75          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $3558910.00        | $3581508.05        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $27960704.00       | $28787809.59       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $1364738.00        | $1401243.61        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-05-01      | 3.5000%  | N/A     | $121001.00         | $45176.49          | Agency Mortgage-Backed Securities  |

### Security 41: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3010486364.40
- **C.18.a - Value (excl. sponsor support):** $3010486364.40
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDNRA0S8
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: NR; Fitch: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | N/A     | $76607700.00       | $103149975.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $157479000.00      | $160397952.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $15785300.00       | $12009773.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | N/A     | $149584800.00      | $184908580.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $7915500.00        | $7294117.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | N/A     | $23473600.00       | $25879605.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $224998400.00      | $143425238.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $202344800.00      | $127934812.40      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4XY2, C.4 - ISIN: US3130B4XY20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99764258.27
- **C.18.a - Value (excl. sponsor support):** $99764258.27
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $202117208.48
- **C.18.a - Value (excl. sponsor support):** $202117208.48
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRWP0DCM0
- **C.18 - Value (incl. sponsor support):** $1114500000.00
- **C.18.a - Value (excl. sponsor support):** $1114500000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $2102924.00        | $2198757.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-10-15      | 4.0000%  | N/A     | $25000.00          | $8195.01           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 5.0000%  | N/A     | $53858000.00       | $42258545.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-11-20      | 3.5000%  | N/A     | $3653000.00        | $368036.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-09-20      | 3.0000%  | N/A     | $1660292.00        | $244140.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 4.0000%  | N/A     | $74007040.00       | $55185221.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 4.0000%  | N/A     | $1469998.00        | $643306.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-10-20      | 3.5000%  | N/A     | $9893568.00        | $864117.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1032886.00        | $1080140.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-10-20      | 4.0000%  | N/A     | $1045400.00        | $803995.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 4.0000%  | N/A     | $25000.00          | $6709.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.5000%  | N/A     | $225000000.00      | $86282835.06       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | N/A     | $119724544.00      | $115731363.10      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-07-15      | 5.3500%  | N/A     | $2000000.00        | $2011950.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-10-15      | 3.6400%  | N/A     | $5666000.00        | $5049444.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-10-15      | 4.0000%  | N/A     | $600000.00         | $8149.04           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $227840512.00      | $231971445.61      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-12-20      | 4.5000%  | N/A     | $14165904.00       | $973270.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 4.0000%  | N/A     | $250000000.00      | $79269464.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $1688970.00        | $1750220.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-05-20      | 3.0000%  | N/A     | $4871440.00        | $458977.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-10-20      | 4.0000%  | N/A     | $195465.00         | $177087.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 2.7500%  | N/A     | $150000.00         | $126985.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $278989.00         | $250332.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-06-20      | 3.7400%  | N/A     | $210000.00         | $26898.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 5.0000%  | N/A     | $1906748.00        | $1856181.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.0000%  | N/A     | $1499374.00        | $1538621.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $34123776.00       | $35166700.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1415768.00        | $1483972.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-05-15      | 2.6900%  | N/A     | $9668896.00        | $7931594.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-06-15      | 4.7400%  | N/A     | $14668640.00       | $14387998.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1645146.00        | $1706240.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $306488832.00      | $155128814.69      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $995796.00         | $1049474.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $4759744.00        | $4747582.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-05-15      | 2.8000%  | N/A     | $3013369.00        | $2527417.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-11-15      | 4.2000%  | N/A     | $12573200.00       | $11647333.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-06-20      | 3.0000%  | N/A     | $4250800.00        | $493565.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 4.0000%  | N/A     | $180000.00         | $31373.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 5.5000%  | N/A     | $60000000.00       | $47859182.39       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.5000%  | N/A     | $128311040.00      | $97419634.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 4.0000%  | N/A     | $53231000.00       | $36321624.65       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 3.0000%  | N/A     | $1000000.00        | $9291.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-11-20      | 6.5000%  | N/A     | $4560000.00        | $67008.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-08-15      | 2.5000%  | N/A     | $533882.00         | $140386.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-05-15      | 2.6400%  | N/A     | $12565696.00       | $10213665.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $4577912.00        | $4619137.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $1590962.00        | $1594227.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $1084744.00        | $1122492.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 4.5000%  | N/A     | $34575552.00       | $31197824.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $2577164.00        | $2522221.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $4829872.00        | $4972744.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1392664.00        | $1411112.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.5000%  | N/A     | $700001.00         | $408648.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-06-20      | 5.0000%  | N/A     | $5254624.00        | $521943.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-07-15      | 2.5000%  | N/A     | $426693.00         | $164630.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-04-20      | 6.0000%  | N/A     | $700000.00         | $8947.08           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | N/A     | $1740292.00        | $1738832.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $1132350.00        | $1161442.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 4.0000%  | N/A     | $1694000.00        | $243357.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-08-15      | 5.0000%  | N/A     | $1000608.00        | $13269.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-06-20      | 2.0000%  | N/A     | $152000.00         | $74087.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $11905264.00       | $12257433.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-10-20      | 5.0000%  | N/A     | $1488710.00        | $213788.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $10817328.00       | $10862979.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-07-15      | 4.2300%  | N/A     | $2379200.00        | $2203626.45        | Agency Mortgage-Backed Securities |

### Security 46: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDNRA1K4
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 4.0000%  | N/A     | $58609.00          | $9612.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 7.0000%  | N/A     | $39393182.00       | $38733622.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $13613832.00       | $14020567.32       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-02-20      | 3.0000%  | N/A     | $82645732.00       | $9172212.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-03-20      | 3.5000%  | N/A     | $225000.00         | $30126.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $6865.00           | $7163.26           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 4.0000%  | N/A     | $10000000.00       | $830148.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 4.0000%  | N/A     | $48169463.00       | $4465791.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-12-20      | 4.0000%  | N/A     | $228684040.00      | $11742182.96       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $5286340.00        | $5318160.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 6.5000%  | N/A     | $2024842.00        | $1798025.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.5000%  | N/A     | $1071076.00        | $569365.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 5.5000%  | N/A     | $25000.00          | $3023.19           | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1335511235.31
- **C.18.a - Value (excl. sponsor support):** $1335511235.31
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MX1, C.4 - ISIN: US3130B6MX14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $213999011.32
- **C.18.a - Value (excl. sponsor support):** $213999011.32
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Nomura Securities Co. Ltd.

- **C.1 - Title:** Nomura Securities Co. Ltd.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDNRA1A6
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.5000%  | N/A     | $5246900.00        | $3747734.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 5.0000%  | N/A     | $40335600.00       | $38272660.23       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 3.0000%  | N/A     | $3378500.00        | $2308300.58        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2026-10-15      | 0.1250%  | N/A     | $54278300.00       | $63221970.79       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.0000%  | N/A     | $1065300.00        | $755296.90         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 5.5000%  | N/A     | $669800.00         | $520453.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 4.0000%  | N/A     | $90000.00          | $74389.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-06-20      | 3.0000%  | N/A     | $1141300.00        | $942866.56         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-08-20      | 2.5000%  | N/A     | $31700.00          | $24369.58          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $8357400.00        | $8330852.94        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 3.0000%  | N/A     | $33800.00          | $22446.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.0000%  | N/A     | $16390900.00       | $10912367.47       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 2.0000%  | N/A     | $63100.00          | $46825.76          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | N/A     | $10000.00          | $10035.60          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 5.0000%  | N/A     | $30000000.00       | $21214203.23       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2029-04-15      | 2.1250%  | N/A     | $6046100.00        | $6495681.20        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.0000%  | N/A     | $29977300.00       | $29230491.72       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-12-20      | 4.0000%  | N/A     | $50243680.00       | $33563849.33       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 4.5000%  | N/A     | $66100.00          | $61223.08          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 5.5000%  | N/A     | $310300.00         | $286512.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 4.0000%  | N/A     | $1000.00           | $769.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 3.0000%  | N/A     | $11783700.00       | $8053782.79        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 4.0000%  | N/A     | $1169600.00        | $1039502.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 5.5000%  | N/A     | $152500.00         | $131475.04         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.0000%  | N/A     | $240000.00         | $231968.63         | Agency Mortgage-Backed Securities  |

### Security 50: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4H20, C.4 - ISIN: US3130B4H200, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99998511.00
- **C.18.a - Value (excl. sponsor support):** $99998511.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T71, C.4 - ISIN: US3130B6T713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214656470.99
- **C.18.a - Value (excl. sponsor support):** $214656470.99
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDNR9ZH7
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $400.00            | $392.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | N/A     | $30000000.00       | $29582400.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | N/A     | $47874000.00       | $46917238.11       | U.S. Treasuries (including strips) |

### Security 53: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1171706938.64
- **C.18.a - Value (excl. sponsor support):** $1171706938.64
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDNRA0W9
- **C.18 - Value (incl. sponsor support):** $1801000000.00
- **C.18.a - Value (excl. sponsor support):** $1801000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $84392400.00       | $78689189.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.4679%  | N/A     | $108891100.00      | $108994764.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | N/A     | $1121680000.00     | $1325726186.37     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $321705600.00      | $323609882.57      | U.S. Treasuries (including strips) |

### Security 55: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2246044865.79
- **C.18.a - Value (excl. sponsor support):** $2246044865.79
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDNR9ZE4
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | N/A     | $349349097.00      | $355955335.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $115487299.00      | $117005975.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $336006430.00      | $343038708.54      | U.S. Treasuries (including strips) |

### Security 57: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYDNR9ZM6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | N/A     | $100.00            | $118.02            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $100.00            | $97.84             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 25 | 2025-10-15      | 0.1250%  | N/A     | $5800.00           | $7170.34           | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | N/A     | $11000.00          | $10628.49          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | N/A     | $400.00            | $402.16            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $100.00            | $94.04             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | N/A     | $2400.00           | $2412.53           | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  | N/A     | $7036000.00        | $6743835.82        | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  | N/A     | $11780900.00       | $12978704.93       | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | N/A     | $880100.00         | $943485.68         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | N/A     | $100.00            | $97.74             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $10800.00          | $10548.56          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | N/A     | $100.00            | $98.07             | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | N/A     | $100.00            | $115.70            | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | N/A     | $224300.00         | $213637.39         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | N/A     | $100.00            | $97.72             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | N/A     | $4288600.00        | $4330487.50        | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  | N/A     | $149800.00         | $166495.88         | U.S. Treasuries (including strips) |
| 3 NOTE Q 25      | 2025-09-30      | 3.0000%  | N/A     | $100.00            | $100.79            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | N/A     | $300.00            | $306.09            | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | N/A     | $100.00            | $110.91            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $2096600.00        | $2109782.37        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | N/A     | $100.00            | $99.80             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $859200.00         | $855064.38         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $2459000.00        | $2457841.73        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  | N/A     | $62600.00          | $61120.70          | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $600.00            | $551.72            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 25  | 2025-11-15      | 2.2500%  | N/A     | $11691200.00       | $11672071.79       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | N/A     | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | N/A     | $11200.00          | $8856.24           | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $2800.00           | $2716.35           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $38703100.00       | $38542598.24       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | N/A     | $100.00            | $92.69             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $1188500.00        | $1194014.90        | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  | N/A     | $6509000.00        | $10151666.97       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | N/A     | $1295200.00        | $1307210.82        | U.S. Treasuries (including strips) |
| BILL 09/16/25    | 2025-09-16      | 0.0000%  | N/A     | $3163200.00        | $3145612.61        | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $72100.00          | $76505.01          | U.S. Treasuries (including strips) |
| BILL 08/21/25    | 2025-08-21      | 0.0000%  | N/A     | $46200.00          | $46084.96          | U.S. Treasuries (including strips) |
| BILL 09/04/25    | 2025-09-04      | 0.0000%  | N/A     | $4897100.00        | $4876826.01        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $209400.00         | $216925.10         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $200.00            | $170.87            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $300.00            | $255.75            | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | N/A     | $21005800.00       | $20808975.65       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $24805100.00       | $24896911.91       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  | N/A     | $5424000.00        | $5158423.99        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | N/A     | $100.00            | $131.45            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $98.26             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $300.00            | $306.84            | U.S. Treasuries (including strips) |

### Security 58: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $331496636.64
- **C.18.a - Value (excl. sponsor support):** $331496636.64
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2629596157.46
- **C.18.a - Value (excl. sponsor support):** $2629596157.46
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $157185087.81
- **C.18.a - Value (excl. sponsor support):** $157185087.81
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $252916393.84
- **C.18.a - Value (excl. sponsor support):** $252916393.84
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YA0, C.4 - ISIN: US3130B5YA00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $168200033.64
- **C.18.a - Value (excl. sponsor support):** $168200033.64
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75U4, C.4 - ISIN: US3130B75U42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $426507293.15
- **C.18.a - Value (excl. sponsor support):** $426507293.15
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WF4, C.4 - ISIN: US3130B4WF40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500145640.00
- **C.18.a - Value (excl. sponsor support):** $500145640.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2112390018.14
- **C.18.a - Value (excl. sponsor support):** $2112390018.14
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YX8, C.4 - ISIN: US3130B6YX85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $856676147.32
- **C.18.a - Value (excl. sponsor support):** $856676147.32
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3114912776.56
- **C.18.a - Value (excl. sponsor support):** $3114912776.56
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TK2, C.4 - ISIN: US3130B6TK20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598198496.42
- **C.18.a - Value (excl. sponsor support):** $598198496.42
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDNRA173
- **C.18 - Value (incl. sponsor support):** $332000000.00
- **C.18.a - Value (excl. sponsor support):** $332000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $800.00            | $889.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $18239200.00       | $17705515.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | N/A     | $100.00            | $134.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $9535900.00        | $9067256.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | N/A     | $54718100.00       | $49257142.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | N/A     | $24841000.00       | $40280603.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.3839%  | N/A     | $1000.00           | $999.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | N/A     | $1762000.00        | $1750895.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $500.00            | $499.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $8373800.00        | $8289775.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $75050000.00       | $76118277.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $72979000.00       | $75080783.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $56773900.00       | $55589745.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | N/A     | $4990100.00        | $5497460.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $100.00            | $75.30             | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62Z8, C.4 - ISIN: US3130B62Z83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $421295087.64
- **C.18.a - Value (excl. sponsor support):** $421295087.64
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3993762231.99
- **C.18.a - Value (excl. sponsor support):** $3993762231.99
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDNRA1F5
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $2799874.00        | $2060000.44        | Agency Mortgage-Backed Securities |

### Security 73: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52Y3, C.4 - ISIN: US3130B52Y37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $363997259.08
- **C.18.a - Value (excl. sponsor support):** $363997259.08
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54M7, C.4 - ISIN: US3130B54M70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499993020.00
- **C.18.a - Value (excl. sponsor support):** $499993020.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y51, C.4 - ISIN: US3130B5Y517, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $252300547.49
- **C.18.a - Value (excl. sponsor support):** $252300547.49
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York
- **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: 254900Y8NKGV541U8Q32, C.5 - Other ID: BYDNRA199
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $1420325200.00     | $1250147609.58     | U.S. Treasuries (including strips) |

### Security 77: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185582337.64
- **C.18.a - Value (excl. sponsor support):** $185582337.64
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $430090914.90
- **C.18.a - Value (excl. sponsor support):** $430090914.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDNRA0K5
- **C.18 - Value (incl. sponsor support):** $5750000000.00
- **C.18.a - Value (excl. sponsor support):** $5750000000.00
- **C.19 - Percentage of Net Assets:** 3.1400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $10000.00          | $8569.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $17421300.00       | $16053692.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $21999300.00       | $21783547.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $200.00            | $169.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $39592400.00       | $19579876.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $45356800.00       | $23794818.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $135355900.00      | $138347192.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $2744600.00        | $2743916.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $174039400.00      | $161286444.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $1734100.00        | $1319476.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $163900.00         | $150710.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $261169000.00      | $263191576.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $183200700.00      | $165246435.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | N/A     | $250000.00         | $248548.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $100.00            | $61.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $29256400.00       | $21021937.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $44600.00          | $44586.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | N/A     | $48147500.00       | $48948698.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | N/A     | $29999600.00       | $30281506.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $200.00            | $162.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $766200.00         | $695405.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $165932800.00      | $98051561.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $100.00            | $93.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $2130700.00        | $1423352.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $43520400.00       | $35984506.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $165296300.00      | $171696131.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $246300.00         | $244339.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $404919000.00      | $405110526.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $43799000.00       | $42842708.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $308600.00         | $315430.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $124047000.00      | $125956331.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $500.00            | $503.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $54297400.00       | $55368633.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $100.00            | $82.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $99231000.00       | $92246525.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $605045200.00      | $617326065.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | N/A     | $4099000.00        | $4184541.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $118400.00         | $123877.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | N/A     | $16955400.00       | $16620239.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | N/A     | $600000.00         | $588915.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $176895100.00      | $177029989.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $62623400.00       | $54679970.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $62800.00          | $64538.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | N/A     | $493100.00         | $373787.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $1220000.00        | $915076.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | N/A     | $1100.00           | $995.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $24270700.00       | $18114386.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $355700.00         | $343912.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $10119200.00       | $7360573.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $1382200.00        | $1351885.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $100.00            | $97.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $100.00            | $62.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $221599600.00      | $189625845.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $1378853000.00     | $1381907159.40     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | N/A     | $14000000.00       | $13000176.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $9914300.00        | $10548229.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $60698000.00       | $60100549.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $200.00            | $152.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $412706700.00      | $405123342.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $277299000.00      | $283578343.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $100.00            | $56.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $2400.00           | $2364.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $253534700.00      | $254704423.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $200.00            | $188.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $65964700.00       | $41706935.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $300.00            | $230.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $37350400.00       | $23572871.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $1000.00           | $912.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $350009800.00      | $355673715.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | N/A     | $320800.00         | $198236.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $594400.00         | $570596.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $100.00            | $96.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | N/A     | $1988700.00        | $1618568.96        | U.S. Treasuries (including strips) |

### Security 80: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDNR9ZC8
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 5.0000%  | N/A     | $516016078.00      | $413380561.89      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 5.5000%  | N/A     | $267135685.00      | $198619438.37      | Agency Mortgage-Backed Securities |

### Security 81: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DW3, C.4 - ISIN: US3130B6DW32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499172990.00
- **C.18.a - Value (excl. sponsor support):** $499172990.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWXLLU75
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC REMIC SERIES K-760       X3     20570325 FLT     | 2057-03-25      | 5.0406%  | N/A     | $24396000.00       | $6509249.80        | Agency Collateralized Mortgage Obligation |
| FGRA 5121TC 09/15/41                                   | 2044-03-15      | 0.0200%  | N/A     | $9834426.00        | $2799.78           | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         B      20381125 FLT     | 2038-11-25      | 4.7859%  | N/A     | $62248000.00       | $25878059.40       | Agency Collateralized Mortgage Obligation |
| FNRA RC042AS R22F042                                   | 2050-06-25      | 1.6500%  | N/A     | $26210120.00       | $1631660.45        | Agency Collateralized Mortgage Obligation |
| FGRA 5331TH 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $11538316.00       | $17760.15          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-SA  20380725 FLT     | 2038-07-25      | 0.0000%  | N/A     | $96789390.00       | $93877.33          | Agency Collateralized Mortgage Obligation |
| FGRM 4783JI 07/15/33                                   | 2033-07-15      | 3.5000%  | N/A     | $124269272.00      | $340246.95         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SC                                       | 2055-05-20      | 0.8020%  | N/A     | $163449087.00      | $7108628.46        | Agency Collateralized Mortgage Obligation |
| FGRA 4161SP 02/15/43                                   | 2043-02-15      | 1.6959%  | N/A     | $20500000.00       | $499139.37         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB70         B      20391025 FLT     | 2039-10-25      | 9.1290%  | N/A     | $41272141.00       | $24973492.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 ID                                       | 2055-02-20      | 0.0520%  | N/A     | $50000000.00       | $83732.47          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-143       X3     20500425 FLT     | 2050-04-25      | 3.1399%  | N/A     | $7000000.00        | $1196688.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FB                                       | 2052-01-20      | 2.5000%  | N/A     | $300000000.00      | $185319542.57      | Agency Collateralized Mortgage Obligation |
| FNST TR0427 C55 RC                                     | 2037-08-25      | 1.5000%  | N/A     | $106000000.00      | $4167688.26        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-113       X3     20480525 FLT     | 2048-05-25      | 2.9758%  | N/A     | $108643404.00      | $13854732.93       | Agency Collateralized Mortgage Obligation |
| FNRM RC091IK R20F091                                   | 2043-11-25      | 4.0000%  | N/A     | $22639231.00       | $776989.40         | Agency Collateralized Mortgage Obligation |
| FGRA 4091ES 08/15/42                                   | 2042-08-15      | 2.0959%  | N/A     | $22372053.00       | $445549.99         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB75         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $444201323.00      | $12618352.98       | Agency Collateralized Mortgage Obligation |
| FGRA 4351AS 06/15/44                                   | 2044-06-15      | 1.7459%  | N/A     | $50000000.00       | $271362.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FB                                       | 2055-02-20      | 6.0000%  | N/A     | $100000000.00      | $85075713.85       | Agency Collateralized Mortgage Obligation |
| FNRA CL043FI R12F043                                   | 2041-07-25      | 4.4645%  | N/A     | $7000000.00        | $8950.49           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-X04       X-FX   20340125 FLT     | 2034-01-25      | 1.5958%  | N/A     | $19940000.00       | $652130.98         | Agency Collateralized Mortgage Obligation |
| FNRM CL076LI R21F076                                   | 2051-11-25      | 4.5000%  | N/A     | $17000000.00       | $2074445.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 S                                        | 2055-02-20      | 1.6020%  | N/A     | $100000000.00      | $5927639.26        | Agency Collateralized Mortgage Obligation |
| FNRA CL006BI R24F006                                   | 2043-07-25      | 2.1675%  | N/A     | $6098639.00        | $873041.16         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-042       A6     20420225 9.50000 | 2042-02-25      | 9.5000%  | N/A     | $128000.00         | $3724.87           | Agency Collateralized Mortgage Obligation |
| FGRM 4010QI 01/15/42                                   | 2042-01-15      | 4.5000%  | N/A     | $92501111.00       | $341452.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-122 CI                                       | 2053-08-20      | 0.0500%  | N/A     | $40000000.00       | $27682.10          | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-SA  20381125 FLT     | 2038-11-25      | 0.2582%  | N/A     | $143846917.00      | $401057.81         | Agency Collateralized Mortgage Obligation |
| FNRA CL099IA R24F099                                   | 2055-01-25      | 0.0700%  | N/A     | $41742981.00       | $81989.38          | Agency Collateralized Mortgage Obligation |
| FNRM CL096DZ R20F096                                   | 2051-01-25      | 2.5000%  | N/A     | $27963530.00       | $4841184.02        | Agency Collateralized Mortgage Obligation |
| FGRM 4733GI 07/15/38                                   | 2038-07-15      | 5.5000%  | N/A     | $6761737.00        | $223040.55         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-018 SW                                       | 2050-02-20      | 1.6349%  | N/A     | $23527000.00       | $906912.86         | Agency Collateralized Mortgage Obligation |
| FNRA CL064TI R23F064                                   | 2048-07-25      | 0.0500%  | N/A     | $5118934.00        | $9179.41           | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-RC  20371125 FLT     | 2037-11-25      | 0.4824%  | N/A     | $66534907.00       | $123564.26         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K59          D      20491125 0.00000 | 2049-11-25      | 0.0000%  | N/A     | $15738000.00       | $9705608.86        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-AR  20371225 FLT     | 2037-12-25      | 0.0000%  | N/A     | $108859383.00      | $59425.79          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 BS                                       | 2051-07-20      | 1.8349%  | N/A     | $132338141.00      | $15342550.11       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-025       X      20340227 FLT     | 2034-02-27      | 0.3585%  | N/A     | $324636000.00      | $9435137.92        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-169       X3     20570325 FLT     | 2057-03-25      | 5.3066%  | N/A     | $42900147.00       | $15586186.60       | Agency Collateralized Mortgage Obligation |
| FNRM CL078KI R17F078                                   | 2047-10-25      | 3.5000%  | N/A     | $13304714.00       | $199658.26         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB92 X1     20410825 FLT     | 2041-08-25      | 0.5587%  | N/A     | $101474124.00      | $2244823.36        | Agency Collateralized Mortgage Obligation |
| GNST 0764-GT PO                                        | 2034-07-20      | 0.0000%  | N/A     | $1671972.00        | $20093.53          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 YS                                       | 2054-06-20      | 1.0020%  | N/A     | $67567336.00       | $2605833.91        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB79         X1     20400725 FLT     | 2040-07-25      | 1.2115%  | N/A     | $23692000.00       | $785833.15         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-027 SA                                       | 2044-02-16      | 1.6455%  | N/A     | $57270053.00       | $693182.27         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-AR  20380325 FLT     | 2038-03-25      | 0.1404%  | N/A     | $168448788.00      | $455606.82         | Agency Collateralized Mortgage Obligation |
| FGRA 4698ES 07/15/47                                   | 2047-07-15      | 0.0000%  | N/A     | $50000000.00       | $291241.53         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB11         B      20360125 FLT     | 2036-01-25      | 12.2475% | N/A     | $4242000.00        | $943128.18         | Agency Collateralized Mortgage Obligation |
| FNRA CL057NS R22F057                                   | 2052-09-25      | 0.9500%  | N/A     | $46689625.00       | $2002320.87        | Agency Collateralized Mortgage Obligation |
| FGRM 4046IM 05/15/42                                   | 2042-05-15      | 4.5000%  | N/A     | $33346994.00       | $305204.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-081 SD                                       | 2054-05-20      | 1.2520%  | N/A     | $50000000.00       | $1657527.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SD                                       | 2055-01-20      | 1.6020%  | N/A     | $83109805.00       | $4466109.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 IB                                       | 2055-05-20      | 0.0500%  | N/A     | $35000000.00       | $54207.12          | Agency Collateralized Mortgage Obligation |
| FNRA CL026TI R16F026                                   | 2043-01-25      | 0.0000%  | N/A     | $5220322.00        | $18946.81          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB67         X1     20390825 FLT     | 2039-08-25      | 0.0000%  | N/A     | $529411508.00      | $6555512.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 FC                                       | 2055-07-20      | 5.8086%  | N/A     | $100000000.00      | $103616285.60      | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF60         C      20260225 FLT     | 2026-02-25      | 10.4337% | N/A     | $75693532.00       | $12998991.94       | Agency Collateralized Mortgage Obligation |
| FNRM CL009PZ R16F009                                   | 2046-03-25      | 3.5000%  | N/A     | $580734.00         | $652321.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TL                                       | 2052-04-20      | 0.0000%  | N/A     | $264071553.00      | $173387.15         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF81         C      20270625 FLT     | 2027-06-25      | 13.4337% | N/A     | $67165464.00       | $15607072.18       | Agency Collateralized Mortgage Obligation |
| FNRA CL006TS R24F006                                   | 2042-07-25      | 0.5000%  | N/A     | $15645496.00       | $268374.78         | Agency Collateralized Mortgage Obligation |
| FNRA CL024JS R12F024                                   | 2042-03-25      | 1.9855%  | N/A     | $13150872.00       | $217238.99         | Agency Collateralized Mortgage Obligation |
| FGRM 4299JI 07/15/43                                   | 2043-07-15      | 4.0000%  | N/A     | $28735375.00       | $29471.23          | Agency Collateralized Mortgage Obligation |
| FNRA CL064SB R25F064                                   | 2055-08-25      | 0.0000%  | N/A     | $102844085.00      | $3842872.08        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-138       X3     20500125 FLT     | 2050-01-25      | 2.9798%  | N/A     | $4493000.00        | $691774.51         | Agency Collateralized Mortgage Obligation |
| FNRA CL096TD R24F096                                   | 2054-12-25      | 0.2500%  | N/A     | $100617472.00      | $368684.64         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-10 W                                         | 2039-07-20      | 6.3375%  | N/A     | $6195173.00        | $768578.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SA                                       | 2055-01-20      | 2.2020%  | N/A     | $50000000.00       | $3640879.08        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-116 SJ                                       | 2053-08-20      | 1.5020%  | N/A     | $136400000.00      | $3513345.47        | Agency Collateralized Mortgage Obligation |
| FNRA CL103SD R12F103                                   | 2042-09-25      | 1.5855%  | N/A     | $82285920.00       | $1133738.85        | Agency Collateralized Mortgage Obligation |
| FNRA CL042CS R24F042                                   | 2054-07-25      | 2.7300%  | N/A     | $30000000.00       | $1982241.43        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIS K-114       X3     20480825 FLT     | 2048-08-25      | 2.7352%  | N/A     | $10500000.00       | $1180780.89        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R25F064                                   | 2055-08-25      | 0.0000%  | N/A     | $97987347.00       | $9304192.56        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB87         X1     20410425 FLT     | 2041-04-25      | 0.6157%  | N/A     | $209249861.00      | $4307331.57        | Agency Collateralized Mortgage Obligation |
| FNRA CL061SA R19F061                                   | 2059-11-25      | 1.5855%  | N/A     | $14507222.00       | $661588.25         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-053       X3     20440325 FLT     | 2044-03-25      | 1.6525%  | N/A     | $24717000.00       | $208440.66         | Agency Collateralized Mortgage Obligation |
| FNRA CL032SA R17F032                                   | 2047-05-25      | 1.6855%  | N/A     | $114000000.00      | $2224239.39        | Agency Collateralized Mortgage Obligation |
| FNRM CL006PO R24F006                                   | 2045-04-25      | 0.0000%  | N/A     | $10816174.00       | $6190686.47        | Agency Collateralized Mortgage Obligation |
| FNRA CL099SL R24F099                                   | 2055-01-25      | 1.5700%  | N/A     | $58257019.00       | $3940028.84        | Agency Collateralized Mortgage Obligation |
| FNRM CL024CI R24F024                                   | 2054-05-25      | 6.5000%  | N/A     | $69000000.00       | $10462077.35       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2015-K51          D      20481025 0.00000 | 2048-10-25      | 0.0000%  | N/A     | $89686280.00       | $82677823.07       | Agency Collateralized Mortgage Obligation |
| FGRM 4215EI 07/15/32                                   | 2032-07-15      | 3.0000%  | N/A     | $62500000.00       | $98118.66          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 LS                                       | 2052-01-20      | 0.0000%  | N/A     | $819363159.00      | $1764575.07        | Agency Collateralized Mortgage Obligation |
| FNRA CL062IA R24F062                                   | 2054-09-25      | 0.0200%  | N/A     | $92941546.00       | $57252.79          | Agency Collateralized Mortgage Obligation |
| FGRA 4584SI 05/15/44                                   | 2044-05-15      | 0.0459%  | N/A     | $4814646.00        | $33271.80          | Agency Collateralized Mortgage Obligation |
| FNRM RC080EI R20F080                                   | 2050-11-25      | 4.0000%  | N/A     | $64192200.00       | $6071141.08        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-144       A-2    20320425 FLT     | 2032-04-25      | 2.4500%  | N/A     | $44670000.00       | $39522080.31       | Agency Collateralized Mortgage Obligation |
| FGRM 4472WI 05/15/45                                   | 2045-05-15      | 5.0000%  | N/A     | $45430594.00       | $610337.85         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-RC  20380625 FLT     | 2038-06-25      | 0.3227%  | N/A     | $148083821.00      | $349728.58         | Agency Collateralized Mortgage Obligation |
| FGRA 5352LI 10/15/46                                   | 2046-10-15      | 1.0609%  | N/A     | $14260417.00       | $1362684.47        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-S07       X      20250925 FLT     | 2025-09-25      | 0.5875%  | N/A     | $13609000.00       | $13522.76          | Agency Collateralized Mortgage Obligation |
| FNRA CL055SB R21F055                                   | 2061-08-25      | 0.0000%  | N/A     | $163975299.00      | $1290588.81        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF80         C      20300625 FLT     | 2030-06-25      | 13.4337% | N/A     | $75910000.00       | $15318986.26       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-SA  20380425 FLT     | 2038-04-25      | 0.4219%  | N/A     | $79334227.00       | $425360.69         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-167       X3     20561225 FLT     | 2056-12-25      | 5.3097%  | N/A     | $15000000.00       | $5427806.71        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 DS                                       | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1194271.96        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-163       X3     20570225 FLT     | 2057-02-25      | 5.6872%  | N/A     | $15327418.00       | $5600627.85        | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KC06          C      20260925 FLT     | 2026-09-25      | 3.8248%  | N/A     | $45627000.00       | $43637631.27       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-122       X3     20490125 FLT     | 2049-01-25      | 2.6299%  | N/A     | $9700000.00        | $1130094.63        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C46 RC                                     | 2053-10-01      | 4.0000%  | N/A     | $25945000.00       | $5191602.28        | Agency Collateralized Mortgage Obligation |
| FNRA CL015SC R13F015                                   | 2033-03-25      | 0.1459%  | N/A     | $18391622.00       | $3440262.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 IB                                       | 2054-03-20      | 0.0600%  | N/A     | $50000000.00       | $75763.49          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-735       A-2    20260525 2.86200 | 2026-05-25      | 2.8620%  | N/A     | $10000000.00       | $9450436.38        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT     | 2052-05-28      | 10.8500% | N/A     | $12000000.00       | $13623400.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-116 SB                                       | 2054-07-20      | 2.2520%  | N/A     | $90000000.00       | $6197788.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FC                                       | 2054-09-20      | 5.5080%  | N/A     | $200000000.00      | $130103254.47      | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         X1     20400225 FLT     | 2040-02-25      | 0.8609%  | N/A     | $299054265.00      | $14763614.39       | Agency Collateralized Mortgage Obligation |
| FNRA CL105SJ R24F105                                   | 2055-01-25      | 0.6500%  | N/A     | $213060287.00      | $5707007.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-134 PS                                       | 2042-11-20      | 0.5349%  | N/A     | $132412992.00      | $180608.15         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-3      MA     20581025 3.50000 | 2058-10-25      | 3.5000%  | N/A     | $35605000.00       | $9434109.61        | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2017-KF40          C      20271225 FLT     | 2027-12-25      | 13.4337% | N/A     | $39927982.00       | $12193595.79       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G05       X3     20340125 FLT     | 2034-01-25      | 2.6116%  | N/A     | $1625000.00        | $187770.95         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD                                       | 2051-11-20      | 2.5000%  | N/A     | $150000000.00      | $88982637.53       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SD                                       | 2055-05-20      | 0.0000%  | N/A     | $200000000.00      | $2611052.48        | Agency Collateralized Mortgage Obligation |
| FNRA CL007SA R24F007                                   | 2053-09-25      | 2.6500%  | N/A     | $29000000.00       | $2019449.22        | Agency Collateralized Mortgage Obligation |
| FHLMC  MSCR TRUST MN3          B-1    20511127 FLT     | 2051-11-27      | 11.2000% | N/A     | $2307993.00        | $2452034.08        | Agency Collateralized Mortgage Obligation |
| FNRM RC075IO R21F075                                   | 2051-11-25      | 3.0000%  | N/A     | $78463000.00       | $7550577.44        | Agency Collateralized Mortgage Obligation |
| FNRM CL035IC R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24015467.00       | $230203.34         | Agency Collateralized Mortgage Obligation |
| FGRM 5343IO 10/15/42                                   | 2042-10-15      | 3.5000%  | N/A     | $13993688.00       | $1202701.81        | Agency Collateralized Mortgage Obligation |
| FGRA 04104S 09/15/42                                   | 2042-09-15      | 1.6459%  | N/A     | $21428571.00       | $356543.68         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KHG3         B-FL   20280925 FLT     | 2028-09-25      | 6.6193%  | N/A     | $8048000.00        | $6826331.39        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF108        CS     20310225 FLT     | 2031-02-25      | 10.5693% | N/A     | $76047000.00       | $15670927.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-047 SA                                       | 2044-05-20      | 1.5349%  | N/A     | $23898589.00       | $832125.75         | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KF72          C      20261125 FLT     | 2026-11-25      | 10.4337% | N/A     | $58664060.00       | $28138298.71       | Agency Collateralized Mortgage Obligation |
| FNRA CL022S R21F022                                    | 2051-04-25      | 0.0000%  | N/A     | $10000000.00       | $4159.71           | Agency Collateralized Mortgage Obligation |
| FREMF 2022-KF140 MORTGAGE TR   CS     20290725 FLT     | 2029-07-25      | 9.5693%  | N/A     | $70480000.00       | $52839422.11       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-131       X3     20490925 FLT     | 2049-09-25      | 2.9465%  | N/A     | $20902000.00       | $3061106.80        | Agency Collateralized Mortgage Obligation |
| FNRA CL006SB R24F006                                   | 2054-03-25      | 2.6700%  | N/A     | $63668669.00       | $4698314.57        | Agency Collateralized Mortgage Obligation |
| FNRA CL050ST R23F050                                   | 2049-07-25      | 0.1000%  | N/A     | $20341106.00       | $58660.30          | Agency Collateralized Mortgage Obligation |
| FNST TR0428 C27 RC                                     | 2037-11-01      | 1.5000%  | N/A     | $93699597.00       | $3533637.67        | Agency Collateralized Mortgage Obligation |
| FNRA CL006SB R13F006                                   | 2043-02-25      | 1.6355%  | N/A     | $201419720.00      | $2127377.87        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB53         X1     20380625 FLT     | 2038-06-25      | 0.2222%  | N/A     | $256952913.00      | $375471.62         | Agency Collateralized Mortgage Obligation |
| FNRA CL059TB R20F059                                   | 2044-01-25      | 0.6000%  | N/A     | $10176126.00       | $74335.64          | Agency Collateralized Mortgage Obligation |
| FNRA CL023SC R13F023                                   | 2033-03-25      | 0.1459%  | N/A     | $7025000.00        | $1928895.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-046 SB                                       | 2055-03-20      | 0.9820%  | N/A     | $115000000.00      | $5527622.47        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R23F064                                   | 2048-07-25      | 1.6855%  | N/A     | $19429077.00       | $1662368.54        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-164       X-3    20570525 FLT     | 2057-05-25      | 5.6737%  | N/A     | $15000000.00       | $5826706.16        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-748       X3     20500225 FLT     | 2050-02-25      | 2.6916%  | N/A     | $14432000.00       | $1174028.65        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    B      20390625 FLT     | 2039-06-25      | 5.7719%  | N/A     | $44262383.00       | $29134555.34       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2017-K62          D      20500125 0.00000 | 2050-01-25      | 0.0000%  | N/A     | $108305106.00      | $76605306.99       | Agency Collateralized Mortgage Obligation |
| FNRA CL052PS R12F052                                   | 2042-05-25      | 2.1155%  | N/A     | $104663303.00      | $1065317.36        | Agency Collateralized Mortgage Obligation |
| FGRA 4795WS 03/15/48                                   | 2048-03-15      | 1.6959%  | N/A     | $21176438.00       | $366451.69         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB55         X1     20380825 FLT     | 2038-08-25      | 0.6950%  | N/A     | $177390777.00      | $815422.79         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB91 X1     20410825 FLT     | 2041-08-25      | 0.5624%  | N/A     | $72000000.00       | $1698536.13        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2021-MN2   M-2    20410725 FLT     | 2041-07-25      | 7.7000%  | N/A     | $27750000.00       | $24616127.03       | Agency Collateralized Mortgage Obligation |
| FNRA CL059TA R20F059                                   | 2042-09-25      | 0.1000%  | N/A     | $10240264.00       | $11851.92          | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KLU2         B-FX   20290825 0.00000 | 2029-08-25      | 0.0000%  | N/A     | $28913000.00       | $20213310.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IA                                       | 2054-02-20      | 0.0500%  | N/A     | $43135364.00       | $35852.92          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-130 GS                                       | 2051-07-20      | 0.0000%  | N/A     | $39142904.00       | $595213.32         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-155 SA                                       | 2054-09-20      | 1.6520%  | N/A     | $82459203.00       | $5499636.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-089 SA                                       | 2054-05-20      | 2.8520%  | N/A     | $68104006.00       | $5675411.91        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-033       X      20350325 FLT     | 2035-03-25      | 0.4421%  | N/A     | $373283616.00      | $9862290.13        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB57         X1     20380925 FLT     | 2038-09-25      | 0.4655%  | N/A     | $251299455.00      | $635138.45         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-150       X3     20541025 FLT     | 2054-10-25      | 4.4352%  | N/A     | $15000000.00       | $3734354.49        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    XI     20390625 FLT     | 2039-06-25      | 1.3692%  | N/A     | $155000000.00      | $2152089.95        | Agency Collateralized Mortgage Obligation |
| FNRA RC109QS R10F109                                   | 2040-10-25      | 6.2876%  | N/A     | $18305750.00       | $562908.58         | Agency Collateralized Mortgage Obligation |
| FGRA 4707SB 08/15/47                                   | 2047-08-15      | 0.0000%  | N/A     | $103816691.00      | $547161.81         | Agency Collateralized Mortgage Obligation |
| FNRA CL096SC R17F096                                   | 2057-12-25      | 1.6355%  | N/A     | $48519741.00       | $1638095.80        | Agency Collateralized Mortgage Obligation |
| FGRA 4935BI 08/15/41                                   | 2041-08-15      | 0.5300%  | N/A     | $8997993.00        | $63417.59          | Agency Collateralized Mortgage Obligation |
| FGRM 5394PO 02/15/43                                   | 2043-02-15      | 0.0000%  | N/A     | $5454332.00        | $3469160.81        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB78         X1     20400625 FLT     | 2040-06-25      | 1.5300%  | N/A     | $21411000.00       | $547020.97         | Agency Collateralized Mortgage Obligation |
| FNRM CL063MZ R20F063                                   | 2050-09-25      | 2.0000%  | N/A     | $1168359.00        | $823591.15         | Agency Collateralized Mortgage Obligation |
| FNRA RC061SE R21F061                                   | 2051-09-25      | 0.0000%  | N/A     | $46500000.00       | $10018.72          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-105       X3     20480325 FLT     | 2048-03-25      | 1.9187%  | N/A     | $34625000.00       | $2784158.20        | Agency Collateralized Mortgage Obligation |
| FGRM 4544AI 11/15/44                                   | 2044-11-15      | 4.0000%  | N/A     | $10062114.00       | $2025186.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-080 SK                                       | 2041-06-20      | 1.6149%  | N/A     | $167610000.00      | $422578.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 DI                                       | 2054-06-20      | 0.0500%  | N/A     | $50000000.00       | $50436.06          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       X3     20480525 FLT     | 2048-05-25      | 3.3831%  | N/A     | $20000000.00       | $2766365.70        | Agency Collateralized Mortgage Obligation |
| FGRM 4701DI 01/15/36                                   | 2036-01-15      | 5.0000%  | N/A     | $30122470.00       | $753740.98         | Agency Collateralized Mortgage Obligation |
| FNRA CL050TS R23F050                                   | 2044-04-25      | 0.0500%  | N/A     | $1254090.00        | $1853.01           | Agency Collateralized Mortgage Obligation |
| FNRM CL035IE R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24874298.00       | $247244.01         | Agency Collateralized Mortgage Obligation |
| FNRA CL070DS R16F070                                   | 2046-10-25      | 1.6355%  | N/A     | $176880174.00      | $2877164.73        | Agency Collateralized Mortgage Obligation |
| FGRA 4564SI 04/15/43                                   | 2043-04-15      | 0.0000%  | N/A     | $26456473.00       | $75936.11          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 LS                                       | 2052-04-20      | 0.0000%  | N/A     | $281702770.00      | $590255.04         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2002-26B      A1     20480125 7.00000 | 2048-01-25      | 7.0000%  | N/A     | $49841000.00       | $1046933.79        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2023-MN6   M-2    20430526 FLT     | 2043-05-26      | 11.1000% | N/A     | $11000000.00       | $12305865.02       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB62         X1     20390325 FLT     | 2039-03-25      | 0.9085%  | N/A     | $623416713.00      | $8699256.98        | Agency Collateralized Mortgage Obligation |
| FNRA CL062SQ R19F062                                   | 2059-11-25      | 1.5355%  | N/A     | $10012996.00       | $608025.46         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IB                                       | 2055-02-20      | 0.0000%  | N/A     | $100000000.00      | $28151.83          | Agency Collateralized Mortgage Obligation |
| FNRM RC002KO R07W002                                   | 2037-03-25      | 0.0000%  | N/A     | $19777901.00       | $234107.52         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-130       X-3    20480825 FLT     | 2048-08-25      | 3.0963%  | N/A     | $13487621.00       | $2060453.31        | Agency Collateralized Mortgage Obligation |
| FNRM CL099UI R12F099                                   | 2042-09-25      | 4.0000%  | N/A     | $23159229.00       | $191831.85         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CF                                       | 2055-07-20      | 5.4943%  | N/A     | $50000000.00       | $51234540.85       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-054       A-2    20260125 2.74500 | 2026-01-25      | 2.7450%  | N/A     | $17625000.00       | $15355296.62       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       X3     20480625 FLT     | 2048-06-25      | 3.3746%  | N/A     | $9600000.00        | $1324206.73        | Agency Collateralized Mortgage Obligation |
| FGRA 5121TA 09/15/40                                   | 2042-04-15      | 0.4000%  | N/A     | $16135008.00       | $115326.47         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         B-RC   20371125 FLT     | 2037-11-25      | 4.3754%  | N/A     | $5886000.00        | $2026756.69        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C59 RC                                     | 2053-11-01      | 6.5000%  | N/A     | $49796960.00       | $7708634.66        | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        X3     20451225 FLT     | 2045-12-25      | 2.3143%  | N/A     | $4265750.00        | $294445.88         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-056       X3     20440625 FLT     | 2044-06-25      | 2.1230%  | N/A     | $1916000.00        | $35875.47          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FA                                       | 2052-01-20      | 2.5000%  | N/A     | $100000000.00      | $62564124.16       | Agency Collateralized Mortgage Obligation |
| FGRA 4833IM 04/15/44                                   | 2044-04-15      | 0.0500%  | N/A     | $34129268.00       | $12605.14          | Agency Collateralized Mortgage Obligation |
| FNRA RC150SL R10F150                                   | 2040-10-25      | 1.9855%  | N/A     | $135801587.00      | $3081.04           | Agency Collateralized Mortgage Obligation |
| FGRA 4935AI 03/15/43                                   | 2043-03-15      | 0.0600%  | N/A     | $13906717.00       | $7569.33           | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-KS07         B      20250925 FLT     | 2025-09-25      | 4.1411%  | N/A     | $36468000.00       | $36077462.36       | Agency Collateralized Mortgage Obligation |
| FNRM CL112ZC R17F112                                   | 2048-01-25      | 3.0000%  | N/A     | $6462361.00        | $6466606.33        | Agency Collateralized Mortgage Obligation |
| FNRA CL086IC R24F086                                   | 2054-12-25      | 0.0500%  | N/A     | $93100000.00       | $114642.03         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-743       X3     20490625 FLT     | 2049-06-25      | 2.9536%  | N/A     | $9500000.00        | $712817.01         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-097       X3     20460925 FLT     | 2046-09-25      | 2.0184%  | N/A     | $17926832.00       | $1296916.52        | Agency Collateralized Mortgage Obligation |
| FNRM CL038DI R20F038                                   | 2050-06-25      | 2.5000%  | N/A     | $21151655.00       | $1766460.28        | Agency Collateralized Mortgage Obligation |
| FNRM CL022MZ R24F022                                   | 2054-05-25      | 5.5000%  | N/A     | $12205917.00       | $12597474.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2009-106 SC                                       | 2039-11-20      | 1.8849%  | N/A     | $142784000.00      | $430171.00         | Agency Collateralized Mortgage Obligation |
| FGRM 5060DI 04/15/41                                   | 2041-04-15      | 5.0000%  | N/A     | $7685360.00        | $280320.73         | Agency Collateralized Mortgage Obligation |
| FNRA CL055SG R18F055                                   | 2048-08-25      | 1.7855%  | N/A     | $58135875.00       | $1175309.67        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-758       X3     20561125 FLT     | 2056-11-25      | 5.1739%  | N/A     | $6400000.00        | $1667370.19        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB90 X1     20410625 FLT     | 2041-06-25      | 0.6063%  | N/A     | $145462875.00      | $2390019.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-86 FP                                        | 2049-07-20      | 4.5000%  | N/A     | $20000000.00       | $4621009.94        | Agency Collateralized Mortgage Obligation |
| FGRA 03451S 02/15/37                                   | 2037-02-15      | 1.5759%  | N/A     | $2000000.00        | $494.27            | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF65         C      20290725 FLT     | 2029-07-25      | 10.4337% | N/A     | $62395000.00       | $28818998.84       | Agency Collateralized Mortgage Obligation |
| FNRM CL012NI R22F012                                   | 2045-05-25      | 4.0000%  | N/A     | $22088980.00       | $2706467.67        | Agency Collateralized Mortgage Obligation |
| FGRA 4686CZ 03/15/47                                   | 2047-03-15      | 4.0000%  | N/A     | $3750000.00        | $3452499.05        | Agency Collateralized Mortgage Obligation |
| FGRA 5121TD 10/15/41                                   | 2044-08-15      | 0.0500%  | N/A     | $14302766.00       | $13550.61          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         X1     20381125 FLT     | 2038-11-25      | 0.6769%  | N/A     | $271423788.00      | $2092210.65        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB76         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $72733000.00       | $1741098.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-129 FB                                       | 2052-07-20      | 5.0000%  | N/A     | $20000000.00       | $14356040.16       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-110 SB                                       | 2055-06-20      | 0.0000%  | N/A     | $100000000.00      | $1222074.23        | Agency Collateralized Mortgage Obligation |
| FNRM WL003PO R07W003                                   | 2037-04-25      | 0.0000%  | N/A     | $8074073.00        | $69673.18          | Agency Collateralized Mortgage Obligation |
| FNRM RC006YI R13F006                                   | 2033-02-25      | 3.0000%  | N/A     | $27672262.00       | $187635.65         | Agency Collateralized Mortgage Obligation |
| FNRA CL131PS R12F131                                   | 2041-05-25      | 1.1855%  | N/A     | $59814291.00       | $225.71            | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-148       X3     20540825 FLT     | 2054-08-25      | 4.1461%  | N/A     | $5300000.00        | $1229457.51        | Agency Collateralized Mortgage Obligation |
| FRESB 2023-SB107 MTG TR        X1     20430625 FLT     | 2043-06-25      | 0.1514%  | N/A     | $242892125.00      | $4779477.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 SA                                       | 2054-01-20      | 1.6020%  | N/A     | $100000000.00      | $3364745.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-055 SB                                       | 2050-04-20      | 0.0000%  | N/A     | $30000000.00       | $142497.66         | Agency Collateralized Mortgage Obligation |
| FGRM 4524CI 05/15/41                                   | 2041-05-15      | 5.0000%  | N/A     | $33500000.00       | $537166.69         | Agency Collateralized Mortgage Obligation |
| FNRM CL096AI R17F096                                   | 2041-08-25      | 4.5000%  | N/A     | $44518053.00       | $820013.76         | Agency Collateralized Mortgage Obligation |
| FGRA S17020 11/15/52                                   | 2052-11-15      | 4.5652%  | N/A     | $2624331.00        | $379066.98         | Agency Collateralized Mortgage Obligation |
| FNRA CL034LS R15F034                                   | 2045-06-25      | 1.6355%  | N/A     | $120580856.00      | $1772264.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SH                                       | 2055-04-20      | 0.9020%  | N/A     | $50000000.00       | $2413537.69        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB18         B      20360625 FLT     | 2036-06-25      | 12.2475% | N/A     | $4553000.00        | $870306.16         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SC                                       | 2055-04-20      | 0.9020%  | N/A     | $80000000.00       | $2736127.42        | Agency Collateralized Mortgage Obligation |
| FGRA 4301SD 07/15/37                                   | 2037-07-15      | 1.6459%  | N/A     | $77000000.00       | $500737.73         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       X1     20300125 FLT     | 2030-01-25      | 1.5867%  | N/A     | $65000000.00       | $3806058.46        | Agency Collateralized Mortgage Obligation |
| FNRA CL058S R22F058                                    | 2052-09-25      | 0.9500%  | N/A     | $65225362.00       | $2143640.16        | Agency Collateralized Mortgage Obligation |
| FGRA 5444TI 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $29762511.00       | $41702.85          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TC                                       | 2053-07-20      | 0.0500%  | N/A     | $18475546.00       | $18056.26          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-152 SE                                       | 2052-09-20      | 1.0020%  | N/A     | $50000000.00       | $2194566.74        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-165       X3     20561025 FLT     | 2056-10-25      | 5.4934%  | N/A     | $12000000.00       | $4425645.77        | Agency Collateralized Mortgage Obligation |
| FRESB MTG 2018-SB54            X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $234440144.00      | $258263.03         | Agency Collateralized Mortgage Obligation |
| FNRA CL006ST R24F006                                   | 2047-09-25      | 0.1000%  | N/A     | $17892014.00       | $68453.56          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TB                                       | 2051-05-20      | 0.0000%  | N/A     | $10766919.00       | $1089.22           | Agency Collateralized Mortgage Obligation |
| FNRA CL009SC R24F009                                   | 2054-03-25      | 1.7559%  | N/A     | $85000000.00       | $4209422.02        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 ST                                       | 2053-09-20      | 0.0300%  | N/A     | $72401620.00       | $68083.20          | Agency Collateralized Mortgage Obligation |
| FGRA 4935CI 06/15/42                                   | 2042-06-15      | 0.6500%  | N/A     | $5451206.00        | $44525.35          | Agency Collateralized Mortgage Obligation |
| FGRA S12444 10/15/42                                   | 2042-10-15      | 1.6459%  | N/A     | $4591000.00        | $46106.27          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB48         X1     20380225 FLT     | 2038-02-25      | 0.3326%  | N/A     | $243903642.00      | $599810.85         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G03       X3     20330725 FLT     | 2033-07-25      | 2.9659%  | N/A     | $7733000.00        | $896684.83         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-04 S                                         | 2046-01-20      | 1.1849%  | N/A     | $30081589.00       | $288944.06         | Agency Collateralized Mortgage Obligation |
| FGRA 5444IT 11/15/48                                   | 2048-11-15      | 0.1000%  | N/A     | $6237243.00        | $24476.01          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IE                                       | 2055-02-20      | 0.0020%  | N/A     | $100000000.00      | $30740.20          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-125       A-1    20300825 1.10100 | 2030-08-25      | 1.1010%  | N/A     | $1500000.00        | $1224784.75        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB80         X1     20400925 FLT     | 2040-09-25      | 1.0799%  | N/A     | $89500000.00       | $3098690.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SA                                       | 2055-04-20      | 0.8020%  | N/A     | $150000000.00      | $6385366.35        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES             X3     20570225 FLT     | 2057-02-25      | 5.2566%  | N/A     | $9000000.00        | $2510986.37        | Agency Collateralized Mortgage Obligation |
| FNRA CL041T R22F041                                    | 2049-05-25      | 0.0500%  | N/A     | $7193861.00        | $9215.30           | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF107        CS     20280327 FLT     | 2028-03-27      | 10.5693% | N/A     | $78177000.00       | $37812831.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 CI                                       | 2054-04-20      | 0.1200%  | N/A     | $27306893.00       | $87413.73          | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 ST                                       | 2039-07-20      | 1.5349%  | N/A     | $41202319.00       | $111990.75         | Agency Collateralized Mortgage Obligation |
| FGRM 4701EI 04/15/40                                   | 2040-04-15      | 5.0000%  | N/A     | $25803798.00       | $669195.33         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IQ                                       | 2053-08-20      | 0.1500%  | N/A     | $64701191.00       | $138832.44         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         B-RC   20380625 FLT     | 2038-06-25      | 0.0000%  | N/A     | $4062000.00        | $1852159.09        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.8908%  | N/A     | $25000000.00       | $1775541.00        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES 5083        BX     20501125 FLT     | 2050-11-25      | 5.0034%  | N/A     | $4100000.00        | $2601540.67        | Agency Collateralized Mortgage Obligation |
| FGRA 5444SJ 11/15/48                                   | 2048-11-15      | 1.5459%  | N/A     | $58554444.00       | $5044754.42        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-142       X3     20490425 FLT     | 2049-04-25      | 3.0967%  | N/A     | $23700000.00       | $3868067.71        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2014-2        AI     20440225 FLT     | 2044-02-25      | 6.0000%  | N/A     | $21709187.00       | $306523.50         | Agency Collateralized Mortgage Obligation |
| FNRA CL099SB R24F099                                   | 2055-01-25      | 1.5000%  | N/A     | $70000000.00       | $3644093.24        | Agency Collateralized Mortgage Obligation |
| FNRA CL105SB R24F105                                   | 2055-01-25      | 0.9500%  | N/A     | $50000000.00       | $2054320.58        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2018-KF53         C      20251027 FLT     | 2025-10-27      | 10.4337% | N/A     | $54431987.00       | $13358265.74       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       X3     20271225 FLT     | 2027-12-25      | 2.0419%  | N/A     | $13000000.00       | $593236.47         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-061       A-2    20261125 FLT     | 2026-11-25      | 3.3470%  | N/A     | $4000000.00        | $3794328.12        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-170       X3     20580225 FLT     | 2058-02-25      | 5.5890%  | N/A     | $14073972.00       | $5497736.82        | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-AR  20380825 FLT     | 2038-08-25      | 0.3287%  | N/A     | $68497124.00       | $196044.11         | Agency Collateralized Mortgage Obligation |
| FNRA CL037SA R24F037                                   | 2054-06-25      | 2.6700%  | N/A     | $50000000.00       | $4111217.81        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-124       A-1    20300825 0.96400 | 2030-08-25      | 0.9640%  | N/A     | $500000.00         | $412094.81         | Agency Collateralized Mortgage Obligation |
| FGRA 3667SB 05/15/40                                   | 2040-05-15      | 1.9959%  | N/A     | $5000000.00        | $1643.34           | Agency Collateralized Mortgage Obligation |
| FGRA 4417NS 12/15/43                                   | 2043-12-15      | 0.0716%  | N/A     | $22473927.00       | $66374.86          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-154       X3     20560325 FLT     | 2056-03-25      | 5.1036%  | N/A     | $12000000.00       | $3546839.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 BS                                       | 2054-10-20      | 1.1020%  | N/A     | $50000000.00       | $2966382.07        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C56 RC                                     | 2053-11-01      | 5.5000%  | N/A     | $189204201.00      | $38968894.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FA                                       | 2055-02-20      | 6.0000%  | N/A     | $100000000.00      | $85102597.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 SA                                       | 2055-07-20      | 1.5557%  | N/A     | $50000000.00       | $3773617.45        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB50         X1     20380525 FLT     | 2038-05-25      | 0.0000%  | N/A     | $220277834.00      | $263170.16         | Agency Collateralized Mortgage Obligation |
| FNRA CL030SA R25F030                                   | 2055-05-25      | 0.7000%  | N/A     | $200000000.00      | $6273080.83        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-756       X3     20570725 FLT     | 2057-07-25      | 5.6148%  | N/A     | $5000000.00        | $1377965.16        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K56          D      20490625 0.00000 | 2049-06-25      | 0.0000%  | N/A     | $61470190.00       | $54202999.73       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB85         X-1    20410225 FLT     | 2041-02-25      | 0.3771%  | N/A     | $150000000.00      | $2658631.94        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-128       X3     20490425 FLT     | 2049-04-25      | 2.7807%  | N/A     | $13400000.00       | $1740917.79        | Agency Collateralized Mortgage Obligation |
| FNRM CL075IB R21F075                                   | 2051-11-25      | 3.5000%  | N/A     | $24439250.00       | $2652765.02        | Agency Collateralized Mortgage Obligation |
| FNRA RC062SA R24F062                                   | 2054-09-25      | 0.9000%  | N/A     | $172071737.00      | $5714214.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 FB                                       | 2055-07-20      | 5.3139%  | N/A     | $53342121.00       | $53437480.55       | Agency Collateralized Mortgage Obligation |
| FNRM CL051PZ R01F051                                   | 2031-10-25      | 6.5000%  | N/A     | $500000.00         | $4810.70           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 FA                                       | 2055-07-20      | 5.4443%  | N/A     | $6846699.00        | $6835891.75        | Agency Collateralized Mortgage Obligation |

### Security 83: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDNRA0U3
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $1376413.00        | $1386619.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 4.5000%  | N/A     | $22459392.00       | $21053381.49       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2028009852.70
- **C.18.a - Value (excl. sponsor support):** $2028009852.70
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDNRA058
- **C.18 - Value (incl. sponsor support):** $320000000.00
- **C.18.a - Value (excl. sponsor support):** $320000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $15123300.00       | $15337430.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $150000000.00      | $156205284.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $154604400.00      | $154857371.45      | U.S. Treasuries (including strips) |

### Security 86: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDNRA0T6
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-10-20      | 3.0000%  | N/A     | $1083432.00        | $56229.75          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2025-09-23      | 0.0000%  | N/A     | $87193000.00       | $86643771.29       | U.S. Treasuries (including strips) |

### Security 87: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYXTQ6Z9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $76252000.00       | $76703360.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $2983929400.00     | $2983296708.49     | U.S. Treasuries (including strips) |

### Security 88: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDNRA0Z2
- **C.18 - Value (incl. sponsor support):** $84000000.00
- **C.18.a - Value (excl. sponsor support):** $84000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | N/A     | $800.00            | $813.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $3800.00           | $3697.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-07      | 0.0000%  | N/A     | $1204800.00        | $1195129.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-05      | 0.0000%  | N/A     | $400.00            | $399.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $273100.00         | $266882.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $692500.00         | $669468.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-14      | 0.0000%  | N/A     | $130200.00         | $129984.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | N/A     | $28000.00          | $27867.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $100.00            | $92.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $400.00            | $372.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-19      | 0.0000%  | N/A     | $6777500.00        | $6762250.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $591400.00         | $578384.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | N/A     | $6713000.00        | $6478179.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 2.0000%  | N/A     | $441500.00         | $444990.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $100.00            | $97.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $1000.00           | $970.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $600.00            | $602.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | N/A     | $903700.00         | $883610.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.3839%  | N/A     | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $29657600.00       | $30278303.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $404200.00         | $406834.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-04      | 0.0000%  | N/A     | $1500.00           | $1483.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | N/A     | $3671900.00        | $3601764.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $2300.00           | $2328.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-16      | 0.0000%  | N/A     | $6341300.00        | $6283911.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $5500.00           | $5298.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $100.00            | $97.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | N/A     | $10007300.00       | $9861293.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $2631700.00        | $2548459.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $9137500.00        | $8665679.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $6683000.00        | $6580653.18        | U.S. Treasuries (including strips) |

### Security 89: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDNR9ZG9
- **C.18 - Value (incl. sponsor support):** $1933000000.00
- **C.18.a - Value (excl. sponsor support):** $1933000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | N/A     | $910059500.00      | $922120518.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $215828800.00      | $216868735.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $836138300.00      | $832670834.47      | U.S. Treasuries (including strips) |

### Security 90: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $427865251.73
- **C.18.a - Value (excl. sponsor support):** $427865251.73
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $631693965.36
- **C.18.a - Value (excl. sponsor support):** $631693965.36
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1909062784.49
- **C.18.a - Value (excl. sponsor support):** $1909062784.49
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $381943620.89
- **C.18.a - Value (excl. sponsor support):** $381943620.89
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1260266299.79
- **C.18.a - Value (excl. sponsor support):** $1260266299.79
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDNRA0B5
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $44857300.00       | $41530727.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.4909%  | N/A     | $2743400.00        | $2746110.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $433646000.00      | $433976672.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $116118100.00      | $116956240.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $153384200.00      | $149273154.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $3893300.00        | $2481784.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $100.00            | $81.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $1310000.00        | $960136.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 6.8750%  | N/A     | $67000.00          | $69237.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $100.00            | $85.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $56000.00          | $44545.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $3347000.00        | $3362670.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $4355900.00        | $4389384.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $200000.00         | $194578.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | N/A     | $1010000.00        | $993718.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $50000000.00       | $51485641.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $21425600.00       | $18161463.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $419800000.00      | $431886461.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | N/A     | $118047900.00      | $117862904.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $281000.00         | $227956.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | N/A     | $574610800.00      | $584889347.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | N/A     | $3920800.00        | $2999573.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $165622800.00      | $166119546.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $100.00            | $59.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $6245000.00        | $5701526.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $10000000.00       | $6680208.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | N/A     | $26581000.00       | $26843877.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $291000.00         | $292103.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $350100.00         | $217536.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $77900.00          | $74169.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $22000.00          | $16355.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | N/A     | $4478400.00        | $2480945.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $49999900.00       | $46480606.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $200.00            | $140.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $100.00            | $79.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $249000.00         | $239028.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $54180100.00       | $54723102.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $1000.00           | $971.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $9769800.00        | $9077047.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $100.00            | $105.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $7227000.00        | $7263614.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $108900.00         | $68729.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $300100.00         | $291526.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $1537000.00        | $1169380.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $2100000.00        | $2134115.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $53982200.00       | $52890929.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $96220200.00       | $68191937.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $900000.00         | $918267.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $29451600.00       | $25102836.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $277576900.00      | $156700783.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.5309%  | N/A     | $6400.00           | $6406.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $200.00            | $184.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $12248600.00       | $11882320.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $471998000.00      | $476687772.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $39274900.00       | $36442806.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | N/A     | $513800.00         | $500526.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $285780000.00      | $291652706.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-23      | 0.0000%  | N/A     | $200000000.00      | $198740200.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $36949600.00       | $23721991.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $1000.00           | $924.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $1000.00           | $925.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $47156700.00       | $45732912.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $237100.00         | $178691.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $48000.00          | $44137.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-14      | 0.0000%  | N/A     | $4999500.00        | $4955889.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.4679%  | N/A     | $900.00            | $900.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $1341700.00        | $1306885.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $403000.00         | $424113.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | N/A     | $450000.00         | $449877.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $60000.00          | $52134.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $45269500.00       | $45620081.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $800.00            | $768.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $60075400.00       | $61403034.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $78240000.00       | $78694887.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $4720800.00        | $4856073.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | N/A     | $100.00            | $107.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $125079000.00      | $130421812.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $11382900.00       | $9754940.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | N/A     | $37117200.00       | $37734848.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | N/A     | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | N/A     | $20400000.00       | $20558959.15       | U.S. Treasuries (including strips) |

### Security 96: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDNRAEZ7
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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:** Standard & Poor's: A-1; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $331294000.00      | $336009709.03      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $23866100.00       | $23899337.43       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | N/A     | $98963300.00       | $99090962.66       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $206834867.46
- **C.18.a - Value (excl. sponsor support):** $206834867.46
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDNRA1D0
- **C.18 - Value (incl. sponsor support):** $2500000.00
- **C.18.a - Value (excl. sponsor support):** $2500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: NR; Fitch: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $2611300.00        | $2550082.54        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERES6, C.4 - ISIN: US3133ERES68, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $219152421.87
- **C.18.a - Value (excl. sponsor support):** $219152421.87
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $593466483.91
- **C.18.a - Value (excl. sponsor support):** $593466483.91
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54V7, C.4 - ISIN: US3130B54V79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499995390.00
- **C.18.a - Value (excl. sponsor support):** $499995390.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AK2, C.4 - ISIN: US3130B6AK21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216697900.18
- **C.18.a - Value (excl. sponsor support):** $216697900.18
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Fixed Income Clearing Corporation - NOMU

- **C.1 - Title:** Fixed Income Clearing Corporation - NOMU
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDNRA0G4
- **C.18 - Value (incl. sponsor support):** $2285000000.00
- **C.18.a - Value (excl. sponsor support):** $2285000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $106093500.00      | $106727762.27      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE T 25  | 2025-12-31      | 2.6250%  | N/A     | $45100.00          | $44884.43          | U.S. Treasuries (including strips) |
| BILL 08/28/25    | 2025-08-28      | 0.0000%  | N/A     | $117039000.00      | $116663890.01      | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $250000000.00      | $123634062.25      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $60907600.00       | $58078431.08       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | N/A     | $158351500.00      | $120489683.90      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | N/A     | $13150700.00       | $13425141.17       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | N/A     | $10987000.00       | $10207939.26       | U.S. Treasuries (including strips) |
| 5 NOTE BH 25     | 2025-09-30      | 5.0000%  | N/A     | $30200.00          | $30725.62          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | N/A     | $128392300.00      | $129042778.15      | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $12007800.00       | $10433768.68       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $119523500.00      | $119498157.07      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  | N/A     | $515100.00         | $506867.62         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $80998000.00       | $82126150.92       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $557699700.00      | $556202834.01      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  | N/A     | $100.00            | $97.61             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $601574800.00      | $530656389.68      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $48600.00          | $36840.54          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $117995000.00      | $118240223.11      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $124427100.00      | $125001164.71      | U.S. Treasuries (including strips) |
| BILL 09/11/25    | 2025-09-11      | 0.0000%  | N/A     | $110189000.00      | $109652269.38      | U.S. Treasuries (including strips) |

### Security 104: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BV7, C.4 - ISIN: US3130B6BV76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $634547408.29
- **C.18.a - Value (excl. sponsor support):** $634547408.29
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDNRA033
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $19094688.91       | $5291749.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 0.0000%  | N/A     | $5672000.00        | $2716224.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 0.0000%  | N/A     | $42485350.40       | $41972722.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | N/A     | $3845796.00        | $1019305.16        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $82995530.68
- **C.18.a - Value (excl. sponsor support):** $82995530.68
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $337610866.12
- **C.18.a - Value (excl. sponsor support):** $337610866.12
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $422171764.38
- **C.18.a - Value (excl. sponsor support):** $422171764.38
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115007539.51
- **C.18.a - Value (excl. sponsor support):** $115007539.51
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6UT1, C.4 - ISIN: US3130B6UT10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $430107210.62
- **C.18.a - Value (excl. sponsor support):** $430107210.62
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYD952M08
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA_24-39D                                          | 2054-06-25      | 7.8750%  | N/A     | $6826268.00        | $6363922.34        | Agency Collateralized Mortgage Obligation |
| GNMA_22-20F                                          | 2052-01-20      | 0.0000%  | N/A     | $30000000.00       | $26604.10          | Agency Collateralized Mortgage Obligation |
| GNMA_16-H07C                                         | 2066-02-20      | 0.0046%  | N/A     | $58002227.00       | $45.64             | Agency Collateralized Mortgage Obligation |
| GNMA_19-46                                           | 2060-11-16      | 0.9907%  | N/A     | $150000000.00      | $793607.26         | Agency Collateralized Mortgage Obligation |
| GNMA_25-105Q                                         | 2049-08-20      | 0.0500%  | N/A     | $10838778.00       | $21686.49          | Agency Collateralized Mortgage Obligation |
| GNMA_25-105D                                         | 2055-06-20      | 0.0500%  | N/A     | $320000000.00      | $343316.08         | Agency Collateralized Mortgage Obligation |
| GNMA_20-120                                          | 2062-05-16      | 0.7574%  | N/A     | $105000.00         | $4817.98           | Agency Collateralized Mortgage Obligation |
| GNMA_18-121D                                         | 2048-09-20      | 1.7349%  | N/A     | $48400735.00       | $143537.06         | Agency Collateralized Mortgage Obligation |
| GNMA_22-150                                          | 2064-06-16      | 0.8223%  | N/A     | $100000.00         | $6215.44           | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                          | 2054-05-20      | 0.1000%  | N/A     | $50000000.00       | $153261.19         | Agency Collateralized Mortgage Obligation |
| GNMA_23-83L                                          | 2053-06-20      | 6.5000%  | N/A     | $4923076.00        | $658795.38         | Agency Collateralized Mortgage Obligation |
| GNMA_22-198                                          | 2064-10-16      | 0.5109%  | N/A     | $47148730.00       | $2365962.28        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H20D                                         | 2071-08-20      | 0.5204%  | N/A     | $86443221.00       | $77129.75          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69B                                          | 2055-04-20      | 0.1200%  | N/A     | $21330000.00       | $90495.97          | Agency Collateralized Mortgage Obligation |
| GNMA_24-97Z                                          | 2054-06-20      | 2.3020%  | N/A     | $59447369.00       | $2742415.93        | Agency Collateralized Mortgage Obligation |
| GNMA_14-14                                           | 2046-10-16      | 0.0433%  | N/A     | $186970000.00      | $4259.87           | Agency Collateralized Mortgage Obligation |
| GNMA_24-30T                                          | 2054-02-20      | 7.0000%  | N/A     | $357142.00         | $36516.33          | Agency Collateralized Mortgage Obligation |
| GNMA_24-64U                                          | 2054-04-20      | 1.5520%  | N/A     | $30000000.00       | $1674863.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30J                                          | 2064-02-20      | 2.5020%  | N/A     | $35000000.00       | $519812.16         | Agency Collateralized Mortgage Obligation |
| GNMA_23-56L                                          | 2051-04-20      | 3.5000%  | N/A     | $568005.00         | $58059.46          | Agency Collateralized Mortgage Obligation |
| GNMA_23-40D                                          | 2053-03-20      | 1.9520%  | N/A     | $54572337.00       | $1214796.85        | Agency Collateralized Mortgage Obligation |
| GNMA_22-145F                                         | 2050-05-20      | 0.0000%  | N/A     | $36390000.00       | $594880.67         | Agency Collateralized Mortgage Obligation |
| GNMA_17-50                                           | 2057-01-16      | 0.5902%  | N/A     | $67000000.00       | $762142.17         | Agency Collateralized Mortgage Obligation |
| GNMA_12-109                                          | 2053-10-16      | 0.0003%  | N/A     | $17200000.00       | $21.37             | Agency Collateralized Mortgage Obligation |
| GNMA_25-105Q                                         | 2048-09-20      | 0.1500%  | N/A     | $2469413.00        | $14497.16          | Agency Collateralized Mortgage Obligation |
| GNMA_16-H17A                                         | 2066-08-20      | 2.1817%  | N/A     | $50000001.00       | $379778.47         | Agency Collateralized Mortgage Obligation |
| GNMA_24-71D                                          | 2054-04-20      | 1.5520%  | N/A     | $75000000.00       | $3161783.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-06-20      | 1.9640%  | N/A     | $40272922.00       | $266312.17         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51J                                          | 2054-03-20      | 1.2020%  | N/A     | $10000000.00       | $566592.58         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64BB                                         | 2054-04-20      | 2.8020%  | N/A     | $21605608.00       | $1963467.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139F                                         | 2050-06-20      | 1.0102%  | N/A     | $4983354.00        | $210998.17         | Agency Collateralized Mortgage Obligation |
| GNMA_23-66C                                          | 2053-05-20      | 6.5000%  | N/A     | $115384.00         | $14207.57          | Agency Collateralized Mortgage Obligation |
| GNMA_12-112                                          | 2053-02-16      | 0.1074%  | N/A     | $167575000.00      | $69737.94          | Agency Collateralized Mortgage Obligation |
| GNMA_25-105D                                         | 2055-06-20      | 0.1000%  | N/A     | $30000000.00       | $64371.76          | Agency Collateralized Mortgage Obligation |
| GNMA_10-H02                                          | 2060-02-20      | 2.4544%  | N/A     | $45637000.00       | $138642.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-109 | 2043-11-16      | 0.0000%  | N/A     | $66163444.00       | $5834.72           | Agency Collateralized Mortgage Obligation |
| GNMA_25-1B                                           | 2054-11-20      | 1.5020%  | N/A     | $20552847.00       | $1097823.67        | Agency Collateralized Mortgage Obligation |
| GNMA_20-189                                          | 2050-12-20      | 1.8349%  | N/A     | $100000.00         | $8479.35           | Agency Collateralized Mortgage Obligation |
| GNMA_20-029                                          | 2060-01-16      | 0.9317%  | N/A     | $33100000.00       | $1411807.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64K                                          | 2054-04-20      | 0.1500%  | N/A     | $50000000.00       | $277611.55         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H13F                                         | 2070-07-20      | 1.8340%  | N/A     | $23205000.00       | $605521.49         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113H                                         | 2049-09-20      | 4.5000%  | N/A     | $509186.00         | $89203.16          | Agency Collateralized Mortgage Obligation |
| GNMA_13-101                                          | 2054-10-16      | 0.2256%  | N/A     | $2550000.00        | $7947.55           | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                          | 2055-04-20      | 0.7500%  | N/A     | $27111106.00       | $611212.61         | Agency Collateralized Mortgage Obligation |
| GNMA_21-62                                           | 2063-02-16      | 0.0000%  | N/A     | $220319882.00      | $201.01            | Agency Collateralized Mortgage Obligation |
| GNMA_24-4L                                           | 2054-01-20      | 2.6520%  | N/A     | $50000000.00       | $1588327.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGEASSOCIATION GNMA_12-58   | 2053-02-16      | 0.1199%  | N/A     | $17467174.00       | $7256.74           | Agency Collateralized Mortgage Obligation |
| GNMA_23-86E                                          | 2050-09-20      | 2.3020%  | N/A     | $215000.00         | $25522.24          | Agency Collateralized Mortgage Obligation |
| GNMA_24-79X                                          | 2064-05-20      | 2.3020%  | N/A     | $82236891.00       | $2763602.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2059-05-16      | 0.7001%  | N/A     | $7720000.00        | $61372.95          | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 2.9020%  | N/A     | $50000000.00       | $3576427.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-12-20      | 2.3992%  | N/A     | $36772864.00       | $380790.44         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05B                                         | 2068-02-20      | 0.0393%  | N/A     | $53010043.00       | $54578.67          | Agency Collateralized Mortgage Obligation |
| GNMA_23-136C                                         | 2053-09-20      | 7.0000%  | N/A     | $1428571.00        | $85580.56          | Agency Collateralized Mortgage Obligation |
| GNMA_15-H30                                          | 2065-09-20      | 1.8029%  | N/A     | $25487149.00       | $215701.54         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69A                                          | 2055-04-20      | 0.0500%  | N/A     | $50000000.00       | $77604.56          | Agency Collateralized Mortgage Obligation |
| GNMA_23-113C                                         | 2053-08-20      | 6.5000%  | N/A     | $961538.00         | $50310.54          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H05                                          | 2067-02-20      | 2.4505%  | N/A     | $26450000.00       | $465283.62         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51H                                          | 2054-03-20      | 0.1500%  | N/A     | $25000000.00       | $114311.60         | Agency Collateralized Mortgage Obligation |
| GNMA_23-91                                           | 2065-04-16      | 0.8754%  | N/A     | $378000.00         | $26952.19          | Agency Collateralized Mortgage Obligation |
| GNMA_25-1G                                           | 2055-01-20      | 0.0500%  | N/A     | $40000000.00       | $65655.27          | Agency Collateralized Mortgage Obligation |
| GNMA_20-H12J                                         | 2069-08-20      | 2.2414%  | N/A     | $14635149.00       | $619277.74         | Agency Collateralized Mortgage Obligation |
| GNMA_25-105N                                         | 2055-06-20      | 0.0500%  | N/A     | $160000000.00      | $297592.21         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184C                                         | 2054-11-20      | 0.0020%  | N/A     | $200000000.00      | $283011.02         | Agency Collateralized Mortgage Obligation |
| GNMA_12-144                                          | 2053-01-16      | 0.3254%  | N/A     | $50710000.00       | $87879.11          | Agency Collateralized Mortgage Obligation |
| GNMA_25-105Q                                         | 2048-10-20      | 0.1000%  | N/A     | $6490513.00        | $28386.44          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2058-08-16      | 0.7670%  | N/A     | $66560000.00       | $784899.57         | Agency Collateralized Mortgage Obligation |
| GNH_17-H2                                            | 2067-01-20      | 2.3251%  | N/A     | $4410000.00        | $45645.22          | Agency Collateralized Mortgage Obligation |
| GNMA_24-30F                                          | 2054-02-20      | 6.5000%  | N/A     | $1461536.00        | $253684.62         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 0.0500%  | N/A     | $70000000.00       | $54192.93          | Agency Collateralized Mortgage Obligation |
| GNMA_11-1                                            | 2052-11-16      | 0.0000%  | N/A     | $50000000.00       | $9446.02           | Agency Collateralized Mortgage Obligation |
| GNMA_25-105A                                         | 2055-06-20      | 0.0000%  | N/A     | $350000000.00      | $530359.42         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25C                                          | 2054-02-20      | 0.2020%  | N/A     | $50000000.00       | $666674.53         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184A                                         | 2054-11-20      | 1.5520%  | N/A     | $60000000.00       | $2194898.11        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183A                                         | 2053-12-20      | 7.0000%  | N/A     | $2142857.00        | $398656.80         | Agency Collateralized Mortgage Obligation |
| GNMA_14-5                                            | 2043-06-16      | 1.6955%  | N/A     | $14120572.00       | $20527.50          | Agency Collateralized Mortgage Obligation |
| GNMA_20-48                                           | 2061-11-16      | 0.7824%  | N/A     | $125000000.00      | $3140923.97        | Agency Collateralized Mortgage Obligation |
| GNMA_05-2                                            | 2044-07-16      | 0.0000%  | N/A     | $91000000.00       | $993.83            | Agency Collateralized Mortgage Obligation |
| GNMA_23-30                                           | 2064-11-16      | 1.0010%  | N/A     | $265000.00         | $18488.46          | Agency Collateralized Mortgage Obligation |
| GNMA_21-143                                          | 2063-10-16      | 0.9668%  | N/A     | $1382000.00        | $85653.74          | Agency Collateralized Mortgage Obligation |
| GNMA_24-64M                                          | 2054-04-20      | 0.0500%  | N/A     | $70000000.00       | $59024.20          | Agency Collateralized Mortgage Obligation |
| GNMA_15-13                                           | 2045-01-20      | 1.1349%  | N/A     | $59403599.00       | $449336.34         | Agency Collateralized Mortgage Obligation |
| GNMA_21-181                                          | 2063-07-16      | 0.9809%  | N/A     | $3600000.00        | $201252.16         | Agency Collateralized Mortgage Obligation |
| GNMA_21-113                                          | 2063-03-16      | 0.9039%  | N/A     | $10570000.00       | $604944.11         | Agency Collateralized Mortgage Obligation |
| GNMA_23-62                                           | 2065-02-16      | 0.9374%  | N/A     | $330000.00         | $23070.28          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2057-09-16      | 0.3659%  | N/A     | $2873000.00        | $729.49            | Agency Collateralized Mortgage Obligation |
| GNMA_24-30F                                          | 2054-02-20      | 6.5000%  | N/A     | $461538.00         | $83558.94          | Agency Collateralized Mortgage Obligation |
| GNMA_24-79B                                          | 2054-05-20      | 0.1000%  | N/A     | $50000000.00       | $67734.25          | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 0.0000%  | N/A     | $96000000.00       | $1010509.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-1D                                           | 2054-01-20      | 0.0500%  | N/A     | $80448538.00       | $53304.84          | Agency Collateralized Mortgage Obligation |
| GNMA_24-79B                                          | 2054-05-20      | 0.0500%  | N/A     | $200000000.00      | $146331.37         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30J                                          | 2064-02-20      | 3.7020%  | N/A     | $125000000.00      | $2779833.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126Q                                         | 2064-08-20      | 0.0500%  | N/A     | $20000000.00       | $19816.99          | Agency Collateralized Mortgage Obligation |
| GNMA_18-149A                                         | 2053-11-16      | 0.8207%  | N/A     | $106897339.00      | $1063467.98        | Agency Collateralized Mortgage Obligation |
| GNMA_20-43                                           | 2061-11-16      | 1.2618%  | N/A     | $10555000.00       | $407168.34         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173K                                         | 2053-11-20      | 2.5320%  | N/A     | $25000000.00       | $1551262.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Q                                          | 2055-02-20      | 1.5020%  | N/A     | $80000000.00       | $3160988.57        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113H                                         | 2049-06-20      | 4.5000%  | N/A     | $412595.00         | $76078.86          | Agency Collateralized Mortgage Obligation |
| GNMA_21-132                                          | 2063-04-16      | 0.9168%  | N/A     | $6270000.00        | $358825.93         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97H                                          | 2054-12-20      | 0.0200%  | N/A     | $70000000.00       | $22651.64          | Agency Collateralized Mortgage Obligation |
| GNMA_22-60L                                          | 2052-03-20      | 0.0000%  | N/A     | $40315110.00       | $419781.04         | Agency Collateralized Mortgage Obligation |
| GNMA_13-061                                          | 2053-05-16      | 0.7918%  | N/A     | $187842399.00      | $65060.21          | Agency Collateralized Mortgage Obligation |
| GNMA_13-178                                          | 2055-06-16      | 0.0000%  | N/A     | $174273490.00      | $220.96            | Agency Collateralized Mortgage Obligation |
| GNMA_22-33                                           | 2063-09-16      | 0.6979%  | N/A     | $22186563.00       | $1050884.21        | Agency Collateralized Mortgage Obligation |
| GNMA_21-35                                           | 2062-12-16      | 1.0329%  | N/A     | $5212000.00        | $314219.78         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97D                                          | 2054-12-20      | 0.1000%  | N/A     | $15090512.00       | $38366.58          | Agency Collateralized Mortgage Obligation |
| GNMA_24-64K                                          | 2054-04-20      | 0.2000%  | N/A     | $50000000.00       | $361763.55         | Agency Collateralized Mortgage Obligation |
| GNMA_24-110K                                         | 2064-07-20      | 1.7020%  | N/A     | $50000000.00       | $1076623.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2065-04-20      | 2.0126%  | N/A     | $2643000.00        | $22134.83          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                          | 2055-04-20      | 0.0000%  | N/A     | $40000000.00       | $422842.03         | Agency Collateralized Mortgage Obligation |
| GNMA_12-142                                          | 2054-04-16      | 0.1680%  | N/A     | $35300000.00       | $19311.04          | Agency Collateralized Mortgage Obligation |
| GNMA_24-79B                                          | 2054-05-20      | 0.1000%  | N/A     | $50000000.00       | $64887.65          | Agency Collateralized Mortgage Obligation |
| GNMA_15-H32D                                         | 2065-12-20      | 1.8491%  | N/A     | $107060003.00      | $973369.65         | Agency Collateralized Mortgage Obligation |
| GNMA_23-183A                                         | 2053-12-20      | 7.0000%  | N/A     | $964285.00         | $125746.46         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H03C                                         | 2068-01-20      | 2.6020%  | N/A     | $21066040.00       | $589246.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-108 | 2056-10-16      | 0.3397%  | N/A     | $657000.00         | $67.70             | Agency Collateralized Mortgage Obligation |
| GNMA_22-H12C                                         | 2072-06-20      | 1.8722%  | N/A     | $11564324.00       | $207947.67         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Y                                          | 2055-02-20      | 0.1000%  | N/A     | $40000000.00       | $65117.96          | Agency Collateralized Mortgage Obligation |
| GNMA_22-204C                                         | 2052-11-20      | 0.0000%  | N/A     | $25000000.00       | $238035.24         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97S                                          | 2064-06-20      | 0.0200%  | N/A     | $50000000.00       | $12788.97          | Agency Collateralized Mortgage Obligation |
| GNMA_10-166                                          | 2040-12-20      | 1.5549%  | N/A     | $5970310.00        | $65212.32          | Agency Collateralized Mortgage Obligation |
| GNMA_21-H02F                                         | 2071-01-20      | 0.5764%  | N/A     | $12977576.00       | $384773.19         | Agency Collateralized Mortgage Obligation |
| GNMA_20-119                                          | 2062-08-16      | 0.6073%  | N/A     | $220000.00         | $6948.01           | Agency Collateralized Mortgage Obligation |
| GNMA_21-216K                                         | 2051-10-20      | 0.0000%  | N/A     | $1139270.00        | $394655.51         | Agency Collateralized Mortgage Obligation |
| GNMA_24-159E                                         | 2064-10-20      | 0.0500%  | N/A     | $124056268.00      | $120963.59         | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 1.5020%  | N/A     | $10000000.00       | $278075.01         | Agency Collateralized Mortgage Obligation |
| GNMA_24-1D                                           | 2054-01-20      | 0.0500%  | N/A     | $80448538.00       | $53045.39          | Agency Collateralized Mortgage Obligation |
| GNMA_24-151F                                         | 2054-09-20      | 0.0500%  | N/A     | $61000000.00       | $61406.39          | Agency Collateralized Mortgage Obligation |
| GNMA_23-113B                                         | 2053-08-20      | 6.5000%  | N/A     | $615384.00         | $80700.54          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69N                                          | 2055-04-20      | 0.0900%  | N/A     | $100000000.00      | $213431.90         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                          | 2054-03-20      | 0.1000%  | N/A     | $50000000.00       | $140259.51         | Agency Collateralized Mortgage Obligation |
| GNMA_16-108A                                         | 2046-08-20      | 1.4567%  | N/A     | $14348938.00       | $134810.47         | Agency Collateralized Mortgage Obligation |
| GNMA_24-1F                                           | 2054-01-20      | 0.0500%  | N/A     | $9821002.00        | $25930.18          | Agency Collateralized Mortgage Obligation |
| GNMA_41-97L                                          | 2064-12-20      | 0.1400%  | N/A     | $55000000.00       | $110018.86         | Agency Collateralized Mortgage Obligation |
| GNMA_22-25R                                          | 2052-02-20      | 0.0000%  | N/A     | $30000000.00       | $7791.72           | Agency Collateralized Mortgage Obligation |
| GNMA_20-100                                          | 2062-05-16      | 0.7861%  | N/A     | $210525.00         | $9449.96           | Agency Collateralized Mortgage Obligation |
| GNMA_21-H02G                                         | 2071-01-20      | 0.9868%  | N/A     | $1874500.00        | $32935.89          | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                          | 2054-03-20      | 0.1500%  | N/A     | $24679500.00       | $83462.11          | Agency Collateralized Mortgage Obligation |
| GNMA_23-43G                                          | 2053-03-20      | 1.2520%  | N/A     | $99794244.00       | $3622882.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25G                                          | 2055-02-20      | 0.0500%  | N/A     | $50000000.00       | $61497.40          | Agency Collateralized Mortgage Obligation |
| GNMA_24-184E                                         | 2054-11-20      | 0.0300%  | N/A     | $40000000.00       | $26458.99          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H12E                                         | 2069-07-20      | 2.4503%  | N/A     | $19188000.00       | $278828.74         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-3   | 2061-02-16      | 0.6398%  | N/A     | $16800000.00       | $741923.17         | Agency Collateralized Mortgage Obligation |
| GNMA_12-111                                          | 2053-10-16      | 0.0036%  | N/A     | $225456174.00      | $153.86            | Agency Collateralized Mortgage Obligation |
| GNMA_20-68                                           | 2060-05-16      | 1.6148%  | N/A     | $28200000.00       | $2566086.82        | Agency Collateralized Mortgage Obligation |
| GNMA_23-86B                                          | 2053-06-20      | 1.7320%  | N/A     | $50000000.00       | $928953.56         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H02                                          | 2062-12-20      | 0.0785%  | N/A     | $12068141.00       | $38.36             | Agency Collateralized Mortgage Obligation |
| GNMA_03-73                                           | 2043-08-16      | 0.0000%  | N/A     | $73356939.00       | $7.24              | Agency Collateralized Mortgage Obligation |
| GNMA_23-83L                                          | 2053-06-20      | 0.8520%  | N/A     | $20000000.00       | $628012.07         | Agency Collateralized Mortgage Obligation |
| GNMA_24-126A                                         | 2054-08-20      | 0.6000%  | N/A     | $12666667.00       | $129292.46         | Agency Collateralized Mortgage Obligation |
| GNMA_20-40                                           | 2062-01-16      | 0.8751%  | N/A     | $13170000.00       | $380622.32         | Agency Collateralized Mortgage Obligation |
| GNMA_21-2                                            | 2063-06-16      | 0.8788%  | N/A     | $9148000.00        | $490713.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSICATION GNMA_13-063  | 2051-09-16      | 0.6948%  | N/A     | $83000000.00       | $249736.55         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                          | 2054-03-20      | 0.0800%  | N/A     | $20000000.00       | $44995.53          | Agency Collateralized Mortgage Obligation |
| GNMA_18-150                                          | 2060-02-16      | 0.6018%  | N/A     | $75015040.00       | $1174566.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2059-02-16      | 0.5256%  | N/A     | $43504000.00       | $387243.50         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                          | 2055-04-20      | 10.0000% | N/A     | $1600000.00        | $1602049.27        | Agency Collateralized Mortgage Obligation |
| GNMA_14-91                                           | 2044-06-20      | 1.1455%  | N/A     | $29120000.00       | $269803.19         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H20                                          | 2066-09-20      | 2.7435%  | N/A     | $100000000.00      | $815991.92         | Agency Collateralized Mortgage Obligation |
| GNMA_24-79D                                          | 2064-05-20      | 0.1300%  | N/A     | $7218915.00        | $7619.64           | Agency Collateralized Mortgage Obligation |
| GNMA_24-79Y                                          | 2064-05-20      | 0.1000%  | N/A     | $10000000.00       | $8531.59           | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03                                          | 2066-12-20      | 2.3389%  | N/A     | $62614494.00       | $599746.05         | Agency Collateralized Mortgage Obligation |
| GNMA_16-176                                          | 2058-08-16      | 0.8438%  | N/A     | $66000000.00       | $627676.95         | Agency Collateralized Mortgage Obligation |
| GNMA_21-148                                          | 2063-10-16      | 1.0666%  | N/A     | $19000000.00       | $1472828.14        | Agency Collateralized Mortgage Obligation |
| GNMA_21-119L                                         | 2049-09-20      | 1.6694%  | N/A     | $6994179.00        | $79849.86          | Agency Collateralized Mortgage Obligation |
| GNMA_21-79                                           | 2063-08-16      | 0.8648%  | N/A     | $1371000.00        | $71869.76          | Agency Collateralized Mortgage Obligation |
| GNMA_13-50                                           | 2048-10-16      | 0.0644%  | N/A     | $50000000.00       | $14486.76          | Agency Collateralized Mortgage Obligation |
| GNMA_25-1F                                           | 2055-01-20      | 0.0000%  | N/A     | $100000000.00      | $80521.04          | Agency Collateralized Mortgage Obligation |
| GNMA_14-H21A                                         | 2064-10-20      | 1.5508%  | N/A     | $1183000.00        | $5039.67           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2054-01-16      | 0.6810%  | N/A     | $10010000.00       | $31172.04          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                          | 2055-04-20      | 10.0000% | N/A     | $3000000.00        | $2887347.59        | Agency Collateralized Mortgage Obligation |
| GNMA_13-189B                                         | 2043-12-20      | 1.5849%  | N/A     | $24000000.00       | $160402.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2065-12-20      | 1.9873%  | N/A     | $3636000.00        | $25054.02          | Agency Collateralized Mortgage Obligation |
| GNMA_22-7                                            | 2064-02-16      | 0.0000%  | N/A     | $142000000.00      | $122.35            | Agency Collateralized Mortgage Obligation |
| GNMA_24-110L                                         | 2054-07-20      | 2.3020%  | N/A     | $90000000.00       | $3480478.63        | Agency Collateralized Mortgage Obligation |
| GNMA_15-7                                            | 2057-01-16      | 0.4876%  | N/A     | $244000.00         | $582.14            | Agency Collateralized Mortgage Obligation |
| GNMA_24-159X                                         | 2054-10-20      | 1.0820%  | N/A     | $75000000.00       | $2981458.29        | Agency Collateralized Mortgage Obligation |
| GNMA_14-157                                          | 2055-05-16      | 0.1852%  | N/A     | $2369000.00        | $1499.95           | Agency Mortgage-Backed Securities         |
| GNMA_24-11C                                          | 2054-01-20      | 2.0520%  | N/A     | $18126000.00       | $568444.91         | Agency Collateralized Mortgage Obligation |
| GNMA_20-155                                          | 2060-09-16      | 1.2712%  | N/A     | $15500000.00       | $1232133.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51H                                          | 2054-03-20      | 0.3500%  | N/A     | $10000000.00       | $99945.90          | Agency Collateralized Mortgage Obligation |
| GNMA_24-30Y                                          | 2054-02-20      | 6.0000%  | N/A     | $625000.00         | $91926.40          | Agency Collateralized Mortgage Obligation |
| GNMA_22-51R                                          | 2050-12-20      | 0.0000%  | N/A     | $10000000.00       | $888.71            | Agency Collateralized Mortgage Obligation |
| GNMA_23-41G                                          | 2053-03-20      | 1.7520%  | N/A     | $25000000.00       | $617371.81         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30L                                          | 2054-02-20      | 6.5000%  | N/A     | $461538.00         | $61494.86          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H04 | 2066-02-20      | 1.7741%  | N/A     | $76467000.00       | $336087.50         | Agency Collateralized Mortgage Obligation |
| GNMA_24-1D                                           | 2054-01-20      | 0.0500%  | N/A     | $80448538.00       | $53304.84          | Agency Collateralized Mortgage Obligation |
| GNMA_22-56F                                          | 2052-03-20      | 0.0000%  | N/A     | $60000000.00       | $187751.64         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 2.5000%  | N/A     | $14432200.00       | $990875.43         | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                          | 2054-05-20      | 0.9020%  | N/A     | $70000000.00       | $3062099.45        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                          | 2055-04-20      | 0.1000%  | N/A     | $30000000.00       | $88018.50          | Agency Collateralized Mortgage Obligation |
| GNMA_23-43B                                          | 2053-03-20      | 1.7520%  | N/A     | $18224996.00       | $671972.99         | Agency Collateralized Mortgage Obligation |
| GNMA_24-159E                                         | 2064-10-20      | 0.0500%  | N/A     | $124800000.00      | $121592.68         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H07A                                         | 2067-02-20      | 1.4265%  | N/A     | $121565875.00      | $323697.42         | Agency Collateralized Mortgage Obligation |
| GNMA_23-43G                                          | 2053-03-20      | 1.2520%  | N/A     | $115000000.00      | $2285704.74        | Agency Collateralized Mortgage Obligation |
| GNMA_20-94                                           | 2062-03-16      | 0.9714%  | N/A     | $13000000.00       | $504130.15         | Agency Collateralized Mortgage Obligation |
| GNMA_18-86                                           | 2060-06-16      | 0.7362%  | N/A     | $150023025.00      | $1045405.97        | Agency Collateralized Mortgage Obligation |
| GNMA_23-40P                                          | 2053-03-20      | 1.3520%  | N/A     | $41073000.00       | $910004.41         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D                                          | 2054-06-20      | 0.0500%  | N/A     | $50000000.00       | $98329.81          | Agency Collateralized Mortgage Obligation |
| GNMA_24-1F                                           | 2051-12-20      | 0.0500%  | N/A     | $48178998.00       | $34455.37          | Agency Collateralized Mortgage Obligation |
| GNMA_24-184E                                         | 2054-11-20      | 0.8520%  | N/A     | $25000000.00       | $416152.63         | Agency Collateralized Mortgage Obligation |
| GNMA_22-76A                                          | 2051-09-20      | 0.0000%  | N/A     | $20000000.00       | $3645.93           | Agency Collateralized Mortgage Obligation |
| GNMA_23-172                                          | 2066-02-16      | 1.3820%  | N/A     | $535000.00         | $48515.20          | Agency Collateralized Mortgage Obligation |
| GNMA_24-79S                                          | 2049-06-20      | 0.0500%  | N/A     | $5460253.00        | $9029.95           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2052-11-16      | 0.4383%  | N/A     | $60000000.00       | $74867.91          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_14-47   | 2048-02-16      | 0.1620%  | N/A     | $22730000.00       | $4026.21           | Agency Collateralized Mortgage Obligation |
| GNMA_20-138                                          | 2050-09-20      | 1.8349%  | N/A     | $15000000.00       | $980241.84         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184N                                         | 2054-11-20      | 0.0500%  | N/A     | $120000000.00      | $127958.39         | Agency Collateralized Mortgage Obligation |
| GNMA_17-76                                           | 2056-12-16      | 0.7714%  | N/A     | $62391760.00       | $708257.30         | Agency Collateralized Mortgage Obligation |
| GNMA_21-226B                                         | 2051-12-20      | 0.0000%  | N/A     | $485000.00         | $1035.64           | Agency Collateralized Mortgage Obligation |
| GNMA_23-183C                                         | 2053-12-20      | 7.0000%  | N/A     | $212856.00         | $29309.65          | Agency Collateralized Mortgage Obligation |
| GNMA_23-83Q                                          | 2053-06-20      | 1.6520%  | N/A     | $25000000.00       | $711378.09         | Agency Collateralized Mortgage Obligation |
| GNMA_21-134                                          | 2061-06-16      | 1.4324%  | N/A     | $22500000.00       | $1618191.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2065-10-20      | 2.2351%  | N/A     | $1157000.00        | $8274.08           | Agency Collateralized Mortgage Obligation |
| GNMA_22-181                                          | 2064-07-16      | 0.7192%  | N/A     | $197000.00         | $13251.10          | Agency Collateralized Mortgage Obligation |
| GNMA_21-133                                          | 2063-07-16      | 0.8821%  | N/A     | $39000000.00       | $2216473.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2052-09-16      | 0.3299%  | N/A     | $32233402.00       | $47743.80          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-H07 | 2064-05-20      | 1.4872%  | N/A     | $20108000.00       | $115246.38         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25S                                          | 2055-02-20      | 0.9020%  | N/A     | $64166296.00       | $2279032.48        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H22E                                         | 2072-10-20      | 1.3932%  | N/A     | $50149207.00       | $445840.53         | Agency Collateralized Mortgage Obligation |
| GNMA_20-089                                          | 2062-04-16      | 1.1685%  | N/A     | $7400000.00        | $474583.75         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51E                                          | 2064-03-20      | 2.7020%  | N/A     | $15000000.00       | $488344.91         | Agency Collateralized Mortgage Obligation |
| GNMA_22-112A                                         | 2052-06-20      | 1.7720%  | N/A     | $34256500.00       | $1695232.65        | Agency Collateralized Mortgage Obligation |
| GNMA_15-140                                          | 2057-06-16      | 0.4965%  | N/A     | $23000000.00       | $100047.02         | Agency Collateralized Mortgage Obligation |
| GNMA_25-31                                           | 2067-08-16      | 0.9074%  | N/A     | $35000000.00       | $1925723.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1BB                                          | 2055-01-20      | 0.0500%  | N/A     | $50000000.00       | $48265.08          | Agency Collateralized Mortgage Obligation |
| GNMA_19-34                                           | 2061-03-16      | 0.7187%  | N/A     | $115000000.00      | $1304368.06        | Agency Collateralized Mortgage Obligation |
| GNMA_11-38                                           | 2053-04-16      | 0.5301%  | N/A     | $41255000.00       | $6029.65           | Agency Collateralized Mortgage Obligation |
| GNMA_24-51P                                          | 2054-03-20      | 0.1000%  | N/A     | $150000000.00      | $301804.17         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H10                                          | 2063-04-20      | 2.6869%  | N/A     | $120000000.00      | $29899.67          | Agency Collateralized Mortgage Obligation |
| GNMA_25-25C                                          | 2055-02-20      | 0.0520%  | N/A     | $30000000.00       | $71315.32          | Agency Collateralized Mortgage Obligation |
| GNMA_16-H11D                                         | 2066-04-20      | 1.8994%  | N/A     | $50000000.00       | $414845.20         | Agency Collateralized Mortgage Obligation |
| GNMA_23-66L                                          | 2049-01-20      | 4.0000%  | N/A     | $63366.00          | $8873.62           | Agency Collateralized Mortgage Obligation |
| GNMA_15-075                                          | 2055-05-16      | 0.0000%  | N/A     | $2720000.00        | $2.04              | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10C                                         | 2073-04-20      | 2.1442%  | N/A     | $115485865.00      | $3135408.85        | Agency Collateralized Mortgage Obligation |
| GNMA_14-092IX                                        | 2054-05-16      | 0.0824%  | N/A     | $10100000.00       | $5862.78           | Agency Mortgage-Backed Securities         |
| GNMA_25-25C                                          | 2055-02-20      | 0.0820%  | N/A     | $250000000.00      | $1055918.21        | Agency Collateralized Mortgage Obligation |
| GNMA_09-99                                           | 2042-10-16      | 0.1590%  | N/A     | $188550000.00      | $76.95             | Agency Collateralized Mortgage Obligation |
| GNMA_22-48A                                          | 2064-01-16      | 0.7078%  | N/A     | $3521000.00        | $188581.07         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03G                                         | 2067-01-20      | 2.5429%  | N/A     | $1497000.00        | $33153.67          | Agency Collateralized Mortgage Obligation |
| GNMA_17-62                                           | 2058-12-16      | 0.5735%  | N/A     | $10000000.00       | $138117.42         | Agency Collateralized Mortgage Obligation |
| GNMA_20-170                                          | 2062-11-16      | 0.8354%  | N/A     | $2487000.00        | $125404.66         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-69  | 2060-04-16      | 0.6082%  | N/A     | $55026781.00       | $690606.80         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1B                                           | 2054-11-20      | 0.0500%  | N/A     | $30000000.00       | $30135.47          | Agency Collateralized Mortgage Obligation |
| GNMA_24-30F                                          | 2054-02-20      | 6.5000%  | N/A     | $576922.00         | $99834.55          | Agency Collateralized Mortgage Obligation |
| GNMA_24-159F                                         | 2064-10-20      | 0.0500%  | N/A     | $25000000.00       | $26521.10          | Agency Collateralized Mortgage Obligation |
| GNMA_21-H02G                                         | 2071-01-20      | 1.0490%  | N/A     | $45512037.00       | $886818.11         | Agency Collateralized Mortgage Obligation |
| GNMA_25-105D                                         | 2055-06-20      | 0.0500%  | N/A     | $250000000.00      | $480910.89         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H12F                                         | 2070-07-20      | 1.8639%  | N/A     | $11700000.00       | $139444.27         | Agency Collateralized Mortgage Obligation |
| GNMA_24-126B                                         | 2054-08-20      | 2.3020%  | N/A     | $50000000.00       | $2966346.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151C                                         | 2054-09-20      | 2.0020%  | N/A     | $10000000.00       | $408018.58         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H11D                                         | 2072-05-20      | 1.7852%  | N/A     | $75589351.00       | $3438568.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79S                                          | 2048-10-20      | 0.0500%  | N/A     | $14949417.00       | $28206.36          | Agency Collateralized Mortgage Obligation |
| GNMA_22-H22D                                         | 2072-09-20      | 0.5681%  | N/A     | $20000000.00       | $5599.27           | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16B                                         | 2072-04-20      | 0.1963%  | N/A     | $70000000.00       | $2539886.20        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H09F                                         | 2070-05-20      | 2.0446%  | N/A     | $23262877.00       | $389748.38         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H05H                                         | 2071-01-20      | 1.1476%  | N/A     | $17157604.00       | $850344.56         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2058-02-16      | 1.1573%  | N/A     | $68900000.00       | $786239.33         | Agency Collateralized Mortgage Obligation |
| GNMA_25-105F                                         | 2055-06-20      | 0.7520%  | N/A     | $170000000.00      | $2688751.38        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24J                                         | 2066-09-20      | 2.0896%  | N/A     | $208000.00         | $4612.92           | Agency Collateralized Mortgage Obligation |
| GNMA_25-1BB                                          | 2055-01-20      | 0.0200%  | N/A     | $137291000.00      | $50606.35          | Agency Collateralized Mortgage Obligation |
| GNMA_24-97S                                          | 2064-06-20      | 1.5420%  | N/A     | $160000000.00      | $1941287.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Y                                           | 2055-01-20      | 1.5720%  | N/A     | $100000000.00      | $3070273.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69B                                          | 2055-04-20      | 0.7820%  | N/A     | $70000000.00       | $3071144.64        | Agency Collateralized Mortgage Obligation |
| GNMA_12-123                                          | 2051-12-16      | 0.6101%  | N/A     | $41095000.00       | $99393.61          | Agency Collateralized Mortgage Obligation |
| GNMA_23-56B                                          | 2053-04-20      | 6.5000%  | N/A     | $307692.00         | $42337.14          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2058-12-16      | 0.5578%  | N/A     | $18000000.00       | $185986.46         | Agency Collateralized Mortgage Obligation |
| GNMA_20-108                                          | 2062-06-16      | 0.8470%  | N/A     | $2920000.00        | $123785.64         | Agency Collateralized Mortgage Obligation |
| GNMA_19-25                                           | 2060-02-16      | 0.7482%  | N/A     | $60771193.00       | $929009.81         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H20                                          | 2067-10-20      | 2.4847%  | N/A     | $500000.00         | $5657.96           | Agency Collateralized Mortgage Obligation |
| GNMA_24-64W                                          | 2054-04-20      | 2.3020%  | N/A     | $50000000.00       | $1447048.29        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H09K                                         | 2071-06-20      | 0.0226%  | N/A     | $44177162.00       | $1034261.23        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97D                                          | 2054-12-20      | 0.0500%  | N/A     | $4390353.00        | $4412.52           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-32  | 2045-11-16      | 0.1211%  | N/A     | $3913000.00        | $4.40              | Agency Collateralized Mortgage Obligation |
| GM_03-17                                             | 2043-03-16      | 0.0000%  | N/A     | $175576730.00      | $0.32              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2057-01-16      | 0.2929%  | N/A     | $5831000.00        | $11431.42          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-179 | 2062-09-16      | 1.0107%  | N/A     | $31860000.00       | $1919789.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23D                                         | 2073-09-20      | 0.0091%  | N/A     | $77663932.00       | $29352.42          | Agency Collateralized Mortgage Obligation |
| GNMA_22-H17E                                         | 2072-07-20      | 1.8390%  | N/A     | $40279544.00       | $2212359.80        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H14D                                         | 2071-09-20      | 0.0866%  | N/A     | $126421699.00      | $3521872.06        | Agency Collateralized Mortgage Obligation |
| GNMA_21-114B                                         | 2051-06-20      | 0.0000%  | N/A     | $6235000.00        | $7082.05           | Agency Collateralized Mortgage Obligation |
| GNMA_24-64N                                          | 2054-04-20      | 2.8520%  | N/A     | $53333333.00       | $3246709.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_17-190  | 2060-03-16      | 0.6183%  | N/A     | $56065104.00       | $394439.35         | Agency Collateralized Mortgage Obligation |
| GNMA_12-033                                          | 2052-06-16      | 0.0000%  | N/A     | $45000000.00       | $19.75             | Agency Collateralized Mortgage Obligation |
| GNMA_12-147                                          | 2054-04-16      | 0.5318%  | N/A     | $14686909.00       | $36218.32          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                          | 2055-04-20      | 0.0000%  | N/A     | $20000000.00       | $77443.01          | Agency Collateralized Mortgage Obligation |
| GNMA_20-H18C                                         | 2070-09-20      | 1.2699%  | N/A     | $15293749.00       | $472700.56         | Agency Collateralized Mortgage Obligation |
| GNMA_19-115D                                         | 2049-09-20      | 0.0000%  | N/A     | $74254164.00       | $85851.15          | Agency Collateralized Mortgage Obligation |
| GNMA_12-100                                          | 2052-08-16      | 0.2653%  | N/A     | $31600000.00       | $37147.35          | Agency Collateralized Mortgage Obligation |
| GNMA_23-183D                                         | 2053-12-20      | 1.3520%  | N/A     | $50342430.00       | $2527927.98        | Agency Collateralized Mortgage Obligation |
| GNMA_10-H06                                          | 2060-04-20      | 0.6111%  | N/A     | $34242459.00       | $21451.59          | Agency Collateralized Mortgage Obligation |
| GNMA_22-179F                                         | 2052-10-20      | 0.6520%  | N/A     | $45000000.00       | $1130061.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51R                                          | 2054-03-20      | 0.1000%  | N/A     | $50000000.00       | $110147.35         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H17C                                         | 2072-08-20      | 0.6338%  | N/A     | $35000000.00       | $2042166.34        | Agency Collateralized Mortgage Obligation |
| GNMA_20-071                                          | 2062-01-16      | 1.1008%  | N/A     | $661000.00         | $26215.44          | Agency Collateralized Mortgage Obligation |
| GNMA_23-136E                                         | 2053-09-20      | 6.4995%  | N/A     | $192307.00         | $20496.00          | Agency Collateralized Mortgage Obligation |
| GNMA_24-97W                                          | 2054-06-20      | 0.1000%  | N/A     | $150000000.00      | $327807.64         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30W                                          | 2054-02-20      | 0.8020%  | N/A     | $15000000.00       | $673776.27         | Agency Collateralized Mortgage Obligation |
| GNMA_22-93L                                          | 2052-05-20      | 0.0000%  | N/A     | $50000000.00       | $977580.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-56  | 2059-11-16      | 0.6044%  | N/A     | $92200000.00       | $1110149.63        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H19D                                         | 2066-09-20      | 3.1376%  | N/A     | $4585000.00        | $38655.82          | Agency Collateralized Mortgage Obligation |
| GNMA_19-112J                                         | 2049-03-20      | 0.7969%  | N/A     | $25128051.00       | $329848.32         | Agency Collateralized Mortgage Obligation |
| GNMA_23-5F                                           | 2053-01-20      | 1.9020%  | N/A     | $50000000.00       | $859944.22         | Agency Collateralized Mortgage Obligation |
| GNMA_14-34                                           | 2053-09-16      | 0.6090%  | N/A     | $212570560.00      | $185993.43         | Agency Collateralized Mortgage Obligation |
| GNMA_10-110                                          | 2050-05-16      | 0.3000%  | N/A     | $49244404.00       | $1455.36           | Agency Collateralized Mortgage Obligation |
| GNMA_24-30D                                          | 2064-02-20      | 2.5020%  | N/A     | $90000000.00       | $1673922.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-143 | 2059-01-16      | 0.4802%  | N/A     | $10000000.00       | $84528.59          | Agency Collateralized Mortgage Obligation |
| GNMA_10-H10                                          | 2060-05-20      | 2.2701%  | N/A     | $38232128.00       | $219536.34         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97F                                          | 2064-12-20      | 0.1000%  | N/A     | $20000000.00       | $68155.67          | Agency Collateralized Mortgage Obligation |
| GNMA_24-30H                                          | 2054-02-20      | 1.5020%  | N/A     | $19000000.00       | $1028307.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69M                                          | 2055-04-20      | 0.0500%  | N/A     | $21000000.00       | $36309.52          | Agency Collateralized Mortgage Obligation |
| GNMA_24-184A                                         | 2054-11-20      | 0.1000%  | N/A     | $20000000.00       | $35789.31          | Agency Collateralized Mortgage Obligation |
| GNMA_21-20                                           | 2062-08-16      | 1.1441%  | N/A     | $1223000.00        | $72737.70          | Agency Collateralized Mortgage Obligation |
| GNMA_25-25W                                          | 2065-02-20      | 0.0500%  | N/A     | $200000000.00      | $203770.39         | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                          | 2053-02-20      | 1.9520%  | N/A     | $1000000.00        | $43003.43          | Agency Collateralized Mortgage Obligation |
| GNMA_24-4G                                           | 2054-01-20      | 6.5000%  | N/A     | $323076.00         | $57549.88          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69A                                          | 2055-04-20      | 1.6520%  | N/A     | $60000000.00       | $2416537.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4G                                           | 2054-01-20      | 1.2020%  | N/A     | $10000000.00       | $424106.37         | Agency Collateralized Mortgage Obligation |
| GNMA_23-24A                                          | 2053-02-20      | 1.9520%  | N/A     | $1000000.00        | $41698.81          | Agency Collateralized Mortgage Obligation |
| GNMA_24-64H                                          | 2054-04-20      | 0.1000%  | N/A     | $25000000.00       | $73495.52          | Agency Collateralized Mortgage Obligation |
| GNMA_07-51                                           | 2037-08-20      | 2.1149%  | N/A     | $31700000.00       | $4603.06           | Agency Collateralized Mortgage Obligation |
| GNMA_23-136F                                         | 2053-09-20      | 1.3520%  | N/A     | $14918139.00       | $346908.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-171 | 2059-09-16      | 0.6521%  | N/A     | $42920000.00       | $526271.62         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H08C                                         | 2070-02-20      | 1.4699%  | N/A     | $55270998.00       | $263234.98         | Agency Collateralized Mortgage Obligation |
| GNMA_15-78                                           | 2055-02-16      | 0.0135%  | N/A     | $155389291.00      | $5775.69           | Agency Collateralized Mortgage Obligation |
| GNMA_24-30Q                                          | 2054-02-20      | 0.0500%  | N/A     | $20000000.00       | $19494.27          | Agency Collateralized Mortgage Obligation |
| GNMA_20-167M                                         | 2050-11-20      | 1.8349%  | N/A     | $230000.00         | $22753.03          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2057-04-16      | 0.6516%  | N/A     | $70000000.00       | $845521.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-10-20      | 2.8817%  | N/A     | $2828000.00        | $29083.25          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H08J                                         | 2068-05-20      | 1.2901%  | N/A     | $17778781.00       | $462180.36         | Agency Collateralized Mortgage Obligation |
| GNMA_24-79U                                          | 2054-05-20      | 0.1000%  | N/A     | $65000000.00       | $249725.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-79  | 2053-03-16      | 0.3501%  | N/A     | $8648000.00        | $13715.74          | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                           | 2054-01-20      | 7.0000%  | N/A     | $714285.00         | $128421.57         | Agency Collateralized Mortgage Obligation |
| GNMA_22-105A                                         | 2052-06-20      | 1.7020%  | N/A     | $15955041.00       | $1066155.96        | Agency Collateralized Mortgage Obligation |
| GNMA_21-124                                          | 2062-10-16      | 0.9903%  | N/A     | $10700000.00       | $566826.40         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4B                                           | 2054-01-20      | 7.0001%  | N/A     | $392856.00         | $47502.04          | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Q                                          | 2053-05-20      | 0.0200%  | N/A     | $15000000.00       | $5290.70           | Agency Collateralized Mortgage Obligation |
| GNMA_25-69L                                          | 2055-04-20      | 0.1320%  | N/A     | $40000000.00       | $693725.81         | Agency Collateralized Mortgage Obligation |
| GNMA_22-190L                                         | 2050-02-20      | 1.5849%  | N/A     | $850000.00         | $67052.43          | Agency Collateralized Mortgage Obligation |
| GNMA_19-57E                                          | 2049-05-20      | 0.0000%  | N/A     | $30000000.00       | $28701.69          | Agency Collateralized Mortgage Obligation |
| GNMA_21-H02G                                         | 2071-01-20      | 1.0413%  | N/A     | $1841518.00        | $36107.29          | Agency Collateralized Mortgage Obligation |
| GNMA_21-95                                           | 2061-06-16      | 0.0000%  | N/A     | $124162944.00      | $109.36            | Agency Collateralized Mortgage Obligation |
| GNMA_15-H26                                          | 2065-10-20      | 1.7387%  | N/A     | $9850000.00        | $68712.26          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                          | 2055-04-20      | 1.0520%  | N/A     | $30000000.00       | $1411535.45        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51G                                          | 2054-03-20      | 0.0500%  | N/A     | $20000000.00       | $16033.57          | Agency Collateralized Mortgage Obligation |
| GNMA_24-160A                                         | 2054-10-20      | 1.7020%  | N/A     | $43658507.00       | $2356134.73        | Agency Collateralized Mortgage Obligation |
| GNMA_22-59                                           | 2062-02-16      | 0.5704%  | N/A     | $3500000.00        | $141316.48         | Agency Collateralized Mortgage Obligation |
| GNMA_21-47                                           | 2061-03-16      | 0.9923%  | N/A     | $855000.00         | $52558.52          | Agency Collateralized Mortgage Obligation |
| GNMA_10-22                                           | 2052-03-16      | 0.0000%  | N/A     | $200000000.00      | $55718.32          | Agency Collateralized Mortgage Obligation |
| GNMA_24-30L                                          | 2054-02-20      | 6.5000%  | N/A     | $1538461.00        | $213914.11         | Agency Collateralized Mortgage Obligation |
| GNMA_23-83D                                          | 2063-06-20      | 1.5020%  | N/A     | $50000000.00       | $738239.49         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H11                                          | 2066-04-20      | 2.1358%  | N/A     | $9000000.00        | $100862.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2067-02-20      | 2.3886%  | N/A     | $47207427.00       | $406747.64         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H17C                                         | 2071-11-20      | 1.7773%  | N/A     | $49862267.00       | $1981040.76        | Agency Collateralized Mortgage Obligation |
| GNMA_13-153                                          | 2053-10-16      | 0.0000%  | N/A     | $248116522.00      | $279.78            | Agency Collateralized Mortgage Obligation |
| GNMA_23-101B                                         | 2053-07-20      | 1.8520%  | N/A     | $62627718.00       | $1314473.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1BB                                          | 2055-01-20      | 0.0400%  | N/A     | $25000000.00       | $19083.75          | Agency Collateralized Mortgage Obligation |
| GNMA_21-158J                                         | 2051-09-20      | 0.0000%  | N/A     | $340000.00         | $8369.55           | Agency Collateralized Mortgage Obligation |
| GNMA_10-H01                                          | 2060-01-20      | 1.6565%  | N/A     | $35000000.00       | $61501.36          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H07 | 2067-03-20      | 1.8839%  | N/A     | $22783581.00       | $157176.91         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30H                                          | 2054-02-20      | 0.8520%  | N/A     | $30000000.00       | $1117336.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Q                                           | 2055-01-20      | 1.6020%  | N/A     | $22500000.00       | $1416211.43        | Agency Collateralized Mortgage Obligation |
| GNMA_23-83L                                          | 2053-06-20      | 6.5000%  | N/A     | $30769.00          | $3070.97           | Agency Collateralized Mortgage Obligation |
| GNMA_24-51E                                          | 2064-03-20      | 0.8520%  | N/A     | $25000000.00       | $702229.83         | Agency Collateralized Mortgage Obligation |
| GNMA_24-159E                                         | 2064-10-20      | 0.1500%  | N/A     | $25000000.00       | $62041.86          | Agency Collateralized Mortgage Obligation |
| GNMA_20-92                                           | 2062-02-16      | 0.8807%  | N/A     | $465000.00         | $19508.24          | Agency Collateralized Mortgage Obligation |
| GNMA_14-186B                                         | 2046-04-16      | 0.8500%  | N/A     | $271506813.00      | $89076.73          | Agency Collateralized Mortgage Obligation |
| GNMA_25-1BB                                          | 2055-01-20      | 0.0400%  | N/A     | $25000000.00       | $18149.70          | Agency Collateralized Mortgage Obligation |
| GNMA_13-106                                          | 2043-02-20      | 1.7349%  | N/A     | $43933666.00       | $105983.12         | Agency Collateralized Mortgage Obligation |
| GNMA_21-119F                                         | 2050-06-20      | 0.8083%  | N/A     | $4283780.00        | $155826.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2059-02-16      | 0.5443%  | N/A     | $125765018.00      | $1398299.59        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H02G                                         | 2071-01-20      | 1.4542%  | N/A     | $1295120.00        | $31386.15          | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Q                                          | 2053-05-20      | 0.0800%  | N/A     | $10000000.00       | $17606.29          | Agency Collateralized Mortgage Obligation |
| GNMA_21-96F                                          | 2051-06-20      | 1.8349%  | N/A     | $830000.00         | $51114.79          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-10-20      | 1.8121%  | N/A     | $42276735.00       | $227333.43         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H18                                          | 2067-09-20      | 2.3697%  | N/A     | $4500000.00        | $65802.84          | Agency Collateralized Mortgage Obligation |
| GNMA_21-116L                                         | 2047-10-20      | 2.5000%  | N/A     | $64804661.00       | $3655122.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30W                                          | 2054-02-20      | 0.7520%  | N/A     | $10000000.00       | $433685.89         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51H                                          | 2054-03-20      | 0.1000%  | N/A     | $25000000.00       | $76993.38          | Agency Collateralized Mortgage Obligation |
| GNMA_19-51                                           | 2061-02-16      | 0.8260%  | N/A     | $100000000.00      | $714079.92         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H07E                                         | 2068-04-20      | 2.8023%  | N/A     | $50590001.00       | $1193147.32        | Agency Collateralized Mortgage Obligation |
| GNMA_21-200                                          | 2063-11-16      | 0.8858%  | N/A     | $26700000.00       | $1518457.97        | Agency Collateralized Mortgage Obligation |
| GNMA_13-128                                          | 2051-10-16      | 1.3206%  | N/A     | $4700000.00        | $33240.57          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69N                                          | 2055-04-20      | 0.3500%  | N/A     | $80000000.00       | $866286.82         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H02C                                         | 2072-11-20      | 0.4316%  | N/A     | $27740513.00       | $1554375.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L                                          | 2054-04-20      | 1.0520%  | N/A     | $125000000.00      | $3455556.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126R                                         | 2064-08-20      | 0.0800%  | N/A     | $65000000.00       | $46551.50          | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03F                                         | 2066-12-20      | 2.2530%  | N/A     | $124065942.00      | $2576978.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151J                                         | 2064-09-20      | 1.0820%  | N/A     | $90000000.00       | $1736324.32        | Agency Collateralized Mortgage Obligation |
| GNMA_12-H24                                          | 2062-10-20      | 0.2654%  | N/A     | $20000000.00       | $4451.76           | Agency Collateralized Mortgage Obligation |
| GNMA_14-136                                          | 2055-02-16      | 0.0000%  | N/A     | $89505099.00       | $118.38            | Agency Collateralized Mortgage Obligation |
| GNMA_12-086                                          | 2053-12-16      | 0.0002%  | N/A     | $24000000.00       | $5.15              | Agency Collateralized Mortgage Obligation |
| GNMA_15-H22A                                         | 2065-09-20      | 2.7006%  | N/A     | $58119993.00       | $486444.01         | Agency Collateralized Mortgage Obligation |
| GNMA_23-152L                                         | 2051-04-20      | 0.0000%  | N/A     | $4590579.00        | $3.87              | Agency Collateralized Mortgage Obligation |
| GNMA_25-105D                                         | 2055-06-20      | 0.0500%  | N/A     | $335000000.00      | $359409.03         | Agency Collateralized Mortgage Obligation |
| GNMA_20-137                                          | 2062-09-16      | 0.7975%  | N/A     | $6225000.00        | $271643.13         | Agency Collateralized Mortgage Obligation |
| GNMA_12-114                                          | 2053-01-16      | 0.6309%  | N/A     | $72040000.00       | $210609.12         | Agency Collateralized Mortgage Obligation |
| GNMA_04-56A                                          | 2033-06-20      | 3.1849%  | N/A     | $44300953.00       | $3518.08           | Agency Collateralized Mortgage Obligation |
| GNMA_21-H05D                                         | 2071-03-20      | 0.2329%  | N/A     | $4669000.00        | $122673.38         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25G                                          | 2055-02-20      | 0.0500%  | N/A     | $25000000.00       | $30339.96          | Agency Collateralized Mortgage Obligation |
| GNMA_22-46L                                          | 2052-03-20      | 0.0000%  | N/A     | $35701084.00       | $238367.24         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64N                                          | 2054-04-20      | 0.1000%  | N/A     | $57564189.00       | $100963.30         | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 1.6520%  | N/A     | $50000000.00       | $2027986.46        | Agency Collateralized Mortgage Obligation |
| GNMA_21-11                                           | 2062-12-16      | 1.0212%  | N/A     | $6960000.00        | $426972.58         | Agency Collateralized Mortgage Obligation |
| GNMA_21-14                                           | 2063-06-16      | 1.3299%  | N/A     | $37000000.00       | $2367512.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30E                                          | 2054-02-20      | 6.5000%  | N/A     | $576923.00         | $110975.76         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H13E                                         | 2072-12-20      | 1.1430%  | N/A     | $41547073.00       | $1418929.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105P                                         | 2049-08-20      | 0.0500%  | N/A     | $23507789.00       | $48031.17          | Agency Collateralized Mortgage Obligation |
| GNMA_14-H16A                                         | 2064-07-20      | 1.5907%  | N/A     | $67120667.00       | $111931.18         | Agency Collateralized Mortgage Obligation |
| GNMA_20-189V                                         | 2050-12-20      | 1.8349%  | N/A     | $475000.00         | $41865.74          | Agency Collateralized Mortgage Obligation |
| GNMA_25-1S                                           | 2055-01-20      | 0.9020%  | N/A     | $30000000.00       | $1929768.84        | Agency Collateralized Mortgage Obligation |
| GNMA_21-189                                          | 2061-06-16      | 0.8817%  | N/A     | $7164000.00        | $384172.15         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H04H                                         | 2070-02-20      | 2.4436%  | N/A     | $27850322.00       | $455538.06         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64F                                          | 2064-04-20      | 2.7520%  | N/A     | $45000000.00       | $2277461.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51G                                          | 2054-03-20      | 0.1000%  | N/A     | $113000000.00      | $210790.98         | Agency Collateralized Mortgage Obligation |
| GNMA_11-H17                                          | 2061-06-20      | 1.5309%  | N/A     | $58505000.00       | $52222.21          | Agency Collateralized Mortgage Obligation |
| GNMA_10-H3A                                          | 2060-03-20      | 2.1352%  | N/A     | $87067583.00       | $130725.93         | Agency Collateralized Mortgage Obligation |
| GNMA_24-1F                                           | 2051-12-20      | 0.0500%  | N/A     | $48178998.00       | $34455.37          | Agency Collateralized Mortgage Obligation |
| GNMA_13-107                                          | 2047-11-16      | 0.1355%  | N/A     | $20130000.00       | $8414.07           | Agency Collateralized Mortgage Obligation |
| GNMA_13-174C                                         | 2053-09-16      | 0.5992%  | N/A     | $70404789.00       | $174135.65         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51R                                          | 2054-03-20      | 0.1000%  | N/A     | $50000000.00       | $120299.16         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25H                                          | 2055-02-20      | 6.0000%  | N/A     | $1400000.00        | $1234039.13        | Agency Collateralized Mortgage Obligation |
| GNMA_12-125                                          | 2053-02-16      | 0.1739%  | N/A     | $7233000.00        | $12394.93          | Agency Collateralized Mortgage Obligation |
| GNMA_25-1T                                           | 2053-07-20      | 0.1520%  | N/A     | $50000000.00       | $1347920.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1B                                           | 2054-11-20      | 1.5020%  | N/A     | $39024835.00       | $1912896.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-53  | 2061-06-16      | 0.7703%  | N/A     | $130000000.00      | $1696665.92        | Agency Collateralized Mortgage Obligation |
| GNMA_14-134                                          | 2055-01-16      | 0.1265%  | N/A     | $52718564.00       | $34804.02          | Agency Collateralized Mortgage Obligation |
| GNMA_24-64A                                          | 2054-04-20      | 0.0500%  | N/A     | $40000000.00       | $61925.05          | Agency Collateralized Mortgage Obligation |
| GNMA_24-64Q                                          | 2054-04-20      | 0.1500%  | N/A     | $110000000.00      | $298599.40         | Agency Collateralized Mortgage Obligation |
| GNMA_17-157                                          | 2059-12-16      | 0.5195%  | N/A     | $6270000.00        | $39799.77          | Agency Collateralized Mortgage Obligation |
| GNMA_41-97V                                          | 2054-12-20      | 0.4020%  | N/A     | $75000000.00       | $2109087.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105P                                         | 2048-05-20      | 0.2000%  | N/A     | $13410737.00       | $110860.38         | Agency Collateralized Mortgage Obligation |
| GNMA_18-18E                                          | 2048-02-20      | 0.0000%  | N/A     | $82705000.00       | $404916.06         | Agency Collateralized Mortgage Obligation |
| GNMA_21-48                                           | 2062-12-16      | 0.0000%  | N/A     | $197271706.00      | $159.33            | Agency Collateralized Mortgage Obligation |
| GNMA_15-H04B                                         | 2064-12-20      | 1.6007%  | N/A     | $3154000.00        | $18599.27          | Agency Collateralized Mortgage Obligation |
| GNMA_24-1D                                           | 2054-01-20      | 0.0500%  | N/A     | $80448538.00       | $53252.95          | Agency Collateralized Mortgage Obligation |
| GNMA_24-51E                                          | 2064-03-20      | 0.0500%  | N/A     | $20000000.00       | $19581.05          | Agency Collateralized Mortgage Obligation |
| GNMA_24-4G                                           | 2054-01-20      | 1.4020%  | N/A     | $35000000.00       | $1923307.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 2.9020%  | N/A     | $50000000.00       | $2311974.41        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H02F                                         | 2070-05-20      | 2.1407%  | N/A     | $5049054.00        | $37666.34          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H14D                                         | 2069-08-20      | 2.3906%  | N/A     | $885000.00         | $13607.31          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H16D                                         | 2067-08-20      | 2.2897%  | N/A     | $25812000.00       | $449292.55         | Agency Collateralized Mortgage Obligation |
| GNMA_22-17                                           | 2064-06-16      | 0.8020%  | N/A     | $374000.00         | $20281.89          | Agency Collateralized Mortgage Obligation |
| FHLMC_5445C                                          | 2054-08-25      | 9.5249%  | N/A     | $100000.00         | $107289.99         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4G                                           | 2054-01-20      | 0.8520%  | N/A     | $10000000.00       | $378221.58         | Agency Collateralized Mortgage Obligation |
| GNMA_10-118                                          | 2053-04-16      | 0.0000%  | N/A     | $25000000.00       | $6.10              | Agency Collateralized Mortgage Obligation |
| GNMA_25-105D                                         | 2055-06-20      | 0.0500%  | N/A     | $100000000.00      | $107386.15         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                         | 2054-11-20      | 0.0500%  | N/A     | $90000000.00       | $60475.76          | Agency Collateralized Mortgage Obligation |
| GM_02-83                                             | 2042-10-16      | 0.0002%  | N/A     | $92307606.00       | $0.06              | Agency Collateralized Mortgage Obligation |
| GNMA_18-115E                                         | 2048-08-20      | 1.7349%  | N/A     | $102198991.00      | $1033815.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105J                                         | 2055-06-20      | 0.0000%  | N/A     | $25000000.00       | $334983.71         | Agency Collateralized Mortgage Obligation |
| GNMA_21-163                                          | 2064-03-16      | 0.8015%  | N/A     | $355551.00         | $17573.51          | Agency Collateralized Mortgage Obligation |
| GNMA_10-H07                                          | 2060-04-20      | 2.5900%  | N/A     | $12830316.00       | $261.65            | Agency Collateralized Mortgage Obligation |
| GNMA_22-34A                                          | 2052-02-20      | 0.0000%  | N/A     | $10000000.00       | $87937.07          | Agency Collateralized Mortgage Obligation |
| GNMA_10-74                                           | 2050-03-16      | 0.0000%  | N/A     | $290558680.00      | $3.05              | Agency Collateralized Mortgage Obligation |
| GNMA_20-81                                           | 2062-07-16      | 0.8703%  | N/A     | $54617000.00       | $2584535.20        | Agency Collateralized Mortgage Obligation |
| GNMA_14-11                                           | 2044-01-16      | 1.7455%  | N/A     | $81620726.00       | $439120.50         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25A                                          | 2055-02-20      | 0.0500%  | N/A     | $250000000.00      | $168350.71         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30S                                          | 2054-02-20      | 7.0000%  | N/A     | $2428571.00        | $322521.34         | Agency Collateralized Mortgage Obligation |
| GNMA_20-158                                          | 2062-09-16      | 0.7838%  | N/A     | $33000000.00       | $1532469.42        | Agency Collateralized Mortgage Obligation |
| GNMA_23-194                                          | 2065-10-16      | 0.8168%  | N/A     | $580000.00         | $35444.83          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-96  | 2054-10-16      | 0.0510%  | N/A     | $10040000.00       | $2476.33           | Agency Collateralized Mortgage Obligation |
| GNMA_14-171                                          | 2055-11-16      | 0.2631%  | N/A     | $20580000.00       | $35647.33          | Agency Collateralized Mortgage Obligation |
| GNMA_21-H16E                                         | 2071-08-20      | 0.3214%  | N/A     | $15000000.00       | $628867.34         | Agency Collateralized Mortgage Obligation |
| GNMA_13-95                                           | 2047-04-16      | 0.3811%  | N/A     | $2570000.00        | $4410.76           | Agency Collateralized Mortgage Obligation |
| GNMA_20-42                                           | 2062-03-16      | 0.9385%  | N/A     | $1478000.00        | $56710.49          | Agency Collateralized Mortgage Obligation |
| GNMA_10-71                                           | 2052-03-16      | 0.0000%  | N/A     | $200000000.00      | $4.96              | Agency Collateralized Mortgage Obligation |
| GNMA_21-H09J                                         | 2071-06-20      | 0.0151%  | N/A     | $56804590.00       | $1375208.65        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                          | 2055-04-20      | 0.8520%  | N/A     | $50000000.00       | $2100176.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159A                                         | 2053-11-20      | 0.7000%  | N/A     | $17420707.00       | $235652.54         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 2.0000%  | N/A     | $16896000.00       | $1044177.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64M                                          | 2054-04-20      | 1.6520%  | N/A     | $90000000.00       | $2873870.50        | Agency Collateralized Mortgage Obligation |
| GNMA_23-40F                                          | 2053-03-20      | 1.3020%  | N/A     | $40562000.00       | $1069431.36        | Agency Collateralized Mortgage Obligation |
| GNMA_16-065                                          | 2058-01-16      | 0.4598%  | N/A     | $2566000.00        | $5743.16           | Agency Collateralized Mortgage Obligation |
| GNMA_14-93                                           | 2055-11-16      | 0.6843%  | N/A     | $22680000.00       | $62614.93          | Agency Collateralized Mortgage Obligation |
| GNMA_24-184S                                         | 2054-11-20      | 1.6520%  | N/A     | $55464420.00       | $3410730.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97S                                          | 2064-06-20      | 0.0300%  | N/A     | $10000000.00       | $3865.90           | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                          | 2054-03-20      | 0.0500%  | N/A     | $70000000.00       | $98181.69          | Agency Collateralized Mortgage Obligation |
| GNMA_23-152K                                         | 2053-10-20      | 7.5000%  | N/A     | $333333.00         | $8244.24           | Agency Collateralized Mortgage Obligation |
| GNMA_10-101                                          | 2040-08-16      | 2.1955%  | N/A     | $35487118.00       | $195888.72         | Agency Collateralized Mortgage Obligation |
| GNMA_23-136E                                         | 2053-09-20      | 6.5000%  | N/A     | $1269230.00        | $174555.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-30  | 2046-05-16      | 2.7887%  | N/A     | $9000000.00        | $81.15             | Agency Collateralized Mortgage Obligation |
| GNMA_16-094                                          | 2057-12-16      | 0.7588%  | N/A     | $15000000.00       | $75961.03          | Agency Collateralized Mortgage Obligation |
| GNMA_23-56C                                          | 2053-04-20      | 1.1020%  | N/A     | $15000000.00       | $370043.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H22 | 2067-10-20      | 2.7966%  | N/A     | $19428364.00       | $163930.87         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1G                                           | 2055-01-20      | 0.8520%  | N/A     | $54190314.00       | $2766634.65        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97C                                          | 2054-12-20      | 0.9520%  | N/A     | $25000000.00       | $990665.70         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H16C                                         | 2066-07-20      | 2.4014%  | N/A     | $18947000.00       | $115557.36         | Agency Collateralized Mortgage Obligation |
| GNMA_23-103G                                         | 2053-07-20      | 1.6020%  | N/A     | $105000000.00      | $1665239.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORGAGE ASSO                     | 2057-07-16      | 0.2496%  | N/A     | $2689000.00        | $4499.58           | Agency Collateralized Mortgage Obligation |
| GNMA_11-161                                          | 2046-01-16      | 0.0000%  | N/A     | $16751815.00       | $3658.91           | Agency Collateralized Mortgage Obligation |
| GNMA_12-27                                           | 2053-04-16      | 0.2047%  | N/A     | $21640000.00       | $7815.26           | Agency Collateralized Mortgage Obligation |
| GNMA_24-126G                                         | 2054-08-20      | 0.1000%  | N/A     | $120500000.00      | $328786.81         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSICATION GNMA_15-048  | 2050-02-16      | 0.7342%  | N/A     | $288270000.00      | $160492.39         | Agency Collateralized Mortgage Obligation |
| GNMA_21-214P                                         | 2051-12-20      | 6.0000%  | N/A     | $2102342.00        | $107118.95         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51U                                          | 2054-03-20      | 2.8320%  | N/A     | $50000000.00       | $2667027.34        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H09E                                         | 2072-04-20      | 2.6027%  | N/A     | $4318000.00        | $125339.10         | Agency Collateralized Mortgage Obligation |
| GNMA_23-182H                                         | 2053-12-20      | 2.8020%  | N/A     | $60000000.00       | $3205942.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30Y                                          | 2054-02-20      | 1.5020%  | N/A     | $500000.00         | $24549.90          | Agency Collateralized Mortgage Obligation |
| GNMA_24-64C                                          | 2054-04-20      | 0.1000%  | N/A     | $50000000.00       | $143155.14         | Agency Collateralized Mortgage Obligation |
| GNMA_20-143                                          | 2062-03-16      | 1.1331%  | N/A     | $7500000.00        | $388783.30         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97G                                          | 2064-12-20      | 0.0500%  | N/A     | $75000000.00       | $43480.33          | Agency Collateralized Mortgage Obligation |
| GNMA_23-147A                                         | 2053-10-20      | 0.2500%  | N/A     | $35000000.00       | $76377.53          | Agency Collateralized Mortgage Obligation |
| GNMA_21-97G                                          | 2051-06-20      | 0.0000%  | N/A     | $39355586.00       | $219705.51         | Agency Collateralized Mortgage Obligation |
| GNMA_23-115C                                         | 2053-08-20      | 1.4720%  | N/A     | $30000000.00       | $854727.16         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H08A                                         | 2065-03-20      | 1.8780%  | N/A     | $80000000.00       | $450824.48         | Agency Collateralized Mortgage Obligation |
| GNMA_14-125                                          | 2054-11-16      | 0.8889%  | N/A     | $1315000.00        | $5814.51           | Agency Collateralized Mortgage Obligation |
| GNMA_15-H26                                          | 2065-10-20      | 1.3836%  | N/A     | $9026000.00        | $85354.29          | Agency Collateralized Mortgage Obligation |
| GNMA_25-25C                                          | 2055-02-20      | 0.0382%  | N/A     | $25000000.00       | $31808.19          | Agency Collateralized Mortgage Obligation |
| GNMA_19-1B                                           | 2049-01-20      | 0.0000%  | N/A     | $50000000.00       | $41010.31          | Agency Collateralized Mortgage Obligation |
| GNMA_23-183H                                         | 2053-12-20      | 2.1520%  | N/A     | $35244908.00       | $1900835.89        | Agency Collateralized Mortgage Obligation |
| GNMA_14-17A                                          | 2048-06-16      | 0.0340%  | N/A     | $150896202.00      | $9296.46           | Agency Collateralized Mortgage Obligation |
| GNMA_22-112E                                         | 2052-06-20      | 0.0000%  | N/A     | $65000000.00       | $660408.82         | Agency Collateralized Mortgage Obligation |
| GNMA_21-214N                                         | 2051-12-20      | 2.5000%  | N/A     | $7659144.00        | $1223997.45        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97S                                          | 2064-06-20      | 0.0600%  | N/A     | $25000000.00       | $10822.92          | Agency Collateralized Mortgage Obligation |
| GNMA_23-113H                                         | 2048-09-20      | 4.5000%  | N/A     | $1486248.00        | $261379.60         | Agency Collateralized Mortgage Obligation |
| GNMA_21-216K                                         | 2049-04-20      | 3.0000%  | N/A     | $2194063.00        | $107406.28         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97L                                          | 2064-12-20      | 0.0500%  | N/A     | $50000000.00       | $47752.99          | Agency Collateralized Mortgage Obligation |
| GNMA_19-65K                                          | 2049-05-20      | 0.0000%  | N/A     | $45000000.00       | $201007.07         | Agency Collateralized Mortgage Obligation |
| GNMA_21-139F                                         | 2049-02-20      | 4.8911%  | N/A     | $51721.00          | $1492.53           | Agency Collateralized Mortgage Obligation |
| GNMA_23-183G                                         | 2053-12-20      | 7.0000%  | N/A     | $357142.00         | $28200.40          | Agency Collateralized Mortgage Obligation |
| GNMA_10-52                                           | 2051-11-16      | 0.0000%  | N/A     | $41268846.00       | $6.12              | Agency Collateralized Mortgage Obligation |
| GNMA_23-113K                                         | 2053-08-20      | 1.3520%  | N/A     | $50000000.00       | $1958827.41        | Agency Collateralized Mortgage Obligation |
| GNMA_15-5                                            | 2054-11-16      | 0.2271%  | N/A     | $12490000.00       | $16302.92          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-16  | 2059-03-16      | 0.5866%  | N/A     | $20000000.00       | $381358.84         | Agency Collateralized Mortgage Obligation |
| GNMA_22-168G                                         | 2052-09-20      | 0.0000%  | N/A     | $15000000.00       | $307039.01         | Agency Collateralized Mortgage Obligation |
| GNMA_10-66                                           | 2052-06-16      | 0.3940%  | N/A     | $303515873.00      | $20038.23          | Agency Collateralized Mortgage Obligation |
| GNMA_15-H29E                                         | 2065-11-20      | 1.8158%  | N/A     | $7179000.00        | $64866.03          | Agency Collateralized Mortgage Obligation |
| GNMA_25-105G                                         | 2055-06-20      | 0.1520%  | N/A     | $80516000.00       | $959246.23         | Agency Collateralized Mortgage Obligation |
| GNMA_13-170                                          | 2043-11-20      | 1.6849%  | N/A     | $13861142.00       | $16842.62          | Agency Collateralized Mortgage Obligation |
| GNMA_24-51P                                          | 2054-03-20      | 0.1000%  | N/A     | $149425000.00      | $351077.38         | Agency Collateralized Mortgage Obligation |
| GNMA_18-118                                          | 2060-08-16      | 0.7248%  | N/A     | $120000000.00      | $639201.55         | Agency Collateralized Mortgage Obligation |
| GNMA_18-116                                          | 2058-06-16      | 0.4262%  | N/A     | $96712448.00       | $433698.86         | Agency Collateralized Mortgage Obligation |
| GNMA_23-22E                                          | 2053-02-20      | 1.9520%  | N/A     | $1000000.00        | $40312.75          | Agency Collateralized Mortgage Obligation |
| GNMA_22-H09F                                         | 2072-04-20      | 2.4181%  | N/A     | $10847000.00       | $263829.62         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H19G                                         | 2070-10-20      | 1.3570%  | N/A     | $8700000.00        | $75609.60          | Agency Collateralized Mortgage Obligation |
| GNMA_23-113J                                         | 2053-08-20      | 1.4520%  | N/A     | $113819457.00      | $1944308.16        | Agency Collateralized Mortgage Obligation |
| GNMA_20-75                                           | 2062-02-16      | 0.8702%  | N/A     | $1304000.00        | $41490.72          | Agency Collateralized Mortgage Obligation |
| GNMA_14-033                                          | 2049-05-16      | 0.0000%  | N/A     | $100000000.00      | $141.75            | Agency Collateralized Mortgage Obligation |
| GNMA_13-105                                          | 2054-06-16      | 0.1175%  | N/A     | $15240000.00       | $5879.88           | Agency Collateralized Mortgage Obligation |
| GNMA_10-13                                           | 2051-11-16      | 0.0000%  | N/A     | $162124239.00      | $30.72             | Agency Collateralized Mortgage Obligation |
| GNMA_19-4B                                           | 2049-01-20      | 1.5349%  | N/A     | $115772153.00      | $2701685.71        | Agency Collateralized Mortgage Obligation |
| GNMA_17-130H                                         | 2047-08-20      | 1.7349%  | N/A     | $1372766.00        | $64190.41          | Agency Collateralized Mortgage Obligation |
| GNMA_23-173K                                         | 2053-11-20      | 1.8520%  | N/A     | $20000000.00       | $1026113.71        | Agency Collateralized Mortgage Obligation |
| GNMA_23-100E                                         | 2049-09-20      | 5.0001%  | N/A     | $363189.00         | $52645.49          | Agency Collateralized Mortgage Obligation |
| GNMA_19-86J                                          | 2049-07-20      | 1.0849%  | N/A     | $45169891.00       | $516385.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H10 | 2067-04-20      | 1.8851%  | N/A     | $75000000.00       | $688819.40         | Agency Collateralized Mortgage Obligation |
| GNMA_24-159C                                         | 2054-10-20      | 0.0500%  | N/A     | $140552809.00      | $180447.57         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-01-20      | 1.8129%  | N/A     | $116481213.00      | $850183.07         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H26                                          | 2065-10-20      | 1.7929%  | N/A     | $22838000.00       | $133300.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H18 | 2066-08-20      | 3.1208%  | N/A     | $13345000.00       | $137011.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2055-04-16      | 0.2040%  | N/A     | $10690000.00       | $16052.60          | Agency Collateralized Mortgage Obligation |
| GNMA_23-152B                                         | 2053-10-20      | 1.2520%  | N/A     | $10000000.00       | $301309.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-34  | 2042-03-20      | 1.5849%  | N/A     | $14075849.00       | $171440.37         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H22                                          | 2067-11-20      | 2.8244%  | N/A     | $1400000.00        | $12440.54          | Agency Collateralized Mortgage Obligation |
| GNMA_25-105E                                         | 2055-06-20      | 0.1000%  | N/A     | $80000000.00       | $254451.83         | Agency Collateralized Mortgage Obligation |
| GNMA_14-77                                           | 2047-12-16      | 0.5236%  | N/A     | $974000.00         | $622.59            | Agency Collateralized Mortgage Obligation |
| GNMA_24-79Y                                          | 2064-05-20      | 1.5520%  | N/A     | $100000000.00      | $1543140.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79F                                          | 2054-05-20      | 2.9020%  | N/A     | $35000000.00       | $3453772.98        | Agency Collateralized Mortgage Obligation |
| GNMA_20-105                                          | 2062-03-16      | 0.7634%  | N/A     | $43000000.00       | $1611707.30        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48D                                          | 2053-03-20      | 1.0520%  | N/A     | $50000000.00       | $886876.42         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H11E                                         | 2069-05-20      | 2.2194%  | N/A     | $28607880.00       | $1238331.54        | Agency Collateralized Mortgage Obligation |
| GNMA_23-68D                                          | 2053-05-20      | 1.8020%  | N/A     | $20000000.00       | $414670.24         | Agency Collateralized Mortgage Obligation |
| GNMA_23-66C                                          | 2053-05-20      | 1.8020%  | N/A     | $30000000.00       | $1348112.94        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182C                                         | 2053-12-20      | 2.0520%  | N/A     | $48888889.00       | $1408602.04        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97E                                          | 2054-12-20      | 0.1000%  | N/A     | $130000000.00      | $182596.11         | Agency Collateralized Mortgage Obligation |
| GNMA_17-145                                          | 2057-04-16      | 0.5026%  | N/A     | $7837000.00        | $61157.13          | Agency Collateralized Mortgage Obligation |
| GNMA_15-H13B                                         | 2065-06-20      | 1.8142%  | N/A     | $6434000.00        | $56801.43          | Agency Collateralized Mortgage Obligation |
| GNMA_24-30F                                          | 2054-02-20      | 6.5000%  | N/A     | $1538461.00        | $255695.45         | Agency Collateralized Mortgage Obligation |
| GNMA_22-216A                                         | 2065-07-16      | 0.7496%  | N/A     | $26300000.00       | $1536713.58        | Agency Collateralized Mortgage Obligation |
| GNMA_14-175                                          | 2056-04-16      | 0.4626%  | N/A     | $4500000.00        | $12477.13          | Agency Collateralized Mortgage Obligation |
| GNMA_24-159C                                         | 2054-10-20      | 0.0500%  | N/A     | $9447191.00        | $11832.95          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-50  | 2055-09-16      | 0.5878%  | N/A     | $4200000.00        | $21506.57          | Agency Collateralized Mortgage Obligation |
| GNMA_24-184E                                         | 2054-11-20      | 0.0500%  | N/A     | $5000000.00        | $3903.82           | Agency Collateralized Mortgage Obligation |
| GNMA_25-105A                                         | 2055-06-20      | 0.0500%  | N/A     | $100000000.00      | $192541.67         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H09D                                         | 2072-04-20      | 1.6754%  | N/A     | $107856235.00      | $982614.74         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                          | 2055-04-20      | 0.9520%  | N/A     | $30000000.00       | $1335612.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173H                                         | 2053-11-20      | 7.0000%  | N/A     | $571428.00         | $35395.99          | Agency Collateralized Mortgage Obligation |
| GNMA_15-168E                                         | 2034-10-16      | 1.6455%  | N/A     | $11167583.00       | $3996.96           | Agency Collateralized Mortgage Obligation |
| GNMA_24-64A                                          | 2054-04-20      | 0.9020%  | N/A     | $50000000.00       | $2333829.21        | Agency Collateralized Mortgage Obligation |
| GNMA_11-165                                          | 2051-10-16      | 0.0000%  | N/A     | $2000000.00        | $1.98              | Agency Collateralized Mortgage Obligation |
| GNMA_24-184J                                         | 2054-11-20      | 0.5020%  | N/A     | $60000000.00       | $1547243.38        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30Z                                          | 2054-02-20      | 2.6520%  | N/A     | $50000000.00       | $2794099.94        | Agency Collateralized Mortgage Obligation |
| GNMA_14-186                                          | 2054-08-16      | 0.3668%  | N/A     | $15165112.00       | $10575.92          | Agency Collateralized Mortgage Obligation |
| GNMA_22-21                                           | 2063-10-16      | 0.7846%  | N/A     | $169000.00         | $8601.78           | Agency Collateralized Mortgage Obligation |
| GNMA_22-137M                                         | 2052-08-20      | 0.0000%  | N/A     | $12000000.00       | $209095.62         | Agency Collateralized Mortgage Obligation |
| GNMA_20-146C                                         | 2050-10-20      | 0.0000%  | N/A     | $5300000.00        | $94033.42          | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Q                                          | 2053-05-20      | 0.0500%  | N/A     | $50000000.00       | $44112.88          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-01-20      | 1.9597%  | N/A     | $10143000.00       | $89458.13          | Agency Collateralized Mortgage Obligation |
| GNMA_19-16C                                          | 2049-02-20      | 1.5849%  | N/A     | $48182959.00       | $1759000.33        | Agency Collateralized Mortgage Obligation |
| GNMA_14-H09C                                         | 2064-04-20      | 1.5360%  | N/A     | $33431422.00       | $52788.06          | Agency Collateralized Mortgage Obligation |
| GNMA_25-25A                                          | 2055-02-20      | 0.0500%  | N/A     | $220000000.00      | $148302.10         | Agency Collateralized Mortgage Obligation |
| GNMA_21-16A                                          | 2051-01-20      | 0.0000%  | N/A     | $835000.00         | $4434.47           | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                          | 2054-05-20      | 0.1000%  | N/A     | $30000000.00       | $91381.99          | Agency Collateralized Mortgage Obligation |
| GNMA_15-H27                                          | 2065-09-20      | 2.6344%  | N/A     | $38214880.00       | $309304.28         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H15D                                         | 2069-06-20      | 3.1358%  | N/A     | $25816385.00       | $405409.67         | Agency Collateralized Mortgage Obligation |
| GNMA_23-83B                                          | 2053-06-20      | 0.9520%  | N/A     | $50000000.00       | $1375443.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30T                                          | 2054-02-20      | 7.0000%  | N/A     | $714285.00         | $73042.36          | Agency Collateralized Mortgage Obligation |
| GNMA_24-159P                                         | 2054-10-20      | 0.4520%  | N/A     | $100000000.00      | $3327734.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2047-03-16      | 0.5024%  | N/A     | $69800000.00       | $31573.78          | Agency Collateralized Mortgage Obligation |
| GNMA_23-173F                                         | 2053-11-20      | 1.9020%  | N/A     | $30000000.00       | $1944372.15        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30Q                                          | 2054-02-20      | 2.0520%  | N/A     | $60000000.00       | $3295699.12        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H07                                          | 2072-02-20      | 1.8531%  | N/A     | $10924364.00       | $169932.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIA                 | 2040-04-20      | 2.0149%  | N/A     | $300000.00         | $1251.93           | Agency Collateralized Mortgage Obligation |
| GNMA_22-20D                                          | 2052-01-20      | 0.0000%  | N/A     | $25000000.00       | $98660.96          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2059-05-16      | 0.5029%  | N/A     | $98900000.00       | $872144.32         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1G                                           | 2055-01-20      | 0.8520%  | N/A     | $56425626.00       | $2621880.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97M                                          | 2054-06-20      | 0.1000%  | N/A     | $200000000.00      | $432553.50         | Agency Collateralized Mortgage Obligation |
| GNMA_22-101F                                         | 2052-06-20      | 0.0000%  | N/A     | $370000.00         | $3396.76           | Agency Collateralized Mortgage Obligation |
| GNMA_24-64X                                          | 2054-04-20      | 0.9020%  | N/A     | $48772317.00       | $1322634.41        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15K                                         | 2069-09-20      | 1.7723%  | N/A     | $18261779.00       | $385410.47         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13J                                         | 2068-08-20      | 1.1716%  | N/A     | $26187556.00       | $690633.46         | Agency Collateralized Mortgage Obligation |
| GNMA_24-19X                                          | 2054-02-20      | 0.0500%  | N/A     | $50000000.00       | $26611.41          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69B                                          | 2055-04-20      | 0.0200%  | N/A     | $20000000.00       | $13492.87          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2065-08-20      | 2.8114%  | N/A     | $1036000.00        | $11535.90          | Agency Collateralized Mortgage Obligation |
| GNMA_24-184A                                         | 2054-11-20      | 0.0500%  | N/A     | $20000000.00       | $21320.72          | Agency Collateralized Mortgage Obligation |
| GNMA_24-97B                                          | 2054-03-20      | 0.2000%  | N/A     | $31309956.00       | $106427.92         | Agency Collateralized Mortgage Obligation |
| GNMA_23-92                                           | 2064-06-16      | 0.6110%  | N/A     | $18000000.00       | $955401.79         | Agency Collateralized Mortgage Obligation |
| GNMA_10-H10C                                         | 2060-05-20      | 1.4832%  | N/A     | $17039817.00       | $14844.75          | Agency Collateralized Mortgage Obligation |
| GNMA_23-173K                                         | 2053-11-20      | 7.0001%  | N/A     | $578569.00         | $82549.93          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69E                                          | 2065-04-20      | 1.6020%  | N/A     | $100000000.00      | $2932838.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H04 | 2065-07-20      | 2.3766%  | N/A     | $947000.00         | $1680.34           | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13C                                         | 2068-07-20      | 1.9017%  | N/A     | $43042938.00       | $285576.20         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18D                                         | 2069-10-20      | 1.7289%  | N/A     | $51548315.00       | $245351.79         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H02G                                         | 2071-01-20      | 0.9990%  | N/A     | $1824146.00        | $32475.27          | Agency Collateralized Mortgage Obligation |
| GNMA_14-H20                                          | 2064-09-20      | 1.4811%  | N/A     | $1500000.00        | $2636.27           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                               | 2033-08-15      | 3.8750%  | N/A     | $2593800.00        | $2581503.67        | U.S. Treasuries (including strips)        |
| GNMA_12-H12                                          | 2062-05-20      | 1.0333%  | N/A     | $128064500.00      | $115619.69         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                         | 2054-11-20      | 0.1000%  | N/A     | $10000000.00       | $13445.56          | Agency Collateralized Mortgage Obligation |
| GNMA_15-H07A                                         | 2065-03-20      | 2.0476%  | N/A     | $46268225.00       | $364043.46         | Agency Collateralized Mortgage Obligation |
| GNMA_24-110V                                         | 2054-07-20      | 2.3520%  | N/A     | $50000000.00       | $1426308.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-150 | 2063-11-16      | 1.0434%  | N/A     | $5000000.00        | $345733.12         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H11                                          | 2071-07-20      | 0.1895%  | N/A     | $7020246.00        | $190892.69         | Agency Collateralized Mortgage Obligation |
| GNMA_19-40                                           | 2058-09-16      | 0.6347%  | N/A     | $138465286.00      | $527952.40         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69D                                          | 2065-04-20      | 0.5520%  | N/A     | $50000000.00       | $1601424.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4B                                           | 2054-01-20      | 7.0000%  | N/A     | $714285.00         | $129524.61         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51D                                          | 2064-03-20      | 1.4120%  | N/A     | $105000000.00      | $977890.19         | Agency Collateralized Mortgage Obligation |
| GNMA_23-152J                                         | 2053-10-20      | 7.0000%  | N/A     | $892857.00         | $58406.57          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H04H                                         | 2068-03-20      | 1.7991%  | N/A     | $51800918.00       | $256953.11         | Agency Collateralized Mortgage Obligation |
| GNMA_23-56A                                          | 2053-04-20      | 6.5000%  | N/A     | $461538.00         | $62399.48          | Agency Collateralized Mortgage Obligation |
| GNMA_13-H08                                          | 2063-03-20      | 1.7431%  | N/A     | $30058530.00       | $50570.27          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69R                                          | 2055-04-20      | 0.0000%  | N/A     | $43020388.00       | $810415.30         | Agency Collateralized Mortgage Obligation |
| GNMA_20-65D                                          | 2050-05-20      | 1.6349%  | N/A     | $46753246.00       | $2370536.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97S                                          | 2064-06-20      | 2.8820%  | N/A     | $50000000.00       | $1351240.12        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H01F                                         | 2072-01-20      | 2.6006%  | N/A     | $12425000.00       | $321498.43         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51R                                          | 2054-03-20      | 0.8520%  | N/A     | $655000.00         | $19852.40          | Agency Collateralized Mortgage Obligation |
| GNMA_15-183                                          | 2057-09-16      | 0.4371%  | N/A     | $3360000.00        | $12193.29          | Agency Collateralized Mortgage Obligation |
| GNMA_25-25H                                          | 2055-02-20      | 0.8320%  | N/A     | $62279838.00       | $1767590.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69M                                          | 2055-04-20      | 0.1000%  | N/A     | $20000000.00       | $69160.96          | Agency Collateralized Mortgage Obligation |
| GNMA_25-1N                                           | 2055-01-20      | 0.8520%  | N/A     | $50000000.00       | $1871834.68        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H09G                                         | 2070-05-20      | 1.0807%  | N/A     | $17636247.00       | $532448.54         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H02D                                         | 2069-12-20      | 1.3676%  | N/A     | $18285188.00       | $360422.63         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113B                                         | 2053-08-20      | 6.5000%  | N/A     | $153846.00         | $23536.13          | Agency Collateralized Mortgage Obligation |
| GNMA_21-141                                          | 2063-06-16      | 0.0000%  | N/A     | $99260632.00       | $92.16             | Agency Collateralized Mortgage Obligation |
| GNMA_23-66C                                          | 2053-05-20      | 6.5000%  | N/A     | $1538461.00        | $184841.95         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H23A                                         | 2066-10-20      | 2.9355%  | N/A     | $40081161.00       | $199346.81         | Agency Collateralized Mortgage Obligation |
| GNMA_16-147C                                         | 2046-10-20      | 1.6349%  | N/A     | $530000.00         | $10986.42          | Agency Collateralized Mortgage Obligation |
| GNMA_20-H10D                                         | 2070-05-20      | 0.0893%  | N/A     | $30602794.00       | $35601.70          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-55  | 2052-04-16      | 0.0000%  | N/A     | $8240000.00        | $4.98              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H06 | 2065-07-20      | 1.7443%  | N/A     | $13365000.00       | $64336.65          | Agency Collateralized Mortgage Obligation |
| GNMA_21-195                                          | 2063-08-16      | 0.9956%  | N/A     | $11000000.00       | $703138.99         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 1.5000%  | N/A     | $17972333.00       | $548362.95         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H04                                          | 2069-03-20      | 0.8367%  | N/A     | $48280052.00       | $361900.19         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97L                                          | 2064-12-20      | 0.1500%  | N/A     | $25000000.00       | $47693.10          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-162 | 2058-09-16      | 0.7879%  | N/A     | $34581000.00       | $299538.04         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113C                                         | 2053-08-20      | 0.3520%  | N/A     | $50000000.00       | $576378.16         | Agency Collateralized Mortgage Obligation |
| GNMA_23-136A                                         | 2063-09-20      | 1.2020%  | N/A     | $30000000.00       | $238418.49         | Agency Collateralized Mortgage Obligation |
| GNMA_23-183C                                         | 2053-12-20      | 7.0000%  | N/A     | $716488.00         | $101022.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-102 | 2052-06-16      | 0.0102%  | N/A     | $24000000.00       | $51.66             | Agency Collateralized Mortgage Obligation |
| GNMA_19-123G                                         | 2048-02-20      | 0.3290%  | N/A     | $2521085.00        | $7555.58           | Agency Collateralized Mortgage Obligation |
| GNMA_14-187                                          | 2056-05-16      | 0.6162%  | N/A     | $5915000.00        | $35338.62          | Agency Collateralized Mortgage Obligation |
| GNMA_15-041                                          | 2056-09-16      | 0.1695%  | N/A     | $5973000.00        | $1077.55           | Agency Collateralized Mortgage Obligation |
| GNMA_24-51J                                          | 2054-03-20      | 1.6520%  | N/A     | $25900000.00       | $1154892.99        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H07D                                         | 2066-03-20      | 1.8588%  | N/A     | $110462842.00      | $764777.36         | Agency Collateralized Mortgage Obligation |
| GNMA_21-180                                          | 2063-11-16      | 0.9147%  | N/A     | $26100000.00       | $1575846.77        | Agency Collateralized Mortgage Obligation |
| GNMA_23-159A                                         | 2065-07-16      | 0.9532%  | N/A     | $770000.00         | $54926.50          | Agency Collateralized Mortgage Obligation |
| GNMA_23-113B                                         | 2053-08-20      | 6.5000%  | N/A     | $782691.00         | $96158.07          | Agency Collateralized Mortgage Obligation |
| GNMA_24-64Q                                          | 2054-04-20      | 1.7020%  | N/A     | $40000000.00       | $2135474.94        | Agency Collateralized Mortgage Obligation |
| GNMA_16-106                                          | 2058-09-16      | 0.9701%  | N/A     | $2898000.00        | $40277.18          | Agency Collateralized Mortgage Obligation |
| GNMA_12-087                                          | 2052-08-16      | 0.0890%  | N/A     | $182710000.00      | $12768.25          | Agency Collateralized Mortgage Obligation |
| GNMA_24-79E                                          | 2054-05-20      | 0.9020%  | N/A     | $50000000.00       | $1794807.32        | Agency Collateralized Mortgage Obligation |
| GNMA_23-83J                                          | 2053-06-20      | 0.8520%  | N/A     | $25000000.00       | $423663.69         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64V                                          | 2054-04-20      | 0.8520%  | N/A     | $50000000.00       | $2366776.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-53  | 2047-03-16      | 0.9070%  | N/A     | $27690000.00       | $2464.05           | Agency Collateralized Mortgage Obligation |
| GNMA_22-197P                                         | 2052-11-20      | 2.4520%  | N/A     | $32000000.00       | $2460399.32        | Agency Collateralized Mortgage Obligation |
| GNMA REMIC TRUST GNMA_16-128                         | 2056-09-16      | 0.8220%  | N/A     | $31250000.00       | $144558.81         | Agency Collateralized Mortgage Obligation |
| GNMA_23-152G                                         | 2053-10-20      | 7.0000%  | N/A     | $71428.00          | $12147.67          | Agency Collateralized Mortgage Obligation |
| GNMA_41-97F                                          | 2064-12-20      | 0.2020%  | N/A     | $45000000.00       | $978042.64         | Agency Collateralized Mortgage Obligation |
| GNMA_17-28                                           | 2057-02-16      | 0.7004%  | N/A     | $3365000.00        | $47193.62          | Agency Collateralized Mortgage Obligation |
| GNMA_23-83B                                          | 2053-06-20      | 6.0000%  | N/A     | $22938.00          | $2035.98           | Agency Collateralized Mortgage Obligation |
| GNMA_24-51R                                          | 2054-03-20      | 0.2000%  | N/A     | $195000000.00      | $986054.71         | Agency Collateralized Mortgage Obligation |
| GNMA_23-83A                                          | 2053-06-20      | 6.0000%  | N/A     | $149997.00         | $14345.89          | Agency Collateralized Mortgage Obligation |
| GNMA_24-79K                                          | 2064-05-20      | 2.1320%  | N/A     | $20000000.00       | $618731.80         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16B                                         | 2069-10-20      | 1.7764%  | N/A     | $1594000.00        | $41989.84          | Agency Collateralized Mortgage Obligation |
| GNMA_20-91                                           | 2062-05-16      | 0.9649%  | N/A     | $14000000.00       | $389587.74         | Agency Collateralized Mortgage Obligation |
| GNMA_23-83N                                          | 2063-06-20      | 1.5020%  | N/A     | $20000000.00       | $293323.29         | Agency Collateralized Mortgage Obligation |
| GNMA_19-73B                                          | 2049-06-20      | 1.6349%  | N/A     | $18715770.00       | $484849.11         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1M                                           | 2055-01-20      | 0.8520%  | N/A     | $45000000.00       | $1364878.14        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Q                                          | 2053-05-20      | 0.0500%  | N/A     | $10000000.00       | $8822.58           | Agency Collateralized Mortgage Obligation |
| GNMA_21-80                                           | 2062-12-16      | 0.9035%  | N/A     | $5705000.00        | $362037.40         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H15                                          | 2066-07-20      | 2.5891%  | N/A     | $41274792.00       | $251845.90         | Agency Collateralized Mortgage Obligation |
| GNMA_21-134                                          | 2061-06-16      | 1.4279%  | N/A     | $10500000.00       | $749525.94         | Agency Collateralized Mortgage Obligation |
| GNMA_22-78G                                          | 2052-04-20      | 0.0000%  | N/A     | $277777.00         | $14084.43          | Agency Collateralized Mortgage Obligation |
| GNMA_24-159G                                         | 2054-10-20      | 0.0300%  | N/A     | $150000000.00      | $95027.06          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORGAGE ASSOCIATION GNMA_15-093  | 2054-11-16      | 0.1707%  | N/A     | $65000000.00       | $41711.74          | Agency Collateralized Mortgage Obligation |
| GNMA_25-25C                                          | 2055-02-20      | 0.0181%  | N/A     | $100000000.00      | $29589.01          | Agency Collateralized Mortgage Obligation |
| GNMA_21-89E                                          | 2051-03-20      | 2.0191%  | N/A     | $15866343.00       | $598462.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2058-07-16      | 0.5600%  | N/A     | $2000000.00        | $11204.65          | Agency Collateralized Mortgage Obligation |
| GNMA_23-183E                                         | 2053-12-20      | 6.5000%  | N/A     | $384615.00         | $29289.05          | Agency Collateralized Mortgage Obligation |
| GNMA_18-162                                          | 2060-10-16      | 0.6820%  | N/A     | $142417131.00      | $1129902.60        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H02F                                         | 2068-12-20      | 2.0669%  | N/A     | $37253678.00       | $439577.02         | Agency Collateralized Mortgage Obligation |
| GNMA_13-001                                          | 2054-02-16      | 0.5848%  | N/A     | $151310000.00      | $267971.11         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                               | 2030-02-15      | 1.5000%  | N/A     | $2771000.00        | $2514966.39        | U.S. Treasuries (including strips)        |
| GNMA_24-4C                                           | 2054-01-20      | 7.0000%  | N/A     | $1071428.00        | $130779.41         | Agency Collateralized Mortgage Obligation |
| GNMA_19-129E                                         | 2049-10-20      | 0.0000%  | N/A     | $50000000.00       | $91359.49          | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03E                                         | 2074-01-20      | 1.4202%  | N/A     | $64724603.00       | $988698.36         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H19A                                         | 2066-08-20      | 1.6712%  | N/A     | $96882694.00       | $251786.28         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H19J                                         | 2071-12-20      | 1.7469%  | N/A     | $48740080.00       | $1861316.94        | Agency Collateralized Mortgage Obligation |
| GNMA_15-H29                                          | 2065-09-20      | 2.0522%  | N/A     | $19007000.00       | $33653.35          | Agency Collateralized Mortgage Obligation |
| GNMA_22-53                                           | 2064-06-16      | 0.7078%  | N/A     | $627000.00         | $28775.94          | Agency Collateralized Mortgage Obligation |
| GNMA_24-1F                                           | 2054-01-20      | 0.0500%  | N/A     | $9821002.00        | $25645.37          | Agency Collateralized Mortgage Obligation |
| GNMA_22-10M                                          | 2052-01-20      | 0.0000%  | N/A     | $118564246.00      | $500951.10         | Agency Collateralized Mortgage Obligation |
| GNMA_23-183B                                         | 2053-12-20      | 1.0520%  | N/A     | $20000000.00       | $375462.97         | Agency Collateralized Mortgage Obligation |
| GNMA_17-51                                           | 2059-05-16      | 0.6402%  | N/A     | $27650000.00       | $249287.47         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H11D                                         | 2071-07-20      | 0.0054%  | N/A     | $60510129.00       | $1263515.15        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H07D                                         | 2068-06-20      | 0.7573%  | N/A     | $54201893.00       | $382050.76         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H12C                                         | 2070-07-20      | 1.6923%  | N/A     | $16000000.00       | $540284.58         | Agency Collateralized Mortgage Obligation |
| GNMA_20-118                                          | 2062-06-16      | 0.8839%  | N/A     | $31982000.00       | $956036.97         | Agency Collateralized Mortgage Obligation |
| GNMA_22-179F                                         | 2052-10-20      | 1.8520%  | N/A     | $29166665.00       | $2013306.07        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183A                                         | 2053-12-20      | 7.0000%  | N/A     | $214285.00         | $39830.58          | Agency Collateralized Mortgage Obligation |
| GNMA_23-83B                                          | 2053-06-20      | 1.6520%  | N/A     | $14419313.00       | $613832.63         | Agency Collateralized Mortgage Obligation |
| GNMA_20-114                                          | 2062-09-16      | 0.8001%  | N/A     | $510000.00         | $18579.90          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2057-12-16      | 0.8534%  | N/A     | $1566000.00        | $11642.29          | Agency Collateralized Mortgage Obligation |
| GNMA_21-52                                           | 2063-04-16      | 0.7216%  | N/A     | $5905000.00        | $239082.49         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H12D                                         | 2072-06-20      | 0.7115%  | N/A     | $50000000.00       | $3448646.25        | Agency Collateralized Mortgage Obligation |
| GNMA_13-179                                          | 2055-01-16      | 0.0000%  | N/A     | $160000000.00      | $452.23            | Agency Collateralized Mortgage Obligation |
| GNMA_20-H04K                                         | 2069-05-20      | 2.3089%  | N/A     | $23503901.00       | $358210.89         | Agency Collateralized Mortgage Obligation |
| GNMA_14-105                                          | 2054-06-16      | 0.1378%  | N/A     | $5550000.00        | $42.66             | Agency Collateralized Mortgage Obligation |
| GNMA_24-30U                                          | 2054-02-20      | 2.6520%  | N/A     | $30000000.00       | $959044.56         | Agency Collateralized Mortgage Obligation |
| GNMA_22-185                                          | 2065-10-16      | 1.0223%  | N/A     | $330000.00         | $22731.38          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H14E                                         | 2067-05-20      | 0.8652%  | N/A     | $41106136.00       | $22078.51          | Agency Collateralized Mortgage Obligation |
| GNMA_22-210                                          | 2064-07-16      | 0.6990%  | N/A     | $15800000.00       | $927943.09         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51D                                          | 2064-03-20      | 0.0900%  | N/A     | $5000000.00        | $4840.54           | Agency Collateralized Mortgage Obligation |

### Security 112: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDNRA0D1
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | N/A     | $14300.00          | $14820.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $262900.00         | $166221.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $785400.00         | $724111.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $100.00            | $76.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $228228400.00      | $212164313.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $35506800.00       | $35716976.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $147100.00         | $148239.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $34085000.00       | $32972983.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $200.00            | $194.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $76307800.00       | $53573922.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $526800.00         | $521941.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | N/A     | $100.00            | $90.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $200.00            | $196.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $400.00            | $388.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $300.00            | $277.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $97500.00          | $94688.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $1326700.00        | $1204116.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $4681600.00        | $4348966.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | N/A     | $6100.00           | $6041.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $313800.00         | $311302.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $300.00            | $293.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $29741900.00       | $23658584.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $200.00            | $199.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $796200.00         | $812561.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | N/A     | $200.00            | $149.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $200.00            | $200.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | N/A     | $19847700.00       | $21290012.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $3945100.00        | $3713875.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $31585900.00       | $26984119.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | N/A     | $25900.00          | $25980.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $4547800.00        | $4480353.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | N/A     | $29936600.00       | $25878811.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $18756200.00       | $20486267.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $400.00            | $401.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | N/A     | $64500.00          | $64480.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $3718100.00        | $3635289.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $105000.00         | $102185.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-16      | 0.0000%  | N/A     | $1200.00           | $1189.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | N/A     | $185500.00         | $198983.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $8420500.00        | $7823423.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | N/A     | $100.00            | $99.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $100.00            | $95.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-23      | 0.0000%  | N/A     | $340700.00         | $338553.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-04      | 0.0000%  | N/A     | $310000.00         | $306554.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 3.1250%  | N/A     | $79100.00          | $80181.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | N/A     | $1244000.00        | $1268859.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $2937100.00        | $1735565.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $2259200.00        | $2300990.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $100.00            | $96.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | N/A     | $222400.00         | $246899.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $1579400.00        | $1470298.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $60032900.00       | $44630613.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $195700.00         | $200131.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | N/A     | $1173000.00        | $1047825.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $4967000.00        | $5152853.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $3051900.00        | $2601262.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $2047000.00        | $2003802.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $2200.00           | $2159.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $13920700.00       | $9721034.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $789400.00         | $760132.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $10271400.00       | $7901358.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | N/A     | $53970300.00       | $47121548.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $3930800.00        | $3747907.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | N/A     | $104100.00         | $101973.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $200.00            | $195.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $200.00            | $193.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-23      | 0.0000%  | N/A     | $7137600.00        | $7067829.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $100.00            | $97.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | N/A     | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | N/A     | $300.00            | $298.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $19049500.00       | $14436109.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-07      | 0.0000%  | N/A     | $4482500.00        | $4447092.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | N/A     | $300.00            | $278.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $14200.00          | $14883.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $19911300.00       | $18606309.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $180200.00         | $142468.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | N/A     | $6412300.00        | $6519408.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $1516300.00        | $1246049.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | N/A     | $341000.00         | $335197.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | N/A     | $100.00            | $98.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | N/A     | $4751200.00        | $4796394.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | N/A     | $7952500.00        | $6472403.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $355900.00         | $293266.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $300.00            | $261.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | N/A     | $1000.00           | $987.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $4041200.00        | $3884540.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $93900.00          | $99904.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | N/A     | $11300.00          | $11192.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $292000.00         | $206942.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $27100000.00       | $18103365.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | N/A     | $315000.00         | $307819.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $107400.00         | $108834.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $1642100.00        | $1353376.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $100.00            | $75.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | N/A     | $1100.00           | $1110.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $84732600.00       | $68737975.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $152600.00         | $132153.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $385400.00         | $283545.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $100.00            | $92.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $545400.00         | $504398.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $300.00            | $304.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $8795100.00        | $8029702.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $500.00            | $466.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | N/A     | $4500.00           | $4541.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $100853000.00      | $100758500.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $200.00            | $204.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | N/A     | $500.00            | $499.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | N/A     | $48283100.00       | $44929082.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $5567800.00        | $5153579.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $331600.00         | $335381.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $7207800.00        | $4752734.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | N/A     | $57100.00          | $61180.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 5.0000%  | N/A     | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $753300.00         | $777842.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | N/A     | $279800.00         | $274269.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | N/A     | $40100.00          | $40037.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | N/A     | $18900.00          | $19131.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $9379300.00        | $6739416.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $260600.00         | $252807.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $3901300.00        | $3919565.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | N/A     | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $28070100.00       | $20950060.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $149400.00         | $146138.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $100.00            | $92.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $294400.00         | $277744.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $17900000.00       | $17702551.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $98.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | N/A     | $28400.00          | $25884.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | N/A     | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $71700.00          | $70994.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $1783800.00        | $1816363.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $100.00            | $97.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $3686400.00        | $2641816.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $14472800.00       | $13308159.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | N/A     | $6100.00           | $6201.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | N/A     | $6100.00           | $6129.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $933300.00         | $860034.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $200.00            | $201.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $95200.00          | $96005.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $64599600.00       | $64681326.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $37375500.00       | $35878748.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | N/A     | $49999900.00       | $28966405.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $1100.00           | $1101.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $7428100.00        | $5598229.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $1100000.00        | $1160426.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | N/A     | $78472100.00       | $54112867.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | N/A     | $300.00            | $311.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $1000.00           | $965.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $3396600.00        | $3541687.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $200.00            | $201.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $1196300.00        | $1118849.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-25      | 0.0000%  | N/A     | $1764200.00        | $1752718.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $3000.00           | $2918.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $1660700.00        | $821276.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $100.00            | $101.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $70513800.00       | $68684084.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $49998500.00       | $40968607.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $1783400.00        | $1791628.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $87976000.00       | $75491391.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | N/A     | $160100.00         | $157021.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $11655200.00       | $12265816.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $800.00            | $890.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | N/A     | $10600.00          | $10346.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | N/A     | $3000.00           | $3009.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $657400.00         | $481827.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | N/A     | $7502300.00        | $7595506.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $102200.00         | $99922.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-28      | 0.0000%  | N/A     | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $423500.00         | $397302.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $300.00            | $169.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | N/A     | $100.00            | $98.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $5522800.00        | $5647718.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $5922100.00        | $6053174.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $58038400.00       | $57255636.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $11833500.00       | $9004112.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | N/A     | $15451100.00       | $11820727.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | N/A     | $7653800.00        | $5560025.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $23708600.00       | $16436012.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $4475100.00        | $3829405.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $2193100.00        | $2192553.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $663800.00         | $672789.25         | U.S. Treasuries (including strips) |

### Security 113: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5C97, C.4 - ISIN: US3130B5C976, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214187984.47
- **C.18.a - Value (excl. sponsor support):** $214187984.47
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QK6, C.4 - ISIN: US912797QK68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $766254.39
- **C.18.a - Value (excl. sponsor support):** $766254.39
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDNRZH71
- **C.18 - Value (incl. sponsor support):** $273000000.00
- **C.18.a - Value (excl. sponsor support):** $273000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $176467400.00      | $182809020.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $101709700.00      | $95651007.36       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDNRA0M1
- **C.18 - Value (incl. sponsor support):** $3750000000.00
- **C.18.a - Value (excl. sponsor support):** $3750000000.00
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 07.000 CLQY8699 | 2055-07-01      | 7.0000%  | N/A     | $1024.00           | $1083.31           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7614 | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $540.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR3198 | 2043-03-01      | 3.5000%  | N/A     | $1000.00           | $170.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV0953 | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1868.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO5885 | 2042-06-01      | 3.5000%  | N/A     | $2016.00           | $235.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH1440 | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $619.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1675 | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $830.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ7047 | 2042-12-01      | 3.5000%  | N/A     | $2000.00           | $481.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBR8552 | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $420.99            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6336 | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $719.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $799.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6805 | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $274.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  | N/A     | $1008.00           | $822.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0044 | 2051-04-01      | 3.0000%  | N/A     | $1024.00           | $578.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC6941 | 2046-03-01      | 4.0000%  | N/A     | $1000.00           | $358.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE8783 | 2047-06-01      | 4.5000%  | N/A     | $1000.00           | $196.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8800 | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $569.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8722 | 2052-08-01      | 5.0000%  | N/A     | $1237130.00        | $1051298.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB0203 | 2054-01-01      | 6.5000%  | N/A     | $2024.00           | $1884.71           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  | N/A     | $3016.00           | $1659.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  | N/A     | $6144.00           | $5827.59           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA4392 | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $887.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5269 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $814.33            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD6717 | 2055-03-01      | 7.0000%  | N/A     | $2000.00           | $2118.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  | N/A     | $4096.00           | $13.09             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9609 | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $587.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2204 | 2052-11-01      | 5.0000%  | N/A     | $1008.00           | $818.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  | N/A     | $1024.00           | $789.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  | N/A     | $1088.00           | $1034.12           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  | N/A     | $2000.00           | $471.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880316 | 2036-04-01      | 6.0000%  | N/A     | $1000.00           | $3.91              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5877 | 2049-12-01      | 3.5000%  | N/A     | $2261430.00        | $765039.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4960 | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $948.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  | N/A     | $1008.00           | $240.46            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8748 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $774.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6172 | 2048-09-01      | 4.5000%  | N/A     | $3000.00           | $923.68            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  | N/A     | $4056.00           | $2156.73           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0578 | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $809.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4515 | 2053-08-01      | 6.5000%  | N/A     | $1001.00           | $917.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  | N/A     | $1040.00           | $543.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC6508 | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $868.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0365 | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $676.30            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58384 G | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $126.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD5192 | 2046-07-01      | 3.5000%  | N/A     | $1000.00           | $213.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4284 | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $198.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7201 | 2045-08-01      | 3.5000%  | N/A     | $4218.00           | $799.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7580 | 2046-07-01      | 3.0000%  | N/A     | $1024.00           | $147.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9748 | 2053-09-01      | 6.5000%  | N/A     | $2000.00           | $1419.21           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH3270 | 2047-11-01      | 4.5000%  | N/A     | $2000.00           | $751.78            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6539 | 2053-07-01      | 6.5000%  | N/A     | $3000.00           | $1305.66           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9977 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1017.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4706 | 2045-04-01      | 3.5000%  | N/A     | $1024.00           | $217.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1648 | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $669.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8541 | 2054-05-01      | 6.0000%  | N/A     | $2024.00           | $1895.79           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $445.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3506 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $885.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD0223 | 2039-05-01      | 6.0000%  | N/A     | $1024.00           | $10.56             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8387 | 2040-05-01      | 3.5000%  | N/A     | $1000.00           | $941.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR8634 | 2043-03-01      | 4.0000%  | N/A     | $1000.00           | $227.36            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62386 G | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $144.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3912 | 2053-01-01      | 6.0000%  | N/A     | $2000.00           | $1414.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6992 | 2053-07-01      | 5.5000%  | N/A     | $3000.00           | $2954.53           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH4967 | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $941.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7983 | 2050-12-01      | 2.0000%  | N/A     | $252637899.00      | $135925787.43      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8925 | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $564.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8724 | 2054-06-01      | 6.5000%  | N/A     | $1024.00           | $901.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7935 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $862.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1882 | 2053-06-01      | 4.5000%  | N/A     | $5000.00           | $4610.95           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0283 | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $315.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU2688 | 2043-07-01      | 4.0000%  | N/A     | $1000.00           | $110.26            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0828 | 2051-06-01      | 2.0000%  | N/A     | $19509331.00       | $11592985.41       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7786 | 2049-12-01      | 3.5000%  | N/A     | $3000.00           | $1218.83           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9404 | 2051-03-01      | 2.0000%  | N/A     | $1120.00           | $645.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6402 | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $1015.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7656 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $954.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9274 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $737.88            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62126 G | 2049-03-01      | 4.0000%  | N/A     | $1003.00           | $157.27            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q57806 G | 2048-08-01      | 5.0000%  | N/A     | $1000.00           | $326.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1592 | 2055-05-01      | 5.5000%  | N/A     | $93946216.00       | $93754085.29       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7860 | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $583.08            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8821 | 2051-02-01      | 2.0000%  | N/A     | $2048.00           | $1210.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3392 | 2053-06-01      | 5.0000%  | N/A     | $1053320.00        | $862476.67         | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQI8886 | 2054-07-01      | 7.5000%  | N/A     | $1000.00           | $1072.31           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0399 | 2049-06-01      | 4.5000%  | N/A     | $1000.00           | $417.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ7190 | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $200.02            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIQO3738 | 2040-06-01      | 4.5000%  | N/A     | $2000.00           | $1977.47           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $810.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBT8059 | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $680.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8364 | 2054-04-01      | 6.5000%  | N/A     | $1024.00           | $899.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4912 | 2052-10-01      | 5.5000%  | N/A     | $1024.00           | $828.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  | N/A     | $5000.00           | $3225.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  | N/A     | $7472.00           | $35.11             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7761 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $597.92            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48174 G | 2047-05-01      | 4.0000%  | N/A     | $2574428.00        | $647826.37         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3059 | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $982.97            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  | N/A     | $110000000.00      | $425968.76         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7337 | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $697.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1298 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1028.79           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7375 | 2053-08-01      | 6.5000%  | N/A     | $2000.00           | $1409.22           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7798 | 2050-11-01      | 2.0000%  | N/A     | $1280.00           | $652.44            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2555 | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $688.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7596 | 2050-11-01      | 2.0000%  | N/A     | $1248.00           | $758.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2139 | 2053-06-01      | 6.5000%  | N/A     | $2000.00           | $1639.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP959967 | 2037-11-01      | 6.0000%  | N/A     | $1280.00           | $1.87              | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0932 | 2036-07-01      | 2.0000%  | N/A     | $1024.00           | $557.41            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9451 | 2053-07-01      | 6.0000%  | N/A     | $2000.00           | $1715.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9898 | 2052-10-01      | 4.5000%  | N/A     | $2000.00           | $1645.70           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8300 | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $875.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8999 | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $937.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0308 | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $994.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4364 | 2052-08-01      | 3.5000%  | N/A     | $1024.00           | $760.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0814 | 2053-04-01      | 5.5000%  | N/A     | $2000.00           | $1348.46           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCB0131 | 2051-04-01      | 1.5000%  | N/A     | $1000.00           | $548.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0505 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $788.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  | N/A     | $3001.00           | $1472.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7243 | 2048-10-01      | 4.5000%  | N/A     | $2000.00           | $876.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9850 | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $1028.84           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3665 | 2052-06-01      | 5.0000%  | N/A     | $1083698.00        | $833767.34         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0069 | 2051-04-01      | 2.0000%  | N/A     | $2048.00           | $1154.34           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | N/A     | $1008.00           | $493.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8300 | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $445.40            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8519 | 2051-01-01      | 2.0000%  | N/A     | $2288.00           | $1213.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8971 | 2051-02-01      | 3.0000%  | N/A     | $1000.00           | $454.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2099 | 2051-11-01      | 3.0000%  | N/A     | $2048.00           | $1408.54           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG3810 | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $288.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $853.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | N/A     | $2048.00           | $1838.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5506 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $761.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP891423 | 2036-03-01      | 6.0000%  | N/A     | $3072.00           | $3.72              | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9033 | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $578.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP880419 | 2036-12-01      | 5.5000%  | N/A     | $1024.00           | $1.19              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD5369 | 2047-06-01      | 4.0000%  | N/A     | $1470714.00        | $652886.78         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU3981 | 2053-04-01      | 6.5000%  | N/A     | $1008.00           | $818.42            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17688 G | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $46.53             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8587 | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1588.74           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6622 | 2052-01-01      | 2.5000%  | N/A     | $1008.00           | $651.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4273 | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $994.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3655 | 2052-12-01      | 5.5000%  | N/A     | $5000.00           | $4855.50           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8752 | 2051-01-01      | 2.0000%  | N/A     | $2048.00           | $1114.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2159 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $657.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | N/A     | $1000.00           | $207.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  | N/A     | $2000.00           | $363.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8899 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $603.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6871 | 2035-08-01      | 2.5000%  | N/A     | $1000.00           | $421.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | N/A     | $2049.00           | $1608.92           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR9386 | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $383.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3864 | 2049-03-01      | 4.5000%  | N/A     | $8600.00           | $2276.43           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q52693 G | 2047-12-01      | 4.0000%  | N/A     | $3447332.00        | $810402.96         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6923 | 2053-08-01      | 6.0000%  | N/A     | $1024.00           | $858.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | N/A     | $1000.00           | $108.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5167 | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $990.89            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7496 | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $756.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8866 | 2048-09-01      | 4.5000%  | N/A     | $4024.00           | $792.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0191 | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $569.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  | N/A     | $1303.00           | $1225.04           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | N/A     | $1000.00           | $22.98             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7743 | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $600.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6217 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $907.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1585 | 2038-04-01      | 4.0000%  | N/A     | $1008.00           | $223.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5744 | 2050-05-01      | 3.5000%  | N/A     | $1024.00           | $495.49            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6701 | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $810.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR9350 | 2043-02-01      | 4.0000%  | N/A     | $1000.00           | $384.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2375 | 2049-11-01      | 4.0000%  | N/A     | $2003.00           | $139.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX8093 | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $714.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | N/A     | $57632000.00       | $47889753.68       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5954 | 2053-10-01      | 6.0000%  | N/A     | $32833472.00       | $26702759.44       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC2687 | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $641.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1005 | 2048-01-01      | 4.0000%  | N/A     | $14983.00          | $4285.27           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q20299 G | 2043-07-01      | 4.0000%  | N/A     | $1000.00           | $136.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0756 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1014.47           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  | N/A     | $2016.00           | $1540.92           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8594 | 2051-01-01      | 2.5000%  | N/A     | $2024.00           | $1179.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $111.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9349 | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $2013.21           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ8465 | 2041-12-01      | 4.0000%  | N/A     | $1024.00           | $95.36             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8011 | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $530.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  | N/A     | $3000.00           | $2509.62           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA1914 | 2038-06-01      | 4.5000%  | N/A     | $1000.00           | $273.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3658 | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $849.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9194 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $938.10            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  | N/A     | $2288.00           | $2313.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6715 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1025.72           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF7800 | 2053-02-01      | 6.5000%  | N/A     | $2000.00           | $1550.63           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7341 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $532.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBP1033 | 2050-01-01      | 4.0000%  | N/A     | $1000.00           | $259.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5313 | 2048-03-01      | 3.5000%  | N/A     | $2048.00           | $570.65            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q36591 G | 2045-10-01      | 4.0000%  | N/A     | $1000.00           | $112.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP880413 | 2036-10-01      | 6.0000%  | N/A     | $2120.00           | $5.34              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  | N/A     | $3000.00           | $2595.65           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBW2333 | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1698.73           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT3038 | 2043-04-01      | 3.0000%  | N/A     | $1008.00           | $182.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5799 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1002.12           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4560 | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $74.01             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1784 | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $639.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3978 | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $277.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0351 | 2051-05-01      | 2.0000%  | N/A     | $2040.00           | $1172.25           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC5707 | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $943.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6979 | 2054-11-01      | 5.5000%  | N/A     | $7991413.00        | $7803403.34        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTCA7425 | 2040-10-01      | 2.0000%  | N/A     | $1024.00           | $563.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1248 | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1742.75           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1099 | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1022.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  | N/A     | $3000.00           | $1226.59           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9397 | 2051-03-01      | 2.0000%  | N/A     | $1024.00           | $580.46            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3591 | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $395.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  | N/A     | $1000.00           | $205.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | N/A     | $1008.00           | $921.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL851161 | 2036-04-01      | 6.0000%  | N/A     | $1011.00           | $11.11             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $579.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7641 | 2055-05-01      | 6.0000%  | N/A     | $2000.00           | $2043.74           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8578 | 2051-01-01      | 2.0000%  | N/A     | $3048.00           | $1580.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9527 | 2052-10-01      | 5.0000%  | N/A     | $3000.00           | $1111.86           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS1336 | 2043-12-01      | 4.5000%  | N/A     | $1024.00           | $48.18             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA3095 | 2046-01-01      | 3.5000%  | N/A     | $1019.00           | $170.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3220 | 2048-01-01      | 4.5000%  | N/A     | $1008.00           | $277.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2634 | 2048-11-01      | 4.5000%  | N/A     | $43965171.00       | $10314103.17       | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q62009 G | 2049-03-01      | 5.0000%  | N/A     | $1000.00           | $457.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8524 | 2051-01-01      | 2.0000%  | N/A     | $1008.00           | $549.26            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAL2748 | 2031-08-01      | 4.5000%  | N/A     | $3058.00           | $183.97            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q53573 G | 2048-01-01      | 4.5000%  | N/A     | $2173820.00        | $725726.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBT7961 | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $660.22            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA2074 | 2038-07-01      | 4.0000%  | N/A     | $1008.00           | $217.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV2815 | 2052-02-01      | 3.5000%  | N/A     | $2000.00           | $1328.45           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0570 | 2051-04-01      | 2.5000%  | N/A     | $5786391.00        | $3149702.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0358 | 2047-04-01      | 4.0000%  | N/A     | $2000.00           | $376.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ9244 | 2045-10-01      | 4.0000%  | N/A     | $1000.00           | $163.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6879 | 2048-07-01      | 4.5000%  | N/A     | $2000.00           | $509.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | N/A     | $2000.00           | $378.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5471 | 2049-01-01      | 4.5000%  | N/A     | $3557693.00        | $620097.94         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $814.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2824 | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $675.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2451 | 2052-06-01      | 3.0000%  | N/A     | $2008.00           | $1504.35           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH9886 | 2047-10-01      | 3.5000%  | N/A     | $1000.00           | $221.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6291 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1019.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8370 | 2052-08-01      | 5.0000%  | N/A     | $4000.00           | $3231.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7612 | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $951.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4665 | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $887.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8941 | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $548.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3010 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1031.11           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  | N/A     | $1021.00           | $850.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6952 | 2049-02-01      | 4.5000%  | N/A     | $5001.00           | $1166.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAH4474 | 2041-01-01      | 4.0000%  | N/A     | $4816.00           | $305.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2074 | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $763.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1750 | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $990.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3601 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $212.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4311 | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $728.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1348 | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $829.67            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q55635 G | 2048-04-01      | 4.5000%  | N/A     | $1024.00           | $289.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7498 | 2053-11-01      | 6.0000%  | N/A     | $68357247.00       | $59167906.95       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0843 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1047.84           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO5233 | 2050-01-01      | 3.5000%  | N/A     | $2001.00           | $658.85            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTRB5175 | 2042-08-01      | 4.0000%  | N/A     | $1000.00           | $699.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1142 | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $748.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7905 | 2053-10-01      | 5.5000%  | N/A     | $1024.00           | $903.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV4119 | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $665.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3278 | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1040.82           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q51255 G | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $270.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO6102 | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $178.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5592 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $806.19            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535533 | 2030-10-01      | 8.0000%  | N/A     | $1784.00           | $0.88              | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7227 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $725.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY5041 | 2053-07-01      | 4.5000%  | N/A     | $3000.00           | $2783.27           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8725 | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $538.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD0976 | 2046-04-01      | 4.5000%  | N/A     | $3363023.00        | $352083.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $192.84            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF9069 | 2053-03-01      | 6.5000%  | N/A     | $1000.00           | $684.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8831 | 2054-07-01      | 5.5000%  | N/A     | $4048.00           | $3790.10           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7247 | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $243.99            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5879 | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $408.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1704 | 2055-05-01      | 6.0000%  | N/A     | $2019.00           | $2071.79           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q49304 G | 2047-07-01      | 4.0000%  | N/A     | $1000.00           | $371.64            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8749 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $274.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  | N/A     | $2000.00           | $1601.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA1280 | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $835.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $778.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | N/A     | $1024.00           | $912.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6202 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $618.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5777 | 2052-12-01      | 6.0000%  | N/A     | $3000.00           | $2329.80           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59890 G | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $283.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP891142 | 2036-06-01      | 6.0000%  | N/A     | $24220567.00       | $113327.73         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF3201 | 2052-11-01      | 4.5000%  | N/A     | $2000.00           | $1599.63           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  | N/A     | $4122.00           | $10.11             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5077 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $931.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4499 | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $1001.94           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5511 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $840.24            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q20297 G | 2043-07-01      | 4.0000%  | N/A     | $1000.00           | $167.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF5227 | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $699.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1017 | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $595.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  | N/A     | $12578.00          | $12333.75          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1829 | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $699.97            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5948 | 2053-02-01      | 6.0000%  | N/A     | $3000.00           | $1919.27           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8769 | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $896.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2041 | 2048-07-01      | 4.0000%  | N/A     | $8196302.00        | $2152428.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP878451 | 2036-08-01      | 6.5000%  | N/A     | $1072.00           | $1.60              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9008 | 2048-09-01      | 4.5000%  | N/A     | $4000.00           | $1170.04           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA2916 | 2047-02-01      | 4.0000%  | N/A     | $3262510.00        | $586881.60         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC7201 | 2054-11-01      | 5.5000%  | N/A     | $2001.00           | $1583.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD7728 | 2055-05-01      | 4.5000%  | N/A     | $1000.00           | $953.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3794 | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $1015.72           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8004 | 2046-09-01      | 3.0000%  | N/A     | $3045.00           | $413.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT2780 | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $109.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3596 | 2048-08-01      | 4.5000%  | N/A     | $2000.00           | $221.81            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8358 | 2054-04-01      | 6.5000%  | N/A     | $2032.00           | $1572.26           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  | N/A     | $1024.00           | $842.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 REBM6499 | 2048-10-01      | 3.0000%  | N/A     | $1000.00           | $243.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1293 | 2048-10-01      | 4.5000%  | N/A     | $2000.00           | $883.37            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17383 G | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $112.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  | N/A     | $1000.00           | $350.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICB1486 | 2036-06-01      | 3.0000%  | N/A     | $1000.00           | $371.90            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q50600 G | 2047-09-01      | 4.0000%  | N/A     | $1724556.00        | $532037.86         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  | N/A     | $1024.00           | $504.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0941 | 2036-06-01      | 2.5000%  | N/A     | $1024.00           | $578.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7385 | 2052-08-01      | 5.0000%  | N/A     | $4000.00           | $2886.43           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $724.80            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6337 | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $974.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5437 | 2044-05-01      | 4.0000%  | N/A     | $1000.00           | $243.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTBM5460 | 2035-01-01      | 3.5000%  | N/A     | $1000.00           | $212.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY1966 | 2053-05-01      | 6.0000%  | N/A     | $3000.00           | $1847.91           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7609 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $609.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7033 | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1014.15           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5342 | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $1021.67           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6490 | 2050-07-01      | 2.0000%  | N/A     | $2000.00           | $912.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9533 | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $544.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9288 | 2051-02-01      | 2.5000%  | N/A     | $1024.00           | $577.25            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8683 | 2051-01-01      | 2.0000%  | N/A     | $3120.00           | $1660.80           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW4160 | 2052-08-01      | 5.0000%  | N/A     | $2001.00           | $933.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  | N/A     | $1008.00           | $889.75            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5818 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $787.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | N/A     | $1024.00           | $757.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2209 | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $931.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9937 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1017.86           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTBM3253 | 2037-12-01      | 2.5000%  | N/A     | $1000.00           | $164.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  | N/A     | $25556563.00       | $23661900.64       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRBC3492 | 2046-02-01      | 3.5000%  | N/A     | $1000.00           | $488.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5851 | 2052-09-01      | 4.5000%  | N/A     | $3048.00           | $2271.37           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3845 | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $741.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL3425 | 2043-03-01      | 3.5000%  | N/A     | $1000.00           | $169.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH4580 | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $862.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8832 | 2054-07-01      | 5.5000%  | N/A     | $1008.00           | $936.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8244 | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $120.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  | N/A     | $10839432.00       | $9531391.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  | N/A     | $4000.00           | $3061.26           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0512 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $744.22            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8523 | 2051-01-01      | 2.0000%  | N/A     | $1024.00           | $564.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5883 | 2049-12-01      | 3.5000%  | N/A     | $2000.00           | $786.19            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBX1940 | 2053-01-01      | 7.0000%  | N/A     | $1000.00           | $466.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3342 | 2049-04-01      | 4.5000%  | N/A     | $7395424.00        | $1592689.94        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08813 G | 2048-05-01      | 3.5000%  | N/A     | $1000.00           | $116.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE1019 | 2055-06-01      | 4.5000%  | N/A     | $1000.00           | $955.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7929 | 2049-07-01      | 3.5000%  | N/A     | $3000.00           | $1519.13           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ3099 | 2050-10-01      | 3.0000%  | N/A     | $2000.00           | $697.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8177 | 2054-03-01      | 6.5000%  | N/A     | $1008.00           | $861.62            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0862 | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1386.52           | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | N/A     | $28341.00          | $652.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $805.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $679.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC4421 | 2046-03-01      | 4.0000%  | N/A     | $1000.00           | $165.05            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5746 | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $371.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9892 | 2052-05-01      | 3.5000%  | N/A     | $1024.00           | $747.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8083 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $791.71            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17730 G | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $184.72            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA6187 | 2050-01-01      | 4.0000%  | N/A     | $1000.00           | $136.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2948 | 2047-11-01      | 4.0000%  | N/A     | $2000.00           | $526.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7050 | 2053-09-01      | 5.5000%  | N/A     | $84216082.00       | $71032865.35       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $867.80            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9702 | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $792.45            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48220 G | 2047-05-01      | 4.0000%  | N/A     | $1366346.00        | $231700.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  | N/A     | $59090.00          | $33489.30          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0529 | 2049-06-01      | 3.5000%  | N/A     | $997999.00         | $239507.18         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0585 | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $559.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2146 | 2053-10-01      | 5.0000%  | N/A     | $2000.00           | $1686.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | N/A     | $9609984.00        | $9213035.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9013 | 2053-08-01      | 6.0000%  | N/A     | $3000.00           | $2168.79           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0926 | 2036-07-01      | 2.0000%  | N/A     | $2347.00           | $1285.67           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8369 | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $710.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6070 | 2053-04-01      | 5.5000%  | N/A     | $5134.00           | $4246.01           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE5867 | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $491.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2167 | 2048-08-01      | 4.5000%  | N/A     | $1024.00           | $318.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7360 | 2053-09-01      | 6.5000%  | N/A     | $2000.00           | $1620.59           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9275 | 2053-10-01      | 6.0000%  | N/A     | $2000.00           | $1035.75           | Agency Mortgage-Backed Securities  |
| 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | N/A     | $24998400.00       | $25714723.18       | U.S. Treasuries (including strips) |
| FNMS 04.500 CLBU5069 | 2054-09-01      | 4.5000%  | N/A     | $1000.00           | $937.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBM7727 | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $853.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  | N/A     | $2048.00           | $1476.71           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6907 | 2050-09-01      | 2.0000%  | N/A     | $351733482.00      | $174204336.56      | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP881738 | 2036-03-01      | 6.5000%  | N/A     | $1024.00           | $5.60              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1627 | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1026.25           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7945 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $941.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7875 | 2055-04-01      | 6.0000%  | N/A     | $2000.00           | $1805.62           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6785 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $612.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR9367 | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $121.95            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8359 | 2040-01-01      | 3.5000%  | N/A     | $1000.00           | $918.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I3BF0292 | 2048-05-01      | 3.0000%  | N/A     | $2000.00           | $806.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL882005 | 2036-04-01      | 6.0000%  | N/A     | $1024.00           | $12.20             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA1968 | 2049-08-01      | 4.0000%  | N/A     | $19019555.00       | $5958933.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9850 | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $799.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW6230 | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $775.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8948 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $882.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD8003 | 2046-09-01      | 3.5000%  | N/A     | $1000.00           | $148.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7696 | 2053-07-01      | 5.5000%  | N/A     | $2000.00           | $1758.63           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK2042 | 2048-05-01      | 4.5000%  | N/A     | $1024.00           | $217.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5864 | 2053-03-01      | 6.5000%  | N/A     | $1024.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $927.05            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL889711 | 2038-07-01      | 6.5000%  | N/A     | $3000.00           | $24.98             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8631 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $765.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  | N/A     | $1000.00           | $135.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0434 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $759.14            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2836 | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $1068.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  | N/A     | $6688416.00        | $6827651.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2458 | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1008.18           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2672 | 2055-04-01      | 7.0000%  | N/A     | $2000.00           | $2125.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7541 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $919.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP995218 | 2038-10-01      | 6.5000%  | N/A     | $70617782.00       | $20737.13          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL881723 | 2036-03-01      | 6.0000%  | N/A     | $1024.00           | $6.70              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH3067 | 2047-05-01      | 4.5000%  | N/A     | $3000.00           | $1000.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL940767 | 2037-06-01      | 6.0000%  | N/A     | $4322.00           | $24.63             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4013 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1014.57           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ4616 | 2042-11-01      | 3.0000%  | N/A     | $2000.00           | $128.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9016 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $916.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3385 | 2052-12-01      | 5.5000%  | N/A     | $5000.00           | $4070.66           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q58355 G | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $156.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0021 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $941.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I3BF0293 | 2048-07-01      | 3.0000%  | N/A     | $1000.00           | $252.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1699 | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $756.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAV2354 | 2044-01-01      | 3.5000%  | N/A     | $2000.00           | $227.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  | N/A     | $5256.00           | $4884.03           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2559 | 2047-05-01      | 3.0000%  | N/A     | $1000.00           | $761.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6884 | 2053-08-01      | 6.5000%  | N/A     | $87250258.00       | $68188219.57       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  | N/A     | $1000.00           | $771.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6905 | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $862.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3117 | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $667.87            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC P51359 G | 2036-10-01      | 5.5000%  | N/A     | $4277787.00        | $272230.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4970 | 2052-10-01      | 5.5000%  | N/A     | $2000.00           | $1671.54           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852707 | 2036-01-01      | 6.0000%  | N/A     | $1024.00           | $7.81              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 GLCB5115 | 2052-11-01      | 6.0000%  | N/A     | $1001.00           | $901.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9301 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1022.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9431 | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $595.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6397 | 2055-04-01      | 6.0000%  | N/A     | $1008.00           | $970.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP2917 | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $162.61            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58037 G | 2048-08-01      | 5.0000%  | N/A     | $1000.00           | $395.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP880456 | 2036-04-01      | 6.0000%  | N/A     | $1000.00           | $4.51              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR6280 | 2043-03-01      | 3.5000%  | N/A     | $2016.00           | $189.65            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB3610 | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $495.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5429 | 2049-01-01      | 4.5000%  | N/A     | $1024.00           | $199.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1238 | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $640.66            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58035 G | 2048-08-01      | 5.0000%  | N/A     | $1000.00           | $307.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAC6616 | 2039-11-01      | 5.5000%  | N/A     | $3109.00           | $83.03             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9931 | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1411.71           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT4918 | 2043-05-01      | 4.0000%  | N/A     | $1000.00           | $114.34            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q11599 G | 2042-10-01      | 4.0000%  | N/A     | $1000.00           | $123.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO0315 | 2049-05-01      | 4.5000%  | N/A     | $1001.00           | $336.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5292 | 2052-12-01      | 5.5000%  | N/A     | $34368057.00       | $23710443.45       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | N/A     | $1008.00           | $798.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U6BF0500 | 2054-12-01      | 3.0000%  | N/A     | $1000.00           | $556.79            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA2503 | 2053-12-01      | 7.0000%  | N/A     | $1000.00           | $705.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO0299 | 2049-05-01      | 4.5000%  | N/A     | $3000.00           | $448.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA5361 | 2050-03-01      | 4.0000%  | N/A     | $1024.00           | $380.86            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q35715 G | 2045-09-01      | 4.5000%  | N/A     | $1000.00           | $177.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBK5178 | 2048-05-01      | 3.0000%  | N/A     | $1000.00           | $350.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0117 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $819.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $843.53            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8029 | 2054-02-01      | 7.0000%  | N/A     | $1008.00           | $867.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  | N/A     | $5000.00           | $4441.45           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $674.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2039 | 2048-07-01      | 4.0000%  | N/A     | $1024.00           | $77.56             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8393 | 2053-04-01      | 6.0000%  | N/A     | $2000.00           | $1504.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5521 | 2054-11-01      | 5.0000%  | N/A     | $1008.00           | $979.11            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1250 | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $321.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $760.41            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI4862 | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $892.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC9737 | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $956.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8911 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $625.51            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP885032 | 2036-05-01      | 6.5000%  | N/A     | $67897417.00       | $37715.96          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY9493 | 2053-08-01      | 5.0000%  | N/A     | $2000.00           | $1845.72           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBT8030 | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $852.28            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q57312 G | 2048-05-01      | 4.0000%  | N/A     | $1000.00           | $155.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU3058 | 2051-12-01      | 2.5000%  | N/A     | $2000.00           | $1356.95           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ8457 | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $595.36            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1452 | 2040-04-01      | 6.0000%  | N/A     | $1000.00           | $904.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | N/A     | $1024.00           | $366.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6764 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $961.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA1611 | 2043-09-01      | 4.0000%  | N/A     | $3000.00           | $432.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD3221 | 2055-01-01      | 5.5000%  | N/A     | $2000.00           | $2019.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP923294 | 2037-04-01      | 6.0000%  | N/A     | $1032.00           | $8.16              | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  | N/A     | $3000.00           | $1637.00           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6930 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $783.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF4791 | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $730.65            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA2150 | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $346.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2231 | 2052-12-01      | 4.5000%  | N/A     | $2000.00           | $1523.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839 | 2053-08-01      | 6.0000%  | N/A     | $1024.00           | $916.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL934095 | 2038-07-01      | 6.5000%  | N/A     | $3115.00           | $25.43             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887038 | 2036-08-01      | 6.0000%  | N/A     | $4072.00           | $24.04             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q05155 G | 2041-12-01      | 4.0000%  | N/A     | $1000.00           | $98.35             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9860 | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $756.66            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U93186 G | 2046-09-01      | 3.5000%  | N/A     | $1000.00           | $336.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7821 | 2049-05-01      | 4.5000%  | N/A     | $2000.00           | $373.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS5038 | 2045-05-01      | 4.0000%  | N/A     | $1000.00           | $159.96            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8928 | 2051-02-01      | 2.0000%  | N/A     | $2024.00           | $1147.80           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CICB6379 | 2038-05-01      | 5.5000%  | N/A     | $1000.00           | $750.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  | N/A     | $1000.00           | $12.34             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7086 | 2052-11-01      | 5.0000%  | N/A     | $3000.00           | $2642.52           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5157 | 2052-11-01      | 6.5000%  | N/A     | $1008.00           | $791.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8076 | 2052-08-01      | 5.0000%  | N/A     | $1001.00           | $944.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7362 | 2050-10-01      | 2.5000%  | N/A     | $4064.00           | $1851.11           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6180 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $375.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0059 | 2051-04-01      | 2.0000%  | N/A     | $1024.00           | $576.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | N/A     | $1024.00           | $306.68            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q24793 G | 2044-02-01      | 4.0000%  | N/A     | $1008.00           | $129.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $227.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2188 | 2052-11-01      | 5.5000%  | N/A     | $4000.00           | $2846.59           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6868 | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $855.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBN5968 | 2034-07-01      | 3.0000%  | N/A     | $1000.00           | $155.96            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA7038 | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $447.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  | N/A     | $3000.00           | $659.84            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1590 | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $1059.96           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC1955 | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $496.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7567 | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $497.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8750 | 2051-02-01      | 2.0000%  | N/A     | $2064.00           | $1202.64           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO0210 | 2042-05-01      | 4.0000%  | N/A     | $1008.00           | $71.04             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH2159 | 2053-10-01      | 6.0000%  | N/A     | $2923988.00        | $2778703.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9280 | 2053-06-01      | 6.0000%  | N/A     | $1024.00           | $860.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I3BF0163 | 2046-11-01      | 5.0000%  | N/A     | $2000.00           | $363.66            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 NP889809 | 2037-10-01      | 7.0000%  | N/A     | $2048.00           | $8.28              | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  | N/A     | $2001.00           | $1432.28           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0300 | 2051-05-01      | 2.0000%  | N/A     | $1024.00           | $592.69            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1225 | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $305.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP940659 | 2037-09-01      | 6.5000%  | N/A     | $1024.00           | $2.26              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4494 | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $851.99            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q57334 G | 2048-05-01      | 4.0000%  | N/A     | $1000.00           | $305.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $437.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8980 | 2054-06-01      | 5.0000%  | N/A     | $1000.00           | $966.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  | N/A     | $3104.00           | $19.49             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9785 | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $700.64            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62796 G | 2049-04-01      | 4.0000%  | N/A     | $1000.00           | $475.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3121 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $973.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6879 | 2053-08-01      | 6.0000%  | N/A     | $59842910.00       | $46191874.91       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9899 | 2052-10-01      | 4.5000%  | N/A     | $4018.00           | $2532.11           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6255 | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $587.58            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX6849 | 2055-02-01      | 7.0000%  | N/A     | $1000.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0813 | 2047-11-01      | 3.5000%  | N/A     | $6077.00           | $1134.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5811 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $667.45            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q57805 G | 2048-08-01      | 5.0000%  | N/A     | $1000.00           | $104.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2627 | 2052-01-01      | 2.5000%  | N/A     | $2024.00           | $1308.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NQ889153 | 2037-12-01      | 5.5000%  | N/A     | $5112.00           | $28.06             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  | N/A     | $2000.00           | $362.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9955 | 2052-09-01      | 5.0000%  | N/A     | $5300.00           | $3185.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4627 | 2052-09-01      | 5.0000%  | N/A     | $2001.00           | $1392.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0053 | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1003.95           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q51218 G | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $287.16            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58368 G | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $242.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7738 | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1007.89           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2679 | 2054-10-01      | 6.0000%  | N/A     | $2000.00           | $2009.65           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $555.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | N/A     | $2000.00           | $1607.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $709.88            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCA8455 | 2051-01-01      | 1.5000%  | N/A     | $1000.00           | $519.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW6028 | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $869.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  | N/A     | $2559888.00        | $2465335.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8625 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $923.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE8609 | 2047-03-01      | 4.0000%  | N/A     | $1000.00           | $150.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  | N/A     | $1024.00           | $724.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0729 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $660.03            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62759 G | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $288.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3166 | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $773.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7933 | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $406.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $851.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP940520 | 2037-07-01      | 6.5000%  | N/A     | $3086.00           | $23.63             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8838 | 2054-07-01      | 5.5000%  | N/A     | $3000.00           | $2868.20           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6038 | 2050-06-01      | 2.5000%  | N/A     | $3024.00           | $1295.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1971 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $723.99            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4526 | 2054-10-01      | 6.5000%  | N/A     | $2000.00           | $2068.63           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q34969 G | 2045-07-01      | 4.5000%  | N/A     | $1008.00           | $190.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP913968 | 2037-02-01      | 6.5000%  | N/A     | $2042.00           | $16.10             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4602 | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $768.96            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81158 G | 2044-05-01      | 4.0000%  | N/A     | $1000.00           | $238.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL4769 | 2044-01-01      | 5.0000%  | N/A     | $1000.00           | $74.96             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0389 | 2051-05-01      | 2.5000%  | N/A     | $1024.00           | $572.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  | N/A     | $2016.00           | $290.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  | N/A     | $3000.00           | $2681.98           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRBM4482 | 2043-01-01      | 4.0000%  | N/A     | $1000.00           | $237.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5708 | 2053-01-01      | 5.5000%  | N/A     | $3000.00           | $2421.52           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4344 | 2045-01-01      | 3.5000%  | N/A     | $1024.00           | $107.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  | N/A     | $2000.00           | $1356.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4800 | 2045-04-01      | 3.5000%  | N/A     | $2048.00           | $479.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $937.93            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQN8902 | 2036-12-01      | 2.0000%  | N/A     | $1024.00           | $630.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  | N/A     | $1000.00           | $865.68            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9372 | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $1043.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6083 | 2053-04-01      | 5.5000%  | N/A     | $1033.00           | $920.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0533 | 2055-06-01      | 5.5000%  | N/A     | $3125931.00        | $3140128.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880422 | 2036-04-01      | 6.0000%  | N/A     | $1024.00           | $11.74             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7899 | 2052-08-01      | 4.5000%  | N/A     | $2000.00           | $1641.69           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9294 | 2051-02-01      | 2.5000%  | N/A     | $2304.00           | $1240.31           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q31066 G | 2045-02-01      | 4.0000%  | N/A     | $1000.00           | $124.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAO4116 | 2042-06-01      | 3.0000%  | N/A     | $2000.00           | $199.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7860 | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $271.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ1081 | 2048-01-01      | 4.5000%  | N/A     | $1000.00           | $344.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV8875 | 2044-12-01      | 4.0000%  | N/A     | $1000.00           | $238.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9831 | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $86.25             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q06568 G | 2042-03-01      | 4.0000%  | N/A     | $1000.00           | $191.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  | N/A     | $3226574.00        | $2814141.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL871311 | 2036-05-01      | 6.0000%  | N/A     | $1024.00           | $2.21              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAU9356 | 2043-11-01      | 4.0000%  | N/A     | $1000.00           | $260.07            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995301 | 2038-11-01      | 6.0000%  | N/A     | $4096.00           | $58.80             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q57476 G | 2048-07-01      | 4.0000%  | N/A     | $1000.00           | $333.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8142 | 2054-03-01      | 5.5000%  | N/A     | $1024.00           | $863.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3948 | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $940.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | N/A     | $1024.00           | $185.98            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7874 | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $522.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9644 | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $945.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8819 | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $531.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1510 | 2043-07-01      | 4.0000%  | N/A     | $493000.00         | $72469.01          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6497 | 2052-09-01      | 5.0000%  | N/A     | $4000.00           | $3095.81           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAV1360 | 2028-11-01      | 3.5000%  | N/A     | $1000.00           | $72.07             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  | N/A     | $2000.00           | $1227.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA2467 | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $776.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3089 | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $207.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9017 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $828.19            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | N/A     | $5419.00           | $246.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8211 | 2052-11-01      | 5.5000%  | N/A     | $1024.00           | $573.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8828 | 2052-06-01      | 5.0000%  | N/A     | $2000.00           | $1308.88           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  | N/A     | $3145.00           | $2589.94           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9208 | 2051-02-01      | 2.0000%  | N/A     | $95000320.00       | $52162369.86       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1034.75           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8209 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $546.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7703 | 2050-11-01      | 2.0000%  | N/A     | $4000.00           | $2189.96           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | N/A     | $45848776.00       | $8515764.88        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCA6179 | 2040-06-01      | 2.5000%  | N/A     | $1000.00           | $404.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4648 | 2050-07-01      | 3.5000%  | N/A     | $32516686.00       | $24564927.38       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP901421 | 2036-10-01      | 6.0000%  | N/A     | $20888.00          | $56.05             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8848 | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $562.93            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9638 | 2053-08-01      | 6.0000%  | N/A     | $187128576.00      | $159699707.28      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTBU5708 | 2045-02-01      | 5.5000%  | N/A     | $1000.00           | $918.49            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7874 | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1041.16           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  | N/A     | $172147.00         | $32551.95          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI3800 | 2054-04-01      | 5.5000%  | N/A     | $3024.00           | $2877.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD8150 | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $976.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD5039 | 2047-02-01      | 3.5000%  | N/A     | $2032.00           | $297.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $515.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3793 | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $913.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4448 | 2049-01-01      | 5.0000%  | N/A     | $1008.00           | $20.83             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5806 | 2045-07-01      | 5.5000%  | N/A     | $1000.00           | $1011.05           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV8499 | 2052-04-01      | 2.0000%  | N/A     | $4000.00           | $2497.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA6086 | 2053-12-01      | 6.0000%  | N/A     | $11726550.00       | $9251948.72        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 RIAZ9181 | 2030-09-01      | 2.5000%  | N/A     | $1026.00           | $57.60             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  | N/A     | $4000.00           | $3227.11           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6800 | 2050-08-01      | 2.5000%  | N/A     | $2024.00           | $845.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  | N/A     | $4000.00           | $2575.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8452 | 2046-12-01      | 3.0000%  | N/A     | $1008.00           | $203.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6628 | 2053-06-01      | 5.0000%  | N/A     | $1024.00           | $900.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8981 | 2051-12-01      | 3.0000%  | N/A     | $2000.00           | $997.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  | N/A     | $5001.00           | $2342.51           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT4813 | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $453.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0640 | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $999.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  | N/A     | $1024.00           | $841.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8092 | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $315.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ0630 | 2050-08-01      | 2.0000%  | N/A     | $1024.00           | $505.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | N/A     | $5000.00           | $864.00            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCA8563 | 2051-01-01      | 1.5000%  | N/A     | $1008.00           | $548.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  | N/A     | $1000.00           | $303.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  | N/A     | $2284873.00        | $684389.45         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0502 | 2050-08-01      | 3.0000%  | N/A     | $14890400.00       | $6964013.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872316 | 2036-05-01      | 6.0000%  | N/A     | $1000.00           | $5.93              | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2173 | 2054-08-01      | 6.0000%  | N/A     | $2000.00           | $1873.66           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5600 | 2052-07-01      | 5.0000%  | N/A     | $1349410.00        | $742347.62         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q03209 G | 2041-09-01      | 4.0000%  | N/A     | $1000.00           | $105.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2060 | 2053-05-01      | 5.5000%  | N/A     | $2000.00           | $1510.64           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4747 | 2048-10-01      | 4.5000%  | N/A     | $1024.00           | $197.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2156 | 2042-05-01      | 4.0000%  | N/A     | $1024.00           | $169.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2384 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $833.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7292 | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $1018.19           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7030 | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $520.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  | N/A     | $4048.00           | $40.39             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL982357 | 2038-05-01      | 6.0000%  | N/A     | $2048.00           | $46.22             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTCB1337 | 2041-08-01      | 2.0000%  | N/A     | $1000.00           | $619.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3678 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $744.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6682 | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $557.26            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBT3978 | 2036-06-01      | 2.0000%  | N/A     | $1000.00           | $580.73            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q57072 G | 2048-07-01      | 4.0000%  | N/A     | $1000.00           | $227.28            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRBM7715 | 2047-06-01      | 4.5000%  | N/A     | $1002.00           | $951.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6702 | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $788.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5204 | 2052-12-01      | 4.5000%  | N/A     | $1000.00           | $922.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRBM7223 | 2046-05-01      | 4.0000%  | N/A     | $1000.00           | $741.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBN5069 | 2049-02-01      | 5.5000%  | N/A     | $1008.00           | $17.02             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4845 | 2049-03-01      | 4.5000%  | N/A     | $4000.00           | $1029.88           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5738 | 2045-09-01      | 3.5000%  | N/A     | $1024.00           | $178.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9815 | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $2020.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | N/A     | $3000.00           | $1127.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE3185 | 2055-07-01      | 5.0000%  | N/A     | $2000.00           | $1965.41           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48678 G | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $307.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT6360 | 2044-07-01      | 4.0000%  | N/A     | $1000.00           | $130.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8173 | 2053-04-01      | 5.5000%  | N/A     | $3000.00           | $2394.73           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB1750 | 2036-09-01      | 2.0000%  | N/A     | $1024.00           | $589.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4869 | 2053-06-01      | 5.5000%  | N/A     | $1046169.00        | $789211.08         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD4966 | 2055-04-01      | 7.0000%  | N/A     | $2000.00           | $2123.67           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBW0464 | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $838.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8605 | 2051-01-01      | 2.5000%  | N/A     | $222675456.00      | $126357878.08      | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q11101 G | 2042-09-01      | 4.0000%  | N/A     | $1000.00           | $240.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5761 | 2045-09-01      | 3.5000%  | N/A     | $50096000.00       | $11594352.25       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $828.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8728 | 2051-01-01      | 2.0000%  | N/A     | $1280.00           | $712.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8684 | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $563.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8671 | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1011.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  | N/A     | $5000.00           | $3101.26           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX7324 | 2055-02-01      | 5.0000%  | N/A     | $9257952.00        | $8511436.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  | N/A     | $1024.00           | $848.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0140 | 2051-04-01      | 2.0000%  | N/A     | $1120.00           | $622.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2135 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1021.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2208 | 2053-08-01      | 6.5000%  | N/A     | $2000.00           | $2068.61           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7198 | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $203.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8645 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $682.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4887 | 2053-07-01      | 5.5000%  | N/A     | $2000.00           | $1410.52           | Agency Mortgage-Backed Securities  |
| FNMS 08.500 CL735182 | 2034-12-01      | 8.5000%  | N/A     | $1000.00           | $8.99              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5272 | 2045-06-01      | 3.5000%  | N/A     | $1000.00           | $161.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7946 | 2052-08-01      | 5.0000%  | N/A     | $1027304.00        | $961495.37         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2651 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1029.16           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9762 | 2053-09-01      | 6.5000%  | N/A     | $2000.00           | $1511.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8539 | 2049-04-01      | 4.5000%  | N/A     | $1003.00           | $238.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3213 | 2049-03-01      | 4.5000%  | N/A     | $4096.00           | $1024.07           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | N/A     | $1008.00           | $979.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7944 | 2052-08-01      | 5.0000%  | N/A     | $1008.00           | $896.27            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3194 | 2050-08-01      | 2.5000%  | N/A     | $2000.00           | $913.28            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041 | 2055-07-01      | 6.0000%  | N/A     | $207818957.00      | $211782064.51      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $503.99            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7118 | 2053-12-01      | 7.0000%  | N/A     | $2000.00           | $843.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7634 | 2053-05-01      | 5.5000%  | N/A     | $2000.00           | $1817.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2054 | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1026.33           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0092 | 2051-04-01      | 2.5000%  | N/A     | $1280.00           | $725.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3154 | 2049-05-01      | 4.5000%  | N/A     | $2000.00           | $464.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2663 | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $803.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  | N/A     | $1008.00           | $895.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1780 | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $804.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4144 | 2052-07-01      | 5.5000%  | N/A     | $4024.00           | $2550.45           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1009 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1016.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4364 | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $1009.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE2543 | 2055-07-01      | 5.0000%  | N/A     | $2000.00           | $1953.15           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0740 | 2052-09-01      | 5.0000%  | N/A     | $1331438.00        | $1123935.38        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4655 | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $189.03            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2493 | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $924.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP7525 | 2050-11-01      | 2.0000%  | N/A     | $337578496.00      | $179979706.66      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT9804 | 2043-06-01      | 3.5000%  | N/A     | $2000.00           | $249.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $973.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA0278 | 2049-05-01      | 5.0000%  | N/A     | $1000.00           | $165.01            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  | N/A     | $27967401.00       | $850938.27         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2041 | 2053-05-01      | 6.0000%  | N/A     | $2000.00           | $2008.99           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1584 | 2038-04-01      | 4.0000%  | N/A     | $1008.00           | $192.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7695 | 2053-07-01      | 5.5000%  | N/A     | $3000.00           | $2609.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0755 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1017.15           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  | N/A     | $3584.00           | $1842.49           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6949 | 2049-02-01      | 4.5000%  | N/A     | $1001.00           | $256.83            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBY6127 | 2053-09-01      | 7.0000%  | N/A     | $1000.00           | $892.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8775 | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $606.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA6486 | 2046-07-01      | 3.5000%  | N/A     | $1000.00           | $255.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB4925 | 2052-10-01      | 6.0000%  | N/A     | $1024.00           | $614.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6711 | 2049-06-01      | 4.5000%  | N/A     | $70144.00          | $16742.86          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8306 | 2053-08-01      | 6.0000%  | N/A     | $1008.00           | $924.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAP2981 | 2042-08-01      | 4.0000%  | N/A     | $1008.00           | $151.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9357 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $821.07            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7988 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $750.57            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q02918 G | 2041-08-01      | 4.0000%  | N/A     | $1000.00           | $100.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5672 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $606.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2148 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $196.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL903793 | 2036-10-01      | 6.5000%  | N/A     | $1081.00           | $10.78             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  | N/A     | $1024.00           | $979.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1633 | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1007.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6080 | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $788.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7822 | 2049-03-01      | 4.5000%  | N/A     | $2003.00           | $392.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0340 | 2036-04-01      | 2.5000%  | N/A     | $1000.00           | $578.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7680 | 2052-09-01      | 5.0000%  | N/A     | $3000.00           | $2323.25           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1405 | 2052-10-01      | 5.0000%  | N/A     | $1558668.00        | $1092622.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8581 | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1038.34           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $267.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4341 | 2048-02-01      | 4.0000%  | N/A     | $1024.00           | $306.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2078 | 2051-11-01      | 3.0000%  | N/A     | $2000.00           | $1288.03           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB1754 | 2036-09-01      | 2.0000%  | N/A     | $2144.00           | $1342.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC3922 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $746.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5777 | 2053-02-01      | 6.0000%  | N/A     | $1024.00           | $872.76            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48657 G | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $288.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAI2443 | 2041-05-01      | 5.0000%  | N/A     | $1000.00           | $61.54             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV8835 | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $134.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  | N/A     | $1008.00           | $869.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5613 | 2050-06-01      | 2.5000%  | N/A     | $1008.00           | $396.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4887 | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $180.72            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59887 G | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $393.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3600 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $494.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7372 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $999.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU5848 | 2043-09-01      | 3.5000%  | N/A     | $2000.00           | $403.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAO5540 | 2042-07-01      | 3.0000%  | N/A     | $1000.00           | $82.88             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | N/A     | $3072.00           | $662.31            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q48675 G | 2047-06-01      | 4.5000%  | N/A     | $3546836.00        | $906516.68         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0934 | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $646.18            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0014 | 2051-04-01      | 2.0000%  | N/A     | $2000.00           | $1132.83           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | N/A     | $4080.00           | $3390.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2562 | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $722.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX0538 | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $967.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  | N/A     | $4048.00           | $107.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7620 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1018.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX8625 | 2053-04-01      | 5.0000%  | N/A     | $1008.00           | $820.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR3916 | 2043-02-01      | 3.5000%  | N/A     | $2000.00           | $378.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD0158 | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $904.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5604 | 2053-07-01      | 6.0000%  | N/A     | $2000.00           | $1291.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $766.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3606 | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1546.12           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | N/A     | $152706056.00      | $26603986.02       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTBP6566 | 2040-08-01      | 2.0000%  | N/A     | $3008.00           | $1391.47           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA7087 | 2050-09-01      | 4.5000%  | N/A     | $1000.00           | $448.36            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q50914 G | 2047-09-01      | 3.5000%  | N/A     | $610650.00         | $163498.82         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7620 | 2053-12-01      | 6.0000%  | N/A     | $2024.00           | $1783.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1295 | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8394 | 2053-04-01      | 5.5000%  | N/A     | $1001.00           | $865.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  | N/A     | $1024.00           | $124.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX6397 | 2053-01-01      | 6.5000%  | N/A     | $1000.00           | $907.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $439.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBO5799 | 2049-09-01      | 5.0000%  | N/A     | $1000.00           | $268.18            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q37596 G | 2045-11-01      | 4.0000%  | N/A     | $1008.00           | $161.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0792 | 2054-09-01      | 5.0000%  | N/A     | $1024.00           | $963.94            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q47946 G | 2047-05-01      | 4.0000%  | N/A     | $2037608.00        | $397648.71         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5324 | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $533.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3679 | 2049-06-01      | 4.5000%  | N/A     | $1000.00           | $249.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0144 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1018.69           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU0304 | 2043-07-01      | 4.0000%  | N/A     | $1000.00           | $116.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6903 | 2053-08-01      | 5.0000%  | N/A     | $1024.00           | $905.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL5853 | 2044-09-01      | 5.0000%  | N/A     | $1000.00           | $75.41             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4088 | 2047-10-01      | 4.5000%  | N/A     | $1024.00           | $318.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1968 | 2052-07-01      | 5.0000%  | N/A     | $2000.00           | $1771.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7604 | 2053-12-01      | 6.5000%  | N/A     | $1073.00           | $850.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6187 | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1026.82           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0178 | 2051-04-01      | 2.5000%  | N/A     | $227527388.00      | $150856955.91      | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4711 | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $883.83            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q39568 G | 2046-03-01      | 4.0000%  | N/A     | $1000.00           | $173.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9373 | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $998.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH5370 | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $201.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4860 | 2049-01-01      | 5.0000%  | N/A     | $1001.00           | $302.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0441 | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1044.83           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9415 | 2051-03-01      | 2.5000%  | N/A     | $1024.00           | $540.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8719 | 2051-01-01      | 2.0000%  | N/A     | $1008.00           | $530.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4629 | 2053-01-01      | 6.0000%  | N/A     | $3000.00           | $2173.53           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAH3583 | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $40.62             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0175 | 2053-02-01      | 5.5000%  | N/A     | $2000.00           | $1510.72           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8688 | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $522.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4680 | 2052-09-01      | 5.0000%  | N/A     | $6000.00           | $4576.79           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9140 | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $999.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN5340 | 2049-03-01      | 5.0000%  | N/A     | $1024.00           | $274.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6874 | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $869.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6043 | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $489.84            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7875 | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $539.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE2244 | 2047-02-01      | 4.0000%  | N/A     | $1000.00           | $124.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5984 | 2053-04-01      | 5.0000%  | N/A     | $1024.00           | $904.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP897064 | 2036-07-01      | 6.0000%  | N/A     | $4157.00           | $15.01             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAB2479 | 2041-03-01      | 4.5000%  | N/A     | $5040.00           | $331.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6760 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $855.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT3116 | 2043-03-01      | 3.0000%  | N/A     | $2000.00           | $341.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1360 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1006.82           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7615 | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $1023.38           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8925 | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1490.57           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 GLCA1661 | 2048-05-01      | 3.5000%  | N/A     | $1000.00           | $347.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0166 | 2051-04-01      | 2.5000%  | N/A     | $1024.00           | $584.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6309 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $752.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7272 | 2053-08-01      | 5.5000%  | N/A     | $3000.00           | $2700.43           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8279 | 2055-01-01      | 6.0000%  | N/A     | $2024.00           | $2033.06           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3770 | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1465.32           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4518 | 2048-10-01      | 4.5000%  | N/A     | $6000.00           | $1595.22           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0821 | 2062-06-01      | 2.5000%  | N/A     | $15226827.00       | $11717503.20       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2773 | 2053-09-01      | 5.0000%  | N/A     | $1000.00           | $959.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAQ9541 | 2042-11-01      | 4.0000%  | N/A     | $1000.00           | $115.86            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7874 | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $303.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7235 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $754.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0184 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $722.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9092 | 2052-08-01      | 5.0000%  | N/A     | $3001.00           | $1974.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  | N/A     | $3000.00           | $2218.22           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6043 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $394.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAS5221 | 2045-06-01      | 3.5000%  | N/A     | $1000.00           | $292.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  | N/A     | $1000.00           | $110.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA2993 | 2053-11-01      | 6.5000%  | N/A     | $1008.00           | $947.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0410 | 2052-11-01      | 5.0000%  | N/A     | $4003.00           | $3309.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8535 | 2054-05-01      | 5.5000%  | N/A     | $2032.00           | $1894.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880824 | 2036-04-01      | 6.0000%  | N/A     | $1024.00           | $7.57              | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0922 | 2053-04-01      | 5.0000%  | N/A     | $2000.00           | $1701.26           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQBD1054 | 2036-05-01      | 3.5000%  | N/A     | $1000.00           | $189.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  | N/A     | $3000.00           | $1002.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1106 | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $864.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBN7756 | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $326.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL904672 | 2036-12-01      | 6.5000%  | N/A     | $1000.00           | $12.56             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4656 | 2047-02-01      | 3.5000%  | N/A     | $1000.00           | $158.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $841.26            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | N/A     | $3000.00           | $2078.83           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  | N/A     | $56113799.00       | $50330443.91       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK3106 | 2042-02-01      | 3.5000%  | N/A     | $1000.00           | $156.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8917 | 2053-05-01      | 6.0000%  | N/A     | $2000.00           | $1416.98           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCB0286 | 2051-04-01      | 1.5000%  | N/A     | $25948175.00       | $14551906.93       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2947 | 2044-07-01      | 4.0000%  | N/A     | $1990.00           | $242.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ0633 | 2048-03-01      | 4.5000%  | N/A     | $1024.00           | $290.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  | N/A     | $40389601.00       | $36894474.45       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8822 | 2054-07-01      | 6.5000%  | N/A     | $2008.00           | $1793.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | N/A     | $2644298.00        | $2268683.89        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9218 | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $580.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB0543 | 2051-05-01      | 3.5000%  | N/A     | $11610896.00       | $5651573.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD4261 | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $973.93            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2391 | 2036-12-01      | 2.0000%  | N/A     | $2144.00           | $1304.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8599 | 2049-05-01      | 3.5000%  | N/A     | $2008.00           | $338.70            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4839 | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $226.46            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6150 | 2048-08-01      | 4.5000%  | N/A     | $2000.00           | $203.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5382 | 2052-04-01      | 3.0000%  | N/A     | $1024.00           | $686.14            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q06248 G | 2042-02-01      | 3.5000%  | N/A     | $1008.00           | $104.55            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0173 | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $585.65            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3937 | 2052-05-01      | 2.5000%  | N/A     | $2000.00           | $1419.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA4284 | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $885.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH7573 | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $283.35            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81252 G | 2044-07-01      | 4.0000%  | N/A     | $1002.00           | $113.77            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $269.19            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0718 | 2051-08-01      | 2.5000%  | N/A     | $1008.00           | $661.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0358 | 2051-05-01      | 2.0000%  | N/A     | $1024.00           | $602.37            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8805 | 2051-01-01      | 2.0000%  | N/A     | $125180944.00      | $67126147.00       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | N/A     | $1024.00           | $876.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAY8218 | 2045-05-01      | 4.0000%  | N/A     | $1000.00           | $101.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4343 | 2052-08-01      | 4.5000%  | N/A     | $1024.00           | $782.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $878.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  | N/A     | $5072.00           | $2725.86           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8995 | 2054-08-01      | 5.5000%  | N/A     | $56274854.00       | $54432897.98       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7916 | 2055-05-01      | 6.0000%  | N/A     | $2000.00           | $2049.12           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2514 | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $797.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $930.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $433.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5945 | 2049-06-01      | 3.5000%  | N/A     | $2000.00           | $515.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6827 | 2053-09-01      | 6.5000%  | N/A     | $2000.00           | $1535.84           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PRE5059 | 2051-12-01      | 3.0000%  | N/A     | $1008.00           | $566.62            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8359 | 2053-08-01      | 3.5000%  | N/A     | $1000.00           | $775.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2374 | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $757.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6241 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $920.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8679 | 2054-06-01      | 5.5000%  | N/A     | $3000.00           | $2779.84           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7718 | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $614.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6438 | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $788.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  | N/A     | $1024.00           | $837.83            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICA8377 | 2035-12-01      | 1.5000%  | N/A     | $1000.00           | $506.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0036 | 2051-04-01      | 2.5000%  | N/A     | $52821459.00       | $35435586.36       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8143 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $687.11            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6179 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $291.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | N/A     | $2000.00           | $1653.88           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3623 | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $731.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBT9387 | 2051-11-01      | 3.5000%  | N/A     | $1000.00           | $674.99            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48724 G | 2047-06-01      | 3.5000%  | N/A     | $1216944.00        | $616130.64         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | N/A     | $1904.00           | $1675.42           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9286 | 2051-02-01      | 2.5000%  | N/A     | $1024.00           | $567.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6877 | 2053-08-01      | 6.0000%  | N/A     | $2032.00           | $1847.71           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1026 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $474.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7595 | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $494.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4277 | 2047-04-01      | 4.5000%  | N/A     | $1000.00           | $374.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  | N/A     | $9692.00           | $8077.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3296 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $972.57            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0555 | 2049-06-01      | 4.5000%  | N/A     | $1000.00           | $173.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4901 | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $967.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB1970 | 2036-10-01      | 2.0000%  | N/A     | $1024.00           | $583.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0225 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $761.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA2406 | 2033-10-01      | 4.0000%  | N/A     | $1000.00           | $153.33            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9869 | 2053-09-01      | 6.5000%  | N/A     | $51077341.00       | $40422524.51       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6275 | 2054-08-01      | 5.5000%  | N/A     | $2000.00           | $1739.99           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI5174 | 2054-05-01      | 6.5000%  | N/A     | $1001.00           | $833.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4635 | 2052-09-01      | 5.5000%  | N/A     | $1000.00           | $725.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9249 | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $543.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8727 | 2051-01-01      | 2.0000%  | N/A     | $181547774.00      | $93560705.46       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7676 | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $964.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7858 | 2054-01-01      | 5.5000%  | N/A     | $3048.00           | $2747.81           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9672 | 2053-08-01      | 6.5000%  | N/A     | $1024.00           | $869.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  | N/A     | $2000.00           | $277.46            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q06799 G | 2042-03-01      | 4.0000%  | N/A     | $2008.00           | $257.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA3971 | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $778.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB1722 | 2036-09-01      | 2.0000%  | N/A     | $1004.00           | $574.50            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  | N/A     | $825700.00         | $680299.53         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBT4423 | 2036-11-01      | 3.0000%  | N/A     | $1000.00           | $729.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $947.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4812 | 2052-10-01      | 5.0000%  | N/A     | $250059636.00      | $190906050.71      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9232 | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $774.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 REBJ4579 | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $254.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8469 | 2031-04-01      | 3.5000%  | N/A     | $1000.00           | $130.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6032 | 2048-11-01      | 4.5000%  | N/A     | $2106480.00        | $972902.87         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL923447 | 2037-08-01      | 7.0000%  | N/A     | $11314.00          | $163.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4801 | 2052-10-01      | 4.5000%  | N/A     | $2288.00           | $1765.59           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q58621 G | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $269.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR5877 | 2043-01-01      | 3.0000%  | N/A     | $1000.00           | $224.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3155 | 2049-05-01      | 4.5000%  | N/A     | $5000.00           | $764.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0108 | 2053-05-01      | 5.0000%  | N/A     | $4000.00           | $2641.79           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1537 | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1284.75           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58535 G | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $286.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $905.03            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5375 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1026.12           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  | N/A     | $1000.00           | $343.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $810.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2400 | 2054-09-01      | 5.0000%  | N/A     | $1024.00           | $985.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  | N/A     | $2000.00           | $468.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN7868 | 2049-04-01      | 5.0000%  | N/A     | $2017.00           | $480.37            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8063 | 2050-12-01      | 2.0000%  | N/A     | $250782735.00      | $139301227.74      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0472 | 2054-06-01      | 6.0000%  | N/A     | $1024.00           | $1023.59           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9173 | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $568.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | N/A     | $2048.00           | $1034.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | N/A     | $1008.00           | $944.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8662 | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $163.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3248 | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1001.03           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5308 | 2052-12-01      | 6.0000%  | N/A     | $2000.00           | $1441.00           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7841 | 2054-07-01      | 5.5000%  | N/A     | $2000.00           | $1987.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7892 | 2052-08-01      | 5.0000%  | N/A     | $3000.00           | $2499.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 R3BF0748 | 2052-04-01      | 3.5000%  | N/A     | $1008.00           | $715.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9857 | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $1030.04           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY3311 | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1043.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY1719 | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $713.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA9100 | 2035-12-01      | 3.0000%  | N/A     | $1000.00           | $206.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  | N/A     | $11320808.00       | $9936415.26        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7032 | 2050-09-01      | 2.5000%  | N/A     | $1024.00           | $508.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5456 | 2045-07-01      | 3.5000%  | N/A     | $1024.00           | $171.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3706 | 2052-07-01      | 5.0000%  | N/A     | $2001.00           | $1368.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0285 | 2046-03-01      | 3.5000%  | N/A     | $1024.00           | $146.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2633 | 2046-04-01      | 3.5000%  | N/A     | $1000.00           | $232.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE2091 | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $976.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1161 | 2049-07-01      | 3.5000%  | N/A     | $2000.00           | $564.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL940768 | 2037-06-01      | 6.0000%  | N/A     | $73258518.00       | $385325.01         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8910 | 2055-01-01      | 6.0000%  | N/A     | $2000.00           | $1809.25           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6547 | 2053-06-01      | 6.5000%  | N/A     | $2000.00           | $1514.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0897 | 2040-04-01      | 5.5000%  | N/A     | $3000.00           | $93.81             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4839 | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $201.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5963 | 2050-06-01      | 2.5000%  | N/A     | $2048.00           | $873.94            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC9604 | 2055-01-01      | 7.0000%  | N/A     | $1000.00           | $986.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4344 | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $611.43            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2274 | 2036-10-01      | 2.0000%  | N/A     | $120733314.00      | $66963721.31       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5368 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1023.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8787 | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1503.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8691 | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $972.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1791 | 2055-02-01      | 5.5000%  | N/A     | $3000.00           | $2987.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | N/A     | $4001.00           | $2976.52           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  | N/A     | $4096.00           | $81.15             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2934 | 2049-01-01      | 4.0000%  | N/A     | $1000.00           | $264.77            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5220 | 2049-12-01      | 3.5000%  | N/A     | $1582662.00        | $759356.96         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8856 | 2051-02-01      | 2.0000%  | N/A     | $2048.00           | $1230.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8751 | 2052-10-01      | 5.0000%  | N/A     | $3000.00           | $2420.72           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9671 | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $902.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0771 | 2047-11-01      | 3.5000%  | N/A     | $1280.00           | $187.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | N/A     | $5136.00           | $4555.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0960 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1040.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $796.53            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB1904 | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $1068.52           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | N/A     | $5158.00           | $4553.56           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48850 G | 2047-06-01      | 3.5000%  | N/A     | $1246776.00        | $246658.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ8377 | 2049-07-01      | 3.5000%  | N/A     | $2000.00           | $525.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6210 | 2053-08-01      | 6.5000%  | N/A     | $1028167.00        | $938256.54         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59602 G | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $297.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU6230 | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $699.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6103 | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $824.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9468 | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $829.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  | N/A     | $4343040.00        | $3463598.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN3678 | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $184.16            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA4699 | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $198.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $811.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL942511 | 2037-08-01      | 6.5000%  | N/A     | $32405847.00       | $91384.05          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2592 | 2046-04-01      | 3.5000%  | N/A     | $3002.00           | $699.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9189 | 2051-02-01      | 2.0000%  | N/A     | $2024.00           | $1142.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX7028 | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $563.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1000 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $814.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9632 | 2049-04-01      | 4.5000%  | N/A     | $1001.00           | $288.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4136 | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $893.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8690 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $879.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7970 | 2054-02-01      | 5.0000%  | N/A     | $2000.00           | $1800.30           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV8732 | 2052-04-01      | 2.0000%  | N/A     | $1717.00           | $1216.59           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665 | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $719.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6059 | 2053-04-01      | 5.0000%  | N/A     | $874000.00         | $706996.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0960 | 2042-12-01      | 3.5000%  | N/A     | $2000.00           | $101.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0022 | 2051-04-01      | 2.0000%  | N/A     | $1024.00           | $605.82            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5262 | 2048-05-01      | 4.5000%  | N/A     | $1024.00           | $228.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8694 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $812.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA2878 | 2045-10-01      | 4.0000%  | N/A     | $1000.00           | $101.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP0048 | 2050-01-01      | 3.5000%  | N/A     | $3230535.00        | $1227668.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3466 | 2053-06-01      | 6.0000%  | N/A     | $1241460.00        | $1129703.81        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q19955 G | 2043-07-01      | 4.0000%  | N/A     | $1000.00           | $84.00             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | N/A     | $1008.00           | $825.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO9551 | 2042-07-01      | 4.0000%  | N/A     | $1000.00           | $135.50            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59262 G | 2048-10-01      | 5.0000%  | N/A     | $1499450.00        | $672099.55         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $738.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4621 | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $226.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB6825 | 2042-11-01      | 3.5000%  | N/A     | $4096.00           | $413.08            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTRB5279 | 2044-02-01      | 6.0000%  | N/A     | $2000.00           | $1384.32           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9390 | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $662.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8141 | 2054-03-01      | 5.5000%  | N/A     | $3072.00           | $2799.75           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4150 | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $821.49            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | N/A     | $19434.00          | $373.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8254 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $950.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9178 | 2051-02-01      | 2.0000%  | N/A     | $51712882.00       | $30681902.59       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852322 | 2036-04-01      | 6.0000%  | N/A     | $1001.00           | $6.65              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1159 | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $801.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6115 | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $645.40            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCA8564 | 2051-01-01      | 1.5000%  | N/A     | $1024.00           | $548.10            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3450 | 2047-06-01      | 4.5000%  | N/A     | $422793.00         | $107086.53         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6826 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $658.95            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0721 | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $276.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8142 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $701.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8371 | 2052-09-01      | 5.0000%  | N/A     | $1636408.00        | $1088156.70        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59980 G | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $200.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | N/A     | $5064.00           | $4207.82           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5867 | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN9486 | 2049-04-01      | 5.0000%  | N/A     | $1000.00           | $403.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9777 | 2053-04-01      | 6.0000%  | N/A     | $3000.00           | $2436.11           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ2383 | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $414.04            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD3924 | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $1059.73           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  | N/A     | $2000.00           | $792.60            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6624 | 2053-01-01      | 5.5000%  | N/A     | $1024.00           | $846.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $875.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5245 | 2053-01-01      | 5.5000%  | N/A     | $1002069.00        | $635911.57         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3103 | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $996.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  | N/A     | $1024.00           | $726.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD4043 | 2055-03-01      | 5.0000%  | N/A     | $2001.00           | $1962.39           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q18298 G | 2043-05-01      | 3.5000%  | N/A     | $1000.00           | $131.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9281 | 2051-02-01      | 2.5000%  | N/A     | $1000.00           | $584.04            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17953 G | 2043-05-01      | 4.0000%  | N/A     | $1000.00           | $209.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $864.49            | Agency Mortgage-Backed Securities  |
| 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | N/A     | $24900000.00       | $24989142.00       | U.S. Treasuries (including strips) |
| FNMS 03.000 CLAU1624 | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $228.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4303 | 2053-06-01      | 6.5000%  | N/A     | $2000.00           | $1457.35           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD3323 | 2051-12-01      | 3.0000%  | N/A     | $1490560.00        | $1024468.97        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q52072 G | 2047-11-01      | 4.0000%  | N/A     | $2250844.00        | $452558.63         | Agency Mortgage-Backed Securities  |
| 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  | N/A     | $1500.00           | $1511.48           | U.S. Treasuries (including strips) |
| FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  | N/A     | $1000.00           | $166.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW9490 | 2044-11-01      | 4.0000%  | N/A     | $1001.00           | $20.68             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7704 | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $558.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8271 | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $171.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC7617 | 2054-11-01      | 5.0000%  | N/A     | $2000.00           | $1941.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $693.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9303 | 2051-02-01      | 3.0000%  | N/A     | $1024.00           | $487.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  | N/A     | $2048.00           | $1777.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5134 | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $457.68            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA4810 | 2049-11-01      | 4.0000%  | N/A     | $474180.00         | $118637.45         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3097 | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $641.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $416.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBK0935 | 2033-07-01      | 4.0000%  | N/A     | $1000.00           | $215.50            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9039 | 2051-02-01      | 2.0000%  | N/A     | $250264169.00      | $136492773.24      | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q63082 G | 2049-04-01      | 5.0000%  | N/A     | $1859732.00        | $575289.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC9002 | 2046-11-01      | 3.5000%  | N/A     | $2069.00           | $575.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9165 | 2053-06-01      | 5.5000%  | N/A     | $2000.00           | $1720.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3620 | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $1007.70           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7119 | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $777.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995867 | 2039-06-01      | 5.5000%  | N/A     | $3072.00           | $61.77             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6597 | 2046-02-01      | 4.0000%  | N/A     | $1000.00           | $69.40             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7228 | 2053-07-01      | 5.5000%  | N/A     | $3032.00           | $2644.57           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2293 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1026.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2048 | 2045-09-01      | 3.5000%  | N/A     | $1024.00           | $231.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8528 | 2054-05-01      | 5.0000%  | N/A     | $15760.00          | $15017.70          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7555 | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $548.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP944132 | 2037-07-01      | 6.5000%  | N/A     | $18648.00          | $55.59             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  | N/A     | $2032.00           | $598.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY5063 | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $896.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV1778 | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1034.99           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1892 | 2048-06-01      | 4.0000%  | N/A     | $1024.00           | $100.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  | N/A     | $8277.00           | $7828.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5991 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $779.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | N/A     | $2032.00           | $1512.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH5111 | 2047-08-01      | 3.5000%  | N/A     | $1000.00           | $346.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $108.32            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5318 | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $745.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT2728 | 2043-05-01      | 3.5000%  | N/A     | $3072.00           | $584.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP944054 | 2037-07-01      | 6.5000%  | N/A     | $1120.00           | $2.32              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4014 | 2052-12-01      | 6.0000%  | N/A     | $5000.00           | $4936.81           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8891 | 2051-02-01      | 2.0000%  | N/A     | $2304.00           | $1285.77           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  | N/A     | $2000.00           | $1844.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA3287 | 2034-03-01      | 4.0000%  | N/A     | $1000.00           | $154.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP878663 | 2036-02-01      | 6.5000%  | N/A     | $1000.00           | $9.63              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CKBY9168 | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $623.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | N/A     | $34375255.00       | $29899388.01       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8761 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $451.65            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0841 | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $231.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7472 | 2053-08-01      | 5.5000%  | N/A     | $2000.00           | $1401.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL870158 | 2036-03-01      | 6.0000%  | N/A     | $1024.00           | $4.30              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  | N/A     | $2024.00           | $469.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV4011 | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $835.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  | N/A     | $2000.00           | $509.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3872 | 2049-04-01      | 4.0000%  | N/A     | $2001.00           | $104.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7921 | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $785.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9291 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $487.90            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9275 | 2053-06-01      | 5.5000%  | N/A     | $1008.00           | $823.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 REBM6090 | 2049-07-01      | 3.0000%  | N/A     | $1000.00           | $71.80             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4859 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1031.55           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2620 | 2045-08-01      | 3.5000%  | N/A     | $2000.00           | $394.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3155 | 2055-02-01      | 6.0000%  | N/A     | $2000.00           | $2027.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7897 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1029.24           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7967 | 2050-12-01      | 2.0000%  | N/A     | $1300779.00        | $691538.15         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $866.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  | N/A     | $1024.00           | $309.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2754 | 2053-05-01      | 6.5000%  | N/A     | $2000.00           | $1636.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872293 | 2036-05-01      | 6.0000%  | N/A     | $1024.00           | $9.45              | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | N/A     | $2000.00           | $931.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL831404 | 2036-03-01      | 6.0000%  | N/A     | $1022.00           | $6.78              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1257 | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $164.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4995 | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $964.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI6963 | 2041-07-01      | 4.5000%  | N/A     | $2000.00           | $278.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $670.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7518 | 2053-11-01      | 6.5000%  | N/A     | $1024.00           | $877.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBK7642 | 2033-09-01      | 4.0000%  | N/A     | $1000.00           | $245.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8759 | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1610.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2839 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1038.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  | N/A     | $2048.00           | $3.59              | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | N/A     | $1008.00           | $699.34            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $896.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4421 | 2052-08-01      | 5.5000%  | N/A     | $1000.00           | $756.29            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q02755 G | 2041-08-01      | 4.0000%  | N/A     | $1008.00           | $96.64             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD5424 | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1037.05           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM4129 | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $148.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 R3BF0554 | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $467.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB2178 | 2051-11-01      | 3.5000%  | N/A     | $1024.00           | $655.81            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2431 | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1043.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7331 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $450.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4643 | 2049-11-01      | 3.0000%  | N/A     | $14400.00          | $4768.82           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD5353 | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $790.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8230 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $811.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5064 | 2044-02-01      | 4.5000%  | N/A     | $1024.00           | $100.90            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE4395 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $611.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7442 | 2053-11-01      | 6.0000%  | N/A     | $1024.00           | $887.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY7077 | 2053-08-01      | 4.5000%  | N/A     | $3000.00           | $2773.61           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4473 | 2053-12-01      | 6.5000%  | N/A     | $1365.00           | $1141.22           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $666.82            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  | N/A     | $2000.00           | $1301.39           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBD8428 | 2046-09-01      | 2.5000%  | N/A     | $1000.00           | $271.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6779 | 2053-03-01      | 5.5000%  | N/A     | $2000.00           | $1433.45           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF8888 | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $832.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAS7969 | 2046-09-01      | 3.5000%  | N/A     | $1000.00           | $348.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5639 | 2054-06-01      | 5.5000%  | N/A     | $2000.00           | $1826.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6421 | 2053-11-01      | 6.5000%  | N/A     | $1024.00           | $855.79            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8224 | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $540.81            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1531 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1021.22           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1152 | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $746.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $756.95            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA4360 | 2049-10-01      | 4.5000%  | N/A     | $1000.00           | $312.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW3779 | 2052-09-01      | 4.5000%  | N/A     | $1024.00           | $886.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3861 | 2049-03-01      | 4.0000%  | N/A     | $2000.00           | $449.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3242 | 2052-04-01      | 3.0000%  | N/A     | $1008.00           | $723.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7867 | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $867.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7685 | 2054-07-01      | 6.0000%  | N/A     | $2000.00           | $1998.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  | N/A     | $1024.00           | $692.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $157.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL869016 | 2036-05-01      | 6.0000%  | N/A     | $1024.00           | $1.46              | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8905 | 2053-04-01      | 6.5000%  | N/A     | $12001.00          | $8658.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $817.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6377 | 2053-12-01      | 6.5000%  | N/A     | $3000.00           | $2708.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRBC0100 | 2045-12-01      | 3.5000%  | N/A     | $1000.00           | $122.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | N/A     | $2032.00           | $1754.71           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  | N/A     | $4001.00           | $3324.54           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CZAE0512 | 2050-07-01      | 4.5000%  | N/A     | $4000.00           | $557.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7076 | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $352.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8692 | 2048-07-01      | 4.5000%  | N/A     | $5000.00           | $1053.80           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4144 | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $812.97            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q16986 G | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $127.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6248 | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1640.64           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1133 | 2050-01-01      | 3.5000%  | N/A     | $3001.00           | $1299.72           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1500 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1026.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2564 | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1036.44           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAO8112 | 2042-08-01      | 3.0000%  | N/A     | $2000.00           | $302.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $744.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  | N/A     | $3000.00           | $375.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8583 | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $556.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0339 | 2036-05-01      | 2.5000%  | N/A     | $1024.00           | $558.53            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  | N/A     | $21900223.00       | $34219.89          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1141 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $994.52            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q58636 G | 2048-09-01      | 4.0000%  | N/A     | $2000.00           | $364.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBP8820 | 2035-07-01      | 2.5000%  | N/A     | $2000.00           | $478.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4262 | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $1016.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK2018 | 2048-04-01      | 4.5000%  | N/A     | $1008.00           | $191.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $521.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAP4450 | 2042-08-01      | 4.0000%  | N/A     | $1000.00           | $102.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8981 | 2054-06-01      | 5.0000%  | N/A     | $2004.00           | $1916.28           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0566 | 2051-04-01      | 2.5000%  | N/A     | $20196380.00       | $11368792.14       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQMA1372 | 2043-02-01      | 3.5000%  | N/A     | $11770.00          | $1722.42           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2174 | 2053-07-01      | 6.5000%  | N/A     | $5000.00           | $4478.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3598 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $716.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8415 | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $839.02            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8056 | 2050-12-01      | 2.0000%  | N/A     | $63493824.00       | $34734912.44       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8789 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $862.77            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  | N/A     | $2000.00           | $1214.37           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9358 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1007.78           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $209.94            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8050 | 2050-03-01      | 3.0000%  | N/A     | $54968060.00       | $10561634.75       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9626 | 2049-04-01      | 4.5000%  | N/A     | $2473.00           | $762.47            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0081 | 2049-06-01      | 4.5000%  | N/A     | $1000.00           | $210.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2608 | 2055-07-01      | 6.0000%  | N/A     | $2000.00           | $2057.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY7878 | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $934.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY3440 | 2053-06-01      | 6.5000%  | N/A     | $4000.00           | $3446.66           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6755 | 2052-11-01      | 3.5000%  | N/A     | $61407367.00       | $51733496.02       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1124 | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $352.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7244 | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $431.59            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  | N/A     | $1000.00           | $24.65             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY5851 | 2053-07-01      | 5.5000%  | N/A     | $4000.00           | $3698.01           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  | N/A     | $5956.00           | $2944.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB2385 | 2054-06-01      | 5.5000%  | N/A     | $2000.00           | $1721.31           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7808 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $758.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8831 | 2052-06-01      | 5.0000%  | N/A     | $4000.00           | $2845.05           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD6080 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $774.85            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  | N/A     | $1008.00           | $556.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP915801 | 2037-08-01      | 6.5000%  | N/A     | $5096.00           | $20.04             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6241 | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $820.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1715 | 2043-11-01      | 4.0000%  | N/A     | $1290000.00        | $253486.10         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5395 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $821.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP913248 | 2037-03-01      | 5.5000%  | N/A     | $3103.00           | $3.58              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA4782 | 2046-01-01      | 4.0000%  | N/A     | $1008.00           | $151.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5526 | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $186.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880086 | 2036-03-01      | 6.0000%  | N/A     | $1024.00           | $10.72             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0354 | 2051-05-01      | 2.5000%  | N/A     | $3040.00           | $1796.70           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIDB8650 | 2039-07-01      | 6.5000%  | N/A     | $2000.00           | $1371.81           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8690 | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $333.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI2555 | 2054-04-01      | 6.5000%  | N/A     | $2000.00           | $1543.99           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7273 | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $506.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBJ1351 | 2053-06-01      | 6.5000%  | N/A     | $1176727.00        | $1099292.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  | N/A     | $2048.00           | $1814.82           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0407 | 2036-05-01      | 2.0000%  | N/A     | $1000.00           | $548.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5888 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $604.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5691 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $964.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6973 | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $878.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | N/A     | $1008.00           | $453.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3771 | 2052-06-01      | 3.5000%  | N/A     | $4000.00           | $2995.79           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  | N/A     | $1008.00           | $807.67            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9037 | 2051-02-01      | 2.0000%  | N/A     | $18076414.00       | $9828447.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  | N/A     | $2000.00           | $1513.39           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD1527 | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $626.42            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3520 | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $767.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1692 | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $1018.68           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  | N/A     | $3000.00           | $264.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBK3751 | 2033-05-01      | 3.0000%  | N/A     | $1000.00           | $171.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  | N/A     | $1024.00           | $814.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | N/A     | $2000.00           | $1891.38           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1752 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1000.24           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q63051 G | 2049-04-01      | 5.0000%  | N/A     | $1746198.00        | $603980.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ0446 | 2045-05-01      | 3.5000%  | N/A     | $2024.00           | $319.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8243 | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $457.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4845 | 2052-10-01      | 5.5000%  | N/A     | $2008.00           | $1740.57           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ1066 | 2048-01-01      | 4.5000%  | N/A     | $1000.00           | $385.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8279 | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $211.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4986 | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $958.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ6261 | 2042-12-01      | 3.5000%  | N/A     | $1008.00           | $108.48            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG5014 | 2053-06-01      | 6.0000%  | N/A     | $2000.00           | $1847.19           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD4331 | 2046-09-01      | 3.5000%  | N/A     | $3000.00           | $696.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6356 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $582.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3475 | 2053-06-01      | 6.0000%  | N/A     | $2000.00           | $1648.94           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAU6940 | 2043-10-01      | 3.5000%  | N/A     | $1008.00           | $214.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872280 | 2036-05-01      | 6.0000%  | N/A     | $1024.00           | $7.18              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1538 | 2047-07-01      | 4.0000%  | N/A     | $1000.00           | $228.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5058 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1026.16           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6298 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $755.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB4911 | 2055-01-01      | 6.0000%  | N/A     | $1482.00           | $1518.79           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8285 | 2050-12-01      | 3.0000%  | N/A     | $1024.00           | $561.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  | N/A     | $4000.00           | $3183.65           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q47338 G | 2047-04-01      | 4.0000%  | N/A     | $4708912.00        | $1165895.32        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL878096 | 2036-04-01      | 6.0000%  | N/A     | $1024.00           | $10.03             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5765 | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $701.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8119 | 2054-03-01      | 5.0000%  | N/A     | $1024.00           | $852.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  | N/A     | $1001.00           | $44.50             | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q57827 G | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $364.75            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0903 | 2049-06-01      | 4.5000%  | N/A     | $1000.00           | $469.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4459 | 2049-01-01      | 5.0000%  | N/A     | $1000.00           | $46.95             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7656 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $687.74            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2202 | 2036-09-01      | 2.0000%  | N/A     | $1024.00           | $560.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6063 | 2053-08-01      | 6.0000%  | N/A     | $2000.00           | $1194.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  | N/A     | $4000.00           | $2398.25           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL879495 | 2036-02-01      | 6.0000%  | N/A     | $1023.00           | $12.85             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8015 | 2054-07-01      | 6.5000%  | N/A     | $2000.00           | $2063.78           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 GLBM7363 | 2050-11-01      | 2.5000%  | N/A     | $1008.00           | $744.07            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC1412 | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $1017.97           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6448 | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $840.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7866 | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $829.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0017 | 2053-09-01      | 6.0000%  | N/A     | $2000.00           | $1561.25           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO6164 | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $171.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA2080 | 2038-07-01      | 4.5000%  | N/A     | $1024.00           | $205.96            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51360 G | 2036-09-01      | 6.0000%  | N/A     | $2585960.00        | $131043.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA3022 | 2034-01-01      | 3.5000%  | N/A     | $1000.00           | $224.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8371 | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1007.12           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8854 | 2051-02-01      | 2.0000%  | N/A     | $4072.00           | $2262.68           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9085 | 2051-02-01      | 2.0000%  | N/A     | $3476.00           | $1959.89           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  | N/A     | $2048.00           | $1941.14           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB1445 | 2036-08-01      | 2.0000%  | N/A     | $55035890.00       | $29924003.23       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  | N/A     | $20452749.00       | $18119563.48       | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q56730 G | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $279.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | N/A     | $1024.00           | $875.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY9672 | 2055-07-01      | 5.0000%  | N/A     | $1000.00           | $981.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | N/A     | $2000.00           | $1312.77           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6434 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $913.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $143.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ6317 | 2041-12-01      | 3.5000%  | N/A     | $2000.00           | $214.54            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48899 G | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $299.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9636 | 2054-12-01      | 4.5000%  | N/A     | $15034696.00       | $13885456.51       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH8523 | 2054-01-01      | 7.0000%  | N/A     | $1000.00           | $648.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8760 | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $647.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO5942 | 2042-06-01      | 3.5000%  | N/A     | $1008.00           | $120.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1197 | 2055-01-01      | 6.5000%  | N/A     | $2000.00           | $1663.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBJ9181 | 2048-05-01      | 5.0000%  | N/A     | $1000.00           | $134.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY2930 | 2053-06-01      | 4.5000%  | N/A     | $1000.00           | $905.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6134 | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $301.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8758 | 2054-06-01      | 6.5000%  | N/A     | $1024.00           | $930.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5771 | 2045-09-01      | 3.5000%  | N/A     | $2037.00           | $201.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC5675 | 2054-11-01      | 6.0000%  | N/A     | $2000.00           | $1990.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7887 | 2052-10-01      | 5.0000%  | N/A     | $1004.00           | $753.20            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  | N/A     | $3000.00           | $1603.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6744 | 2053-07-01      | 5.5000%  | N/A     | $203704391.00      | $178918268.25      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  | N/A     | $4143.00           | $538.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0500 | 2047-04-01      | 4.0000%  | N/A     | $2000.00           | $470.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $584.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP871040 | 2037-02-01      | 5.5000%  | N/A     | $1024.00           | $4.17              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB0804 | 2054-04-01      | 5.0000%  | N/A     | $1832635.00        | $1751501.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0800 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $659.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | N/A     | $2000.00           | $284.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9582 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $796.51            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG5552 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $825.68            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  | N/A     | $90184908.00       | $52078189.75       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY8808 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $420.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL879509 | 2036-03-01      | 6.0000%  | N/A     | $1024.00           | $19.47             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD3135 | 2040-04-01      | 5.5000%  | N/A     | $3000.00           | $148.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $787.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ0017 | 2042-10-01      | 4.0000%  | N/A     | $2000.00           | $188.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | N/A     | $6000.00           | $4748.35           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI5176 | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $920.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA4737 | 2045-12-01      | 4.0000%  | N/A     | $2000.00           | $292.77            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q15748 G | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $221.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8177 | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $794.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA3810 | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $579.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6898 | 2050-09-01      | 2.0000%  | N/A     | $18507784.00       | $9017478.02        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q49260 G | 2047-07-01      | 4.0000%  | N/A     | $1000.00           | $375.38            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0362 | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1010.64           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9478 | 2047-04-01      | 4.0000%  | N/A     | $1008.00           | $237.58            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9483 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $776.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7496 | 2053-11-01      | 6.0000%  | N/A     | $1008.00           | $862.53            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9241 | 2054-07-01      | 6.5000%  | N/A     | $3000.00           | $2960.22           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | N/A     | $16742.00          | $636.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7658 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1025.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8582 | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1039.72           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3442 | 2052-11-01      | 6.0000%  | N/A     | $2000.00           | $1453.78           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8284 | 2049-11-01      | 3.5000%  | N/A     | $4000.00           | $2233.10           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $179.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $854.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | N/A     | $1024.00           | $273.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTBK0531 | 2040-01-01      | 3.0000%  | N/A     | $1000.00           | $420.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8841 | 2048-08-01      | 4.5000%  | N/A     | $1024.00           | $198.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1359 | 2052-11-01      | 5.5000%  | N/A     | $2000.00           | $1644.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2785 | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $678.11            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0548 | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $435.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1347 | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $627.11            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $925.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8000 | 2046-09-01      | 3.0000%  | N/A     | $100711296.00      | $26362245.48       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH1485 | 2047-06-01      | 4.5000%  | N/A     | $3000.00           | $950.34            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8459 | 2051-01-01      | 2.0000%  | N/A     | $2048.00           | $1246.20           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAK0765 | 2042-03-01      | 4.0000%  | N/A     | $1000.00           | $94.32             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0567 | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $376.04            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA6204 | 2050-01-01      | 4.0000%  | N/A     | $1000.00           | $314.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD8018 | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $214.80            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4698 | 2055-04-01      | 6.0000%  | N/A     | $1008.00           | $1023.95           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV5323 | 2052-03-01      | 2.0000%  | N/A     | $1024.00           | $703.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U3BF0208 | 2042-02-01      | 3.5000%  | N/A     | $1000.00           | $251.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9031 | 2053-04-01      | 5.0000%  | N/A     | $2000.00           | $1568.05           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAY3178 | 2045-02-01      | 4.0000%  | N/A     | $1000.00           | $73.74             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6601 | 2053-04-01      | 5.5000%  | N/A     | $3008.00           | $2710.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3202 | 2048-02-01      | 4.0000%  | N/A     | $273667.00         | $51577.14          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  | N/A     | $4112.00           | $34.06             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD5350 | 2047-05-01      | 4.5000%  | N/A     | $2000.00           | $604.14            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $471.32            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q36666 G | 2045-10-01      | 3.5000%  | N/A     | $1000.00           | $155.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX8714 | 2053-03-01      | 6.5000%  | N/A     | $1005.00           | $740.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8413 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $708.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8651 | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1221.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK1401 | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $79.55             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q50946 G | 2047-09-01      | 4.0000%  | N/A     | $828662.00         | $189771.00         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAY3392 | 2045-04-01      | 4.0000%  | N/A     | $1000.00           | $157.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT3310 | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $143.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  | N/A     | $3000.00           | $2314.99           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO3685 | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $414.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $607.95            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q16722 G | 2043-03-01      | 4.0000%  | N/A     | $1000.00           | $49.98             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB1053 | 2036-07-01      | 2.0000%  | N/A     | $2240.00           | $1264.04           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423 | 2049-04-01      | 3.5000%  | N/A     | $1024.00           | $296.81            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q61909 G | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $208.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0041 | 2055-01-01      | 6.0000%  | N/A     | $2000.00           | $2050.22           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7125 | 2050-07-01      | 2.5000%  | N/A     | $1040.00           | $392.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8098 | 2046-10-01      | 3.0000%  | N/A     | $2068.00           | $465.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH3356 | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $274.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2985 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $282.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6318 | 2054-06-01      | 6.5000%  | N/A     | $2000.00           | $1737.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5903 | 2053-03-01      | 5.5000%  | N/A     | $1024.00           | $852.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1033 | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $251.12            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63007 G | 2049-04-01      | 4.0000%  | N/A     | $1216560.00        | $334981.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL849355 | 2036-01-01      | 6.0000%  | N/A     | $1024.00           | $18.13             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  | N/A     | $4112.00           | $42.85             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR2410 | 2042-12-01      | 4.0000%  | N/A     | $2000.00           | $342.40            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH0798 | 2047-04-01      | 3.5000%  | N/A     | $1000.00           | $142.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8475 | 2052-04-01      | 3.0000%  | N/A     | $1008.00           | $621.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1413 | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $890.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8168 | 2054-03-01      | 6.0000%  | N/A     | $4000.00           | $3276.05           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2259 | 2044-04-01      | 4.0000%  | N/A     | $1020.00           | $146.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3675 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $764.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA2905 | 2045-11-01      | 4.0000%  | N/A     | $1000.00           | $153.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3598 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $732.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | N/A     | $1008.00           | $745.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0642 | 2036-05-01      | 2.5000%  | N/A     | $1120.00           | $637.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP899282 | 2036-11-01      | 6.5000%  | N/A     | $1000.00           | $4.16              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2981 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $408.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4322 | 2053-06-01      | 6.5000%  | N/A     | $2000.00           | $1353.98           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887760 | 2036-07-01      | 6.0000%  | N/A     | $1023.00           | $1.88              | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9379 | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $563.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  | N/A     | $1024.00           | $902.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8504 | 2051-01-01      | 2.0000%  | N/A     | $1040.00           | $644.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  | N/A     | $4048.00           | $185.30            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1450 | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $973.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8497 | 2054-05-01      | 6.0000%  | N/A     | $2032.00           | $1899.08           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR5405 | 2043-02-01      | 3.5000%  | N/A     | $2016.00           | $186.32            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9873 | 2053-09-01      | 6.0000%  | N/A     | $2023.00           | $1743.05           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2201 | 2048-08-01      | 4.5000%  | N/A     | $1024.00           | $150.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0062 | 2051-04-01      | 2.5000%  | N/A     | $1024.00           | $580.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  | N/A     | $3168.00           | $32.21             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBC4932 | 2031-03-01      | 3.5000%  | N/A     | $1000.00           | $123.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2952 | 2042-12-01      | 3.5000%  | N/A     | $1008.00           | $204.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV1579 | 2055-04-01      | 4.5000%  | N/A     | $1000.00           | $952.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7232 | 2041-07-01      | 4.5000%  | N/A     | $2000.00           | $75.34             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA3350 | 2049-04-01      | 5.0000%  | N/A     | $1024.00           | $360.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1360 | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $719.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4620 | 2054-05-01      | 5.5000%  | N/A     | $4000.00           | $3463.59           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q62923 G | 2049-04-01      | 5.0000%  | N/A     | $1000.00           | $96.47             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI6398 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $880.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6107 | 2053-04-01      | 6.5000%  | N/A     | $1000.00           | $728.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0696 | 2048-09-01      | 4.5000%  | N/A     | $3000.00           | $882.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8001 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $760.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY1646 | 2055-05-01      | 5.0000%  | N/A     | $1024.00           | $998.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7888 | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $356.66            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9209 | 2051-02-01      | 2.0000%  | N/A     | $4000.00           | $2198.71           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2734 | 2046-08-01      | 3.5000%  | N/A     | $3000.00           | $903.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8978 | 2054-08-01      | 5.0000%  | N/A     | $1024.00           | $977.39            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0070 | 2051-04-01      | 2.0000%  | N/A     | $3730946.00        | $2107337.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0316 | 2047-09-01      | 3.5000%  | N/A     | $1024.00           | $111.91            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9852 | 2053-09-01      | 6.0000%  | N/A     | $174362835.00      | $149645845.66      | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF8289 | 2053-01-01      | 6.5000%  | N/A     | $1000.00           | $1025.95           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0419 | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $400.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBJ9502 | 2048-02-01      | 3.0000%  | N/A     | $1000.00           | $231.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO5619 | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $119.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB9732 | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $1021.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3857 | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $617.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0876 | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $864.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX0662 | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $450.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBP6118 | 2050-05-01      | 4.0000%  | N/A     | $1000.00           | $212.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0977 | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1038.13           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2977 | 2049-09-01      | 3.5000%  | N/A     | $1000.00           | $203.07            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5144 | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $755.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4691 | 2054-02-01      | 6.5000%  | N/A     | $4906447.00        | $4149893.52        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0914 | 2037-11-01      | 2.5000%  | N/A     | $1000.00           | $720.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKBM7085 | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $756.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | N/A     | $1008.00           | $902.14            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q59886 G | 2048-11-01      | 4.5000%  | N/A     | $301439.00         | $167237.42         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX2365 | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $553.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8910 | 2052-09-01      | 5.0000%  | N/A     | $1286425.00        | $1223370.76        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6063 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $605.07            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD2809 | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $462.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6936 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $794.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | N/A     | $1008.00           | $843.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4649 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1003.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | N/A     | $4080.00           | $3505.20           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8782 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $694.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1604 | 2055-06-01      | 5.5000%  | N/A     | $1008.00           | $1011.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2815 | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $171.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4106 | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $820.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7912 | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $155.03            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA2564 | 2049-09-01      | 3.5000%  | N/A     | $1000.00           | $329.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0712 | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $730.19            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA5873 | 2049-12-01      | 4.5000%  | N/A     | $1000.00           | $284.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB7382 | 2038-10-01      | 5.0000%  | N/A     | $3960.00           | $3020.71           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  | N/A     | $4000.00           | $3661.36           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  | N/A     | $4000.00           | $1067.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA5224 | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $384.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U4BF0200 | 2051-11-01      | 3.5000%  | N/A     | $1000.00           | $278.88            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC J39687 G | 2033-10-01      | 4.0000%  | N/A     | $1000.00           | $180.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0512 | 2055-06-01      | 6.5000%  | N/A     | $2000.00           | $2095.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2995 | 2048-11-01      | 4.5000%  | N/A     | $4000.00           | $1206.64           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2505 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1027.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0962 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $764.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  | N/A     | $5000.00           | $480.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4628 | 2047-06-01      | 4.5000%  | N/A     | $3000.00           | $1132.94           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $885.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9736 | 2049-04-01      | 4.5000%  | N/A     | $3000.00           | $1615.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  | N/A     | $4000.00           | $1343.53           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6691 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $381.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAZ0842 | 2045-07-01      | 3.5000%  | N/A     | $1000.00           | $265.20            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7904 | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $974.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7022 | 2052-08-01      | 5.0000%  | N/A     | $3000.00           | $1642.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN1028 | 2049-03-01      | 5.0000%  | N/A     | $3000.00           | $279.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD4313 | 2046-08-01      | 3.5000%  | N/A     | $1000.00           | $199.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  | N/A     | $2000.00           | $551.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7265 | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $577.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4775 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $931.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8682 | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCA2822 | 2048-12-01      | 5.5000%  | N/A     | $1000.00           | $195.47            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $834.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8338 | 2054-04-01      | 6.0000%  | N/A     | $1024.00           | $898.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX3278 | 2053-02-01      | 5.0000%  | N/A     | $2000.00           | $1431.83           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9240 | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1991.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6468 | 2054-06-01      | 6.5000%  | N/A     | $2000.00           | $2038.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7776 | 2052-09-01      | 5.0000%  | N/A     | $1174064.00        | $903268.44         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC C03827 G | 2042-03-01      | 4.5000%  | N/A     | $13425.00          | $585.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ5803 | 2048-03-01      | 4.0000%  | N/A     | $1000.00           | $191.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL942487 | 2037-08-01      | 6.5000%  | N/A     | $3136.00           | $19.72             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAY4215 | 2045-05-01      | 3.5000%  | N/A     | $1000.00           | $58.71             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN1280 | 2049-06-01      | 3.5000%  | N/A     | $8669455.00        | $2366437.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC6744 | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $929.51            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63957 G | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $191.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  | N/A     | $5005.00           | $4531.41           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8207 | 2053-08-01      | 5.5000%  | N/A     | $5081.00           | $4590.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV9645 | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $723.92            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3UZN0013 | 2031-06-01      | 3.0000%  | N/A     | $1060945.00        | $134675.17         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2070 | 2052-11-01      | 6.0000%  | N/A     | $2000.00           | $942.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  | N/A     | $2024.00           | $1903.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0552 | 2052-10-01      | 5.0000%  | N/A     | $1024.00           | $830.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $862.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1291 | 2052-10-01      | 4.5000%  | N/A     | $230191105.00      | $181679445.45      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | N/A     | $3072.00           | $2573.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8425 | 2052-04-01      | 3.0000%  | N/A     | $1002870.00        | $764077.39         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8749 | 2051-01-01      | 2.0000%  | N/A     | $250720014.00      | $137191199.35      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9051 | 2048-11-01      | 4.5000%  | N/A     | $2000.00           | $762.40            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 GL252482 | 2029-04-01      | 7.0000%  | N/A     | $2077.00           | $5.44              | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  | N/A     | $2000.00           | $1310.62           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $992.12            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5419 | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $688.84            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4602 | 2053-11-01      | 7.0000%  | N/A     | $1000.00           | $748.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | N/A     | $2024.00           | $1798.32           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7890 | 2052-08-01      | 4.5000%  | N/A     | $3000.00           | $2467.24           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI1962 | 2054-03-01      | 6.5000%  | N/A     | $1000.00           | $564.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD5418 | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1044.93           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q63560 G | 2049-05-01      | 3.5000%  | N/A     | $1000.00           | $332.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0735 | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $814.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  | N/A     | $3066.00           | $2995.80           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $563.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN0507 | 2048-09-01      | 5.0000%  | N/A     | $3004.00           | $287.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  | N/A     | $4001.00           | $1949.35           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6083 | 2048-09-01      | 4.5000%  | N/A     | $152837.00         | $80738.78          | Agency Mortgage-Backed Securities  |
| FNMS 05.660 ML957499 | 2038-02-01      | 5.6600%  | N/A     | $1107064.00        | $4183.49           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0386 | 2051-01-01      | 2.0000%  | N/A     | $1024.00           | $616.74            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q53147 G | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $351.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U3BF0198 | 2040-11-01      | 4.0000%  | N/A     | $1000.00           | $195.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  | N/A     | $3072.00           | $7.56              | Agency Mortgage-Backed Securities  |

### Security 117: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MG0, C.4 - ISIN: US3130B5MG08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146553991.70
- **C.18.a - Value (excl. sponsor support):** $146553991.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDJCSQA5
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $156500.00         | $203139.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 0.0000%  | N/A     | $8200.31           | $5181.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | N/A     | $768200.00         | $825322.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $3000.00           | $3222.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $181100.00         | $184620.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $636200.00         | $644566.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $41000.00          | $44708.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $456600.00         | $303089.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $400.00            | $342.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | N/A     | $379100.00         | $376288.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | N/A     | $39737100.00       | $40988675.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $2.56              | $1.37              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | N/A     | $16350600.00       | $8334391.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | N/A     | $96707900.00       | $114131967.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $2995200.00        | $3034380.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | N/A     | $48734200.00       | $53689174.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $56200.00          | $18742.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 0.0000%  | N/A     | $64.05             | $19.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | N/A     | $200.00            | $253.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $10171500.00       | $9908195.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $300.00            | $79.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $100.00            | $94.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $930.58            | $379.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $85392600.00       | $63602620.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $472900.00         | $468354.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | N/A     | $200.00            | $214.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | N/A     | $1.55              | $1.03              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $105280900.00      | $44231032.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-26      | 0.0000%  | N/A     | $75800.00          | $75566.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $83.38             | $49.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $25692200.00       | $9659779.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $1397300.00        | $1420359.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 0.0000%  | N/A     | $21.56             | $18.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $84637600.00       | $84536429.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $28700.00          | $10383.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $19222000.00       | $18780835.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $248900.00         | $123595.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $4188400.00        | $4268190.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 0.0000%  | N/A     | $59.48             | $40.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 0.0000%  | N/A     | $48229900.00       | $17672062.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $154396500.00      | $202958980.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $24813400.00       | $24932959.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $100.00            | $94.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $479000.00         | $438375.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | N/A     | $89164800.00       | $90850918.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.4679%  | N/A     | $1200.00           | $1200.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 0.0000%  | N/A     | $14.71             | $5.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $200.00            | $170.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 0.0000%  | N/A     | $13.15             | $8.42              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | N/A     | $800.00            | $857.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $500000.00         | $459733.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $13648200.00       | $7991748.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $12969100.00       | $12020676.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $2626200.00        | $863423.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 0.0000%  | N/A     | $46628500.00       | $11288246.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $200.00            | $207.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | N/A     | $5253400.00        | $5430466.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $1171500.00        | $1233961.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | N/A     | $3100.00           | $3029.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $837500.00         | $880787.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | N/A     | $200.00            | $223.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $13744000.00       | $13878240.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $26300.00          | $25376.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $201322200.00      | $230813114.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | N/A     | $4.65              | $2.55              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $2109000.00        | $2044280.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $3853000.00        | $3937321.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $2400.00           | $1521.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $1130500.00        | $1128442.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $15074300.00       | $14515907.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 0.0000%  | N/A     | $298300.00         | $75991.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 0.0000%  | N/A     | $0.12              | $0.09              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 0.0000%  | N/A     | $109606.63         | $106119.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 0.0000%  | N/A     | $39.85             | $31.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $10553147.19       | $4429789.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $2100300.00        | $1022396.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $33400.00          | $34004.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $2317500.00        | $2003290.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | N/A     | $2888700.00        | $1229754.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | N/A     | $398.52            | $258.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $13003300.00       | $12957879.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | N/A     | $477.50            | $273.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $133100.00         | $130095.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $1000.00           | $975.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $16.57             | $9.65              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $100.00            | $116.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $64787200.00       | $67390604.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | N/A     | $100.00            | $155.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.0000%  | N/A     | $6.30              | $5.07              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | N/A     | $500.00            | $301.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | N/A     | $46843400.00       | $49307304.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $185049800.00      | $183262033.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | N/A     | $600.00            | $599.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $361000.00         | $340785.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $215.51            | $132.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $1300.00           | $463.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | N/A     | $6142527.04        | $3187001.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $673700.00         | $698605.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $200.00            | $196.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $170673200.00      | $188794153.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.3839%  | N/A     | $1100.00           | $1099.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | N/A     | $9765000.00        | $12499629.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $8017700.00        | $10675565.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | N/A     | $754400.00         | $379583.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $2770700.00        | $3366252.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $1700.00           | $1667.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $18397900.00       | $17196535.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $32.91             | $10.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | N/A     | $4371400.00        | $1622816.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $2614500.00        | $2512318.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $287600.00         | $289474.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | N/A     | $10189100.00       | $7671666.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $8446400.00        | $8576164.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $11563700.00       | $3246867.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $200.00            | $172.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $207800.00         | $186097.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $1133900.00        | $1173473.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $13335800.00       | $9887214.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $4500.00           | $1219.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | N/A     | $7907900.00        | $8237157.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $391500.00         | $382586.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $4254400.00        | $3989055.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-07      | 0.0000%  | N/A     | $500.00            | $495.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $60955891.81       | $28837318.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $400200.00         | $403088.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $132748800.00      | $90712934.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $5897500.00        | $5929294.09        | U.S. Treasuries (including strips) |

### Security 119: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDNRA0F6
- **C.18 - Value (incl. sponsor support):** $8150000000.00
- **C.18.a - Value (excl. sponsor support):** $8150000000.00
- **C.19 - Percentage of Net Assets:** 4.4500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $1138553600.00     | $1137486775.28     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $690854400.00      | $694354498.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $535487000.00      | $531246996.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $2057463800.00     | $2057027549.78     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | N/A     | $229421600.00      | $183057140.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 4.4459%  | N/A     | $215175000.00      | $215247083.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $1935792000.00     | $1867832450.30     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $778405600.00      | $778773785.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $1714684700.00     | $847973739.76      | U.S. Treasuries (including strips) |

### Security 120: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDNR9ZJ3
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2071-11-20      | 5.5590%  | N/A     | $2000000.00        | $1917209.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2072-01-20      | 5.8450%  | N/A     | $2000000.00        | $2259597.20        | Agency Mortgage-Backed Securities |
| SHELL: GNMA GNHA AL DH9331 H               | 2075-02-20      | 0.0000%  | N/A     | $2608009.00        | $2775278.59        | Agency Mortgage-Backed Securities |
| GNMA GNHA RM DJ9300 H                      | 2075-05-20      | 0.0000%  | N/A     | $740016.00         | $777032.53         | Agency Mortgage-Backed Securities |
| GNMA GNHA AL DK8567 H                      | 2075-06-20      | 0.0000%  | N/A     | $3662059.00        | $3884136.02        | Agency Mortgage-Backed Securities |
| GNMA GNHA AL DK8588 H                      | 2075-05-20      | 0.0000%  | N/A     | $796666.00         | $817476.94         | Agency Mortgage-Backed Securities |
| GNMA GNHA AL DK4985 H                      | 2075-06-20      | 0.0000%  | N/A     | $4031486.00        | $4276050.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2071-10-20      | 5.4020%  | N/A     | $1000000.00        | $1015198.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2071-08-20      | 6.0960%  | N/A     | $1324147.00        | $1077924.25        | Agency Mortgage-Backed Securities |
| GNMA GNHA RM DJ2360 H                      | 2075-05-20      | 0.0000%  | N/A     | $2539252.00        | $2713324.20        | Agency Mortgage-Backed Securities |
| GNMA GNHA ML DK4999 H                      | 2075-06-20      | 0.0000%  | N/A     | $353878.00         | $362635.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2075-06-20      | 0.0000%  | N/A     | $2782333.00        | $2915975.88        | Agency Mortgage-Backed Securities |
| GNMA GNHA RM DJ1300 H                      | 2075-04-20      | 0.0000%  | N/A     | $11407274.00       | $12396917.43       | Agency Mortgage-Backed Securities |
| GNMA GNHA AL DJ9289 H                      | 2075-04-20      | 0.0000%  | N/A     | $616406.00         | $655353.10         | Agency Mortgage-Backed Securities |
| SHELL: GNMA GNHA AL DJ0273 H               | 2075-03-20      | 0.0000%  | N/A     | $4260307.00        | $4421894.51        | Agency Mortgage-Backed Securities |
| GNMA GNHA AL DH9862 H                      | 2075-02-20      | 0.0000%  | N/A     | $2749079.00        | $2842056.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 5.0000%  | N/A     | $19751068.00       | $19212255.11       | Agency Mortgage-Backed Securities |
| GNMA GNHA RM DF8428 H                      | 2075-03-20      | 0.0000%  | N/A     | $2473305.00        | $2624598.80        | Agency Mortgage-Backed Securities |
| GNMA GNHA RM DF8428 H                      | 2075-04-20      | 0.0000%  | N/A     | $591318.00         | $564045.09         | Agency Mortgage-Backed Securities |
| GNMA GNHA ML DJ8327 H                      | 2075-05-20      | 0.0000%  | N/A     | $495639.00         | $512804.86         | Agency Mortgage-Backed Securities |
| GNMA GNHA RM DK4995 H                      | 2075-06-20      | 0.0000%  | N/A     | $7295083.00        | $7416397.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2072-01-20      | 5.5720%  | N/A     | $750000.00         | $784523.29         | Agency Mortgage-Backed Securities |
| GNMA GNHA AL DJ1390 H                      | 2075-04-20      | 0.0000%  | N/A     | $521167.00         | $525436.03         | Agency Mortgage-Backed Securities |
| GNMA GNHA RM DL4989 H                      | 2075-06-20      | 0.0000%  | N/A     | $262448.00         | $272754.95         | Agency Mortgage-Backed Securities |
| GNMA GNHA AL DL4992 H                      | 2075-06-20      | 0.0000%  | N/A     | $698887.00         | $724311.12         | Agency Mortgage-Backed Securities |
| GNMA GNHA RM DK8563 H                      | 2075-06-20      | 0.0000%  | N/A     | $6945725.00        | $7474698.69        | Agency Mortgage-Backed Securities |
| GNMA GNHA RM DK8699 H                      | 2075-06-20      | 0.0000%  | N/A     | $9500000.00        | $10229758.34       | Agency Mortgage-Backed Securities |
| GNMA GNHA AL DK5839 H                      | 2075-06-20      | 0.0000%  | N/A     | $2689274.00        | $2789964.00        | Agency Mortgage-Backed Securities |
| SHELL: GNMA GNHA AL DJ1355 H               | 2075-02-20      | 0.0000%  | N/A     | $807090.00         | $868814.87         | Agency Mortgage-Backed Securities |
| GNMA GNHA AL DK4996 H                      | 2075-06-20      | 0.0000%  | N/A     | $497028.00         | $525583.34         | Agency Mortgage-Backed Securities |
| GNMA GNHA AL DJ1389 H                      | 2075-04-20      | 0.0000%  | N/A     | $326900.00         | $353323.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2071-10-20      | 5.6970%  | N/A     | $2000000.00        | $2121698.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2075-02-20      | 6.8010%  | N/A     | $901112.00         | $962165.53         | Agency Mortgage-Backed Securities |
| GNMA GNHA ML DK4987 H                      | 2075-06-20      | 0.0000%  | N/A     | $8124622.00        | $8336787.02        | Agency Mortgage-Backed Securities |
| GNMA GNHA RM DF8428 H                      | 2075-04-20      | 0.0000%  | N/A     | $1553709.00        | $1613823.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2060-11-20      | 1.9360%  | N/A     | $500000.00         | $21019.45          | Agency Mortgage-Backed Securities |
| SHELL: GNMA GNHA AL DJ1372 H               | 2075-03-20      | 0.0000%  | N/A     | $546697.00         | $573502.59         | Agency Mortgage-Backed Securities |
| GNMA GNHA RM DK8550 H                      | 2075-05-20      | 0.0000%  | N/A     | $12902685.00       | $13904687.09       | Agency Mortgage-Backed Securities |
| GNMA GNHA AL DK4997 H                      | 2075-06-20      | 0.0000%  | N/A     | $598370.00         | $632011.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2075-06-20      | 0.0000%  | N/A     | $1185623.00        | $1265643.07        | Agency Mortgage-Backed Securities |
| GNMA GNHA AL DK4975 H                      | 2075-05-20      | 0.0000%  | N/A     | $2480788.00        | $2623029.26        | Agency Mortgage-Backed Securities |
| GNMA GNHA ML DJ8328 H                      | 2075-05-20      | 0.0000%  | N/A     | $697917.00         | $727748.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-01-01      | 5.0000%  | N/A     | $22772555.00       | $21409991.27       | Agency Mortgage-Backed Securities |
| GNMA GNHA RM DI7369 H                      | 2075-06-20      | 0.0000%  | N/A     | $13845688.00       | $14918657.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2075-06-20      | 0.0000%  | N/A     | $2475213.00        | $2621208.49        | Agency Mortgage-Backed Securities |
| GNMA GNHA RM DF8428 H                      | 2075-05-20      | 0.0000%  | N/A     | $13686175.00       | $14486993.03       | Agency Mortgage-Backed Securities |
| GNMA GNHA AL DJ8322 H                      | 2075-05-20      | 0.0000%  | N/A     | $2282097.00        | $2416320.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2071-11-20      | 5.4720%  | N/A     | $1500000.00        | $1701313.02        | Agency Mortgage-Backed Securities |
| GNMA GNHA RM DJ9298 H                      | 2075-05-20      | 0.0000%  | N/A     | $273788.00         | $290108.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2071-11-20      | 5.4730%  | N/A     | $1500000.00        | $1627645.87        | Agency Mortgage-Backed Securities |
| GNMA GNHA ML DK4987 H                      | 2075-06-20      | 0.0000%  | N/A     | $457902.00         | $463402.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2071-11-20      | 5.5780%  | N/A     | $1000000.00        | $981652.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2075-06-20      | 0.0000%  | N/A     | $487489.00         | $507651.70         | Agency Mortgage-Backed Securities |

### Security 121: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LL8, C.4 - ISIN: US313385LL87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $180762840.91
- **C.18.a - Value (excl. sponsor support):** $180762840.91
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: Agency
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDNRARY6
- **C.18 - Value (incl. sponsor support):** $625000000.00
- **C.18.a - Value (excl. sponsor support):** $625000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $100.00            | $94.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $52460800.00       | $45806439.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $5038800.00        | $4166292.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $1569200.00        | $1506359.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $1700.00           | $1668.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $42009200.00       | $39255908.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $200.00            | $186.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $24718300.00       | $22907035.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $200.00            | $197.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $600.00            | $587.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $152379600.00      | $129164951.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $200.00            | $171.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | N/A     | $100.00            | $89.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $100.00            | $92.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $149013100.00      | $155906247.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $100001600.00      | $91298917.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $175200.00         | $180049.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $800.00            | $581.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $10380300.00       | $7985130.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $3830000.00        | $3531125.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $100.00            | $91.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $1800.00           | $1263.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | N/A     | $10000000.00       | $10363853.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $700.00            | $741.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $1100.00           | $1170.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $5831200.00        | $5292411.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $793000.00         | $549748.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $318000.00         | $320313.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $1600.00           | $1555.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $8900.00           | $8897.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $200.00            | $124.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $80877200.00       | $51043839.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $370100.00         | $362019.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $46000000.00       | $32965376.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $100.00            | $98.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $11555900.00       | $11206996.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $700.00            | $687.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $12264300.00       | $11897550.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $6493500.00        | $6304099.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $1139500.00        | $973485.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | N/A     | $3500.00           | $1938.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $3262400.00        | $2579295.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $1968600.00        | $1912361.69        | U.S. Treasuries (including strips) |

### Security 123: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $418693063.96
- **C.18.a - Value (excl. sponsor support):** $418693063.96
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1599486128.85
- **C.18.a - Value (excl. sponsor support):** $1599486128.85
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYDNRA0R0
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/4 NOTE F 25  | 2025-11-15      | 2.2500%  | N/A     | $20774100.00       | $20741544.49       | U.S. Treasuries (including strips) |
| GNII SF MB0485 M | 2055-07-20      | 5.5000%  | N/A     | $78000000.00       | $78231061.97       | Agency Mortgage-Backed Securities  |
| GNII SF MB0093 M | 2054-09-20      | 6.0000%  | N/A     | $3330141.00        | $3313677.64        | Agency Mortgage-Backed Securities  |
| GNII SP 787936 C | 2055-04-20      | 5.5000%  | N/A     | $309145.00         | $310385.21         | Agency Mortgage-Backed Securities  |
| GNII SP 787460 C | 2041-12-20      | 5.0000%  | N/A     | $37953705.00       | $33076116.37       | Agency Mortgage-Backed Securities  |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | N/A     | $11336200.00       | $11352716.84       | U.S. Treasuries (including strips) |
| GNMI JP 788072 X | 2026-10-15      | 3.5000%  | N/A     | $5995541.00        | $5974590.58        | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $341753112.72
- **C.18.a - Value (excl. sponsor support):** $341753112.72
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3719757785.87
- **C.18.a - Value (excl. sponsor support):** $3719757785.87
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397766317.10
- **C.18.a - Value (excl. sponsor support):** $397766317.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDNRA0N9
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/4 BOND 41   | 2041-08-15      | 1.7500%  | N/A     | $7669600.00        | $5091048.74        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28 | 2028-04-30      | 3.5000%  | N/A     | $9000.00           | $8985.49           | U.S. Treasuries (including strips) |

### Security 130: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDNRA009
- **C.18 - Value (incl. sponsor support):** $239000000.00
- **C.18.a - Value (excl. sponsor support):** $239000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $106376032.00      | $108281652.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $106599430.00      | $106549218.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $4992614.00        | $4915150.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $25556366.00       | $24034011.65       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1814988118.09
- **C.18.a - Value (excl. sponsor support):** $1814988118.09
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDNRA041
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_5473D                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $63.66             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5022                               | 2050-10-25      | 3.0000%  | N/A     | $47000000.00       | $4417432.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5451C                                          | 2054-09-25      | 1.5500%  | N/A     | $121147904.00      | $4131650.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2055-11-16      | 0.8274%  | N/A     | $100000000.00      | $854285.36         | Agency Collateralized Mortgage Obligation |
| GNMA_24-6A                                           | 2054-01-20      | 2.1020%  | N/A     | $50000000.00       | $2693705.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516C                                          | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $7.47              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-36                                | 2037-06-25      | 0.0000%  | N/A     | $16108173.00       | $6.98              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-59  | 2047-11-16      | 0.1756%  | N/A     | $227119159.00      | $54.72             | Agency Collateralized Mortgage Obligation |
| FNMA_22-69A                                          | 2052-10-25      | 0.2000%  | N/A     | $75000000.00       | $2362519.61        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H10                                          | 2072-05-20      | 0.4062%  | N/A     | $71675648.00       | $3516071.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516B                                          | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $55.63             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-115 | 2051-11-16      | 0.7501%  | N/A     | $28000000.00       | $4.93              | Agency Collateralized Mortgage Obligation |
| GNMA_24-160J                                         | 2054-09-20      | 0.4520%  | N/A     | $200000000.00      | $4732576.55        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H11D                                         | 2068-07-20      | 1.4022%  | N/A     | $25125000.00       | $281886.01         | Agency Collateralized Mortgage Obligation |
| FHLMC_5411G                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $1.49              | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                          | 2053-11-25      | 1.7000%  | N/A     | $275000000.00      | $11111078.80       | Agency Collateralized Mortgage Obligation |
| GNMA_18-155C                                         | 2048-11-20      | 1.6849%  | N/A     | $54123000.00       | $1297727.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93  | 2039-10-16      | 0.0000%  | N/A     | $125000000.00      | $15.29             | Agency Collateralized Mortgage Obligation |
| GNMA_24-61B                                          | 2054-04-20      | 1.0020%  | N/A     | $150000000.00      | $2830459.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 0.6500%  | N/A     | $103980000.00      | $2394969.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-2   | 2043-01-20      | 0.0000%  | N/A     | $75892352.00       | $107837.94         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-22                                | 2037-02-25      | 0.0000%  | N/A     | $5654180.00        | $0.29              | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 1.3500%  | N/A     | $125255000.00      | $4624416.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2044-08-20      | 1.1349%  | N/A     | $121075000.00      | $1119478.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-96  | 2047-01-16      | 0.0000%  | N/A     | $328812515.00      | $1.68              | Agency Collateralized Mortgage Obligation |
| GNMA_18-H12B                                         | 2068-08-20      | 1.4059%  | N/A     | $47852927.00       | $288211.84         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-2                                 | 2036-07-25      | 0.0000%  | N/A     | $14420183.00       | $3.82              | Agency Collateralized Mortgage Obligation |
| GNMA_24-164G                                         | 2054-05-20      | 6.5000%  | N/A     | $1484726.00        | $167643.38         | Agency Collateralized Mortgage Obligation |
| FNMA_24-82C                                          | 2054-11-25      | 0.8643%  | N/A     | $175000000.00      | $4389679.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                          | 2055-02-25      | 0.0000%  | N/A     | $250000.00         | $61.77             | Agency Collateralized Mortgage Obligation |
| GNMA_21-49J                                          | 2051-03-20      | 1.8349%  | N/A     | $81031168.00       | $3525890.38        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H03                                          | 2062-12-20      | 1.9604%  | N/A     | $1769465.00        | $207.90            | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3538                               | 2036-07-15      | 0.0000%  | N/A     | $77242219.00       | $10.45             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H23 | 2062-10-20      | 0.8675%  | N/A     | $2594291.00        | $71.30             | Agency Collateralized Mortgage Obligation |
| FHLMC_5499B                                          | 2055-02-25      | 0.7000%  | N/A     | $202000000.00      | $5415257.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H14C                                         | 2074-08-20      | 0.6925%  | N/A     | $106520640.00      | $8120089.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                         | 2054-10-20      | 0.0000%  | N/A     | $250000.00         | $84.10             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H22 | 2063-04-20      | 0.5099%  | N/A     | $62849023.00       | $5037.60           | Agency Collateralized Mortgage Obligation |
| GNMA_13-59                                           | 2045-07-16      | 1.0069%  | N/A     | $12000000.00       | $18241.25          | Agency Collateralized Mortgage Obligation |
| FHLMC_5473G                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $47.05             | Agency Collateralized Mortgage Obligation |
| FHLMC_41-94                                          | 2043-04-15      | 0.0000%  | N/A     | $19760200.00       | $16.44             | Agency Collateralized Mortgage Obligation |
| FHLMC_5252B                                          | 2052-09-25      | 1.0000%  | N/A     | $61500000.00       | $4048972.32        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H04E                                         | 2064-07-20      | 1.7579%  | N/A     | $57060608.00       | $95247.89          | Agency Collateralized Mortgage Obligation |
| FREDDIE_MAC FHLMC_3247                               | 2036-08-15      | 0.0000%  | N/A     | $25000000.00       | $5.33              | Agency Collateralized Mortgage Obligation |
| GNMA_25-66D                                          | 2055-04-20      | 0.0000%  | N/A     | $250000.00         | $3.85              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55  | 2038-02-20      | 0.0000%  | N/A     | $112275765.00      | $1.84              | Agency Collateralized Mortgage Obligation |
| GNMA_20-H19B                                         | 2070-11-20      | 1.7803%  | N/A     | $3040000.00        | $146463.90         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3472                               | 2036-08-15      | 0.0000%  | N/A     | $79982750.00       | $5.74              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2060-08-20      | 0.7081%  | N/A     | $42696886.00       | $31.20             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3533                               | 2036-07-15      | 0.0000%  | N/A     | $12224948.00       | $6.00              | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.74              | Agency Collateralized Mortgage Obligation |
| FNMA_24-66A                                          | 2054-09-25      | 0.8500%  | N/A     | $159435520.00      | $5591526.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-85C                                          | 2053-06-20      | 4.0849%  | N/A     | $6611088.00        | $5748438.80        | Agency Collateralized Mortgage Obligation |
| GM_02-83                                             | 2042-10-16      | 0.0002%  | N/A     | $112652320.00      | $0.07              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3320                               | 2036-09-15      | 0.0000%  | N/A     | $95058510.00       | $58.90             | Agency Collateralized Mortgage Obligation |
| FHLMC_5491B                                          | 2055-01-25      | 0.0000%  | N/A     | $150000.00         | $9.41              | Agency Collateralized Mortgage Obligation |
| FNMA_22-49C                                          | 2052-08-25      | 1.0000%  | N/A     | $50000000.00       | $3068084.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-36  | 2052-01-16      | 0.0000%  | N/A     | $75000000.00       | $23.50             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2062-04-20      | 3.0944%  | N/A     | $235000.00         | $56.72             | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $60.80             | Agency Collateralized Mortgage Obligation |
| GNMA_21-213D                                         | 2051-12-20      | 0.0000%  | N/A     | $200000000.00      | $1141864.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5491C                                          | 2055-01-25      | 0.0000%  | N/A     | $100000.00         | $21.74             | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $6.29              | Agency Collateralized Mortgage Obligation |
| GNMA_24-61Q                                          | 2053-08-20      | 1.0000%  | N/A     | $5759608.00        | $66693.27          | Agency Collateralized Mortgage Obligation |
| GNMA_24-149B                                         | 2054-09-20      | 0.3520%  | N/A     | $50000000.00       | $1284922.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_02-26  | 2042-03-16      | 0.0000%  | N/A     | $125000000.00      | $2.27              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-135 | 2046-10-20      | 1.6349%  | N/A     | $21466688.00       | $455987.90         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H11C                                         | 2070-06-20      | 1.3988%  | N/A     | $4003000.00        | $166053.56         | Agency Collateralized Mortgage Obligation |
| GNMA_22-50B                                          | 2052-03-20      | 0.0000%  | N/A     | $250000000.00      | $1162521.63        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H13F                                         | 2066-06-20      | 2.6535%  | N/A     | $1420000.00        | $22124.79          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-01O CI                                | 2073-01-20      | 0.0000%  | N/A     | $19500000.00       | $1337510.46        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC REMICS FHR_3364                          | 2032-05-15      | 0.0000%  | N/A     | $79890963.00       | $5.09              | Agency Collateralized Mortgage Obligation |
| FHLMC_5040L                                          | 2050-11-25      | 2.5000%  | N/A     | $52642100.00       | $4470422.81        | Agency Collateralized Mortgage Obligation |
| GNMA_23-176C                                         | 2053-11-20      | 1.1520%  | N/A     | $99999597.00       | $1374837.72        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82E                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $5.50              | Agency Collateralized Mortgage Obligation |
| FHLMC_5411G                                          | 2054-05-25      | 2.7419%  | N/A     | $50000000.00       | $4120294.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H28 | 2061-11-20      | 0.5060%  | N/A     | $700000.00         | $97.30             | Agency Collateralized Mortgage Obligation |
| GNMA_24-61H                                          | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.88              | Agency Collateralized Mortgage Obligation |
| GNMA_24-4G                                           | 2054-01-20      | 1.4820%  | N/A     | $145000000.00      | $6950256.98        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-2                                 | 2037-04-25      | 0.0000%  | N/A     | $23019827.00       | $1.68              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-99  | 2060-06-16      | 0.4516%  | N/A     | $50000000.00       | $400373.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-42  | 2037-04-20      | 0.0000%  | N/A     | $77574754.00       | $1.18              | Agency Collateralized Mortgage Obligation |
| GNMA_24-23H                                          | 2054-02-20      | 1.6520%  | N/A     | $116395008.00      | $4733935.26        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88G                                          | 2054-12-25      | 1.6000%  | N/A     | $38695680.00       | $2013176.36        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H21B                                         | 2068-09-01      | 2.3359%  | N/A     | $40870272.00       | $1568031.13        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1B                                           | 2055-02-25      | 1.4500%  | N/A     | $86593280.00       | $3590083.69        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3271                               | 2036-08-15      | 0.0000%  | N/A     | $140000000.00      | $89.56             | Agency Collateralized Mortgage Obligation |
| GNMA_24-42B                                          | 2054-03-20      | 0.8618%  | N/A     | $41171000.00       | $759572.16         | Agency Collateralized Mortgage Obligation |
| GNMA_23-127                                          | 2057-07-16      | 0.4034%  | N/A     | $200000000.00      | $2876490.53        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3519                               | 2037-07-15      | 0.0000%  | N/A     | $21475526.00       | $21.51             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2041-01-16      | 1.4955%  | N/A     | $75200000.00       | $276069.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_5499F                                          | 2049-09-25      | 6.0000%  | N/A     | $4692010.00        | $368634.10         | Agency Collateralized Mortgage Obligation |
| GNMA_24-42B                                          | 2054-03-20      | 0.0000%  | N/A     | $250000.00         | $3.70              | Agency Collateralized Mortgage Obligation |
| GNMA_14-H18A                                         | 2064-09-20      | 1.6079%  | N/A     | $1154000.00        | $8464.91           | Agency Collateralized Mortgage Obligation |
| GNMA_24-180B                                         | 2054-11-20      | 0.0000%  | N/A     | $250000.00         | $21.77             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-47  | 2038-06-16      | 7.0000%  | N/A     | $14641424.00       | $87007.98          | Agency Collateralized Mortgage Obligation |
| GNMA_18-8F                                           | 2048-01-20      | 0.0000%  | N/A     | $130400000.00      | $413012.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40  | 2037-07-16      | 0.0000%  | N/A     | $10000000.00       | $0.21              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3538                               | 2036-06-15      | 0.0000%  | N/A     | $10000000.00       | $50.62             | Agency Collateralized Mortgage Obligation |
| GNMA_25-9J                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $56.71             | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 0.0000%  | N/A     | $250000.00         | $42.96             | Agency Collateralized Mortgage Obligation |
| GNMA_24-64Q                                          | 2054-04-20      | 1.5520%  | N/A     | $160000000.00      | $6969994.57        | Agency Collateralized Mortgage Obligation |
| FNMA_22-67B                                          | 2052-10-25      | 0.8500%  | N/A     | $250000000.00      | $10055142.67       | Agency Collateralized Mortgage Obligation |
| FNMA_22-62D                                          | 2052-09-25      | 0.2200%  | N/A     | $33676032.00       | $975674.73         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3523                               | 2036-08-15      | 0.0000%  | N/A     | $5938329.00        | $0.04              | Agency Collateralized Mortgage Obligation |
| GNMA_12-H24                                          | 2060-03-20      | 0.9671%  | N/A     | $52097024.00       | $37078.65          | Agency Collateralized Mortgage Obligation |
| GNMA_12-H29                                          | 2062-10-20      | 0.0211%  | N/A     | $12173605.00       | $40.08             | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-3                                 | 2037-01-25      | 0.0000%  | N/A     | $46460176.00       | $16.16             | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                          | 2054-05-20      | 0.0000%  | N/A     | $250000.00         | $24.15             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-167 | 2043-07-20      | 0.1659%  | N/A     | $54969344.00       | $209855.24         | Agency Collateralized Mortgage Obligation |
| FNMA_19-78B                                          | 2050-01-25      | 1.5855%  | N/A     | $108445952.00      | $1997961.24        | Agency Collateralized Mortgage Obligation |
| GNMA_22-151A                                         | 2052-09-20      | 1.6520%  | N/A     | $70010112.00       | $4444656.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499E                                          | 2055-02-25      | 1.1500%  | N/A     | $100000000.00      | $3459997.39        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9D                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $90.58             | Agency Collateralized Mortgage Obligation |
| GNMA_23-152J                                         | 2053-10-20      | 1.9520%  | N/A     | $66666624.00       | $4262744.05        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88E                                          | 2054-12-25      | 0.0000%  | N/A     | $250000.00         | $26.98             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H14 | 2068-09-20      | 1.5377%  | N/A     | $21866560.00       | $562674.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H17 | 2067-09-20      | 2.0668%  | N/A     | $2892000.00        | $31589.48          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H01H                                         | 2068-12-20      | 1.7680%  | N/A     | $29583552.00       | $196968.49         | Agency Collateralized Mortgage Obligation |
| GNMA_25-9D                                           | 2055-01-20      | 0.8433%  | N/A     | $180355840.00      | $5037452.29        | Agency Collateralized Mortgage Obligation |
| GNMA_14-H07                                          | 2064-05-20      | 1.3810%  | N/A     | $12500000.00       | $24310.65          | Agency Collateralized Mortgage Obligation |
| GNMA_41-97DD                                         | 2054-12-20      | 2.3020%  | N/A     | $40000000.00       | $3544988.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93  | 2039-10-16      | 0.0000%  | N/A     | $100000000.00      | $26.90             | Agency Collateralized Mortgage Obligation |
| FNMA_16-32D                                          | 2046-06-25      | 1.5355%  | N/A     | $21263648.00       | $452452.66         | Agency Collateralized Mortgage Obligation |
| GNMA_12-H20                                          | 2061-04-20      | 0.3337%  | N/A     | $1000000.00        | $15.94             | Agency Collateralized Mortgage Obligation |
| FNMA_22-69B                                          | 2052-10-25      | 0.8300%  | N/A     | $56750272.00       | $2264443.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9F                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $2.46              | Agency Collateralized Mortgage Obligation |
| FNMA_24-22K                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $43.46             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-46  | 2037-05-20      | 0.0000%  | N/A     | $66987289.00       | $2.34              | Agency Collateralized Mortgage Obligation |
| FNMA_25-7A                                           | 2055-02-25      | 0.7500%  | N/A     | $101000000.00      | $2782593.44        | Agency Collateralized Mortgage Obligation |
| GNMA_21-155R                                         | 2051-09-20      | 3.5000%  | N/A     | $17003680.00       | $1837541.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-131A                                         | 2053-09-20      | 1.3520%  | N/A     | $122179968.00      | $2596956.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55  | 2036-04-20      | 0.0000%  | N/A     | $5650739.00        | $0.13              | Agency Collateralized Mortgage Obligation |

### Security 133: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DF8, C.4 - ISIN: US3130B7DF81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $630465000.00
- **C.18.a - Value (excl. sponsor support):** $630465000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79998749.60
- **C.18.a - Value (excl. sponsor support):** $79998749.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2002569023.64
- **C.18.a - Value (excl. sponsor support):** $2002569023.64
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6E69, C.4 - ISIN: US3130B6E699, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $423521522.27
- **C.18.a - Value (excl. sponsor support):** $423521522.27
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SM9, C.4 - ISIN: US3130B6SM94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $256375795.37
- **C.18.a - Value (excl. sponsor support):** $256375795.37
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDNR9ZU8
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLFA0628 | 2055-02-01      | 5.5000%  | N/A     | $41991672.00       | $41015703.39       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2839 | 2055-01-01      | 5.0000%  | N/A     | $42597063.00       | $40060055.01       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0213 | 2054-12-01      | 5.0000%  | N/A     | $41995651.00       | $40354726.93       | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0174 | 2057-02-01      | 3.0000%  | N/A     | $126952000.00      | $41167392.33       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I6BF0719 | 2063-03-01      | 3.5000%  | N/A     | $49204623.00       | $39117425.57       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3729 | 2055-03-01      | 6.0000%  | N/A     | $41298360.00       | $40062241.02       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1526 | 2054-05-01      | 6.0000%  | N/A     | $2832248.00        | $2641529.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ8168 | 2054-11-01      | 5.0000%  | N/A     | $12044435.00       | $10742803.30       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  | N/A     | $41206952.00       | $40582546.46       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8202 | 2052-11-01      | 5.5000%  | N/A     | $50000000.00       | $39005576.31       | Agency Mortgage-Backed Securities |

### Security 139: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MS4, C.4 - ISIN: US3130B5MS46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $428401618.31
- **C.18.a - Value (excl. sponsor support):** $428401618.31
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDNRA165
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-05-15      | 0.0000%  | N/A     | $328869860.00      | $100164879.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | N/A     | $35298960.00       | $34924791.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 0.0000%  | N/A     | $22643201.00       | $5401897.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 0.0000%  | N/A     | $104720339.00      | $26304911.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 0.0000%  | N/A     | $437881600.00      | $136530169.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $40135410.00       | $39815952.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 0.0000%  | N/A     | $340587350.00      | $90697048.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $54962440.00       | $63957874.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $485155880.00      | $133460075.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 0.0000%  | N/A     | $212236840.00      | $54879565.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 0.0000%  | N/A     | $48450966.00       | $47392263.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 0.0000%  | N/A     | $845845040.00      | $235470571.46      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $583268609.38
- **C.18.a - Value (excl. sponsor support):** $583268609.38
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $670108132.97
- **C.18.a - Value (excl. sponsor support):** $670108132.97
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRTT4RJY8
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-03-01      | 3.5000%  | N/A     | $651000.00         | $391080.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $2407392.00        | $2475985.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-06-01      | 2.0000%  | N/A     | $732005.00         | $244571.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-12-15      | 7.0000%  | N/A     | $4497592.00        | $3824619.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-09-01      | 3.0000%  | N/A     | $733051.00         | $118434.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-03-01      | 4.0000%  | N/A     | $1312000.00        | $226504.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $1130526.00        | $1169891.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 7.5000%  | N/A     | $2470364.00        | $2627168.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 8.0000%  | N/A     | $1270744.00        | $1347509.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $1685122.00        | $1745004.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 7.0000%  | N/A     | $379760.00         | $393287.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 3.0000%  | N/A     | $3795404.00        | $1718683.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-09-01      | 2.0000%  | N/A     | $325000.00         | $190396.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-11-01      | 2.0000%  | N/A     | $46000.00          | $20013.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 6.5000%  | N/A     | $1727664.00        | $1797922.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.5000%  | N/A     | $2561412.00        | $1977824.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-05-01      | 3.0000%  | N/A     | $863000.00         | $613643.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1372464.00        | $1427656.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-11-20      | 3.0000%  | N/A     | $665000.00         | $110764.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.0000%  | N/A     | $6746000.00        | $3655092.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-04-20      | 3.0000%  | N/A     | $1162334.00        | $100608.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-08-01      | 6.5000%  | N/A     | $11887376.00       | $12549938.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-04-01      | 4.5300%  | N/A     | $149151.00         | $47114.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $2751208.00        | $2822292.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-09-15      | 4.5000%  | N/A     | $1096184.00        | $467386.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-11-15      | 7.5000%  | N/A     | $4534264.00        | $4669690.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-06-01      | 5.5000%  | N/A     | $53921120.00       | $42334635.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-11-01      | 1.5000%  | N/A     | $52364.00          | $28307.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-12-01      | 5.5000%  | N/A     | $3533176.00        | $2950175.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 4.5000%  | N/A     | $299963.00         | $8634.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 4.5000%  | N/A     | $1500398.00        | $1147597.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $1573146.00        | $1618035.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-12-01      | 4.0000%  | N/A     | $743379.00         | $331921.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-07-01      | 2.5000%  | N/A     | $100000.00         | $58506.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 3.5000%  | N/A     | $54143.00          | $35442.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-11-15      | 7.0000%  | N/A     | $5770700.00        | $5900678.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 5.0000%  | N/A     | $1031802.00        | $197724.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-11-01      | 2.5000%  | N/A     | $307964.00         | $181043.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $2581832.00        | $2707623.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2041-12-01      | 2.0000%  | N/A     | $100000.00         | $62751.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 3.5000%  | N/A     | $379756.00         | $39567.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $41023744.00       | $34318834.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 3.0000%  | N/A     | $800000.00         | $605017.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-07-01      | 6.0000%  | N/A     | $2083076.00        | $2065295.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 6.5000%  | N/A     | $5823736.00        | $5983571.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-02-01      | 3.5000%  | N/A     | $725000.00         | $444555.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2038-04-01      | 5.5000%  | N/A     | $160000.00         | $100221.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-01-01      | 2.0000%  | N/A     | $743380.00         | $518848.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-08-01      | 4.0000%  | N/A     | $380932.00         | $40398.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-02-01      | 2.0000%  | N/A     | $634820.00         | $397773.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-01-01      | 6.0000%  | N/A     | $380000.00         | $268072.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-05-01      | 3.0000%  | N/A     | $85000.00          | $38693.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-06-01      | 3.5000%  | N/A     | $101000.00         | $39848.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-07-01      | 3.0000%  | N/A     | $65002.00          | $47516.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-02-01      | 4.0000%  | N/A     | $1115000.00        | $232185.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-11-20      | 3.5000%  | N/A     | $1000000.00        | $20526.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-04-01      | 2.5000%  | N/A     | $386509.00         | $241432.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-07-01      | 6.0000%  | N/A     | $34000.00          | $28543.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 3.0000%  | N/A     | $1104050.00        | $55766.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-06-01      | 2.5000%  | N/A     | $200000.00         | $119484.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-10-01      | 2.5000%  | N/A     | $72000.00          | $51557.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $6061480.00        | $6222762.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 7.5000%  | N/A     | $3775144.00        | $4017639.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 5.0000%  | N/A     | $1106090.00        | $255941.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 5.5000%  | N/A     | $225000.00         | $205331.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-11-01      | 3.5000%  | N/A     | $942001.00         | $295494.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1847716.00        | $1925515.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-02-01      | 3.0000%  | N/A     | $250000.00         | $163344.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | N/A     | $1757576.00        | $1835935.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-12-15      | 8.0000%  | N/A     | $2198932.00        | $2266635.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-01-15      | 7.5000%  | N/A     | $3287036.00        | $3391198.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-11-01      | 2.5000%  | N/A     | $58000.00          | $8946.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-03-20      | 5.0000%  | N/A     | $90000.00          | $44242.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $5823552.00        | $5996167.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2038-06-01      | 5.5000%  | N/A     | $18620000.00       | $615000.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-10-01      | 5.0000%  | N/A     | $47766720.00       | $44866419.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-06-01      | 2.0000%  | N/A     | $164041.00         | $89442.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $1326604.00        | $1367882.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2041-07-01      | 6.0000%  | N/A     | $700000.00         | $507775.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 4.5000%  | N/A     | $1878404.00        | $146012.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-06-01      | 2.0000%  | N/A     | $222926.00         | $132845.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2034-05-01      | 4.0000%  | N/A     | $966743.00         | $166678.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | N/A     | $4343968.00        | $2642125.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-08-01      | 3.0000%  | N/A     | $443034.00         | $129911.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-03-01      | 3.0000%  | N/A     | $170297.00         | $98977.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-11-01      | 3.0000%  | N/A     | $700000.00         | $439370.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 5.0000%  | N/A     | $491000.00         | $439009.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 3.0000%  | N/A     | $929000.00         | $235524.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-10-01      | 4.5000%  | N/A     | $21023264.00       | $5828727.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-02-20      | 3.0000%  | N/A     | $1500000.00        | $120630.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-03-01      | 3.5000%  | N/A     | $470000.00         | $78999.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-03-01      | 4.5000%  | N/A     | $4100000.00        | $1354843.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $1447962.00        | $1498349.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-07-01      | 3.5000%  | N/A     | $1290000.00        | $46161.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2039-08-01      | 5.5000%  | N/A     | $2000000.00        | $74765.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-05-01      | 2.0000%  | N/A     | $640999.00         | $422621.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-07-01      | 5.0000%  | N/A     | $188000.00         | $86692.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $5118648.00        | $5342316.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-07-01      | 5.0000%  | N/A     | $106080.00         | $79056.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $2413536.00        | $2514604.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-12-01      | 2.0000%  | N/A     | $103000.00         | $57049.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $2236156.00        | $2304111.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $2471136.00        | $2554400.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-10-01      | 2.5000%  | N/A     | $100000.00         | $64755.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-07-01      | 4.0000%  | N/A     | $60000.00          | $43675.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-03-01      | 3.0000%  | N/A     | $50000.00          | $31648.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-05-01      | 3.5000%  | N/A     | $306000.00         | $191811.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-06-01      | 2.0000%  | N/A     | $250000.00         | $145669.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2028-06-01      | 2.5000%  | N/A     | $847134.00         | $47905.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-10-01      | 2.5000%  | N/A     | $29000.00          | $12511.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-04-01      | 5.5000%  | N/A     | $3264984.00        | $2853906.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $10144176.00       | $10409008.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-01-15      | 8.0000%  | N/A     | $2397500.00        | $2476969.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $1486574.00        | $1525141.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-05-01      | 3.5000%  | N/A     | $29000.00          | $5344.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-08-01      | 4.0000%  | N/A     | $61000.00          | $53134.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-11-01      | 2.5000%  | N/A     | $296000.00         | $103969.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1420790.00        | $1483093.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 3.5000%  | N/A     | $580000.00         | $404911.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.0000%  | N/A     | $50000000.00       | $36533672.51       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 7.0000%  | N/A     | $4890008.00        | $5150465.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-01-01      | 2.0000%  | N/A     | $100000.00         | $64930.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $2042904.00        | $2108350.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $3965220.00        | $4124678.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-07-20      | 5.5000%  | N/A     | $1780000.00        | $184486.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-08-01      | 3.0000%  | N/A     | $567000.00         | $87565.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $3404096.00        | $2823179.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1404760.00        | $1461473.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2041-05-01      | 4.5000%  | N/A     | $18000000.00       | $70773.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-10-20      | 4.5000%  | N/A     | $6675000.00        | $173005.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2041-02-01      | 4.0000%  | N/A     | $3000000.00        | $253590.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-11-01      | 2.5000%  | N/A     | $10180280.00       | $4382041.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-10-01      | 4.0000%  | N/A     | $1477998.00        | $69164.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2027-12-01      | 3.0000%  | N/A     | $2278000.00        | $145557.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $8049408.00        | $8287517.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-10-01      | 2.5000%  | N/A     | $5625000.00        | $2505438.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-09-20      | 4.0000%  | N/A     | $1400000.00        | $134170.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-01-15      | 4.5000%  | N/A     | $1256208.00        | $906179.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 4.5000%  | N/A     | $2059716.00        | $523990.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-04-01      | 5.0000%  | N/A     | $2871612.00        | $2071642.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-12-01      | 2.5000%  | N/A     | $147962.00         | $36051.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-11-01      | 3.0000%  | N/A     | $352000.00         | $57589.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-11-15      | 6.5000%  | N/A     | $4186472.00        | $4205092.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1374344.00        | $1429963.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-05-01      | 2.5000%  | N/A     | $384585.00         | $265195.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-09-01      | 5.0000%  | N/A     | $45000.00          | $32072.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-03-01      | 2.0000%  | N/A     | $1100000.00        | $553933.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 4.5000%  | N/A     | $150000.00         | $20382.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $7873904.00        | $8218201.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2028-05-01      | 5.5000%  | N/A     | $12703680.00       | $57826.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-01-01      | 4.5000%  | N/A     | $690000.00         | $601216.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-01-01      | 4.5000%  | N/A     | $155044.00         | $128242.82         | Agency Mortgage-Backed Securities |

### Security 144: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDNSDN15
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET DK8988 C | 2065-07-20      | 7.0000%  | N/A     | $12039988.00       | $12478091.05       | Agency Mortgage-Backed Securities |
| GNPL PN CD0211   | 2060-07-15      | 5.6000%  | N/A     | $13310000.00       | $13703771.92       | Agency Mortgage-Backed Securities |
| GNII ET DK6943 C | 2065-06-20      | 6.5000%  | N/A     | $14416387.00       | $14823025.23       | Agency Mortgage-Backed Securities |
| GNII ET DK6905 C | 2065-07-20      | 6.5000%  | N/A     | $12585940.00       | $12940947.42       | Agency Mortgage-Backed Securities |
| GNPL PN CV7749   | 2060-08-15      | 5.6800%  | N/A     | $13134150.00       | $13600994.60       | Agency Mortgage-Backed Securities |
| GNPL PN DJ4689   | 2060-07-15      | 5.8900%  | N/A     | $4579121.00        | $4762585.01        | Agency Mortgage-Backed Securities |
| GNII JM MB0473 M | 2055-07-20      | 6.0000%  | N/A     | $14210980.00       | $14391431.02       | Agency Mortgage-Backed Securities |
| GNII ET DJ5146 C | 2065-05-20      | 6.5000%  | N/A     | $9868888.00        | $10136380.30       | Agency Mortgage-Backed Securities |
| GNII ET DL2031 C | 2065-07-20      | 6.5000%  | N/A     | $10868432.00       | $11174994.24       | Agency Mortgage-Backed Securities |
| GNPL PN DJ6842   | 2060-07-15      | 5.9300%  | N/A     | $12440000.00       | $13068178.54       | Agency Mortgage-Backed Securities |
| GNII ET DK6938 C | 2065-06-20      | 6.5000%  | N/A     | $12394807.00       | $12744423.19       | Agency Mortgage-Backed Securities |
| GNII ET DJ9659 C | 2065-06-20      | 6.5000%  | N/A     | $15151219.00       | $15572859.41       | Agency Mortgage-Backed Securities |
| GNPL PN CM3807   | 2059-09-15      | 5.3300%  | N/A     | $13697350.00       | $13802318.15       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SX5, C.4 - ISIN: US3130B6SX59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $85868573.70
- **C.18.a - Value (excl. sponsor support):** $85868573.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1525932253.21
- **C.18.a - Value (excl. sponsor support):** $1525932253.21
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75R1, C.4 - ISIN: US3130B75R13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $522016954.56
- **C.18.a - Value (excl. sponsor support):** $522016954.56
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DB7, C.4 - ISIN: US3130B7DB77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $420310000.00
- **C.18.a - Value (excl. sponsor support):** $420310000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDNR9ZN4
- **C.18 - Value (incl. sponsor support):** $29000000.00
- **C.18.a - Value (excl. sponsor support):** $29000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $100.00            | $94.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $36.41             | $11.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 0.0000%  | N/A     | $94.48             | $28.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $2100.00           | $700.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | N/A     | $19.71             | $9.92              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $24067500.00       | $24112746.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 0.0000%  | N/A     | $22.20             | $7.55              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-08-15      | 0.0000%  | N/A     | $13.23             | $7.49              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | N/A     | $4879300.00        | $1264846.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 0.0000%  | N/A     | $0.12              | $0.10              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 0.0000%  | N/A     | $607.67            | $216.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | N/A     | $92.49             | $47.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 0.0000%  | N/A     | $84.00             | $61.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-11-15      | 0.0000%  | N/A     | $147.60            | $87.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $91653.41          | $54830.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 0.0000%  | N/A     | $16.68             | $6.25              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 0.0000%  | N/A     | $71.27             | $69.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $1000.00           | $361.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $41.81             | $22.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $4273200.00        | $4145535.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 0.0000%  | N/A     | $1.50              | $0.42              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 0.0000%  | N/A     | $100.00            | $25.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $445.26            | $273.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $95.14             | $30.65             | U.S. Treasuries (including strips) |

### Security 150: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation - JPM
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDNRA0P4
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | N/A     | $312261000.00      | $304932456.66      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | N/A     | $1109619200.00     | $1094653765.85     | U.S. Treasuries (including strips) |
| BILL 10/30/25    | 2025-10-30      | 0.0000%  | N/A     | $417427500.00      | $413002768.50      | U.S. Treasuries (including strips) |
| BILL 09/25/25    | 2025-09-25      | 0.0000%  | N/A     | $4416400.00        | $4387658.07        | U.S. Treasuries (including strips) |
| BILL 12/26/25    | 2025-12-26      | 0.0000%  | N/A     | $420188000.00      | $413037660.80      | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | N/A     | $32863000.00       | $34794294.07       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $1075611200.00     | $1036440666.93     | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AR 25 | 2025-08-15      | 3.1250%  | N/A     | $624953600.00      | $633501784.09      | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | N/A     | $53031700.00       | $56886565.47       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  | N/A     | $15551700.00       | $15461375.73       | U.S. Treasuries (including strips) |
| BILL 08/14/25    | 2025-08-14      | 0.0000%  | N/A     | $547838400.00      | $546994728.86      | U.S. Treasuries (including strips) |
| BILL 11/04/25    | 2025-11-04      | 0.0000%  | N/A     | $26000.00          | $25711.01          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $14225800.00       | $13293438.28       | U.S. Treasuries (including strips) |
| BILL 11/28/25    | 2025-11-28      | 0.0000%  | N/A     | $22906000.00       | $22587148.48       | U.S. Treasuries (including strips) |

### Security 151: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5N87, C.4 - ISIN: US3130B5N874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1279034432.44
- **C.18.a - Value (excl. sponsor support):** $1279034432.44
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDKZ4E05
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $2200.00           | $2197.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $13220300.00       | $13423630.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | N/A     | $321784600.00      | $289669961.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $328200.00         | $313655.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $191027100.00      | $192080104.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $100.00            | $104.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | N/A     | $588897100.00      | $523282194.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $8716900.00        | $5786242.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $254200600.00      | $250100268.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $343300.00         | $341647.59         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300399609.00
- **C.18.a - Value (excl. sponsor support):** $300399609.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDNRA025
- **C.18 - Value (incl. sponsor support):** $369000000.00
- **C.18.a - Value (excl. sponsor support):** $369000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-10-01      | 6.0000%  | N/A     | $7000.00           | $5908.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-03-01      | 7.5000%  | N/A     | $909684.00         | $764431.47         | Agency Mortgage-Backed Securities         |
| GNMA_24-104C                                                     | 2054-06-20      | 5.5480%  | N/A     | $1411.00           | $900.45            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $838.70            | Agency Mortgage-Backed Securities         |
| FHLMC_5364A                                                      | 2053-12-25      | 0.0000%  | N/A     | $2069732.00        | $1128061.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-02-01      | 4.0000%  | N/A     | $506524.00         | $32006.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-01-01      | 3.9100%  | N/A     | $1000.00           | $642.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1037.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.5000%  | N/A     | $38383.00          | $24801.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 5.0000%  | N/A     | $500000.00         | $460321.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-06-01      | 3.5000%  | N/A     | $29100.00          | $20923.08          | Agency Mortgage-Backed Securities         |
| FNMA_21-46A                                                      | 2048-12-25      | 2.5000%  | N/A     | $14049316.00       | $1627081.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2038-03-01      | 6.5000%  | N/A     | $789999.00         | $13994.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.0000%  | N/A     | $113301.00         | $114945.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-06-01      | 4.0000%  | N/A     | $2438189.00        | $905891.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2041-04-01      | 4.5000%  | N/A     | $2153718.00        | $196485.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-03-01      | 3.0000%  | N/A     | $3643.00           | $2003.34           | Agency Mortgage-Backed Securities         |
| FNMA_24-94B                                                      | 2054-08-25      | 0.0000%  | N/A     | $9863480.00        | $6470969.95        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                                 | 2036-10-01      | 5.5000%  | N/A     | $13784.00          | $502.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2039-08-20      | 5.8750%  | N/A     | $1564.00           | $36.49             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2040-08-01      | 6.6570%  | N/A     | $1000.00           | $443.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-06-20      | 2.5000%  | N/A     | $49414493.00       | $31866163.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $8000.00           | $8008.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $486.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 5.5000%  | N/A     | $1171.00           | $1171.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 2.5000%  | N/A     | $1001.00           | $659.25            | Agency Mortgage-Backed Securities         |
| GNMA_24-157D                                                     | 2053-08-20      | 0.0000%  | N/A     | $573517.00         | $352810.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $883.88            | Agency Mortgage-Backed Securities         |
| GNMA_24-134C                                                     | 2054-08-20      | 5.4080%  | N/A     | $1038.00           | $899.78            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2038-12-01      | 4.0000%  | N/A     | $1001.00           | $185.46            | Agency Mortgage-Backed Securities         |
| GNMA_22-197M                                                     | 2052-11-20      | 0.0000%  | N/A     | $3754644.00        | $2072041.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2033-11-01      | 6.0000%  | N/A     | $1101901.00        | $16052.25          | Agency Mortgage-Backed Securities         |
| GNMA_25-63J                                                      | 2055-04-20      | 0.8320%  | N/A     | $50000000.00       | $1985776.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 4.0000%  | N/A     | $5778305.00        | $4983454.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2034-04-01      | 6.0000%  | N/A     | $91523.00          | $7404.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-08-01      | 3.5000%  | N/A     | $275000.00         | $148569.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2044-11-01      | 4.0000%  | N/A     | $8407378.00        | $676351.47         | Agency Mortgage-Backed Securities         |
| GNMA_25-118E                                                     | 2055-07-20      | 1.6500%  | N/A     | $122062302.00      | $6774111.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-04-01      | 3.5000%  | N/A     | $7000.00           | $4876.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-04-01      | 4.0000%  | N/A     | $1000.00           | $334.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $840.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2029-03-01      | 2.3100%  | N/A     | $1000.00           | $936.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-01-01      | 3.5000%  | N/A     | $88000.00          | $10446.36          | Agency Mortgage-Backed Securities         |
| GNMA_21-76C                                                      | 2050-08-20      | 3.0000%  | N/A     | $19581008.00       | $1515796.05        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-56                                            | 2050-08-25      | 2.5000%  | N/A     | $300008.00         | $34815.70          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-03-01      | 5.0000%  | N/A     | $87000.00          | $79671.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-05-01      | 6.0000%  | N/A     | $215000.00         | $164590.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-03-01      | 4.0000%  | N/A     | $25194242.00       | $3187612.07        | Agency Mortgage-Backed Securities         |
| FHLMC_5359B                                                      | 2053-11-25      | 0.0000%  | N/A     | $3571429.00        | $1774076.60        | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                                      | 2053-11-25      | 0.0000%  | N/A     | $5231350.00        | $2976717.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $940.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-11-01      | 5.5000%  | N/A     | $4762712.00        | $4755086.52        | Agency Mortgage-Backed Securities         |
| FNMA_18-53D                                                      | 2048-07-25      | 1.9278%  | N/A     | $12691776.00       | $119614.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2042-10-01      | 4.0000%  | N/A     | $7005.00           | $1232.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2038-07-01      | 5.5000%  | N/A     | $4737988.00        | $41563.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2038-04-01      | 5.0000%  | N/A     | $553334.00         | $55743.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2035-05-01      | 6.0000%  | N/A     | $281105.00         | $11809.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.5000%  | N/A     | $3237960.00        | $3288908.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $209.14            | Agency Mortgage-Backed Securities         |
| GNMA_25-5K                                                       | 2055-01-20      | 0.8020%  | N/A     | $50000000.00       | $2895381.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-06-01      | 6.7380%  | N/A     | $18767.00          | $899.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2034-01-01      | 4.1000%  | N/A     | $1000.00           | $952.05            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_2084                                           | 2028-08-15      | 4.2959%  | N/A     | $1364.00           | $0.10              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1023.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-09-01      | 6.0000%  | N/A     | $608500.00         | $477280.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-02-01      | 6.0380%  | N/A     | $1000.00           | $23.33             | Agency Mortgage-Backed Securities         |
| FNMA_20-97A                                                      | 2051-01-25      | 2.0000%  | N/A     | $200001.00         | $22528.99          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2034-01-01      | 6.9190%  | N/A     | $47953.00          | $85.10             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 5.5000%  | N/A     | $519437.00         | $523929.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-06-01      | 4.0000%  | N/A     | $131307.00         | $21433.76          | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5059                                           | 2051-01-25      | 2.5000%  | N/A     | $2599946.00        | $338011.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2035-02-01      | 3.0000%  | N/A     | $230000.00         | $39020.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-04-01      | 5.0000%  | N/A     | $9222.00           | $7594.44           | Agency Mortgage-Backed Securities         |
| GNMA_23-18H                                                      | 2053-02-20      | 1.3520%  | N/A     | $47786580.00       | $980158.21         | Agency Collateralized Mortgage Obligation |
| FNMA_19-65                                                       | 2059-11-25      | 1.7093%  | N/A     | $32066176.00       | $391301.06         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 6.0000%  | N/A     | $1111.00           | $980.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-08-01      | 6.0390%  | N/A     | $1163.00           | $16.54             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-04-20      | 7.5000%  | N/A     | $5485095.00        | $5875069.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2036-12-01      | 2.0000%  | N/A     | $1002.00           | $589.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $675.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-03-01      | 5.0000%  | N/A     | $1010.00           | $840.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-01-01      | 3.5000%  | N/A     | $890000.00         | $162191.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $745.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2035-11-01      | 4.0270%  | N/A     | $1008.00           | $7.10              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $999.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $708000.00         | $717370.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $626.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-12-01      | 5.5000%  | N/A     | $41731.00          | $38084.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $774.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $541166.00         | $554537.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2030-03-01      | 4.0000%  | N/A     | $1000.00           | $30.35             | Agency Mortgage-Backed Securities         |
| GNMA_12-133B                                                     | 2042-10-20      | 0.0000%  | N/A     | $70076160.00       | $38495.14          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-04-01      | 4.6800%  | N/A     | $1000.00           | $1005.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2044-09-01      | 3.5000%  | N/A     | $54324.00          | $10080.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2034-05-01      | 6.0000%  | N/A     | $3792.00           | $35.98             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2037-02-01      | 7.0000%  | N/A     | $862157.00         | $8405.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1016.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010                | 2050-09-25      | 2.5000%  | N/A     | $100007.00         | $12037.71          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $984.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-09-01      | 5.5000%  | N/A     | $75000.00          | $71920.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-12-01      | 3.5000%  | N/A     | $195000.00         | $55345.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-02-01      | 4.0000%  | N/A     | $7000.00           | $1626.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-11-01      | 1.5000%  | N/A     | $283955.00         | $153502.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $742.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $590.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $795.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-09-01      | 3.0000%  | N/A     | $1000.00           | $255.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-01-01      | 5.5000%  | N/A     | $242264.00         | $34704.48          | Agency Mortgage-Backed Securities         |
| FHLMC_5389D                                                      | 2051-10-25      | 2.5000%  | N/A     | $129338.00         | $15560.15          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2033-01-01      | 6.0000%  | N/A     | $2117000.00        | $25111.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-08-01      | 4.0000%  | N/A     | $1000.00           | $320.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-09-01      | 5.0000%  | N/A     | $730000.00         | $603898.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $782.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2046-05-20      | 4.5000%  | N/A     | $977985.00         | $41684.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-10-01      | 3.0000%  | N/A     | $7001.00           | $4406.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $702267.00         | $719619.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 5.0000%  | N/A     | $328077.00         | $241384.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2038-04-01      | 5.5000%  | N/A     | $4294000.00        | $28026.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-07-01      | 4.0000%  | N/A     | $7000.00           | $2009.76           | Agency Mortgage-Backed Securities         |
| FHLMC_5069E                                                      | 2051-02-25      | 3.0000%  | N/A     | $1723550.00        | $158819.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $951.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-11-01      | 3.0000%  | N/A     | $202999.00         | $116591.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2032-10-20      | 4.7500%  | N/A     | $25206.00          | $86.93             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $736.74            | Agency Mortgage-Backed Securities         |
| FNMA_25-19A                                                      | 2055-03-25      | 1.4900%  | N/A     | $121224468.00      | $7279726.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2042-09-01      | 7.5200%  | N/A     | $31244.00          | $48.03             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-03-01      | 4.0000%  | N/A     | $58856.00          | $47919.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2042-04-01      | 3.5000%  | N/A     | $1003.00           | $85.62             | Agency Mortgage-Backed Securities         |
| GNMA_24-4C                                                       | 2054-01-20      | 2.6020%  | N/A     | $100000000.00      | $4891231.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $623.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.0000%  | N/A     | $739710.00         | $699017.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $921.03            | Agency Mortgage-Backed Securities         |
| GNMA_24-27B                                                      | 2054-02-20      | 5.5000%  | N/A     | $5219944.00        | $947375.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-06-01      | 5.0000%  | N/A     | $85000.00          | $79696.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $701.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-02-01      | 6.0000%  | N/A     | $1093.00           | $4.20              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-02-01      | 5.0000%  | N/A     | $1000.00           | $960.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 5.5000%  | N/A     | $7000.00           | $5655.45           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                                 | 2032-07-01      | 6.5000%  | N/A     | $65427.00          | $947.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 6.0000%  | N/A     | $2166552.00        | $2120909.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.0000%  | N/A     | $2558640.00        | $2603005.03        | Agency Mortgage-Backed Securities         |
| GNMA_24-64K                                                      | 2054-04-20      | 0.8520%  | N/A     | $14755154.00       | $640469.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-03-01      | 5.5000%  | N/A     | $8343392.00        | $87740.54          | Agency Mortgage-Backed Securities         |
| GNMA_23-150D                                                     | 2053-10-20      | 6.0000%  | N/A     | $707406.00         | $721066.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $915.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2040-02-01      | 3.2600%  | N/A     | $1109.00           | $958.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1014.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-02-01      | 3.0000%  | N/A     | $1000.00           | $762.38            | Agency Mortgage-Backed Securities         |
| FNMA_20-57                                                       | 2050-08-25      | 2.5000%  | N/A     | $4099999.00        | $539786.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-12-01      | 4.5000%  | N/A     | $7000.00           | $1356.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $693.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 2.5000%  | N/A     | $1000.00           | $684.50            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC REMICS FHLMC_5377                                    | 2051-12-25      | 2.5000%  | N/A     | $2138912.00        | $241101.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $1008.00           | $1006.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-03-01      | 5.0000%  | N/A     | $191000.00         | $154988.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-08-01      | 3.0000%  | N/A     | $306000.00         | $90875.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $568937.00         | $582994.87         | Agency Mortgage-Backed Securities         |
| GNMA_25-95C                                                      | 2055-05-20      | 0.7820%  | N/A     | $100000.00         | $3866.58           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-10-01      | 3.0000%  | N/A     | $4000000.00        | $692707.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $671.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-06-01      | 4.5000%  | N/A     | $516000.00         | $68484.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2028-08-01      | 3.6500%  | N/A     | $1000.00           | $985.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $729.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-09-01      | 6.0000%  | N/A     | $7000.00           | $6015.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-09-01      | 3.5000%  | N/A     | $1000.00           | $158.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-09-01      | 5.0000%  | N/A     | $1000.00           | $81.41             | Agency Mortgage-Backed Securities         |
| FHSTR-377                                                        | 2051-01-25      | 2.0000%  | N/A     | $100000.00         | $9330.35           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2037-06-01      | 5.0000%  | N/A     | $1026.00           | $10.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1039.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-11-01      | 5.0000%  | N/A     | $1000.00           | $197.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $842.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-06-01      | 5.0000%  | N/A     | $7000.00           | $1715.26           | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KL06 | 2029-12-25      | 1.3604%  | N/A     | $14300101.00       | $707171.13         | Agency Collateralized Mortgage Obligation |
| GNMA_25-64E                                                      | 2055-04-20      | 1.5020%  | N/A     | $50000000.00       | $2151600.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $718.73            | Agency Mortgage-Backed Securities         |
| FHLMC_5050J                                                      | 2050-12-25      | 2.0000%  | N/A     | $2500000.00        | $225689.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-10-01      | 3.5000%  | N/A     | $1000000.00        | $143280.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2040-10-01      | 4.0000%  | N/A     | $1955834.00        | $180938.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $523110.00         | $534913.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-12-01      | 2.0000%  | N/A     | $765000.00         | $404625.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-08-01      | 3.0000%  | N/A     | $1000.00           | $107.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $964.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-12-01      | 2.5000%  | N/A     | $4474616.00        | $1119293.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $992.41            | Agency Mortgage-Backed Securities         |
| FNMA_24-75C                                                      | 2054-10-25      | 1.7000%  | N/A     | $2585406.00        | $174563.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-07-01      | 6.0000%  | N/A     | $79181.00          | $80790.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $90.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 5.5000%  | N/A     | $90000.00          | $83605.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-07-01      | 5.5000%  | N/A     | $43194.00          | $43282.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-05-20      | 5.5000%  | N/A     | $9042743.00        | $7212971.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-07-01      | 3.0000%  | N/A     | $2008.00           | $1356.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-03-20      | 5.5000%  | N/A     | $5286236.00        | $4805140.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $1041.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $727.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-03-01      | 6.0000%  | N/A     | $1005.00           | $914.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-07-01      | 4.0000%  | N/A     | $7000.00           | $1103.18           | Agency Mortgage-Backed Securities         |
| GNMA_24-132D                                                     | 2054-08-20      | 2.2520%  | N/A     | $50000000.00       | $4168018.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1001.00           | $1000.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2037-11-01      | 6.0000%  | N/A     | $2571783.00        | $49910.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1002.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 3.0000%  | N/A     | $1001.00           | $730.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $814.83            | Agency Mortgage-Backed Securities         |
| GNMA_15-117D                                                     | 2039-11-16      | 3.5000%  | N/A     | $53546982.00       | $20064.67          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-07-01      | 3.0000%  | N/A     | $5297296.00        | $4224065.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $1004.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $667.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-08-01      | 3.5000%  | N/A     | $1002.00           | $771.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1020.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-02-01      | 5.5000%  | N/A     | $675098.00         | $650175.65         | Agency Mortgage-Backed Securities         |
| FHLMC_4454D                                                      | 2045-03-15      | 3.0000%  | N/A     | $1100.00           | $642.23            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-11-01      | 4.5000%  | N/A     | $1000.00           | $77.52             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2034-02-01      | 4.7600%  | N/A     | $1000.00           | $1012.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 4.0000%  | N/A     | $150991.00         | $132509.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-09-01      | 2.0000%  | N/A     | $1001.00           | $486.89            | Agency Mortgage-Backed Securities         |
| GNMA_25-4E                                                       | 2055-01-20      | 0.0246%  | N/A     | $190000000.00      | $27776.76          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $1011.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $649.63            | Agency Mortgage-Backed Securities         |
| FHLMC_5344A                                                      | 2053-10-25      | 0.0000%  | N/A     | $199213.00         | $112931.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-10-01      | 5.0000%  | N/A     | $3055000.00        | $287004.78         | Agency Mortgage-Backed Securities         |
| GNMA_21-193E                                                     | 2050-02-20      | 3.0000%  | N/A     | $6786403.00        | $469899.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-12-01      | 3.0000%  | N/A     | $1024.00           | $893.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-09-01      | 4.0000%  | N/A     | $178000.00         | $33441.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2040-06-01      | 4.5000%  | N/A     | $197945.00         | $16076.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 5.0000%  | N/A     | $1000.00           | $966.46            | Agency Mortgage-Backed Securities         |
| FHLMC_2484                                                       | 2032-07-15      | 6.5000%  | N/A     | $54.00             | $1.94              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $155.62            | Agency Mortgage-Backed Securities         |
| GNMA_22-177H                                                     | 2052-10-20      | 0.0000%  | N/A     | $11773272.00       | $6918081.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5426B                                                      | 2054-06-25      | 18.8499% | N/A     | $1884280.00        | $1747797.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-01-01      | 5.0000%  | N/A     | $1001.00           | $89.85             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-03-20      | 5.5000%  | N/A     | $1286024.00        | $1065414.44        | Agency Mortgage-Backed Securities         |
| GNMA_16-107F                                                     | 2045-06-20      | 4.0000%  | N/A     | $19735595.00       | $176252.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2038-10-01      | 5.0000%  | N/A     | $1001.00           | $690.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-06-01      | 3.5000%  | N/A     | $820000.00         | $102185.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-06-01      | 6.2150%  | N/A     | $1000.00           | $20.85             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $662.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $653.35            | Agency Mortgage-Backed Securities         |
| FHLMC_5069                                                       | 2051-02-25      | 2.5000%  | N/A     | $100000.00         | $10108.77          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-11-01      | 5.0000%  | N/A     | $506542.00         | $447626.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2044-02-01      | 3.5000%  | N/A     | $800000.00         | $63815.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $732.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-05-01      | 6.0000%  | N/A     | $890988.00         | $630435.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-06-01      | 4.0000%  | N/A     | $136000.00         | $22649.67          | Agency Mortgage-Backed Securities         |
| GNMA_23-189A                                                     | 2053-12-20      | 2.7020%  | N/A     | $33181206.00       | $1324636.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $998.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-03-20      | 5.5000%  | N/A     | $9669024.00        | $7244526.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-01-01      | 6.5000%  | N/A     | $352072.00         | $316073.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-06-01      | 4.6640%  | N/A     | $1000.00           | $12.74             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-03-01      | 4.5000%  | N/A     | $7002.00           | $1342.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-03-01      | 3.5000%  | N/A     | $1000.00           | $162.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 2.5900%  | N/A     | $1004.00           | $690.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $1665106.00        | $1701857.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-10-01      | 5.7080%  | N/A     | $2567.00           | $1.70              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 3.0000%  | N/A     | $434174.00         | $269804.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-09-01      | 2.5000%  | N/A     | $1002.00           | $447.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 4.0000%  | N/A     | $171220.00         | $152725.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $730.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-03-01      | 3.5000%  | N/A     | $300000.00         | $80346.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2051-10-20      | 3.0000%  | N/A     | $20886208.00       | $12337069.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-09-01      | 6.5000%  | N/A     | $5479.00           | $331.88            | Agency Mortgage-Backed Securities         |
| FNMA_21-3                                                        | 2051-02-25      | 2.5000%  | N/A     | $1100000.00        | $122114.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $892.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-09-01      | 3.0000%  | N/A     | $1001.00           | $181.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 6.0000%  | N/A     | $7015.00           | $6659.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1033.81           | Agency Mortgage-Backed Securities         |
| FHLMC_5431A                                                      | 2054-07-25      | 8.9999%  | N/A     | $4292495.00        | $4363206.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2037-07-01      | 3.5000%  | N/A     | $1000.00           | $660.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-04-01      | 3.5000%  | N/A     | $257073.00         | $42397.93          | Agency Mortgage-Backed Securities         |
| GNMA_24-186C                                                     | 2054-11-20      | 0.0000%  | N/A     | $1000.00           | $607.24            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-03-01      | 3.5000%  | N/A     | $790000.00         | $156346.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-10-01      | 2.5000%  | N/A     | $1000.00           | $196.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2051-12-20      | 4.0000%  | N/A     | $3751424.00        | $2985574.52        | Agency Mortgage-Backed Securities         |
| FNMA_20-67D                                                      | 2050-09-25      | 2.0000%  | N/A     | $12500000.00       | $1238903.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2041-05-01      | 6.0000%  | N/A     | $7000.00           | $830.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2037-08-01      | 6.5000%  | N/A     | $1311443.00        | $14519.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $6000.00           | $5988.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 7.5000%  | N/A     | $1015.00           | $1060.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $248.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-12-01      | 2.0000%  | N/A     | $1120593.00        | $677803.88         | Agency Mortgage-Backed Securities         |
| FNMA_23-2                                                        | 2051-04-25      | 2.5000%  | N/A     | $5150000.00        | $717389.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $781.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2031-06-01      | 5.5000%  | N/A     | $14927926.00       | $39475.54          | Agency Mortgage-Backed Securities         |
| FNMA_21-54F                                                      | 2049-05-25      | 2.5000%  | N/A     | $2056400.00        | $199323.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-03-20      | 4.0000%  | N/A     | $5389336.00        | $4348975.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-11-01      | 3.0000%  | N/A     | $1000.00           | $305.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $775.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-03-01      | 4.0000%  | N/A     | $1006.00           | $313.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2040-11-20      | 5.8750%  | N/A     | $2869.00           | $104.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2037-11-01      | 3.5000%  | N/A     | $7000.00           | $1978.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 7.5000%  | N/A     | $625000.00         | $641748.31         | Agency Mortgage-Backed Securities         |
| FHLMC_4448                                                       | 2040-05-15      | 2.2670%  | N/A     | $113880121.00      | $464049.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-10-01      | 3.0000%  | N/A     | $1000.00           | $363.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-10-01      | 2.0000%  | N/A     | $1000.00           | $529.46            | Agency Mortgage-Backed Securities         |
| GNMA_24-172A                                                     | 2054-10-20      | 1.1520%  | N/A     | $5780571.00        | $289476.45         | Agency Collateralized Mortgage Obligation |
| GNMA_20-65F                                                      | 2046-04-20      | 0.1857%  | N/A     | $78776162.00       | $647354.59         | Agency Collateralized Mortgage Obligation |
| GNMA_22-178C                                                     | 2052-10-20      | 0.0000%  | N/A     | $11927799.00       | $6896522.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-06-01      | 3.5000%  | N/A     | $489955.00         | $366637.71         | Agency Mortgage-Backed Securities         |
| GNMA_23-151F                                                     | 2053-10-20      | 2.6520%  | N/A     | $8152352.00        | $565812.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-05-01      | 3.0000%  | N/A     | $1000.00           | $178.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $584.23            | Agency Mortgage-Backed Securities         |
| GNMA_20-148E                                                     | 2050-10-20      | 2.5000%  | N/A     | $100000.00         | $8471.38           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-08-01      | 3.5000%  | N/A     | $365000.00         | $34016.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-08-01      | 4.0000%  | N/A     | $1000.00           | $748.92            | Agency Mortgage-Backed Securities         |
| GNMA_23-1A                                                       | 2053-01-20      | 2.8020%  | N/A     | $20937735.00       | $1895839.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-12-01      | 5.5000%  | N/A     | $7000.00           | $5962.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $587.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 3.5000%  | N/A     | $531995.00         | $403795.99         | Agency Mortgage-Backed Securities         |
| FHLMC_5355A                                                      | 2053-11-25      | 0.0000%  | N/A     | $8546000.00        | $4873055.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-12-01      | 2.0000%  | N/A     | $710000.00         | $434730.77         | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5010                                           | 2050-09-25      | 2.5000%  | N/A     | $1400190.00        | $127418.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $1002.42           | Agency Mortgage-Backed Securities         |
| FNMA_21-33                                                       | 2047-05-25      | 2.5000%  | N/A     | $10859303.00       | $1152236.16        | Agency Collateralized Mortgage Obligation |
| FNMA_22-86                                                       | 2050-05-25      | 2.5000%  | N/A     | $293333.00         | $35692.65          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-08-20      | 6.5000%  | N/A     | $950653.00         | $543835.55         | Agency Mortgage-Backed Securities         |
| GNMA_15-82                                                       | 2045-06-20      | 7.0000%  | N/A     | $13999900.00       | $143602.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $994.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $649.54            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                                 | 2028-10-01      | 3.5000%  | N/A     | $1028.00           | $85.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 6.0000%  | N/A     | $115000.00         | $97141.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $781.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 3.5000%  | N/A     | $1001.00           | $671.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $558825.00         | $572633.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $976.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22                 | 2051-10-25      | 2.5000%  | N/A     | $6589842.00        | $978950.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 3.0000%  | N/A     | $922988.00         | $547256.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $242.45            | Agency Mortgage-Backed Securities         |
| GNMA_24-64L                                                      | 2054-04-20      | 1.6981%  | N/A     | $30051484.00       | $1439448.90        | Agency Collateralized Mortgage Obligation |
| GNMA_24-157C                                                     | 2053-06-20      | 0.0000%  | N/A     | $46906249.00       | $31398003.59       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $399.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $582.05            | Agency Mortgage-Backed Securities         |
| FHLMC_5537                                                       | 2055-05-25      | 0.5500%  | N/A     | $113686954.00      | $3474340.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-08-01      | 5.5000%  | N/A     | $7027.00           | $115.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-06-01      | 2.0000%  | N/A     | $1000.00           | $549.18            | Agency Mortgage-Backed Securities         |
| FHLMC_5528B                                                      | 2055-04-25      | 1.6500%  | N/A     | $50558502.00       | $3046047.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-07-01      | 3.0000%  | N/A     | $1000.00           | $211.44            | Agency Mortgage-Backed Securities         |
| FHLMC_5064B                                                      | 2033-09-25      | 3.0000%  | N/A     | $29295347.00       | $769031.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $623.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-02-01      | 3.0000%  | N/A     | $7002.00           | $1597.57           | Agency Mortgage-Backed Securities         |
| GNMA_24-59D                                                      | 2054-04-20      | 1.1020%  | N/A     | $114773.00         | $4699.32           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-06-01      | 4.0000%  | N/A     | $1002.00           | $256.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-03-01      | 4.0000%  | N/A     | $1736414.00        | $208535.98         | Agency Mortgage-Backed Securities         |
| GNMA_18-51B                                                      | 2046-11-20      | 0.1864%  | N/A     | $2029949.00        | $8488.31           | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                                      | 2053-11-25      | 0.0000%  | N/A     | $10909500.00       | $5959158.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-10-01      | 4.0000%  | N/A     | $394217.00         | $306164.46         | Agency Mortgage-Backed Securities         |
| FNMA_23-49E                                                      | 2061-09-25      | 5.5000%  | N/A     | $31168832.00       | $4755838.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-02-01      | 7.0000%  | N/A     | $8046000.00        | $589103.39         | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_20-74                                            | 2050-10-25      | 2.5000%  | N/A     | $200011.00         | $23427.69          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.0000%  | N/A     | $7354361.00        | $7534600.24        | Agency Mortgage-Backed Securities         |
| FHLMC_5123F                                                      | 2048-08-25      | 2.5000%  | N/A     | $5923232.00        | $584111.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $320.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 4.0000%  | N/A     | $84000.00          | $63800.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-04-01      | 6.7580%  | N/A     | $1981.00           | $1938.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-10-01      | 3.0000%  | N/A     | $1000.00           | $785.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-01-01      | 2.5000%  | N/A     | $89000.00          | $44592.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-06-01      | 3.5000%  | N/A     | $413365.00         | $68573.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2028-12-01      | 1.5800%  | N/A     | $1000.00           | $915.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-02-20      | 5.5000%  | N/A     | $1056490.00        | $773312.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $928.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $999.37            | Agency Mortgage-Backed Securities         |
| FHLMC_5474A                                                      | 2054-11-25      | 2.8500%  | N/A     | $29594802.00       | $3217625.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                                      | 2054-06-20      | 5.5480%  | N/A     | $14327435.00       | $8379931.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-07-01      | 4.0000%  | N/A     | $2544188.00        | $741777.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2037-05-01      | 2.5000%  | N/A     | $880951.00         | $569188.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-03-01      | 2.0000%  | N/A     | $1005.00           | $561.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $1463.00           | $1492.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2043-06-20      | 5.1250%  | N/A     | $4396.00           | $60.01             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-07-01      | 5.0000%  | N/A     | $7000.00           | $6080.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2032-09-01      | 3.5000%  | N/A     | $122003.00         | $16021.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $426445.00         | $436860.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-03-01      | 3.0000%  | N/A     | $77000.00          | $45781.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-12-01      | 3.0000%  | N/A     | $1000.00           | $147.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 5.5000%  | N/A     | $70250.00          | $70258.47          | Agency Mortgage-Backed Securities         |
| FNMA_24-65B                                                      | 2054-09-25      | 0.1000%  | N/A     | $100358.00         | $268.29            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-04-01      | 5.0000%  | N/A     | $777823.00         | $302095.03         | Agency Mortgage-Backed Securities         |
| GNMA_24-132D                                                     | 2054-08-20      | 0.0000%  | N/A     | $12486726.00       | $7355541.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-11-01      | 4.0000%  | N/A     | $43995.00          | $37819.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-10-01      | 5.5000%  | N/A     | $1094373.00        | $1080845.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-06-01      | 3.0000%  | N/A     | $7000.00           | $2654.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-11-01      | 3.5000%  | N/A     | $700000.00         | $125280.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-03-20      | 7.5000%  | N/A     | $1415520.00        | $1516369.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-06-01      | 3.5000%  | N/A     | $100000.00         | $41891.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $204.70            | Agency Mortgage-Backed Securities         |
| FHLMC_5483D                                                      | 2054-12-25      | 11.9166% | N/A     | $2280334.00        | $2481392.14        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5085                                           | 2051-03-25      | 2.0000%  | N/A     | $1500710.00        | $140478.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-08-01      | 3.3510%  | N/A     | $1000.00           | $712.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-08-01      | 6.0300%  | N/A     | $1000.00           | $21.13             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $1016.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-12-01      | 5.5000%  | N/A     | $359897.00         | $284143.58         | Agency Mortgage-Backed Securities         |
| GNMA_21-16G                                                      | 2051-01-20      | 2.5000%  | N/A     | $100000.00         | $8658.85           | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | 2026-04-25      | 2.8960%  | N/A     | $1174.00           | $27.80             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2035-09-01      | 6.3000%  | N/A     | $16828.00          | $135.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-05-01      | 2.0000%  | N/A     | $236361.00         | $125399.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-08-01      | 5.0000%  | N/A     | $7007.00           | $1140.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $852.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-11-01      | 4.0000%  | N/A     | $2001.00           | $144.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 4.5000%  | N/A     | $320402.00         | $260267.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $754.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2039-09-20      | 5.8750%  | N/A     | $2273.00           | $52.85             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1                  | 2051-02-25      | 2.5000%  | N/A     | $400000.00         | $51471.52          | Agency Collateralized Mortgage Obligation |
| GNMA_25-45A                                                      | 2055-03-20      | 1.5820%  | N/A     | $100000000.00      | $6312952.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-04-01      | 5.0000%  | N/A     | $1012.00           | $973.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2042-05-01      | 2.0000%  | N/A     | $100000.00         | $70324.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-01-01      | 3.0000%  | N/A     | $1733170.00        | $325285.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2028-08-01      | 4.5720%  | N/A     | $5019.00           | $3.50              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2028-11-01      | 1.5800%  | N/A     | $1000.00           | $853.64            | Agency Mortgage-Backed Securities         |
| FHLMC_5344C                                                      | 2053-10-25      | 0.0000%  | N/A     | $3456448.00        | $2097892.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2030-11-01      | 5.4500%  | N/A     | $8129.00           | $1.19              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $818.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2035-12-01      | 6.4350%  | N/A     | $1411.00           | $19.29             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $655.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1018.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2027-03-01      | 2.5000%  | N/A     | $13500000.00       | $202943.63         | Agency Mortgage-Backed Securities         |
| GNMA_22-51P                                                      | 2052-03-20      | 0.0000%  | N/A     | $28179440.00       | $329010.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-09-01      | 6.0000%  | N/A     | $7000.00           | $5856.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2041-07-01      | 4.5000%  | N/A     | $5301007.00        | $343326.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $616.30            | Agency Mortgage-Backed Securities         |
| FNMA_20-61D                                                      | 2050-09-25      | 4.0000%  | N/A     | $47700145.00       | $3695418.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-10-01      | 3.0000%  | N/A     | $6007.00           | $1955.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 5.0000%  | N/A     | $723000.00         | $706505.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-01-01      | 5.5000%  | N/A     | $8076616.00        | $56589.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-01-01      | 4.5000%  | N/A     | $1033.00           | $120.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2038-05-01      | 5.5000%  | N/A     | $6463575.00        | $57021.77          | Agency Mortgage-Backed Securities         |
| FNMA_07-30                                                       | 2037-04-25      | 2.2755%  | N/A     | $48672317.00       | $412821.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-03-01      | 6.0000%  | N/A     | $1631702.00        | $1639659.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2029-10-01      | 2.4100%  | N/A     | $1001.00           | $930.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $528.19            | Agency Mortgage-Backed Securities         |
| GNMA_24-39K                                                      | 2054-03-20      | 2.0520%  | N/A     | $11959744.00       | $555997.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $743.86            | Agency Mortgage-Backed Securities         |
| GNMA_25-4E                                                       | 2055-01-20      | 0.1190%  | N/A     | $53445523.00       | $21356.31          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $641.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-08-01      | 2.5000%  | N/A     | $7000.00           | $4118.31           | Agency Mortgage-Backed Securities         |
| FHLMC_5530B                                                      | 2055-04-25      | 1.0000%  | N/A     | $100188.00         | $5279.22           | Agency Collateralized Mortgage Obligation |
| GNMA_25-48B                                                      | 2055-03-20      | 1.7120%  | N/A     | $341802.00         | $21178.01          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-03-01      | 6.5000%  | N/A     | $1049.00           | $1104.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-01-01      | 3.5000%  | N/A     | $1000.00           | $877.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $775.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2035-10-20      | 4.7500%  | N/A     | $45542.00          | $1064.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-195             | 2052-11-20      | 0.0000%  | N/A     | $654740.00         | $348617.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-08-01      | 4.5000%  | N/A     | $2038.00           | $400.91            | Agency Mortgage-Backed Securities         |
| FHLMC_5418A                                                      | 2054-06-25      | 0.0000%  | N/A     | $10996718.00       | $6489481.37        | Agency Collateralized Mortgage Obligation |
| FNMA_11-41                                                       | 2041-05-25      | 2.1155%  | N/A     | $31387088.00       | $90030.07          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-11-20      | 5.5000%  | N/A     | $27775400.00       | $27136707.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 5.0000%  | N/A     | $8751183.00        | $7147974.10        | Agency Mortgage-Backed Securities         |
| FNMA_23-58G                                                      | 2053-12-25      | 17.5499% | N/A     | $2805717.00        | $3630374.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-06-01      | 4.0000%  | N/A     | $7011.00           | $883.99            | Agency Mortgage-Backed Securities         |
| GNMA_24-H20E                                                     | 2074-11-20      | 0.7603%  | N/A     | $6465800.00        | $443473.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $741.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-12-01      | 4.5000%  | N/A     | $2885.00           | $140.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-08-01      | 4.5000%  | N/A     | $600000.00         | $89087.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-09-01      | 3.5000%  | N/A     | $575000.00         | $69456.48          | Agency Mortgage-Backed Securities         |
| FNMA_21-42G                                                      | 2046-02-25      | 2.1049%  | N/A     | $2197474.00        | $55428.47          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $309.36            | Agency Mortgage-Backed Securities         |
| FHLMC_5330B                                                      | 2053-08-25      | 0.0000%  | N/A     | $7613223.00        | $4288213.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $996.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2042-10-01      | 6.7070%  | N/A     | $1819.00           | $85.78             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $620.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-02-01      | 4.5000%  | N/A     | $1180000.00        | $124075.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $758.13            | Agency Mortgage-Backed Securities         |
| GNMA_23-H23E                                                     | 2073-09-20      | 0.6453%  | N/A     | $16736479.00       | $971864.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $802.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $821.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $645.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-08-01      | 3.5000%  | N/A     | $154300.00         | $31742.02          | Agency Mortgage-Backed Securities         |
| FNMA_23-27A                                                      | 2050-08-25      | 4.0000%  | N/A     | $11424244.00       | $10729812.47       | Agency Collateralized Mortgage Obligation |

### Security 155: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1502794791.11
- **C.18.a - Value (excl. sponsor support):** $1502794791.11
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD3QX822
- **C.18 - Value (incl. sponsor support):** $1696000000.00
- **C.18.a - Value (excl. sponsor support):** $1696000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FGRA 4091SN 08/15/42                                   | 2042-08-15      | 2.1459%  | N/A     | $48358400.00       | $1164492.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 YF                                       | 2054-06-20      | 5.6480%  | N/A     | $100000000.00      | $42961986.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-002 YS                                       | 2055-01-20      | 0.9020%  | N/A     | $40000000.00       | $1364223.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-187 SJ                                       | 2050-12-20      | 0.0000%  | N/A     | $24127296.00       | $96670.36          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-J44       A-2    20330225 4.61400 | 2033-02-25      | 4.6140%  | N/A     | $13700000.00       | $13783638.50       | Agency Collateralized Mortgage Obligation |
| FNRA CL055SD R12F055                                   | 2042-05-25      | 2.0855%  | N/A     | $32571392.00       | $341774.26         | Agency Collateralized Mortgage Obligation |
| FNRM CL076AD R20F076                                   | 2050-11-25      | 1.2500%  | N/A     | $22338592.00       | $10689174.18       | Agency Collateralized Mortgage Obligation |
| FNRA CL007TC R24F007                                   | 2053-09-25      | 0.0500%  | N/A     | $46776320.00       | $41913.53          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-007 IO                                       | 2057-01-16      | 0.4876%  | N/A     | $65159000.00       | $155457.06         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 SY                                       | 2055-05-20      | 2.7020%  | N/A     | $44000000.00       | $5064249.39        | Agency Collateralized Mortgage Obligation |
| FGRM 4704PA 07/15/47                                   | 2047-07-15      | 3.5000%  | N/A     | $2300000.00        | $237854.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 PS                                       | 2054-10-20      | 1.7020%  | N/A     | $102250624.00      | $3899342.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-101 FB                                       | 2054-06-20      | 5.5680%  | N/A     | $30000000.00       | $17240737.78       | Agency Collateralized Mortgage Obligation |
| FNRM RC061IC R15F061                                   | 2045-08-25      | 5.0000%  | N/A     | $31474800.00       | $307641.89         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-061       X3     20441225 FLT     | 2044-12-25      | 1.9811%  | N/A     | $18835000.00       | $504418.40         | Agency Collateralized Mortgage Obligation |
| FERM 4908BD 04/25/49                                   | 2049-04-25      | 3.0000%  | N/A     | $24635328.00       | $6353152.28        | Agency Collateralized Mortgage Obligation |
| FERM 5544CN 04/25/52                                   | 2052-04-25      | 4.5000%  | N/A     | $53197632.00       | $51308556.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-099 Z                                        | 2055-06-20      | 5.0000%  | N/A     | $29064000.00       | $25606150.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2013-055 IO                                       | 2054-10-16      | 0.2447%  | N/A     | $123456512.00      | $354945.38         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-050 IA                                       | 2064-06-16      | 0.6920%  | N/A     | $125925888.00      | $6688732.43        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-151 AI                                       | 2045-03-20      | 3.0000%  | N/A     | $497262.00         | $7911.39           | Agency Collateralized Mortgage Obligation |
| GNRA 2011-038 IO                                       | 2053-04-16      | 0.5301%  | N/A     | $177569792.00      | $25952.81          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-004 FG                                       | 2054-01-20      | 5.4980%  | N/A     | $30000000.00       | $23119076.86       | Agency Collateralized Mortgage Obligation |
| FNRM CL054A R25F054                                    | 2051-04-25      | 4.5000%  | N/A     | $23691456.00       | $23076786.53       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-118       X3     20481025 FLT     | 2048-10-25      | 2.6918%  | N/A     | $10819696.00       | $1253853.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2003-09 IO                                        | 2043-11-16      | 0.0000%  | N/A     | $212991996.00      | $18783.02          | Agency Collateralized Mortgage Obligation |
| FNRA CL035SE R12F035                                   | 2042-04-25      | 2.0355%  | N/A     | $74642304.00       | $1198638.41        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-001 GZ                                       | 2053-01-20      | 6.0000%  | N/A     | $729614.00         | $66673.22          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-074       X3     20460225 FLT     | 2046-02-25      | 2.1346%  | N/A     | $14411000.00       | $775206.09         | Agency Collateralized Mortgage Obligation |
| FGRA 4152SG 02/15/42                                   | 2042-02-15      | 2.0459%  | N/A     | $105159424.00      | $979645.73         | Agency Collateralized Mortgage Obligation |
| FGRM 4973PO 01/15/41                                   | 2041-01-15      | 0.0000%  | N/A     | $500000.00         | $188463.86         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-05 YF                                        | 2049-01-20      | 4.5000%  | N/A     | $100000000.00      | $14544613.04       | Agency Collateralized Mortgage Obligation |
| FNRM RC076JI R08F076                                   | 2038-09-25      | 6.0000%  | N/A     | $124093000.00      | $232746.40         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-039 TZ                                       | 2065-02-20      | 5.3980%  | N/A     | $4712144.00        | $1455987.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 BF                                       | 2055-06-20      | 6.0000%  | N/A     | $100000000.00      | $100299712.85      | Agency Collateralized Mortgage Obligation |
| FERM 5113DA 06/25/41                                   | 2041-06-25      | 1.5000%  | N/A     | $56945840.00       | $28824254.91       | Agency Collateralized Mortgage Obligation |
| FNRA CL007S R13F007                                    | 2043-02-25      | 1.6355%  | N/A     | $25798144.00       | $518039.18         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-1502      X3     20340425 FLT     | 2034-04-25      | 4.2646%  | N/A     | $7312000.00        | $1485533.68        | Agency Collateralized Mortgage Obligation |
| FNRA CL034BI R15F034                                   | 2045-06-25      | 6.5000%  | N/A     | $19649728.00       | $198480.32         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-127 DF                                       | 2054-08-20      | 5.4480%  | N/A     | $30000000.00       | $27486805.36       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-039 NL                                       | 2055-03-20      | 4.5000%  | N/A     | $26047168.00       | $23230140.73       | Agency Collateralized Mortgage Obligation |
| FGRA 5115UT 08/15/43                                   | 2043-08-15      | 0.0000%  | N/A     | $270274560.00      | $255889.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-130 IO                                       | 2063-11-16      | 0.3781%  | N/A     | $211332000.00      | $7496532.51        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-002 LB                                       | 2054-12-20      | 5.5000%  | N/A     | $6621000.00        | $6511298.86        | Agency Collateralized Mortgage Obligation |
| FERA 5451SB 09/25/54                                   | 2054-09-25      | 2.1500%  | N/A     | $35603008.00       | $2596246.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-196 DS                                       | 2054-12-20      | 0.7020%  | N/A     | $40000000.00       | $1283325.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-120 SD                                       | 2052-07-20      | 1.7320%  | N/A     | $30500000.00       | $2372594.08        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-100 FB                                       | 2053-07-20      | 5.3480%  | N/A     | $30000000.00       | $23992798.90       | Agency Collateralized Mortgage Obligation |
| FGRA 4913US 03/15/49                                   | 2049-03-15      | 1.5959%  | N/A     | $15546760.00       | $363552.56         | Agency Collateralized Mortgage Obligation |
| FGRA 4289GZ 01/15/44                                   | 2044-01-15      | 3.0000%  | N/A     | $6236488.00        | $6692219.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-099 SG                                       | 2053-07-20      | 1.7020%  | N/A     | $33599488.00       | $1694305.45        | Agency Collateralized Mortgage Obligation |
| FERA 5160GZ 10/25/51                                   | 2051-10-25      | 3.0000%  | N/A     | $5657430.00        | $3589338.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-70 SD                                        | 2048-05-16      | 0.1855%  | N/A     | $58188096.00       | $582503.74         | Agency Collateralized Mortgage Obligation |
| FNRM RC040BD R25F040                                   | 2052-03-25      | 5.0000%  | N/A     | $107725184.00      | $104402801.42      | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KG03         X2-B   20300725 0.10000 | 2030-07-25      | 0.1000%  | N/A     | $44593200.00       | $181464.62         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 AS                                       | 2055-05-20      | 0.8020%  | N/A     | $30000000.00       | $1379267.62        | Agency Collateralized Mortgage Obligation |
| GNRM 2015-083 EI                                       | 2043-09-20      | 6.0000%  | N/A     | $35697088.00       | $672655.37         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 TC                                       | 2053-05-20      | 0.0500%  | N/A     | $100000000.00      | $110371.70         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 SA                                       | 2053-05-20      | 1.1520%  | N/A     | $100000000.00      | $1775085.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-119 IO                                       | 2059-10-16      | 0.7758%  | N/A     | $139356672.00      | $1843064.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-045 NZ                                       | 2055-03-20      | 5.0000%  | N/A     | $19626360.00       | $17934494.55       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-142 GI                                       | 2050-09-20      | 3.0000%  | N/A     | $23236096.00       | $1662929.32        | Agency Collateralized Mortgage Obligation |
| FERM 05544G 09/25/50                                   | 2050-09-25      | 5.0000%  | N/A     | $61820288.00       | $59980331.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 CT                                       | 2053-04-20      | 0.0500%  | N/A     | $96972800.00       | $76847.75          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-002 BS                                       | 2055-01-20      | 0.9020%  | N/A     | $49999999.00       | $1425247.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-044 SG                                       | 2054-03-20      | 0.9520%  | N/A     | $35000000.00       | $771328.46         | Agency Collateralized Mortgage Obligation |
| FNRA CL025IT R18F025                                   | 2041-01-25      | 0.3215%  | N/A     | $12314272.00       | $14978.63          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-022 IO                                       | 2063-05-16      | 0.9729%  | N/A     | $14450000.00       | $870788.57         | Agency Collateralized Mortgage Obligation |
| GNRA 2010-062 DS                                       | 2037-05-16      | 2.0955%  | N/A     | $45605312.00       | $204380.97         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-146 PA                                       | 2052-06-20      | 4.0000%  | N/A     | $10000000.00       | $6528548.56        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB46         X1     20371225 FLT     | 2037-12-25      | 0.0000%  | N/A     | $60000000.00       | $343848.00         | Agency Collateralized Mortgage Obligation |
| FNRA CL008PM R06F008                                   | 2036-03-25      | 8.5420%  | N/A     | $1000000.00        | $904513.30         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 US                                       | 2053-09-20      | 1.3520%  | N/A     | $25514784.00       | $1167098.68        | Agency Collateralized Mortgage Obligation |
| GNRM 2017-192 IP                                       | 2045-11-20      | 3.0000%  | N/A     | $42204602.00       | $107323.62         | Agency Collateralized Mortgage Obligation |
| FERA 5500TA 10/25/54                                   | 2054-10-25      | 0.0500%  | N/A     | $158960128.00      | $176199.95         | Agency Collateralized Mortgage Obligation |
| FGRA 4999HT 10/15/48                                   | 2048-10-15      | 0.1500%  | N/A     | $9122704.00        | $13327.06          | Agency Collateralized Mortgage Obligation |
| FNRM CL040BV R25F040                                   | 2036-06-25      | 5.0000%  | N/A     | $20078880.00       | $19986753.35       | Agency Collateralized Mortgage Obligation |
| FERA 5513SW 11/25/54                                   | 2054-11-25      | 0.0000%  | N/A     | $266340000.00      | $4379420.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-149 SV                                       | 2050-10-20      | 0.0000%  | N/A     | $16267456.00       | $99487.77          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-055       X3     20440425 FLT     | 2044-04-25      | 1.6468%  | N/A     | $25541000.00       | $302031.80         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 S                                        | 2055-05-20      | 0.8020%  | N/A     | $157692160.00      | $5200982.93        | Agency Collateralized Mortgage Obligation |
| FGRA 4141ZK 12/15/42                                   | 2042-12-15      | 3.5000%  | N/A     | $4681592.00        | $152961.22         | Agency Collateralized Mortgage Obligation |
| FERA 5420EF 06/25/54                                   | 2054-06-25      | 5.7000%  | N/A     | $6750000.00        | $5854716.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-060 IO                                       | 2063-05-16      | 0.8262%  | N/A     | $25000000.00       | $1336894.12        | Agency Collateralized Mortgage Obligation |
| FERM 05544B 08/25/52                                   | 2052-08-25      | 5.0000%  | N/A     | $87734144.00       | $84427257.09       | Agency Collateralized Mortgage Obligation |
| FNRA CL023SC R22F023                                   | 2052-05-25      | 0.0000%  | N/A     | $30613408.00       | $331865.20         | Agency Collateralized Mortgage Obligation |
| FNRM CL081PI R12F081                                   | 2042-01-25      | 4.5000%  | N/A     | $1869332.00        | $251550.28         | Agency Collateralized Mortgage Obligation |
| FGRM 4607HB 08/15/46                                   | 2046-08-15      | 3.0000%  | N/A     | $8407000.00        | $5452545.98        | Agency Collateralized Mortgage Obligation |
| FGRM 04656B 02/15/47                                   | 2047-02-15      | 3.0000%  | N/A     | $65240000.00       | $17758467.19       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-020 IO                                       | 2062-08-16      | 1.1441%  | N/A     | $12700000.00       | $755330.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SD                                       | 2055-04-20      | 1.6020%  | N/A     | $26019712.00       | $1924327.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 TL                                       | 2054-07-20      | 0.0000%  | N/A     | $99999744.00       | $70590.75          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-125       X3     20490225 FLT     | 2049-02-25      | 2.6516%  | N/A     | $9230000.00        | $1130034.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-166 SJ                                       | 2053-11-20      | 1.1520%  | N/A     | $50000000.00       | $685844.16         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-188 F                                        | 2052-11-20      | 5.6080%  | N/A     | $30000000.00       | $22830472.26       | Agency Collateralized Mortgage Obligation |
| FGRA 2641SB 07/15/33                                   | 2033-07-15      | 2.9290%  | N/A     | $1314286.00        | $123162.45         | Agency Collateralized Mortgage Obligation |
| FGRM 4235BC 08/15/28                                   | 2028-08-15      | 2.5000%  | N/A     | $2137988.00        | $631848.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-095 IO                                       | 2060-01-16      | 0.3385%  | N/A     | $86608768.00       | $771305.72         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-1504      A-2    20320425 3.42400 | 2032-04-25      | 3.4240%  | N/A     | $1225000.00        | $1186329.61        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-057       X3     20440825 FLT     | 2044-08-25      | 2.0651%  | N/A     | $25142000.00       | $540574.36         | Agency Collateralized Mortgage Obligation |
| FNRM CL053IM R15F053                                   | 2045-07-25      | 6.0000%  | N/A     | $38904896.00       | $912536.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-001 TY                                       | 2052-01-20      | 0.0000%  | N/A     | $174133248.00      | $124906.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 TS                                        | 2043-08-20      | 0.5892%  | N/A     | $60738304.00       | $126726.25         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-062 SH                                       | 2055-04-20      | 2.1020%  | N/A     | $50000000.00       | $3802336.61        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-024 AK                                       | 2051-02-20      | 1.1500%  | N/A     | $15000000.00       | $8011596.20        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-022 UI                                       | 2050-12-20      | 3.5000%  | N/A     | $714285.00         | $34195.15          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-163 IO                                       | 2057-12-16      | 0.7303%  | N/A     | $200046000.00      | $1978560.38        | Agency Collateralized Mortgage Obligation |
| FNRM CL041IA R15F041                                   | 2035-06-25      | 3.5000%  | N/A     | $14000000.00       | $151272.19         | Agency Collateralized Mortgage Obligation |
| FNRM RC070IW R14F070                                   | 2044-11-25      | 4.5000%  | N/A     | $16495552.00       | $443195.86         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-036 SJ                                       | 2044-03-16      | 1.7455%  | N/A     | $315000000.00      | $2320987.29        | Agency Collateralized Mortgage Obligation |
| FERM 5544GV 05/25/36                                   | 2036-05-25      | 5.0000%  | N/A     | $22162112.00       | $22053065.92       | Agency Collateralized Mortgage Obligation |
| FERA 5428GS 07/25/54                                   | 2054-07-25      | 2.2000%  | N/A     | $50000000.00       | $2299004.09        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-081 NB                                       | 2051-05-20      | 1.2500%  | N/A     | $15000000.00       | $5903978.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 SP                                       | 2054-02-20      | 1.3820%  | N/A     | $70000000.00       | $2710812.43        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-K128         D      20540425 0.00000 | 2054-04-25      | 0.0000%  | N/A     | $39156000.00       | $29514187.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-115 QS                                       | 2049-06-20      | 0.0000%  | N/A     | $62312128.00       | $146422.28         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-098 DI                                       | 2050-07-20      | 3.0000%  | N/A     | $16729600.00       | $1524208.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-173 AS                                       | 2053-11-20      | 1.1520%  | N/A     | $56784640.00       | $2256156.95        | Agency Collateralized Mortgage Obligation |
| MNRM CL023A3 R20M023                                   | 2035-03-25      | 1.7400%  | N/A     | $7525000.00        | $5970222.12        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-083 UM                                       | 2051-06-20      | 5.0000%  | N/A     | $1201570.00        | $1177589.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-044 S                                        | 2054-03-20      | 2.8520%  | N/A     | $70000000.00       | $7268886.34        | Agency Collateralized Mortgage Obligation |
| FERA 4999MT 02/25/48                                   | 2048-02-25      | 0.2849%  | N/A     | $63927424.00       | $94787.55          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-141       X3     20500425 FLT     | 2050-04-25      | 2.9736%  | N/A     | $7677000.00        | $1186649.54        | Agency Collateralized Mortgage Obligation |
| FERA 5468SL 11/25/54                                   | 2054-11-25      | 0.9000%  | N/A     | $66055552.00       | $3160074.37        | Agency Collateralized Mortgage Obligation |
| MNRA CL004X1 R22M004                                   | 2030-05-25      | 0.4419%  | N/A     | $67000000.00       | $234551.02         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 NF                                       | 2053-09-20      | 5.6480%  | N/A     | $50000000.00       | $20607643.27       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-065       X3     20450725 FLT     | 2045-07-25      | 2.1871%  | N/A     | $8530000.00        | $337938.23         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-113 SW                                       | 2053-08-20      | 1.3520%  | N/A     | $34801088.00       | $2349451.77        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-095 LA                                       | 2054-06-20      | 5.0000%  | N/A     | $1856824.00        | $1771038.11        | Agency Collateralized Mortgage Obligation |
| FERA 5468WS 11/25/54                                   | 2054-11-25      | 1.0500%  | N/A     | $110047488.00      | $4612321.01        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-022 HZ                                       | 2051-09-20      | 3.5000%  | N/A     | $10000000.00       | $5469945.03        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       X3     20480525 FLT     | 2048-05-25      | 3.3831%  | N/A     | $43001344.00       | $5947872.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-002 SY                                       | 2064-12-20      | 1.1020%  | N/A     | $65611008.00       | $1609779.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-134 ES                                       | 2050-09-20      | 0.0000%  | N/A     | $26381440.00       | $214769.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FU                                       | 2054-04-20      | 5.3480%  | N/A     | $30000000.00       | $26217285.63       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-S06       X      20260825 FLT     | 2026-08-25      | 0.9430%  | N/A     | $34537000.00       | $111654.25         | Agency Collateralized Mortgage Obligation |
| GNRM 2003-99 KD                                        | 2033-11-16      | 5.5000%  | N/A     | $25374000.00       | $3481144.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-189 SG                                       | 2053-12-20      | 1.4520%  | N/A     | $100000000.00      | $1587001.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-026 SA                                       | 2043-02-16      | 1.6955%  | N/A     | $22530784.00       | $108741.68         | Agency Collateralized Mortgage Obligation |
| FNRM CL147WI R12F147                                   | 2033-01-25      | 4.0000%  | N/A     | $21488000.00       | $92026.36          | Agency Collateralized Mortgage Obligation |
| FNRM RC040EA R25F040                                   | 2053-02-25      | 5.0000%  | N/A     | $62303296.00       | $61232354.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-170 IO                                       | 2063-05-16      | 0.9932%  | N/A     | $15050000.00       | $986456.81         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-196 JS                                       | 2054-08-20      | 2.7520%  | N/A     | $50670000.00       | $3457499.29        | Agency Collateralized Mortgage Obligation |
| FNRA RC087MS R14F087                                   | 2045-01-25      | 1.7855%  | N/A     | $134349000.00      | $1370643.30        | Agency Collateralized Mortgage Obligation |
| FNRM CL080EZ R19F080                                   | 2050-01-25      | 3.5000%  | N/A     | $50000.00          | $33997.51          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-046 SC                                       | 2051-03-20      | 0.0000%  | N/A     | $11000000.00       | $30305.18          | Agency Collateralized Mortgage Obligation |
| GNRM 2022-120 CI                                       | 2044-10-20      | 5.0000%  | N/A     | $5795344.00        | $151967.83         | Agency Collateralized Mortgage Obligation |
| FERA 5468FL 11/25/54                                   | 2054-11-25      | 5.6000%  | N/A     | $66055552.00       | $61124440.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-150 IO                                       | 2063-11-16      | 1.0434%  | N/A     | $15000000.00       | $1037199.35        | Agency Collateralized Mortgage Obligation |
| FGRA 4028SN 02/15/32                                   | 2032-02-15      | 2.1959%  | N/A     | $36225024.00       | $176592.84         | Agency Collateralized Mortgage Obligation |
| FNRM CL105KO R13F105                                   | 2043-10-25      | 0.0000%  | N/A     | $4640000.00        | $115154.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2010-047 VS                                       | 2037-11-16      | 1.7955%  | N/A     | $63076736.00       | $135783.63         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-039 CS                                       | 2055-03-20      | 0.1520%  | N/A     | $200000000.00      | $3128404.46        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-148 CT                                       | 2054-09-20      | 5.0000%  | N/A     | $20000000.00       | $18726894.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-069 SD                                       | 2053-05-20      | 1.0520%  | N/A     | $30000000.00       | $547866.04         | Agency Collateralized Mortgage Obligation |
| FNRA CL060SA R16F060                                   | 2046-09-25      | 1.6355%  | N/A     | $33000000.00       | $351208.27         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-064       X3     20450525 FLT     | 2045-05-25      | 2.1431%  | N/A     | $11760000.00       | $425910.49         | Agency Collateralized Mortgage Obligation |
| FERA 5557SY 06/25/55                                   | 2055-06-25      | 0.0000%  | N/A     | $100000000.00      | $1858200.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 BS                                       | 2054-10-20      | 0.4520%  | N/A     | $30000000.00       | $1234803.39        | Agency Collateralized Mortgage Obligation |
| FNRM CL007QC R07F007                                   | 2037-02-25      | 5.5000%  | N/A     | $2808000.00        | $518441.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-120 IO                                       | 2063-02-16      | 0.9873%  | N/A     | $15875000.00       | $1039956.49        | Agency Collateralized Mortgage Obligation |
| MNRA CL006A2 R23M006                                   | 2028-07-25      | 4.1815%  | N/A     | $1705000.00        | $1625156.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-148 IO                                       | 2059-07-16      | 0.5379%  | N/A     | $118446336.00      | $1510559.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 TV                                       | 2054-07-20      | 0.0020%  | N/A     | $100000000.00      | $225013.21         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-002 BF                                       | 2055-01-20      | 5.5980%  | N/A     | $30000000.00       | $28107669.70       | Agency Collateralized Mortgage Obligation |
| FNRA CL076TL R24F076                                   | 2054-11-25      | 0.0500%  | N/A     | $8000000.00        | $12685.40          | Agency Collateralized Mortgage Obligation |
| GNRA 2013-156 IO                                       | 2055-06-16      | 0.2220%  | N/A     | $87560192.00       | $65240.15          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-175 TI                                       | 2051-10-20      | 0.0000%  | N/A     | $103997440.00      | $101186.45         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       X3     20271225 FLT     | 2027-12-25      | 2.0419%  | N/A     | $14642000.00       | $668166.81         | Agency Collateralized Mortgage Obligation |
| FNRM CL030AO R23F030                                   | 2050-11-25      | 0.0000%  | N/A     | $1903582.00        | $1112509.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-177 IO                                       | 2062-06-16      | 0.8200%  | N/A     | $37000000.00       | $1752433.32        | Agency Collateralized Mortgage Obligation |
| FGRA 4097BF 12/15/41                                   | 2041-12-15      | 4.8041%  | N/A     | $2448000.00        | $160005.51         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-017 IO                                       | 2054-06-16      | 0.2253%  | N/A     | $114397056.00      | $126049.25         | Agency Collateralized Mortgage Obligation |
| FGRA 4732QZ 11/15/47                                   | 2047-11-15      | 3.0000%  | N/A     | $3156312.00        | $3377033.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-139 TB                                       | 2052-08-20      | 0.0000%  | N/A     | $30000000.00       | $40904.12          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-036 IO                                       | 2063-03-16      | 1.2878%  | N/A     | $17950000.00       | $1208900.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 DT                                       | 2051-11-20      | 0.0000%  | N/A     | $24993792.00       | $10566.05          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 FN                                       | 2054-06-20      | 5.5980%  | N/A     | $100000000.00      | $42904512.51       | Agency Collateralized Mortgage Obligation |
| FERM 05536L 05/25/54                                   | 2054-05-25      | 5.0000%  | N/A     | $4298672.00        | $4035707.90        | Agency Collateralized Mortgage Obligation |
| FNRM RC112PC R12F112                                   | 2042-10-25      | 2.0000%  | N/A     | $25000000.00       | $1889698.93        | Agency Collateralized Mortgage Obligation |
| FNRM CL045ZK R17F045                                   | 2047-06-25      | 3.5000%  | N/A     | $1425000.00        | $1254351.02        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-124 WS                                       | 2045-09-20      | 1.4567%  | N/A     | $17018360.00       | $75897.82          | Agency Collateralized Mortgage Obligation |
| GNRA 2017-036 ZK                                       | 2047-02-20      | 4.0000%  | N/A     | $12691264.00       | $127149.87         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-187 SQ                                       | 2050-12-20      | 0.2849%  | N/A     | $19338304.00       | $90954.34          | Agency Collateralized Mortgage Obligation |
| FERA 5478TL 12/25/54                                   | 2054-12-25      | 0.1000%  | N/A     | $55000000.00       | $201780.57         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-190 BS                                       | 2054-11-20      | 1.6520%  | N/A     | $49828352.00       | $3215392.28        | Agency Collateralized Mortgage Obligation |
| FERA 5449SD 07/25/54                                   | 2054-07-25      | 0.8000%  | N/A     | $75000000.00       | $1738071.83        | Agency Collateralized Mortgage Obligation |
| FNRM CL031DC R12F031                                   | 2042-04-25      | 3.5000%  | N/A     | $6900000.00        | $1584004.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-182 CS                                       | 2053-12-20      | 1.3520%  | N/A     | $74014208.00       | $1613151.20        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-059       X3     20441125 FLT     | 2044-11-25      | 1.9118%  | N/A     | $14981000.00       | $341853.96         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 KT                                       | 2051-11-20      | 0.0000%  | N/A     | $99999744.00       | $32971.28          | Agency Collateralized Mortgage Obligation |
| GNRA 2018-119 IO                                       | 2060-05-16      | 0.6810%  | N/A     | $25344320.00       | $216638.25         | Agency Collateralized Mortgage Obligation |
| FGRA 3956CS 11/15/41                                   | 2041-11-15      | 1.9959%  | N/A     | $76636672.00       | $855880.24         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-86 CS                                        | 2049-03-20      | 1.6349%  | N/A     | $19007904.00       | $424067.30         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-98 SH                                        | 2049-08-20      | 0.0000%  | N/A     | $24997888.00       | $22095.29          | Agency Collateralized Mortgage Obligation |
| FGRA 4238ST 08/15/43                                   | 2043-08-15      | 1.6959%  | N/A     | $124474624.00      | $662432.23         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-20 LH                                        | 2048-09-20      | 3.5000%  | N/A     | $593318.00         | $453090.65         | Agency Collateralized Mortgage Obligation |
| FNRM CL022TO R13F022                                   | 2043-03-25      | 0.0000%  | N/A     | $4000000.00        | $473945.94         | Agency Collateralized Mortgage Obligation |
| FGRA 3597SC 11/15/39                                   | 2039-11-15      | 1.6959%  | N/A     | $109641728.00      | $14480.66          | Agency Collateralized Mortgage Obligation |
| FNRA CL067BS R19F067                                   | 2041-10-25      | 1.8355%  | N/A     | $133024000.00      | $4693901.04        | Agency Collateralized Mortgage Obligation |
| FNRA RC033DF R25F033                                   | 2055-04-25      | 5.5500%  | N/A     | $83012224.00       | $81703769.74       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-189 TG                                       | 2052-11-20      | 0.0500%  | N/A     | $117635072.00      | $144397.46         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-069 WA                                       | 2051-04-20      | 2.0000%  | N/A     | $4000000.00        | $2188337.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 TL                                       | 2055-06-20      | 0.0500%  | N/A     | $25666656.00       | $35823.71          | Agency Collateralized Mortgage Obligation |
| GNRA 2020-189 KS                                       | 2050-12-20      | 0.0000%  | N/A     | $37291200.00       | $425389.29         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-114 LZ                                       | 2055-07-20      | 5.0000%  | N/A     | $4067136.00        | $3652270.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-018 QS                                       | 2047-02-16      | 1.6455%  | N/A     | $22448320.00       | $755695.48         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-530       A-2    20290925 FLT     | 2029-09-25      | 4.7920%  | N/A     | $100000.00         | $102001.43         | Agency Collateralized Mortgage Obligation |
| FNRM CL026HL R21F026                                   | 2049-11-25      | 2.5000%  | N/A     | $494947.00         | $316575.69         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-20 GS                                        | 2046-02-20      | 1.4567%  | N/A     | $17548832.00       | $154348.53         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB83         X1     20410125 FLT     | 2041-01-25      | 0.8614%  | N/A     | $8022000.00        | $149784.41         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-128       X3     20490425 FLT     | 2049-04-25      | 2.7807%  | N/A     | $14600000.00       | $1896820.87        | Agency Collateralized Mortgage Obligation |
| FNRA CL084HS R12F084                                   | 2042-08-25      | 1.5355%  | N/A     | $55000000.00       | $597913.39         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-059 TS                                       | 2054-04-20      | 0.0500%  | N/A     | $20000000.00       | $26089.82          | Agency Collateralized Mortgage Obligation |
| FERM 4895AI 07/25/39                                   | 2039-07-25      | 3.5000%  | N/A     | $40267200.00       | $1241014.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FM                                       | 2054-04-20      | 5.3980%  | N/A     | $44540000.00       | $35654667.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-079 FU                                       | 2054-05-20      | 5.4980%  | N/A     | $30000000.00       | $26085211.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 WF                                       | 2054-10-20      | 5.5980%  | N/A     | $30000000.00       | $29320195.19       | Agency Collateralized Mortgage Obligation |
| GNRA 2011-141 SA                                       | 2041-10-16      | 1.6455%  | N/A     | $9535168.00        | $121938.68         | Agency Collateralized Mortgage Obligation |
| FNRA CL108SB R06F108                                   | 2036-11-25      | 2.1355%  | N/A     | $161500000.00      | $198882.68         | Agency Collateralized Mortgage Obligation |
| FGRM 4555PC 02/15/46                                   | 2046-02-15      | 3.0000%  | N/A     | $4236000.00        | $3493564.75        | Agency Collateralized Mortgage Obligation |
| FNRM RC089MC R15F089                                   | 2042-03-25      | 2.7500%  | N/A     | $25000000.00       | $2576599.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-122 WS                                       | 2049-09-20      | 1.6574%  | N/A     | $31750528.00       | $828732.65         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-137       X3     20490125 FLT     | 2049-01-25      | 2.8774%  | N/A     | $2623000.00        | $391283.00         | Agency Collateralized Mortgage Obligation |
| FNRA CL053SK R15F053                                   | 2042-03-25      | 1.4355%  | N/A     | $41307072.00       | $554300.36         | Agency Collateralized Mortgage Obligation |
| FNRM CL026AI R17F026                                   | 2047-04-25      | 6.0000%  | N/A     | $18688928.00       | $602581.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 SG                                       | 2055-04-20      | 0.0000%  | N/A     | $325000000.00      | $3967952.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 KF                                       | 2054-06-20      | 5.5280%  | N/A     | $100000000.00      | $61031826.73       | Agency Collateralized Mortgage Obligation |
| FERA 5396SG 04/25/54                                   | 2054-04-25      | 1.6500%  | N/A     | $50000000.00       | $1398921.17        | Agency Collateralized Mortgage Obligation |
| FNRA RC014FB R25F014                                   | 2055-03-25      | 5.7500%  | N/A     | $25000000.00       | $23431748.62       | Agency Collateralized Mortgage Obligation |
| FERA 5500SQ 10/25/54                                   | 2054-10-25      | 0.7200%  | N/A     | $69175936.00       | $2207014.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 SJ                                       | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1455401.88        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-SG1       X3     20300925 FLT     | 2030-09-25      | 2.9325%  | N/A     | $3532000.00        | $424715.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2008-090 IO                                       | 2050-12-16      | 2.0167%  | N/A     | $94000000.00       | $464386.10         | Agency Collateralized Mortgage Obligation |
| GNRM 2014-096 IO                                       | 2044-07-16      | 5.5000%  | N/A     | $109284992.00      | $941932.89         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-18 SA                                        | 2043-08-20      | 2.2349%  | N/A     | $17901696.00       | $106658.26         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-167 QS                                       | 2043-11-16      | 1.0955%  | N/A     | $66782592.00       | $443193.44         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-039 TS                                       | 2055-03-20      | 0.1000%  | N/A     | $5000000.00        | $14684.64          | Agency Collateralized Mortgage Obligation |
| FERA 5543FC 06/25/55                                   | 2055-06-25      | 5.8500%  | N/A     | $25000000.00       | $24508876.40       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-063       X3     20450225 FLT     | 2045-02-25      | 2.0780%  | N/A     | $24839000.00       | $776831.38         | Agency Collateralized Mortgage Obligation |
| FERA 05150Z 10/25/51                                   | 2051-10-25      | 2.0000%  | N/A     | $3000000.00        | $1595185.75        | Agency Collateralized Mortgage Obligation |
| FNRA CL107PS R10F107                                   | 2040-06-25      | 2.1655%  | N/A     | $102262912.00      | $314700.61         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 DS                                       | 2053-01-20      | 0.7520%  | N/A     | $42105680.00       | $1548238.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-138 IO                                       | 2056-04-16      | 0.5100%  | N/A     | $134575360.00      | $280880.18         | Agency Collateralized Mortgage Obligation |
| FGRA 4074SE 07/15/42                                   | 2042-07-15      | 2.1459%  | N/A     | $55904128.00       | $425508.06         | Agency Collateralized Mortgage Obligation |
| GNRM 2013-070 IO                                       | 2041-12-16      | 4.5000%  | N/A     | $30020832.00       | $337600.25         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-61 BI                                        | 2041-07-16      | 0.1158%  | N/A     | $22085632.00       | $6350.88           | Agency Collateralized Mortgage Obligation |
| FGRM 4369BA 07/15/34                                   | 2034-07-15      | 3.0000%  | N/A     | $25000000.00       | $3087427.71        | Agency Collateralized Mortgage Obligation |
| GNRA 2008-028 IO                                       | 2049-10-16      | 2.6673%  | N/A     | $101561000.00      | $118559.87         | Agency Collateralized Mortgage Obligation |
| FNRA CL005NS R11F005                                   | 2040-09-25      | 0.5355%  | N/A     | $67766016.00       | $109900.59         | Agency Collateralized Mortgage Obligation |
| FGRM 4334AI 08/15/36                                   | 2036-08-15      | 4.5000%  | N/A     | $19743072.00       | $139011.74         | Agency Collateralized Mortgage Obligation |
| FNRA RC089FM R14F089                                   | 2045-01-25      | 4.8645%  | N/A     | $40964416.00       | $4155034.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-20 SC                                        | 2049-02-20      | 1.6349%  | N/A     | $9801000.00        | $210898.28         | Agency Collateralized Mortgage Obligation |
| FGRA 3408AI 01/15/38                                   | 2038-01-15      | 1.7959%  | N/A     | $100000000.00      | $390449.21         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-081       X3     20460925 FLT     | 2046-09-25      | 2.2350%  | N/A     | $14690000.00       | $949862.85         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-005 MI                                       | 2054-01-20      | 6.0000%  | N/A     | $11347152.00       | $1376605.30        | Agency Collateralized Mortgage Obligation |
| FGRM 3217PE 09/15/36                                   | 2036-09-15      | 6.0000%  | N/A     | $13262000.00       | $711021.12         | Agency Collateralized Mortgage Obligation |
| GNRM 2012-17 WI                                        | 2040-08-20      | 5.0000%  | N/A     | $21703072.00       | $155740.84         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-045 A                                        | 2048-11-16      | 2.5000%  | N/A     | $5000000.00        | $1624006.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-001 IO                                       | 2058-12-16      | 0.3525%  | N/A     | $149111000.00      | $629239.09         | Agency Collateralized Mortgage Obligation |
| FERA 5508FM 02/25/55                                   | 2055-02-25      | 5.5000%  | N/A     | $9727664.00        | $9189880.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-115 IO                                       | 2057-07-16      | 0.4654%  | N/A     | $97075840.00       | $757787.85         | Agency Collateralized Mortgage Obligation |
| FGRM 4183QI 03/15/33                                   | 2033-03-15      | 4.0000%  | N/A     | $17844740.00       | $80223.30          | Agency Collateralized Mortgage Obligation |
| FNRM CL042NY R21F042                                   | 2051-07-25      | 2.5000%  | N/A     | $6772000.00        | $4369648.80        | Agency Collateralized Mortgage Obligation |
| FNRA RC081BS R19F081                                   | 2050-01-25      | 1.5355%  | N/A     | $100824704.00      | $5152019.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 YF                                       | 2055-04-20      | 6.0000%  | N/A     | $100000000.00      | $100039889.46      | Agency Collateralized Mortgage Obligation |
| FGRA 03360Z 08/15/37                                   | 2037-08-15      | 5.5000%  | N/A     | $9752000.00        | $95453.32          | Agency Collateralized Mortgage Obligation |
| GNRA 2019-29 BS                                        | 2049-03-20      | 1.5849%  | N/A     | $79855360.00       | $869142.10         | Agency Collateralized Mortgage Obligation |
| FGRM 4151AI 01/15/33                                   | 2033-01-15      | 3.0000%  | N/A     | $26735552.00       | $203667.69         | Agency Collateralized Mortgage Obligation |
| FERM 5428VT 11/25/36                                   | 2036-11-25      | 6.0000%  | N/A     | $5558455.00        | $5677622.72        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-047 IO                                       | 2061-03-16      | 0.9923%  | N/A     | $18625000.00       | $1144915.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-67 AE                                        | 2056-10-16      | 2.6000%  | N/A     | $2000000.00        | $437035.83         | Agency Collateralized Mortgage Obligation |
| FGRA 4725FB 08/15/47                                   | 2047-08-15      | 4.8041%  | N/A     | $16029760.00       | $3161136.89        | Agency Collateralized Mortgage Obligation |
| FNRA CL018SB R19F018                                   | 2049-05-25      | 1.5855%  | N/A     | $18620928.00       | $472467.30         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-44 IO                                        | 2051-04-16      | 0.5753%  | N/A     | $210316288.00      | $640163.15         | Agency Collateralized Mortgage Obligation |

### Security 157: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $542735328.85
- **C.18.a - Value (excl. sponsor support):** $542735328.85
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DC7, C.4 - ISIN: US3130B6DC77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $413289917.19
- **C.18.a - Value (excl. sponsor support):** $413289917.19
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63F1, C.4 - ISIN: US3130B63F11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $295097078.51
- **C.18.a - Value (excl. sponsor support):** $295097078.51
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $705429791.25
- **C.18.a - Value (excl. sponsor support):** $705429791.25
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56P8, C.4 - ISIN: US3130B56P83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1164984051.15
- **C.18.a - Value (excl. sponsor support):** $1164984051.15
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDNS8A10
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $223290300.00      | $209989235.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $70395600.00       | $70510784.80       | U.S. Treasuries (including strips) |

### Security 163: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B55U8, C.4 - ISIN: US3130B55U87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199997444.00
- **C.18.a - Value (excl. sponsor support):** $199997444.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95343958.08
- **C.18.a - Value (excl. sponsor support):** $95343958.08
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDNRA082
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | N/A     | $10400.00          | $2830.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 0.0000%  | N/A     | $79784000.00       | $19376980.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $100.00            | $63.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 0.0000%  | N/A     | $400.00            | $126.32            | U.S. Treasuries (including strips) |

### Security 166: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2349982217.70
- **C.18.a - Value (excl. sponsor support):** $2349982217.70
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56F0, C.4 - ISIN: US3130B56F02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997177.50
- **C.18.a - Value (excl. sponsor support):** $249997177.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRT5BLUX4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                               | 2026-07-31      | 4.3750%  | N/A     | $3348600.00        | $3354895.37        | U.S. Treasuries (including strips)        |
| GNMA_15-80                                           | 2043-02-20      | 0.2540%  | N/A     | $67553541.00       | $170872.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-10-20      | 3.0000%  | N/A     | $8000.00           | $4725.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.5000%  | N/A     | $1330188.00        | $1375232.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-10-20      | 5.0000%  | N/A     | $4023.00           | $3597.01           | Agency Mortgage-Backed Securities         |
| FNMA_24-54D                                          | 2046-12-25      | 0.0003%  | N/A     | $110680678.00      | $1854.03           | Agency Collateralized Mortgage Obligation |
| GNMA_23-38G                                          | 2053-03-20      | 1.9520%  | N/A     | $30000000.00       | $1213284.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 6.5000%  | N/A     | $1000.00           | $176.41            | Agency Mortgage-Backed Securities         |
| FHLMC_5069                                           | 2051-02-25      | 2.5000%  | N/A     | $100000.00         | $10108.77          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $1049.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-09-20      | 6.5000%  | N/A     | $275000.00         | $46877.94          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP               | 2036-12-19      | 2.8300%  | N/A     | $1921000.00        | $1603807.68        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 2.5000%  | N/A     | $180000.00         | $59340.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-01-20      | 5.0000%  | N/A     | $2000.00           | $1037.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-02-01      | 6.5000%  | N/A     | $300000.00         | $222110.59         | Agency Mortgage-Backed Securities         |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $149243.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 5.5000%  | N/A     | $34680.00          | $34687.44          | Agency Mortgage-Backed Securities         |
| GNMA_23-H28D                                         | 2073-12-20      | 0.5603%  | N/A     | $25510541.00       | $1664345.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT BANKS FUNDING CORP               | 2042-02-24      | 3.4400%  | N/A     | $1043000.00        | $821093.64         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 3.0000%  | N/A     | $1024.00           | $220.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 6.0000%  | N/A     | $1025.00           | $1042.77           | Agency Mortgage-Backed Securities         |
| GNMA_22-81E                                          | 2052-05-20      | 4.5000%  | N/A     | $1223.00           | $869.19            | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                          | 2046-02-25      | 2.1049%  | N/A     | $18923463.00       | $477320.09         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 5.5480%  | N/A     | $2776906.00        | $1624176.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-06-01      | 3.0000%  | N/A     | $1009599.00        | $638974.36         | Agency Mortgage-Backed Securities         |
| GNMA_15-63C                                          | 2040-01-20      | 0.2564%  | N/A     | $41565066.00       | $109154.32         | Agency Collateralized Mortgage Obligation |
| GNMA_14-100A                                         | 2041-04-20      | 0.3651%  | N/A     | $42674465.00       | $146758.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 7.0000%  | N/A     | $1000.00           | $1036.52           | Agency Mortgage-Backed Securities         |
| GNMA_24-44J                                          | 2054-03-20      | 1.0520%  | N/A     | $200087.00         | $11034.48          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-06-01      | 5.5000%  | N/A     | $1002.00           | $1002.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-08-01      | 4.5000%  | N/A     | $312479.00         | $236703.92         | Agency Mortgage-Backed Securities         |
| FREDDIE MAC REMICS FHLMC_5377                        | 2051-12-25      | 2.5000%  | N/A     | $5961504.00        | $671990.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $1045.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-08-20      | 4.0000%  | N/A     | $8001.00           | $1227.33           | Agency Mortgage-Backed Securities         |
| FHLMC_5330B                                          | 2053-08-25      | 0.0000%  | N/A     | $2098098.00        | $1181771.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160A                                         | 2054-10-20      | 5.3680%  | N/A     | $46672991.00       | $43026309.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 5.0000%  | N/A     | $1166550.00        | $1132443.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 4.5000%  | N/A     | $1162.00           | $1079.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010    | 2050-09-25      | 2.5000%  | N/A     | $1648152.00        | $198385.81         | Agency Collateralized Mortgage Obligation |
| FNMA_25-50A                                          | 2055-07-25      | 0.0500%  | N/A     | $25000000.00       | $37968.21          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.5000%  | N/A     | $1097536.00        | $1140149.22        | Agency Mortgage-Backed Securities         |
| GNMA_25-103B                                         | 2055-06-20      | 1.5520%  | N/A     | $200000000.00      | $10292675.06       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-08-20      | 4.0000%  | N/A     | $2046.00           | $203.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 5.0000%  | N/A     | $2000.00           | $1822.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $1043.82           | Agency Mortgage-Backed Securities         |
| GNMA_24-5B                                           | 2054-01-20      | 5.5000%  | N/A     | $2630859.00        | $2623346.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5344C                                          | 2053-10-25      | 0.0000%  | N/A     | $4235860.00        | $2570956.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-10-15      | 3.5000%  | N/A     | $293259.00         | $24539.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $422.99            | Agency Mortgage-Backed Securities         |
| GNMA_24-28B                                          | 2054-02-20      | 6.5000%  | N/A     | $12941000.00       | $1984188.34        | Agency Collateralized Mortgage Obligation |
| GNMA_10-106                                          | 2040-08-20      | 1.5349%  | N/A     | $102857142.00      | $954183.25         | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                          | 2051-06-20      | 3.5000%  | N/A     | $35764301.00       | $2052076.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 5.0000%  | N/A     | $1153716.00        | $1126224.96        | Agency Mortgage-Backed Securities         |
| GNMA_24-142F                                         | 2054-09-20      | 2.3520%  | N/A     | $25859334.00       | $1986975.77        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116B                                         | 2050-08-20      | 0.0000%  | N/A     | $100062.00         | $975.92            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $184.03            | Agency Mortgage-Backed Securities         |
| GNMA_11-80                                           | 2041-06-20      | 2.2049%  | N/A     | $150000000.00      | $457598.71         | Agency Collateralized Mortgage Obligation |
| GNMA_16-29H                                          | 2038-11-20      | 0.1276%  | N/A     | $22783027.00       | $79478.21          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $402281.00         | $392903.00         | Agency Mortgage-Backed Securities         |
| FNMA_22-3B                                           | 2052-02-25      | 2.2078%  | N/A     | $24793712.00       | $744780.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 4.5000%  | N/A     | $22742.00          | $21523.10          | Agency Mortgage-Backed Securities         |
| GNMA_24-H03J                                         | 2074-02-20      | 0.6941%  | N/A     | $30000000.00       | $2119430.27        | Agency Collateralized Mortgage Obligation |
| FNMA_21-62C                                          | 2047-10-25      | 2.5000%  | N/A     | $6300014.00        | $761530.58         | Agency Collateralized Mortgage Obligation |
| GNMA_22-170D                                         | 2052-09-20      | 5.3480%  | N/A     | $9964210.00        | $6788196.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64K                                          | 2054-04-20      | 0.8520%  | N/A     | $67045184.00       | $2910198.26        | Agency Collateralized Mortgage Obligation |
| FNMA_20-50A                                          | 2050-07-25      | 4.5000%  | N/A     | $16631000.00       | $1099646.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 5.0000%  | N/A     | $1000.00           | $542.39            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-10-20      | 4.0000%  | N/A     | $27063254.00       | $2495029.84        | Agency Mortgage-Backed Securities         |
| FHLMC_5357D                                          | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $3605410.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 3.5000%  | N/A     | $1003.00           | $755.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-06-20      | 6.5000%  | N/A     | $3000.00           | $1993.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 6.5000%  | N/A     | $1000.00           | $187.94            | Agency Mortgage-Backed Securities         |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $100301.00         | $6120.03           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | N/A     | $2856.00           | $2995.37           | Agency Mortgage-Backed Securities         |
| FNMA_12-14                                           | 2042-03-25      | 2.0355%  | N/A     | $1377957.00        | $11539.65          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 5.0000%  | N/A     | $1187560.00        | $931793.95         | Agency Mortgage-Backed Securities         |
| GNMA_25-26B                                          | 2055-02-20      | 1.6520%  | N/A     | $54715948.00       | $4085813.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.0000%  | N/A     | $1344958.00        | $1269970.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 6.0000%  | N/A     | $36000.00          | $24082.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-06-20      | 4.5000%  | N/A     | $168859.00         | $14948.21          | Agency Mortgage-Backed Securities         |
| FHLMC_4923F                                          | 2053-01-15      | 0.4903%  | N/A     | $127689986.00      | $500088.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 5.5000%  | N/A     | $23999.00          | $6582.88           | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_20-56                                | 2050-08-25      | 2.5000%  | N/A     | $2221806.00        | $257838.89         | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 2.7500%  | N/A     | $12924751.00       | $1037871.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $788.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $856.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2036-12-01      | 5.0000%  | N/A     | $3210000.00        | $34263.00          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 5.0000%  | N/A     | $31614.00          | $25396.89          | Agency Mortgage-Backed Securities         |
| GNMA_24-H02C                                         | 2074-01-20      | 0.6328%  | N/A     | $3514100.00        | $228011.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-07-13      | 2.1500%  | N/A     | $3500000.00        | $2368565.50        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5   | 2033-06-20      | 2.2349%  | N/A     | $185158.00         | $8.59              | Agency Collateralized Mortgage Obligation |
| GNMA_24-39K                                          | 2054-03-20      | 2.0520%  | N/A     | $2036749.00        | $94686.65          | Agency Collateralized Mortgage Obligation |
| GNMA_18-92A                                          | 2046-08-20      | 0.3939%  | N/A     | $68850447.00       | $364101.51         | Agency Collateralized Mortgage Obligation |
| FNMA_21-3                                            | 2051-02-25      | 2.5000%  | N/A     | $2799076.00        | $364289.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 3.5000%  | N/A     | $1000.00           | $120.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $48171.00          | $33559.78          | Agency Mortgage-Backed Securities         |
| FNMA_23-49E                                          | 2061-09-25      | 5.5000%  | N/A     | $5617904.00        | $857197.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $326775.00         | $317501.37         | Agency Mortgage-Backed Securities         |
| GNMA_24-126J                                         | 2054-08-20      | 0.9020%  | N/A     | $99900000.00       | $4206456.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 2.5000%  | N/A     | $1000.00           | $349.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 4.0000%  | N/A     | $869850.00         | $622736.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-07-20      | 5.0000%  | N/A     | $1000.00           | $93.53             | Agency Mortgage-Backed Securities         |
| GNMA_24-7B                                           | 2054-01-20      | 1.7620%  | N/A     | $50000000.00       | $1824710.98        | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                          | 2048-07-25      | 1.9278%  | N/A     | $14683720.00       | $138387.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-08-01      | 3.5000%  | N/A     | $1412380.00        | $1251908.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $796.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-02-20      | 3.0000%  | N/A     | $4000.00           | $2607.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $7000.00           | $6946.88           | Agency Mortgage-Backed Securities         |
| FNMA_21-33                                           | 2047-05-25      | 2.5000%  | N/A     | $5340697.00        | $566679.49         | Agency Collateralized Mortgage Obligation |
| GNMA_17-91A                                          | 2038-11-20      | 0.0852%  | N/A     | $36294701.00       | $130708.22         | Agency Collateralized Mortgage Obligation |
| GNMA_13-10                                           | 2043-01-20      | 1.8349%  | N/A     | $83866385.00       | $387779.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $1041.86           | Agency Mortgage-Backed Securities         |
| FNMA_21-82C                                          | 2051-12-25      | 2.2398%  | N/A     | $21791680.00       | $592477.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1041.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-03-20      | 6.5000%  | N/A     | $1000.00           | $1043.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $1043.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-09-01      | 2.5000%  | N/A     | $100000.00         | $68529.38          | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_2084                               | 2028-08-15      | 4.2959%  | N/A     | $620189.00         | $48.45             | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                          | 2050-05-20      | 1.6349%  | N/A     | $31245111.00       | $1325152.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 3.0000%  | N/A     | $19000.00          | $13474.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 4.5000%  | N/A     | $1702748.00        | $1458606.83        | Agency Mortgage-Backed Securities         |
| GNMA_23-48H                                          | 2053-03-20      | 5.3480%  | N/A     | $8330621.00        | $3933431.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 5.5000%  | N/A     | $1041450.00        | $1022536.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1041.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1043.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-04-01      | 4.0000%  | N/A     | $1000.00           | $334.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $278744.00         | $295427.01         | Agency Mortgage-Backed Securities         |
| GNMA_24-H20E                                         | 2074-11-20      | 0.7603%  | N/A     | $24312853.00       | $1667559.74        | Agency Collateralized Mortgage Obligation |
| GNMA_17-59D                                          | 2042-06-20      | 0.1593%  | N/A     | $23468606.00       | $95797.42          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 6.5000%  | N/A     | $2956.00           | $1282.67           | Agency Mortgage-Backed Securities         |
| GNMA_24-9B                                           | 2054-01-20      | 1.5020%  | N/A     | $75000000.00       | $3292925.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 5.5000%  | N/A     | $835892.00         | $824622.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 5.5000%  | N/A     | $2024.00           | $1816.78           | Agency Mortgage-Backed Securities         |
| FNMA_21-34G                                          | 2049-12-25      | 1.5355%  | N/A     | $45340933.00       | $1719488.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-02-20      | 5.5000%  | N/A     | $2605914.00        | $1907436.01        | Agency Mortgage-Backed Securities         |
| FREDDIEMAC STRIP FHSTR_227                           | 2034-12-01      | 5.0000%  | N/A     | $313086.00         | $444.82            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 6.0000%  | N/A     | $665000.00         | $530478.11         | Agency Mortgage-Backed Securities         |
| FNMA_18-76A                                          | 2045-06-25      | 1.6355%  | N/A     | $101661.00         | $2658.30           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $1045.41           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5071                               | 2051-02-25      | 2.5000%  | N/A     | $299990.00         | $28895.84          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $7045611.00        | $1187.32           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1309927.00        | $1243602.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-10-20      | 6.5000%  | N/A     | $102999.00         | $16851.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-11-20      | 6.0000%  | N/A     | $8000.00           | $3675.95           | Agency Mortgage-Backed Securities         |
| GNMA_24-134C                                         | 2054-08-20      | 5.4080%  | N/A     | $3602897.00        | $3123129.13        | Agency Collateralized Mortgage Obligation |
| GNMA_14-8                                            | 2044-01-16      | 0.0455%  | N/A     | $198453000.00      | $334342.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-06-01      | 5.0000%  | N/A     | $512000.00         | $42450.08          | Agency Mortgage-Backed Securities         |
| FHLMC_5355A                                          | 2053-11-25      | 0.0000%  | N/A     | $8321270.00        | $4545374.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $1408648.00        | $1469395.11        | Agency Mortgage-Backed Securities         |
| FHLMC_5063F                                          | 2051-01-25      | 2.0000%  | N/A     | $3800000.00        | $397463.41         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-07-20      | 2.5000%  | N/A     | $7877.00           | $4494.47           | Agency Mortgage-Backed Securities         |
| GNMA_19-129F                                         | 2046-02-20      | 0.0194%  | N/A     | $73811077.00       | $417666.99         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34A                                          | 2055-05-25      | 1.6000%  | N/A     | $6117504.00        | $431796.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $627.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 6.0000%  | N/A     | $342762.00         | $45968.66          | Agency Mortgage-Backed Securities         |
| GNMA_19-69G                                          | 2044-07-20      | 0.1462%  | N/A     | $39767332.00       | $294606.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 5.5000%  | N/A     | $31221.00          | $24972.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-09-20      | 5.0000%  | N/A     | $85000.00          | $10410.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 6.5000%  | N/A     | $1000.00           | $1045.19           | Agency Mortgage-Backed Securities         |
| GNMA_24-174A                                         | 2054-10-20      | 0.0000%  | N/A     | $1231312.00        | $7.27              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-10-20      | 4.5000%  | N/A     | $45000.00          | $3646.07           | Agency Mortgage-Backed Securities         |
| GNMA_14-69                                           | 2036-06-20      | 0.1272%  | N/A     | $52040339.00       | $202204.27         | Agency Collateralized Mortgage Obligation |
| GNMA_18-18A                                          | 2043-11-20      | 0.0000%  | N/A     | $84926629.00       | $566258.13         | Agency Collateralized Mortgage Obligation |
| GNMA_22-213F                                         | 2052-12-20      | 5.2480%  | N/A     | $4842428.00        | $3336181.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $976.63            | Agency Mortgage-Backed Securities         |
| GNMA_16-121J                                         | 2040-12-20      | 0.1859%  | N/A     | $94316353.00       | $393655.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-06-01      | 3.5000%  | N/A     | $67996.00          | $14780.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 5.5000%  | N/A     | $279295.00         | $235285.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 4.5000%  | N/A     | $4000.00           | $3126.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-10-20      | 6.0000%  | N/A     | $7000.00           | $4912.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-01-01      | 5.0000%  | N/A     | $455000.00         | $23537.95          | Agency Mortgage-Backed Securities         |
| GNMA_24-27B                                          | 2054-02-20      | 5.5000%  | N/A     | $61977344.00       | $11248362.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-09-20      | 4.5000%  | N/A     | $198000.00         | $15334.61          | Agency Mortgage-Backed Securities         |
| FHLMC_2484                                           | 2032-07-15      | 6.5000%  | N/A     | $12182.00          | $436.78            | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                         | 2053-08-20      | 0.0300%  | N/A     | $20000000.00       | $8349.27           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22     | 2051-10-25      | 2.5000%  | N/A     | $2361283.00        | $350778.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-11-01      | 3.0000%  | N/A     | $100000.00         | $18607.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-195 | 2052-11-20      | 0.0000%  | N/A     | $126712.00         | $67468.10          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-10-20      | 5.5000%  | N/A     | $1000.00           | $721.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $1045.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 6.0000%  | N/A     | $1000.00           | $219.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-08-20      | 6.0000%  | N/A     | $1000.00           | $126.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $343.43            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2026-05-31      | 4.8750%  | N/A     | $8968800.00        | $9087663.51        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $625.85            | Agency Mortgage-Backed Securities         |
| FHLMC_5507B                                          | 2055-02-25      | 0.6500%  | N/A     | $34936400.00       | $740505.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 6.0000%  | N/A     | $30000.00          | $28995.88          | Agency Mortgage-Backed Securities         |
| GNMA_23-189A                                         | 2053-12-20      | 2.7020%  | N/A     | $424457.00         | $16944.87          | Agency Collateralized Mortgage Obligation |
| GNMA_15-57                                           | 2045-04-20      | 1.1349%  | N/A     | $136500000.00      | $1030966.17        | Agency Collateralized Mortgage Obligation |
| FNMA_12-86A                                          | 2042-08-25      | 1.0355%  | N/A     | $119725333.00      | $851427.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | N/A     | $3000.00           | $3131.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $189.41            | Agency Mortgage-Backed Securities         |
| GNMA_23-H16D                                         | 2073-06-20      | 0.2901%  | N/A     | $100000.00         | $3935.15           | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $15671258.00       | $2066245.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-08-20      | 6.5000%  | N/A     | $1000.00           | $274.21            | Agency Mortgage-Backed Securities         |
| GNMA_24-7A                                           | 2054-01-20      | 5.4480%  | N/A     | $7912911.00        | $4055895.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1040.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-10-01      | 3.5000%  | N/A     | $152844.00         | $40626.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15  | 2049-02-20      | 1.5849%  | N/A     | $70798857.00       | $1297557.72        | Agency Collateralized Mortgage Obligation |
| FNMA_13-60E                                          | 2042-10-25      | 1.7500%  | N/A     | $5441.00           | $348.45            | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT BANKS FUNDING CORP               | 2046-08-24      | 2.3500%  | N/A     | $1972000.00        | $1211574.34        | Agency Debentures and Agency Strips       |
| FREDDIE MAC FHLMC_3837                               | 2041-04-15      | 4.0000%  | N/A     | $1001.00           | $432.46            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | N/A     | $2000.00           | $2087.54           | Agency Mortgage-Backed Securities         |
| GNMA_24-H07                                          | 2074-04-20      | 0.6757%  | N/A     | $50000000.00       | $2985051.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21C                                          | 2054-02-20      | 1.6020%  | N/A     | $74779345.00       | $3639394.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-12-20      | 3.0000%  | N/A     | $168314.00         | $19196.54          | Agency Mortgage-Backed Securities         |
| GNMA_22-101E                                         | 2052-06-20      | 1.7020%  | N/A     | $80000000.00       | $5010870.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-03-20      | 4.5000%  | N/A     | $798000.00         | $60603.05          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP               | 2036-04-14      | 2.5000%  | N/A     | $3220000.00        | $2583555.91        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 5.0000%  | N/A     | $3000.00           | $2899.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-15  | 2051-01-20      | 3.5000%  | N/A     | $36367389.00       | $4002725.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144D                                          | 2051-04-25      | 2.5000%  | N/A     | $8800000.00        | $757958.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-01-20      | 4.0000%  | N/A     | $1199000.00        | $73339.77          | Agency Mortgage-Backed Securities         |
| FNMA_10-113B                                         | 2040-10-25      | 2.1355%  | N/A     | $32968164.00       | $60535.32          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $547711.00         | $582087.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 6.5000%  | N/A     | $2001.00           | $1969.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-01-01      | 1.5000%  | N/A     | $1054940.00        | $642584.73         | Agency Mortgage-Backed Securities         |
| GNMA_23-1D                                           | 2053-01-20      | 5.2980%  | N/A     | $8525041.00        | $6789023.01        | Agency Collateralized Mortgage Obligation |
| GNMA_19-69B                                          | 2049-06-20      | 1.6349%  | N/A     | $22804857.00       | $553453.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-03-20      | 6.0000%  | N/A     | $69000.00          | $37103.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.5000%  | N/A     | $3612.00           | $3746.63           | Agency Mortgage-Backed Securities         |
| FNMA_20-72F                                          | 2050-10-25      | 3.5000%  | N/A     | $20706496.00       | $1072911.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-08-20      | 4.0000%  | N/A     | $25000.00          | $2850.85           | Agency Mortgage-Backed Securities         |
| GNMA_25-10A                                          | 2055-01-20      | 1.5820%  | N/A     | $63435982.00       | $4283919.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $1024.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-09-20      | 6.0000%  | N/A     | $1000.00           | $356.40            | Agency Mortgage-Backed Securities         |
| GNMA_24-127G                                         | 2052-12-20      | 5.5000%  | N/A     | $2000.00           | $2051.47           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-02-01      | 2.0000%  | N/A     | $3478.00           | $1889.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 2.0000%  | N/A     | $329000.00         | $205922.34         | Agency Mortgage-Backed Securities         |
| GNMA_25-8D                                           | 2054-08-20      | 0.0000%  | N/A     | $100000000.00      | $1114531.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-02-20      | 4.0000%  | N/A     | $3000.00           | $248.74            | Agency Mortgage-Backed Securities         |
| GNMA_17-66A                                          | 2041-04-20      | 0.0314%  | N/A     | $63354203.00       | $261319.93         | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                          | 2053-11-25      | 0.0000%  | N/A     | $25191968.00       | $14334610.56       | Agency Collateralized Mortgage Obligation |
| GNMA_25-118D                                         | 2055-07-20      | 1.5807%  | N/A     | $50000000.00       | $2523800.20        | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                         | 2053-12-20      | 5.5980%  | N/A     | $3835478.00        | $2087049.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 6.0000%  | N/A     | $2641.00           | $1773.27           | Agency Mortgage-Backed Securities         |
| FHLMC_5445D                                          | 2054-08-25      | 2.7000%  | N/A     | $36962800.00       | $2834571.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-11-01      | 5.0000%  | N/A     | $400000.00         | $307365.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-04-20      | 4.0000%  | N/A     | $1000.00           | $60.95             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 6.0000%  | N/A     | $336898.00         | $38991.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-11-01      | 3.0000%  | N/A     | $500000.00         | $50722.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-09-01      | 3.5000%  | N/A     | $410863.00         | $87519.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-09-20      | 6.0000%  | N/A     | $1000.00           | $120.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-12-01      | 4.5000%  | N/A     | $210000.00         | $17952.10          | Agency Mortgage-Backed Securities         |
| GNMA_21-64M                                          | 2051-04-20      | 4.8892%  | N/A     | $2655880.00        | $1172579.13        | Agency Collateralized Mortgage Obligation |
| GNMA_25-118A                                         | 2055-07-20      | 5.6833%  | N/A     | $8686650.00        | $8701656.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5452K                                          | 2054-09-25      | 2.2000%  | N/A     | $25943354.00       | $2255058.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 4.5000%  | N/A     | $24406.00          | $23219.54          | Agency Mortgage-Backed Securities         |
| GNMA_25-26C                                          | 2055-02-20      | 2.2220%  | N/A     | $33725024.00       | $2532017.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 6.0000%  | N/A     | $6000.00           | $6097.32           | Agency Mortgage-Backed Securities         |
| GNMA_24-H17D                                         | 2074-09-20      | 0.7973%  | N/A     | $73200000.00       | $5430824.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-07-01      | 3.0000%  | N/A     | $832931.00         | $111927.22         | Agency Mortgage-Backed Securities         |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $804374.00         | $64.17             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $625.55            | Agency Mortgage-Backed Securities         |
| GNMA_12-106C                                         | 2042-09-20      | 5.6233%  | N/A     | $500000.00         | $12644.79          | Agency Collateralized Mortgage Obligation |
| FHLMC_5196A                                          | 2051-07-25      | 2.5000%  | N/A     | $7861120.00        | $713579.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | N/A     | $3000.00           | $3131.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.0000%  | N/A     | $143537.00         | $146656.41         | Agency Mortgage-Backed Securities         |
| GNMA_14-99                                           | 2036-11-20      | 0.4588%  | N/A     | $72459294.00       | $283829.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-12-20      | 6.5000%  | N/A     | $2750000.00        | $38087.72          | Agency Mortgage-Backed Securities         |
| FHLMC_5530B                                          | 2055-04-25      | 1.0000%  | N/A     | $100000.00         | $5269.31           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-08-01      | 3.0000%  | N/A     | $358994.00         | $55865.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 5.0000%  | N/A     | $9000.00           | $7941.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $109598.00         | $114159.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-06-20      | 4.0000%  | N/A     | $169000.00         | $10323.53          | Agency Mortgage-Backed Securities         |
| GNMA_23-H05D                                         | 2073-01-20      | 0.9009%  | N/A     | $12424345.00       | $992247.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 6.0000%  | N/A     | $199417.00         | $183483.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $2000000.00        | $1084904.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-06-20      | 6.0000%  | N/A     | $8000.00           | $3313.66           | Agency Mortgage-Backed Securities         |
| GNMA_24-172B                                         | 2054-10-20      | 5.4480%  | N/A     | $5936634.00        | $5221027.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 5.5000%  | N/A     | $1000.00           | $723.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-12-20      | 3.0000%  | N/A     | $1906.00           | $1189.00           | Agency Mortgage-Backed Securities         |
| GNMA_22-218A                                         | 2052-12-20      | 2.5020%  | N/A     | $31487488.00       | $1988754.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-07-20      | 4.0000%  | N/A     | $7000.00           | $3305.59           | Agency Mortgage-Backed Securities         |
| FNMA_24-22E                                          | 2050-11-25      | 2.5000%  | N/A     | $15202928.00       | $2253724.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $2000.00           | $2110.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-03-20      | 5.0000%  | N/A     | $4000.00           | $2471.46           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2026-06-30      | 0.8750%  | N/A     | $1600.00           | $1553.76           | U.S. Treasuries (including strips)        |
| FEDERAL FARM CREDIT BANKS FUNDING CORP               | 2040-08-13      | 1.9500%  | N/A     | $16000.00          | $10711.36          | Agency Debentures and Agency Strips       |
| GNMA_23-187C                                         | 2053-12-20      | 5.6480%  | N/A     | $9327116.00        | $3849030.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $1045.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-11-20      | 6.5000%  | N/A     | $1000.00           | $560.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-10-20      | 5.0000%  | N/A     | $6000.00           | $4606.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 5.5000%  | N/A     | $1476640.00        | $1482116.57        | Agency Mortgage-Backed Securities         |
| GNMA_17-132C                                         | 2040-02-20      | 0.2756%  | N/A     | $60685062.00       | $302387.55         | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                         | 2053-10-20      | 0.0100%  | N/A     | $106654.00         | $10.60             | Agency Collateralized Mortgage Obligation |
| GNMA_14-90M                                          | 2038-10-20      | 0.3516%  | N/A     | $61239231.00       | $152778.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT BANKS FUNDING CORP               | 2040-08-27      | 2.0000%  | N/A     | $1000000.00        | $666628.56         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-01-20      | 6.0000%  | N/A     | $72000.00          | $7259.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-02-01      | 2.0000%  | N/A     | $41612.00          | $22734.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | N/A     | $3030.00           | $3162.86           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP               | 2038-03-02      | 3.4500%  | N/A     | $1412000.00        | $1234482.18        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-08-01      | 4.5000%  | N/A     | $96000.00          | $6049.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-11-20      | 4.6250%  | N/A     | $1616494.00        | $66327.83          | Agency Mortgage-Backed Securities         |
| GNMA_16-29G                                          | 2042-05-20      | 0.2806%  | N/A     | $40317194.00       | $134089.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-10-20      | 4.5000%  | N/A     | $1000.00           | $778.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 5.5000%  | N/A     | $500000.00         | $32724.62          | Agency Mortgage-Backed Securities         |
| GNMA_23-164J                                         | 2053-11-20      | 2.7520%  | N/A     | $14401169.00       | $1157875.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-103A                                         | 2055-06-20      | 0.0000%  | N/A     | $100000000.00      | $1161713.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-08-20      | 6.0000%  | N/A     | $1008.00           | $617.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 2.0000%  | N/A     | $135000.00         | $82607.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-07-01      | 3.0000%  | N/A     | $2075000.00        | $394265.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 4.0000%  | N/A     | $155107.00         | $14092.82          | Agency Mortgage-Backed Securities         |
| GNMA_23-76E                                          | 2053-05-20      | 5.3480%  | N/A     | $765207.00         | $475296.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 4.5000%  | N/A     | $4000.00           | $3342.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 3.0000%  | N/A     | $61994.00          | $8279.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 4.7500%  | N/A     | $2175000.00        | $54422.66          | Agency Mortgage-Backed Securities         |
| GNMA_14-181                                          | 2040-02-20      | 0.1017%  | N/A     | $26202046.00       | $83767.66          | Agency Collateralized Mortgage Obligation |
| FHLMC_5479A                                          | 2054-12-25      | 0.0000%  | N/A     | $150000000.00      | $2800.18           | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                         | 2051-07-20      | 1.8349%  | N/A     | $10500000.00       | $966023.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.5000%  | N/A     | $2129224.00        | $399331.52         | Agency Mortgage-Backed Securities         |
| GNMA_23-76D                                          | 2053-05-20      | 5.3480%  | N/A     | $8986466.00        | $4136164.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT BANKS FUNDING CORP               | 2036-12-01      | 2.7800%  | N/A     | $889000.00         | $723752.08         | Agency Debentures and Agency Strips       |
| FREDDIE MAC FHLMC_5013                               | 2050-09-25      | 2.5000%  | N/A     | $700000.00         | $88074.93          | Agency Collateralized Mortgage Obligation |
| FNMA_20-97A                                          | 2051-01-25      | 2.0000%  | N/A     | $300002.00         | $33793.55          | Agency Collateralized Mortgage Obligation |
| FNMA_21-69G                                          | 2049-01-25      | 2.5000%  | N/A     | $8000000.00        | $994499.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1010.00           | $1012.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 5.5000%  | N/A     | $338395.00         | $40384.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 5.0000%  | N/A     | $694971.00         | $52872.64          | Agency Mortgage-Backed Securities         |
| GNMA_23-17C                                          | 2053-02-20      | 1.9020%  | N/A     | $50000000.00       | $2590266.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-04-20      | 4.5000%  | N/A     | $1000.00           | $823.83            | Agency Mortgage-Backed Securities         |
| GNMA_23-98D                                          | 2053-07-20      | 5.3480%  | N/A     | $11702327.00       | $5781947.37        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2322                               | 2029-06-15      | 4.1459%  | N/A     | $376.00            | $0.03              | Agency Collateralized Mortgage Obligation |
| GNMA_24-9C                                           | 2054-01-20      | 2.1020%  | N/A     | $17877000.00       | $398712.77         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 6.5000%  | N/A     | $1000.00           | $1045.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-09-01      | 6.0000%  | N/A     | $96993.00          | $83345.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-03-01      | 2.0000%  | N/A     | $2383573.00        | $1330994.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 4.5000%  | N/A     | $598000.00         | $45423.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-07-01      | 6.0000%  | N/A     | $446935.00         | $383697.17         | Agency Mortgage-Backed Securities         |
| GNMA_19-108C                                         | 2032-02-20      | 4.5000%  | N/A     | $19275832.00       | $91859.80          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 6.0000%  | N/A     | $1000.00           | $987.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-09-01      | 3.5000%  | N/A     | $585837.00         | $56573.64          | Agency Mortgage-Backed Securities         |
| GNMA_16-135G                                         | 2041-08-20      | 0.0751%  | N/A     | $101868319.00      | $453172.61         | Agency Collateralized Mortgage Obligation |
| FHLMC_5518C                                          | 2055-03-25      | 0.8300%  | N/A     | $37504192.00       | $1478210.10        | Agency Collateralized Mortgage Obligation |
| FNMA_20-77A                                          | 2050-11-25      | 2.5000%  | N/A     | $56396675.00       | $5356690.67        | Agency Collateralized Mortgage Obligation |
| FNMA_23-49D                                          | 2048-05-25      | 5.0000%  | N/A     | $46813628.00       | $5517790.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $658.66            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP               | 2041-09-16      | 2.4000%  | N/A     | $1000.00           | $703.22            | Agency Debentures and Agency Strips       |
| FNMA_20-61D                                          | 2050-09-25      | 4.0000%  | N/A     | $8092488.00        | $626940.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 6.0000%  | N/A     | $246595.00         | $224629.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-89     | 2050-12-25      | 2.5000%  | N/A     | $300000.00         | $31334.56          | Agency Collateralized Mortgage Obligation |
| GNMA_24-200C                                         | 2054-12-20      | 1.7020%  | N/A     | $14803456.00       | $1024043.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 5.5000%  | N/A     | $32599.00          | $32546.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2029-09-01      | 6.5000%  | N/A     | $4727.00           | $0.60              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | N/A     | $998695.00         | $1049725.32        | Agency Mortgage-Backed Securities         |
| GNMA_24-59D                                          | 2054-04-20      | 1.1020%  | N/A     | $152748445.00      | $6254216.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-07-20      | 3.0000%  | N/A     | $2000.00           | $1074.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $1271025.00        | $1271381.99        | Agency Mortgage-Backed Securities         |
| GNMA_23-H10D                                         | 2071-06-20      | 0.4605%  | N/A     | $100028.00         | $2031.62           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-04-01      | 3.5000%  | N/A     | $600000.00         | $168231.08         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP               | 2036-08-12      | 2.2200%  | N/A     | $9364000.00        | $7290451.45        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 6.0000%  | N/A     | $8000.00           | $7118.89           | Agency Mortgage-Backed Securities         |
| GNMA_23-48K                                          | 2053-03-20      | 1.9520%  | N/A     | $49040491.00       | $2263039.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $1001.00           | $1042.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.5000%  | N/A     | $2196.00           | $2288.14           | Agency Mortgage-Backed Securities         |
| GNMA_24-134G                                         | 2053-08-20      | 2.1520%  | N/A     | $115248996.00      | $4675090.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 6.0000%  | N/A     | $519377.00         | $502892.32         | Agency Mortgage-Backed Securities         |
| FHLMC_3990                                           | 2027-01-15      | 2.1959%  | N/A     | $128631.00         | $25.68             | Agency Collateralized Mortgage Obligation |
| GNMA_15-63A                                          | 2042-03-20      | 0.5444%  | N/A     | $126723829.00      | $246648.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 3.0000%  | N/A     | $2117.00           | $843.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 5.0000%  | N/A     | $1000.00           | $856.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-02-20      | 4.5000%  | N/A     | $98000.00          | $12907.28          | Agency Mortgage-Backed Securities         |
| FHR_5148                                             | 2049-06-25      | 2.0000%  | N/A     | $997620.00         | $103934.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | N/A     | $29916.00          | $31203.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 3.0000%  | N/A     | $138000.00         | $91605.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 4.5000%  | N/A     | $2000.00           | $1899.80           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP               | 2038-03-02      | 3.5700%  | N/A     | $758000.00         | $671653.06         | Agency Debentures and Agency Strips       |
| GNMA_18-51B                                          | 2046-11-20      | 0.1864%  | N/A     | $25850460.00       | $108094.64         | Agency Collateralized Mortgage Obligation |
| GNMA_24-21B                                          | 2053-10-20      | 1.6520%  | N/A     | $62663020.00       | $3557114.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-06-20      | 7.3750%  | N/A     | $995701.00         | $20750.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-09-01      | 3.0000%  | N/A     | $5000000.00        | $30647.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-01-20      | 4.5000%  | N/A     | $1000.00           | $60.36             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-07-20      | 4.5000%  | N/A     | $98000.00          | $7241.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 5.5000%  | N/A     | $72000.00          | $8164.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-02-01      | 4.0000%  | N/A     | $273796.00         | $26522.17          | Agency Mortgage-Backed Securities         |
| FHLMC_5196D                                          | 2052-02-25      | 0.0000%  | N/A     | $123806.00         | $6.82              | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT BANKS FUNDING CORP               | 2036-07-14      | 2.3100%  | N/A     | $4576000.00        | $3553020.71        | Agency Debentures and Agency Strips       |
| GNMA_20-11C                                          | 2048-10-20      | 0.0000%  | N/A     | $2509218.00        | $15830.67          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-08-20      | 2.5000%  | N/A     | $1000.00           | $582.28            | Agency Mortgage-Backed Securities         |
| FANNIE MAE ACES FNMA_16-M3                           | 2026-02-25      | 2.7020%  | N/A     | $400000.00         | $174815.84         | Agency Collateralized Mortgage Obligation |
| GNMA_24-128B                                         | 2054-08-20      | 2.3220%  | N/A     | $44800000.00       | $2816233.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5505C                                          | 2055-02-25      | 0.7000%  | N/A     | $121682473.00      | $4810394.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 3.5000%  | N/A     | $135318.00         | $28214.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 6.5000%  | N/A     | $244289.00         | $219311.32         | Agency Mortgage-Backed Securities         |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $232276.00         | $234550.29         | Agency Collateralized Mortgage Obligation |
| GNMA_17-60A                                          | 2038-10-20      | 2.0349%  | N/A     | $13891689.00       | $81092.86          | Agency Collateralized Mortgage Obligation |
| GNMA_23-22H                                          | 2053-02-20      | 5.2480%  | N/A     | $6641913.00        | $5130093.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT BANKS FUNDING CORP               | 2041-08-09      | 2.4500%  | N/A     | $3227000.00        | $2278312.20        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 2.5000%  | N/A     | $8000.00           | $3877.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $725.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-04-20      | 4.0000%  | N/A     | $1001.00           | $62.39             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-02-01      | 3.0000%  | N/A     | $50000.00          | $38118.74          | Agency Mortgage-Backed Securities         |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $9792440.00        | $6024023.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5505D                                          | 2055-02-25      | 0.6500%  | N/A     | $87810011.00       | $2809104.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2044-04-01      | 4.5000%  | N/A     | $300000.00         | $44986.76          | Agency Mortgage-Backed Securities         |
| FHLMC_5364A                                          | 2053-12-25      | 0.0000%  | N/A     | $1317799.00        | $718237.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $1037.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 4.0000%  | N/A     | $698000.00         | $66392.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1042.10           | Agency Mortgage-Backed Securities         |
| GNMA_23-H23E                                         | 2073-09-20      | 0.6453%  | N/A     | $20448560.00       | $1187419.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-06-20      | 3.0000%  | N/A     | $7000.00           | $3543.04           | Agency Mortgage-Backed Securities         |
| GNMA_14-69                                           | 2037-09-20      | 0.2436%  | N/A     | $104785743.00      | $247746.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-07-01      | 5.1700%  | N/A     | $1306700.00        | $1303986.76        | Agency Mortgage-Backed Securities         |
| FHLMC_4900G                                          | 2049-07-25      | 1.5855%  | N/A     | $47997410.00       | $1354835.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 3.0000%  | N/A     | $1003.00           | $856.80            | Agency Mortgage-Backed Securities         |
| GNMA_14-129G                                         | 2041-10-20      | 0.5901%  | N/A     | $42270863.00       | $106345.77         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 5.5000%  | N/A     | $29767.00          | $29393.75          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP               | 2035-09-10      | 1.7300%  | N/A     | $5370000.00        | $3983282.52        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-06-20      | 6.5580%  | N/A     | $4416379.00        | $456028.87         | Agency Mortgage-Backed Securities         |
| GNMA_15-82                                           | 2041-04-20      | 0.4564%  | N/A     | $58404259.00       | $194566.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 5.5000%  | N/A     | $1000.00           | $807.75            | Agency Mortgage-Backed Securities         |
| GNMA_25-4E                                           | 2055-01-20      | 0.1190%  | N/A     | $199554477.00      | $79740.00          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-06-01      | 4.0000%  | N/A     | $136000.00         | $18521.70          | Agency Mortgage-Backed Securities         |
| FNMA_22-86                                           | 2050-05-25      | 2.5000%  | N/A     | $323685.00         | $39385.87          | Agency Collateralized Mortgage Obligation |
| FHLMC_5474B                                          | 2054-11-25      | 1.0000%  | N/A     | $29847773.00       | $1456782.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 6.5000%  | N/A     | $80219.00          | $19304.34          | Agency Mortgage-Backed Securities         |
| FNMA_21-61A                                          | 2051-09-25      | 2.5000%  | N/A     | $5615145.00        | $456180.73         | Agency Collateralized Mortgage Obligation |
| FNMA_23-20B                                          | 2061-03-25      | 1.9449%  | N/A     | $26145567.00       | $906710.49         | Agency Collateralized Mortgage Obligation |
| GNMA_15-152C                                         | 2040-05-20      | 0.2439%  | N/A     | $30325747.00       | $117996.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 4.0000%  | N/A     | $150784.00         | $139752.84         | Agency Mortgage-Backed Securities         |
| FNMA_24-80C                                          | 2054-11-25      | 1.5500%  | N/A     | $59647454.00       | $3814389.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 5.5000%  | N/A     | $662400.00         | $496303.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $1041.36           | Agency Mortgage-Backed Securities         |
| GNMA_24-40C                                          | 2054-01-20      | 6.0000%  | N/A     | $22481133.00       | $2742241.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 3.0000%  | N/A     | $1000.00           | $244.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-04-01      | 3.0000%  | N/A     | $1000.00           | $753.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 4.5000%  | N/A     | $98000.00          | $13561.89          | Agency Mortgage-Backed Securities         |
| GNMA_23-187F                                         | 2053-12-20      | 0.9020%  | N/A     | $100000000.00      | $1757400.19        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-74                                | 2050-10-25      | 2.5000%  | N/A     | $415143.00         | $48626.52          | Agency Collateralized Mortgage Obligation |
| GNMA_24-66A                                          | 2054-04-20      | 5.3780%  | N/A     | $8590719.00        | $6275687.81        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5059                               | 2051-01-25      | 2.5000%  | N/A     | $900000.00         | $117006.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $705.46            | Agency Mortgage-Backed Securities         |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $1600000.00        | $197664.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 6.5000%  | N/A     | $1000.00           | $568.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-07-15      | 3.5000%  | N/A     | $255580.00         | $37506.32          | Agency Mortgage-Backed Securities         |
| FNMA_20-62B                                          | 2050-09-25      | 2.5000%  | N/A     | $2700008.00        | $321623.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 5.0000%  | N/A     | $1000.00           | $679.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1444052.00        | $1059035.46        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5010                               | 2050-09-25      | 2.5000%  | N/A     | $600000.00         | $54600.37          | Agency Collateralized Mortgage Obligation |

### Security 169: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDNRA157
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | N/A     | $100.00            | $75.63             | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-08-15      | 3.0000%  | N/A     | $7040700.00        | $5220002.48        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | N/A     | $1600.00           | $1096.03           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | N/A     | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | N/A     | $5747700.00        | $3602884.99        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | N/A     | $100.00            | $102.10            | U.S. Treasuries (including strips) |
| FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  | N/A     | $2493495.00        | $2263842.87        | Agency Mortgage-Backed Securities  |
| 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | N/A     | $100.00            | $86.38             | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | N/A     | $10025100.00       | $6189435.99        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  | N/A     | $27395700.00       | $36477366.50       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  | N/A     | $16033700.00       | $15707237.83       | U.S. Treasuries (including strips) |
| 3 BOND 52            | 2052-08-15      | 3.0000%  | N/A     | $3452000.00        | $2490848.96        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | N/A     | $112130000.00      | $111925919.70      | U.S. Treasuries (including strips) |
| FNMS 04.500 CLBW7894 | 2052-08-01      | 4.5000%  | N/A     | $2293442.00        | $1763305.84        | Agency Mortgage-Backed Securities  |
| FKAR 03.830 WAWA4439 | 2029-07-01      | 3.8300%  | N/A     | $1008.00           | $980.47            | Agency Mortgage-Backed Securities  |
| 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  | N/A     | $4999700.00        | $5046595.99        | U.S. Treasuries (including strips) |
| FEPC 06.500 CLQY7958 | 2055-07-01      | 6.5000%  | N/A     | $1002.00           | $1046.89           | Agency Mortgage-Backed Securities  |
| 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | N/A     | $299900.00         | $187755.90         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | N/A     | $200.00            | $195.49            | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27     | 2027-07-31      | 4.4449%  | N/A     | $14657000.00       | $14656237.84       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35      | 2035-07-15      | 1.8750%  | N/A     | $810000.00         | $804895.25         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | N/A     | $42000000.00       | $42213549.92       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | N/A     | $100.00            | $72.82             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | N/A     | $19822800.00       | $17614143.94       | U.S. Treasuries (including strips) |
| FEPC 06.000 CLQZ0242 | 2055-08-01      | 6.0000%  | N/A     | $1776.00           | $1810.51           | Agency Mortgage-Backed Securities  |
| FMAR 841648 G        | 2053-09-01      | 4.8080%  | N/A     | $1250.00           | $1087.64           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2185 | 2055-06-01      | 7.0000%  | N/A     | $87060.00          | $92435.89          | Agency Mortgage-Backed Securities  |
| 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | N/A     | $29999200.00       | $27841597.54       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | N/A     | $2377100.00        | $2379677.09        | U.S. Treasuries (including strips) |
| FKAR 03.830 WAWA4438 | 2029-07-01      | 3.8300%  | N/A     | $1757.00           | $1709.01           | Agency Mortgage-Backed Securities  |
| BILL 09/18/25        | 2025-09-18      | 0.0000%  | N/A     | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| GNII SF MA5193 M     | 2048-05-20      | 4.5000%  | N/A     | $53297965.00       | $4048430.19        | Agency Mortgage-Backed Securities  |
| 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | N/A     | $100.00            | $98.02             | U.S. Treasuries (including strips) |
| FKAR 04.650 WNWN4056 | 2035-03-01      | 4.6500%  | N/A     | $1069.00           | $1055.02           | Agency Mortgage-Backed Securities  |
| 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | N/A     | $5985900.00        | $5573205.87        | U.S. Treasuries (including strips) |
| FEPC 05.000 CLSL0256 | 2054-09-01      | 5.0000%  | N/A     | $1011.00           | $954.54            | Agency Mortgage-Backed Securities  |
| GNMI SF BG9700 X     | 2048-07-15      | 4.5000%  | N/A     | $1616880.00        | $644730.97         | Agency Mortgage-Backed Securities  |
| 3 BOND 45            | 2045-05-15      | 3.0000%  | N/A     | $100.00            | $76.04             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | N/A     | $11000300.00       | $8996572.56        | U.S. Treasuries (including strips) |
| FNMS 02.500 CICB1939 | 2036-10-01      | 2.5000%  | N/A     | $79126680.00       | $45193089.82       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 DLDE2611 | 2055-07-01      | 6.0000%  | N/A     | $1672200.00        | $1715548.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  | N/A     | $37952258.00       | $32697932.70       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $758.06            | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  | N/A     | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | N/A     | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | N/A     | $113608000.00      | $111438028.58      | U.S. Treasuries (including strips) |
| 3 BOND 44            | 2044-11-15      | 3.0000%  | N/A     | $3323600.00        | $2541012.43        | U.S. Treasuries (including strips) |
| MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  | N/A     | $2041.00           | $2072.20           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2892 | 2032-01-01      | 5.1550%  | N/A     | $44254527.00       | $45345791.99       | Agency Mortgage-Backed Securities  |
| 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | N/A     | $1210000.00        | $1232053.17        | U.S. Treasuries (including strips) |
| MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  | N/A     | $1000.00           | $1005.29           | Agency Mortgage-Backed Securities  |
| 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | N/A     | $27999300.00       | $27564872.18       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | N/A     | $9094100.00        | $9006696.30        | U.S. Treasuries (including strips) |
| FEPC 06.500 CLQY5811 | 2055-06-01      | 6.5000%  | N/A     | $1540394.00        | $1607027.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2413 | 2055-05-01      | 6.5000%  | N/A     | $1522936.00        | $1587423.77        | Agency Mortgage-Backed Securities  |
| 4 NOTE G 31          | 2031-01-31      | 4.0000%  | N/A     | $85816100.00       | $85719127.81       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | N/A     | $4999700.00        | $3568663.35        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | N/A     | $3556500.00        | $2505255.82        | U.S. Treasuries (including strips) |
| FEPC 06.500 CLQY7953 | 2055-07-01      | 6.5000%  | N/A     | $1192.00           | $1250.05           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY2832 | 2055-05-01      | 6.5000%  | N/A     | $1353226.00        | $1407212.68        | Agency Mortgage-Backed Securities  |
| 2 3/8 TRIB 27        | 2027-01-15      | 2.3750%  | N/A     | $9052300.00        | $14678640.55       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | N/A     | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| FNAR XX.XXX SOCB6354 | 2053-05-01      | 4.9520%  | N/A     | $1008.00           | $833.89            | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  | N/A     | $74339200.00       | $74588694.47       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  | N/A     | $16850000.00       | $16841457.05       | U.S. Treasuries (including strips) |
| FEPC 06.000 CLQY5947 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1020.28           | Agency Mortgage-Backed Securities  |
| 2 1/8 TRIB 40        | 2040-02-15      | 2.1250%  | N/A     | $700.00            | $1033.01           | U.S. Treasuries (including strips) |
| 03.000 FGPC C91861 G | 2036-01-01      | 3.0000%  | N/A     | $1318756.00        | $180269.21         | Agency Mortgage-Backed Securities  |
| 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  | N/A     | $21999800.00       | $22119310.24       | U.S. Treasuries (including strips) |
| MNAR XX.XXX HXBZ3831 | 2032-06-01      | 4.4650%  | N/A     | $2024.00           | $2020.60           | Agency Mortgage-Backed Securities  |

### Security 170: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53L0, C.4 - ISIN: US3130B53L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250017185.00
- **C.18.a - Value (excl. sponsor support):** $250017185.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230633491.98
- **C.18.a - Value (excl. sponsor support):** $230633491.98
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62T2, C.4 - ISIN: US3130B62T24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1132929180.74
- **C.18.a - Value (excl. sponsor support):** $1132929180.74
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: Fixed Income Clearing Corporation - HSBC

- **C.1 - Title:** Fixed Income Clearing Corporation - HSBC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDNRA0L3
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | N/A     | $127002800.00      | $129098219.20      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $1547900.00        | $1457176.83        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | N/A     | $13918700.00       | $14105934.35       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | N/A     | $70700.00          | $71753.54          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $57809500.00       | $59117078.63       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | N/A     | $26902100.00       | $27778584.89       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | N/A     | $30664900.00       | $31509496.01       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $12900400.00       | $12652305.75       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AS 25 | 2025-09-15      | 3.5000%  | N/A     | $55002000.00       | $55673794.43       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AU 25 | 2025-11-15      | 4.5000%  | N/A     | $98000500.00       | $98911097.22       | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $10722500.00       | $11384484.60       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $20602600.00       | $20725769.20       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | N/A     | $45596600.00       | $46109728.95       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | N/A     | $500.00            | $488.27            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $43258100.00       | $43290511.82       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $76516000.00       | $78789507.44       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | N/A     | $63766500.00       | $59227791.83       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | N/A     | $12737500.00       | $13019421.06       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | N/A     | $595900.00         | $555617.16         | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AD 25 | 2025-09-30      | 0.2500%  | N/A     | $996400.00         | $990278.45         | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26 | 2026-01-31      | 4.5309%  | N/A     | $9000.00           | $9008.80           | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | N/A     | $16422700.00       | $16094302.71       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $52963600.00       | $53865104.66       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $333638400.00      | $330996640.14      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | N/A     | $21076700.00       | $20728115.33       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $54865200.00       | $55458048.77       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25 | 2025-11-30      | 0.3750%  | N/A     | $43000.00          | $42455.88          | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  | N/A     | $14170800.00       | $14355714.77       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | N/A     | $288600.00         | $294530.66         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AJ 26 | 2026-01-15      | 3.8750%  | N/A     | $168974000.00      | $168923947.03      | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | N/A     | $44343700.00       | $45214851.28       | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | N/A     | $159252400.00      | $159373836.48      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $2671000.00        | $2668264.90        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $101281000.00      | $102691655.24      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | N/A     | $129690400.00      | $131446682.18      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | N/A     | $21000.00          | $20430.73          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $9028600.00        | $8424592.30        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $10319700.00       | $8795913.96        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $15281200.00       | $14907200.52       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  | N/A     | $252020400.00      | $247078531.98      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  | N/A     | $799100.00         | $786328.70         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $4167100.00        | $4343232.90        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | N/A     | $100604000.00      | $102780768.75      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE S 25  | 2025-11-30      | 2.8750%  | N/A     | $600.00            | $599.84            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | N/A     | $16100.00          | $16435.99          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | N/A     | $53822700.00       | $52734653.94       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | N/A     | $20441500.00       | $18002014.17       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  | N/A     | $46284300.00       | $47037762.12       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | N/A     | $16537800.00       | $16223217.97       | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $100.00            | $105.24            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $128309000.00      | $131144559.87      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | N/A     | $15700.00          | $15545.46          | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | N/A     | $4723400.00        | $4619805.37        | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $358019600.00      | $360792219.06      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $155552200.00      | $137214472.51      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | N/A     | $4282300.00        | $4214479.84        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | N/A     | $141068000.00      | $135837761.28      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $61016400.00       | $57242027.21       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  | N/A     | $4996100.00        | $5034330.73        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | N/A     | $620200.00         | $606074.74         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $38262200.00       | $37694752.33       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | N/A     | $3204100.00        | $3285003.96        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26  | 2026-01-31      | 2.6250%  | N/A     | $59626500.00       | $59116574.17       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $85570000.00       | $85382858.41       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | N/A     | $6261900.00        | $6452861.88        | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $206496000.00      | $208538176.68      | U.S. Treasuries (including strips) |
| 4  NOTE AK 26    | 2026-02-15      | 4.0000%  | N/A     | $200.00            | $203.34            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | N/A     | $24565100.00       | $24016708.71       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $8011300.00        | $7469899.01        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $300.00            | $299.19            | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26  | 2026-05-31      | 2.1250%  | N/A     | $75800.00          | $74769.25          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $115638200.00      | $115613680.89      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $293190400.00      | $279571653.44      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $745100.00         | $741567.73         | U.S. Treasuries (including strips) |
| BILL 11/25/25    | 2025-11-25      | 0.0000%  | N/A     | $73851800.00       | $72845347.67       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | N/A     | $20087200.00       | $19213380.02       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 25  | 2025-11-15      | 2.2500%  | N/A     | $28927500.00       | $28882167.14       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $18400.00          | $18539.72          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | N/A     | $33594900.00       | $33075311.27       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $1200.00           | $1221.91           | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $3651100.00        | $3313747.32        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AR 25 | 2025-08-15      | 3.1250%  | N/A     | $5014400.00        | $5082987.51        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | N/A     | $425260000.00      | $420569098.55      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $14252800.00       | $14533993.49       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $650785700.50
- **C.18.a - Value (excl. sponsor support):** $650785700.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85033235.85
- **C.18.a - Value (excl. sponsor support):** $85033235.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $690812846.31
- **C.18.a - Value (excl. sponsor support):** $690812846.31
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QT7, C.4 - ISIN: US912797QT77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4935581046.42
- **C.18.a - Value (excl. sponsor support):** $4935581046.42
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_24-30F                                           | 2054-02-20      | 1.4520%  | N/A     | $102500000.00      | $4901012.22        | Agency Collateralized Mortgage Obligation |
| GNMA_21-147                                           | 2061-06-16      | 0.9855%  | N/A     | $53425000.00       | $3561347.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1P                                            | 2055-01-20      | 1.5520%  | N/A     | $267283678.00      | $22870358.51       | Agency Collateralized Mortgage Obligation |
| FHLMC_5123                                            | 2051-07-25      | 3.5000%  | N/A     | $32253882.00       | $3273154.44        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1A                                            | 2053-01-20      | 2.8020%  | N/A     | $55620961.00       | $3045228.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_5077                                            | 2051-02-25      | 3.5000%  | N/A     | $118980645.00      | $10260772.77       | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                            | 2049-11-25      | 1.5855%  | N/A     | $96587793.00       | $8173541.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5009B                                           | 2050-07-25      | 3.5000%  | N/A     | $19357142.00       | $2237447.96        | Agency Collateralized Mortgage Obligation |
| FNMA_24-76B                                           | 2054-11-25      | 1.0500%  | N/A     | $66069423.00       | $2701440.70        | Agency Collateralized Mortgage Obligation |
| FNMA_21-46A                                           | 2051-07-25      | 3.0000%  | N/A     | $11105094.00       | $1326534.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5039H                                           | 2050-11-25      | 2.0000%  | N/A     | $27125000.00       | $2209190.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184T                                          | 2054-11-20      | 0.2520%  | N/A     | $70000000.00       | $2899251.43        | Agency Collateralized Mortgage Obligation |
| GNMA_23-189E                                          | 2053-12-20      | 1.6520%  | N/A     | $42880594.00       | $2398499.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                          | 2047-05-20      | 1.5849%  | N/A     | $151753785.00      | $13245059.24       | Agency Collateralized Mortgage Obligation |
| GNMA_24-130B                                          | 2054-08-20      | 1.6020%  | N/A     | $100000000.00      | $3904462.33        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                           | 2053-10-25      | 0.3500%  | N/A     | $109568653.00      | $2933146.17        | Agency Collateralized Mortgage Obligation |
| FREMF_18-KW04                                         | 2032-12-25      | 0.1000%  | N/A     | $33470647.00       | $121007.57         | Agency Collateralized Mortgage Obligation |
| GNMA_23-149E                                          | 2053-10-20      | 2.0520%  | N/A     | $250000000.00      | $13641160.92       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056     | 2050-12-25      | 2.5000%  | N/A     | $22198242.00       | $1976863.53        | Agency Collateralized Mortgage Obligation |
| GNMA_20-039                                           | 2062-02-16      | 0.7500%  | N/A     | $127000000.00      | $3358871.64        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-96                                 | 2051-01-25      | 3.0000%  | N/A     | $10000000.00       | $1033663.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5004B                                           | 2050-08-25      | 1.6855%  | N/A     | $25000000.00       | $1711051.39        | Agency Collateralized Mortgage Obligation |
| FNMA_20-60B                                           | 2050-09-25      | 3.5000%  | N/A     | $23000000.00       | $1757345.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159G                                          | 2054-10-20      | 1.0720%  | N/A     | $250000000.00      | $9981858.44        | Agency Collateralized Mortgage Obligation |
| GNMA_20-103                                           | 2063-01-16      | 0.8531%  | N/A     | $98000000.00       | $2586919.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5068G                                           | 2050-11-25      | 3.0000%  | N/A     | $21700000.00       | $1668254.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_4678A                                           | 2046-01-15      | 4.0000%  | N/A     | $15842693.00       | $213133.90         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                          | 2054-11-20      | 1.5520%  | N/A     | $100000000.00      | $2497927.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168G                                          | 2052-02-20      | 3.5000%  | N/A     | $79204044.00       | $13141391.36       | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                           | 2051-09-25      | 2.5000%  | N/A     | $12171500.00       | $613137.81         | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                         | 2031-07-25      | 0.1000%  | N/A     | $230951341.00      | $1101945.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_2635                                            | 2033-06-15      | 5.5000%  | N/A     | $163636363.00      | $125547.54         | Agency Collateralized Mortgage Obligation |
| GNMA_20-77G                                           | 2049-03-20      | 1.5849%  | N/A     | $54871755.00       | $1356123.84        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98G                                           | 2051-06-20      | 3.0000%  | N/A     | $41950213.00       | $3390735.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_5056C                                           | 2050-12-25      | 1.9500%  | N/A     | $21000000.00       | $1958281.39        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36N                                           | 2050-06-25      | 3.0000%  | N/A     | $8333333.00        | $898916.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_5053B                                           | 2050-12-25      | 2.5000%  | N/A     | $22800000.00       | $2227304.78        | Agency Collateralized Mortgage Obligation |
| FNMA_19-43D                                           | 2049-08-25      | 1.6355%  | N/A     | $44514530.00       | $1448980.37        | Agency Collateralized Mortgage Obligation |
| GNMA_21-124                                           | 2062-10-16      | 0.9903%  | N/A     | $33300000.00       | $1764048.50        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89H                                           | 2055-05-20      | 2.1020%  | N/A     | $18500000.00       | $1166144.79        | Agency Collateralized Mortgage Obligation |
| GNMA_21-226C                                          | 2051-12-20      | 0.0000%  | N/A     | $111124000.00      | $283549.00         | Agency Collateralized Mortgage Obligation |
| GNMA_22-47H                                           | 2052-03-20      | 0.0000%  | N/A     | $31000000.00       | $61981.39          | Agency Collateralized Mortgage Obligation |
| FHLMC_4976B                                           | 2050-05-25      | 3.5000%  | N/A     | $9400000.00        | $745003.78         | Agency Collateralized Mortgage Obligation |
| GNMA_24-151B                                          | 2054-09-20      | 0.3520%  | N/A     | $71263601.00       | $3307635.45        | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                         | 2028-12-25      | 0.1000%  | N/A     | $212159495.00      | $600482.02         | Agency Collateralized Mortgage Obligation |
| GNMA_24-43A                                           | 2054-03-20      | 0.9220%  | N/A     | $50000000.00       | $2008137.10        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58C                                           | 2051-04-20      | 1.8349%  | N/A     | $43783865.00       | $1715953.83        | Agency Collateralized Mortgage Obligation |
| FRESB_23-S111                                         | 2043-09-25      | 0.5737%  | N/A     | $214000000.00      | $4093644.16        | Agency Collateralized Mortgage Obligation |
| FNMA_24-105C                                          | 2055-01-25      | 1.6000%  | N/A     | $36892985.00       | $2397374.81        | Agency Collateralized Mortgage Obligation |
| GNMA_20-17N                                           | 2040-04-20      | 0.3955%  | N/A     | $138116787.00      | $624332.22         | Agency Collateralized Mortgage Obligation |
| FNMA_22-20C                                           | 2048-04-25      | 4.5000%  | N/A     | $56886493.00       | $6831628.00        | Agency Collateralized Mortgage Obligation |
| GNMA_19-18                                            | 2049-02-20      | 4.5000%  | N/A     | $17410888.00       | $70299.30          | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                          | 2051-08-20      | 3.0000%  | N/A     | $18522432.00       | $2286114.65        | Agency Collateralized Mortgage Obligation |
| FNMA_21-68C                                           | 2051-10-25      | 0.0000%  | N/A     | $141714000.00      | $496116.87         | Agency Collateralized Mortgage Obligation |
| GNMA_21-161                                           | 2051-09-20      | 3.0000%  | N/A     | $127866666.00      | $14744695.28       | Agency Collateralized Mortgage Obligation |
| GNMA_20-142A                                          | 2050-09-20      | 1.8349%  | N/A     | $64225682.00       | $4405358.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5131E                                           | 2051-08-25      | 3.0000%  | N/A     | $111364000.00      | $12594538.13       | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                           | 2054-05-20      | 0.8270%  | N/A     | $120000000.00      | $2186628.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5424B                                           | 2054-06-25      | 1.4500%  | N/A     | $96642475.00       | $3251181.74        | Agency Collateralized Mortgage Obligation |
| GNMA_21-83A                                           | 2051-05-20      | 0.0000%  | N/A     | $191853621.00      | $1784929.54        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54B                                           | 2053-04-20      | 1.8020%  | N/A     | $51071341.00       | $2507713.98        | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                             | 2061-01-16      | 0.9008%  | N/A     | $156000000.00      | $1545857.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Y                                           | 2055-02-20      | 0.9020%  | N/A     | $61701420.00       | $1220510.41        | Agency Collateralized Mortgage Obligation |
| FNMA_24-21F                                           | 2054-05-25      | 2.7000%  | N/A     | $22000000.00       | $1511911.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117C                                          | 2054-07-20      | 2.2020%  | N/A     | $34231517.00       | $2170410.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-55A                                           | 2055-03-20      | 0.9320%  | N/A     | $190000000.00      | $10090196.26       | Agency Collateralized Mortgage Obligation |
| GNMA_22-10K                                           | 2052-01-20      | 0.0000%  | N/A     | $200000000.00      | $52994.83          | Agency Collateralized Mortgage Obligation |
| FNMA_19-15C                                           | 2049-04-25      | 1.5355%  | N/A     | $22000000.00       | $691359.20         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                          | 2053-11-20      | 1.6520%  | N/A     | $52745107.00       | $2857823.99        | Agency Collateralized Mortgage Obligation |
| FREMF_17-KW02                                         | 2026-12-25      | 0.1000%  | N/A     | $451764000.00      | $287865.41         | Agency Collateralized Mortgage Obligation |
| FHLMC_5460E                                           | 2054-10-25      | 1.6500%  | N/A     | $5405656.00        | $534653.25         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_21-3                                  | 2051-02-25      | 2.5000%  | N/A     | $885000.00         | $123328.37         | Agency Collateralized Mortgage Obligation |
| FHLMC_5508B                                           | 2055-02-25      | 1.1500%  | N/A     | $100000000.00      | $3676900.89        | Agency Collateralized Mortgage Obligation |
| FNMA_21-84A                                           | 2051-11-25      | 3.0000%  | N/A     | $18665764.00       | $1649644.43        | Agency Collateralized Mortgage Obligation |
| FNMA_20-77                                            | 2050-11-25      | 2.5000%  | N/A     | $117856800.00      | $10447443.33       | Agency Collateralized Mortgage Obligation |
| FNMA_19-59J                                           | 2049-10-25      | 1.5355%  | N/A     | $33712500.00       | $1401043.57        | Agency Collateralized Mortgage Obligation |
| FNMA_25-44F                                           | 2055-06-25      | 0.0000%  | N/A     | $50000000.00       | $606738.71         | Agency Collateralized Mortgage Obligation |
| GNMA_21-122J                                          | 2047-11-20      | 4.5000%  | N/A     | $72372000.00       | $8544718.54        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-45                                 | 2048-06-25      | 1.7355%  | N/A     | $55413670.00       | $890737.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_5060C                                           | 2050-11-25      | 3.0000%  | N/A     | $32302666.00       | $3580791.60        | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                           | 2061-07-16      | 1.0045%  | N/A     | $37500000.00       | $734967.43         | Agency Collateralized Mortgage Obligation |
| GNMA_24-173J                                          | 2054-10-20      | 1.1520%  | N/A     | $17214656.00       | $971536.02         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080B                                           | 2050-04-25      | 3.5000%  | N/A     | $5000000.00        | $587973.02         | Agency Collateralized Mortgage Obligation |
| FNMA_21-59C                                           | 2051-09-25      | 4.0000%  | N/A     | $146323282.00      | $18343551.36       | Agency Collateralized Mortgage Obligation |
| GNMA_16-87                                            | 2058-08-16      | 0.6232%  | N/A     | $50000000.00       | $396780.45         | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                           | 2054-10-25      | 1.6500%  | N/A     | $43700638.00       | $3386100.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5071W                                           | 2051-02-25      | 2.5000%  | N/A     | $12076634.00       | $940847.32         | Agency Collateralized Mortgage Obligation |
| GNMA_21-37                                            | 2061-01-16      | 0.7985%  | N/A     | $50029383.00       | $2663665.15        | Agency Mortgage-Backed Securities         |
| FNMA_20-2E                                            | 2059-07-25      | 1.5855%  | N/A     | $15000000.00       | $631650.87         | Agency Collateralized Mortgage Obligation |
| GNMA_22-24A                                           | 2052-02-20      | 0.0000%  | N/A     | $250000000.00      | $454050.06         | Agency Collateralized Mortgage Obligation |
| FNMA_25-26D                                           | 2054-06-25      | 0.9500%  | N/A     | $75000000.00       | $2826527.15        | Agency Collateralized Mortgage Obligation |
| FNMA_21-77B                                           | 2050-10-25      | 3.0000%  | N/A     | $168632893.00      | $16104875.27       | Agency Collateralized Mortgage Obligation |
| GNMA_24-22B                                           | 2051-12-20      | 3.0000%  | N/A     | $66052542.00       | $5622532.07        | Agency Collateralized Mortgage Obligation |
| GNMA_21-125E                                          | 2051-07-20      | 3.0000%  | N/A     | $26100000.00       | $3289897.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120A                                          | 2055-07-20      | 1.5924%  | N/A     | $125000000.00      | $8176571.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                           | 2054-10-25      | 1.8000%  | N/A     | $8104064.00        | $704129.08         | Agency Collateralized Mortgage Obligation |
| GNMA_24-144B                                          | 2054-09-20      | 1.0020%  | N/A     | $100000000.00      | $4604661.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-43B                                           | 2055-03-20      | 2.7520%  | N/A     | $75000000.00       | $10888613.38       | Agency Collateralized Mortgage Obligation |
| GNMA_22-47J                                           | 2052-03-20      | 0.0000%  | N/A     | $20000000.00       | $35940.63          | Agency Collateralized Mortgage Obligation |
| GNMA_23-19F                                           | 2051-11-20      | 3.0000%  | N/A     | $111388502.00      | $14631507.77       | Agency Collateralized Mortgage Obligation |
| FHLMC_5417D                                           | 2054-06-25      | 0.8000%  | N/A     | $28400000.00       | $633415.81         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 | 2040-06-25      | 1.1028%  | N/A     | $61500000.00       | $1571238.59        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB65                                         | 2039-06-25      | 1.5246%  | N/A     | $10944000.00       | $163479.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4995A    | 2050-06-25      | 4.5000%  | N/A     | $53714422.00       | $3682895.54        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.1000%  | N/A     | $703865000.00      | $3395527.83        | Agency Collateralized Mortgage Obligation |
| FNMA_24-7                                             | 2053-09-25      | 1.4500%  | N/A     | $79000000.00       | $3064526.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5320A                                           | 2053-07-25      | 1.3500%  | N/A     | $47000000.00       | $2344281.05        | Agency Collateralized Mortgage Obligation |
| FHMS_K737                                             | 2048-01-25      | 1.7827%  | N/A     | $5198000.00        | $124172.80         | Agency Collateralized Mortgage Obligation |
| GNMA_21-112                                           | 2063-10-16      | 0.9897%  | N/A     | $2000000.00        | $109750.18         | Agency Collateralized Mortgage Obligation |
| FNMA_24-90A                                           | 2054-12-25      | 0.6500%  | N/A     | $73000000.00       | $1861224.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5149E                                           | 2051-07-25      | 3.0000%  | N/A     | $39818336.00       | $3563199.30        | Agency Collateralized Mortgage Obligation |
| FNMA_21-44D                                           | 2051-07-25      | 3.0000%  | N/A     | $19267988.00       | $2891944.33        | Agency Collateralized Mortgage Obligation |
| GNMA_21-122E                                          | 2051-07-20      | 0.0000%  | N/A     | $75820849.00       | $261643.36         | Agency Collateralized Mortgage Obligation |
| FHMS_K124                                             | 2049-02-25      | 2.6201%  | N/A     | $786000.00         | $93686.33          | Agency Collateralized Mortgage Obligation |
| GNMA_21-138A                                          | 2051-08-20      | 0.0000%  | N/A     | $188559851.00      | $790995.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                           | 2051-02-25      | 3.0000%  | N/A     | $7500000.00        | $691099.75         | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                         | 2053-11-25      | 0.1000%  | N/A     | $262295816.00      | $1178845.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172D                                          | 2054-10-20      | 1.1520%  | N/A     | $200000000.00      | $3809587.14        | Agency Collateralized Mortgage Obligation |
| GNMA_21-228E                                          | 2051-12-20      | 0.0000%  | N/A     | $75000000.00       | $84793.62          | Agency Collateralized Mortgage Obligation |
| FHLMC_4979A                                           | 2050-06-25      | 1.5855%  | N/A     | $15000000.00       | $542295.97         | Agency Collateralized Mortgage Obligation |
| FNMA_13-70                                            | 2043-01-25      | 3.5000%  | N/A     | $28251856.00       | $106277.18         | Agency Collateralized Mortgage Obligation |
| GNMA_24-65G                                           | 2050-09-20      | 2.7520%  | N/A     | $12935418.00       | $1960958.67        | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                           | 2050-06-25      | 1.0500%  | N/A     | $40019492.00       | $1095317.99        | Agency Collateralized Mortgage Obligation |
| FNMA_24-20E                                           | 2054-05-25      | 2.8500%  | N/A     | $26000000.00       | $1869118.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5045B                                           | 2050-11-25      | 1.9000%  | N/A     | $8909091.00        | $713772.55         | Agency Collateralized Mortgage Obligation |
| FNMA_21-43B                                           | 2051-07-25      | 3.0000%  | N/A     | $165881263.00      | $15795165.65       | Agency Collateralized Mortgage Obligation |
| GNMA_23-164H                                          | 2053-11-20      | 1.0520%  | N/A     | $85000000.00       | $2310087.70        | Agency Collateralized Mortgage Obligation |
| GNMA_13-33                                            | 2054-04-16      | 0.1733%  | N/A     | $115999999.00      | $78155.51          | Agency Collateralized Mortgage Obligation |
| FHLMC_5178H                                           | 2052-01-25      | 3.0000%  | N/A     | $24780470.00       | $3125261.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5196C                                           | 2052-02-25      | 3.5000%  | N/A     | $23202878.00       | $3463755.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5358A                                           | 2053-11-25      | 2.0000%  | N/A     | $63461538.00       | $3930626.49        | Agency Collateralized Mortgage Obligation |
| FNMA_25-5D                                            | 2055-02-25      | 0.8000%  | N/A     | $80550000.00       | $3820830.35        | Agency Collateralized Mortgage Obligation |
| GNMA_22-159G                                          | 2052-09-20      | 0.3520%  | N/A     | $15500000.00       | $398557.08         | Agency Collateralized Mortgage Obligation |
| FNMA_25-33C                                           | 2054-08-25      | 0.5500%  | N/A     | $10000000.00       | $283720.66         | Agency Collateralized Mortgage Obligation |
| FHSTR_413                                             | 2054-05-25      | 1.4500%  | N/A     | $135500000.00      | $3515847.67        | Agency Collateralized Mortgage Obligation |
| FNMA_24-95J                                           | 2054-12-25      | 1.5000%  | N/A     | $60000000.00       | $3578739.89        | Agency Collateralized Mortgage Obligation |
| GNMA_20-029                                           | 2060-01-16      | 0.9317%  | N/A     | $6100000.00        | $260182.11         | Agency Collateralized Mortgage Obligation |
| FNMA_20-73E                                           | 2050-10-25      | 3.0000%  | N/A     | $5674000.00        | $561668.46         | Agency Collateralized Mortgage Obligation |
| FHMS_K117                                             | 2048-10-25      | 2.8682%  | N/A     | $13478000.00       | $1653941.35        | Agency Collateralized Mortgage Obligation |
| FNMA_24-46A                                           | 2054-07-25      | 1.4000%  | N/A     | $73500000.00       | $3352233.76        | Agency Collateralized Mortgage Obligation |
| FHSTR_402                                             | 2053-09-25      | 1.3500%  | N/A     | $273858212.00      | $10475506.35       | Agency Collateralized Mortgage Obligation |
| FHLMC_5443A                                           | 2054-08-25      | 1.4500%  | N/A     | $100000000.00      | $3076953.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5147                                            | 2046-10-25      | 3.0000%  | N/A     | $108440666.00      | $10521917.85       | Agency Collateralized Mortgage Obligation |
| FHLMC_5115J                                           | 2049-06-25      | 3.5000%  | N/A     | $41935638.00       | $3868844.51        | Agency Collateralized Mortgage Obligation |
| GNMA_23-58A                                           | 2053-04-20      | 1.2120%  | N/A     | $100000000.00      | $2770684.12        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.0000%  | N/A     | $58656261.00       | $25510605.07       | Agency Collateralized Mortgage Obligation |
| FREMF_22-K140                                         | 2054-04-25      | 0.1000%  | N/A     | $250300000.00      | $1292882.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087A                                           | 2051-03-25      | 3.0000%  | N/A     | $14000000.00       | $1435241.59        | Agency Collateralized Mortgage Obligation |
| GNMA_21-223E                                          | 2051-12-20      | 3.0000%  | N/A     | $100000000.00      | $6084617.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147J                                          | 2051-05-20      | 1.9020%  | N/A     | $5170476.00        | $562631.09         | Agency Collateralized Mortgage Obligation |
| GNMA_21-92                                            | 2063-09-16      | 0.7956%  | N/A     | $62684083.00       | $3098716.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988F                                           | 2050-06-25      | 3.0000%  | N/A     | $34686251.00       | $3599575.43        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63T                                           | 2050-08-20      | 4.5000%  | N/A     | $8980929.00        | $967787.43         | Agency Collateralized Mortgage Obligation |
| GNMA_22-207D                                          | 2048-04-20      | 1.7349%  | N/A     | $53766308.00       | $4808189.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500F                                           | 2054-10-25      | 0.8000%  | N/A     | $50000000.00       | $1680361.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-60B                                           | 2054-04-20      | 0.9687%  | N/A     | $150000000.00      | $4293429.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-141C                                          | 2050-05-20      | 1.5849%  | N/A     | $113975590.00      | $11163283.81       | Agency Collateralized Mortgage Obligation |
| GNMA_20-84K                                           | 2050-06-20      | 1.6849%  | N/A     | $37458332.00       | $2297421.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174K                                          | 2050-01-20      | 1.5849%  | N/A     | $54906251.00       | $5836707.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77B                                           | 2054-05-20      | 1.4520%  | N/A     | $45000000.00       | $1141860.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                           | 2051-02-25      | 3.0000%  | N/A     | $26500000.00       | $2933266.46        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                      | 2045-01-25      | 2.0791%  | N/A     | $3357000.00        | $94094.31          | Agency Collateralized Mortgage Obligation |
| GNMA_24-159M                                          | 2054-10-20      | 1.0520%  | N/A     | $100000000.00      | $1843615.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5464A                                           | 2054-10-25      | 0.4400%  | N/A     | $6500000.00        | $288163.67         | Agency Collateralized Mortgage Obligation |
| FNMA_25-35A                                           | 2055-05-25      | 0.9000%  | N/A     | $241325752.00      | $11168460.58       | Agency Collateralized Mortgage Obligation |
| GNMA_24-97F                                           | 2054-06-20      | 2.9520%  | N/A     | $100000000.00      | $10834798.22       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2056-07-16      | 0.9545%  | N/A     | $86396593.00       | $808067.90         | Agency Collateralized Mortgage Obligation |
| GNMA_24-167A                                          | 2054-10-20      | 1.1520%  | N/A     | $300000000.00      | $13384875.23       | Agency Collateralized Mortgage Obligation |
| GNMA_20-191M                                          | 2050-12-20      | 5.5000%  | N/A     | $5032727.00        | $254540.91         | Agency Collateralized Mortgage Obligation |
| FHLMC_5441D                                           | 2054-08-25      | 0.7800%  | N/A     | $17564171.00       | $634725.13         | Agency Collateralized Mortgage Obligation |
| GNMA_23-75F                                           | 2048-04-20      | 1.7349%  | N/A     | $101971319.00      | $9982398.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-24G                                           | 2051-02-20      | 4.0000%  | N/A     | $107857312.00      | $20172593.47       | Agency Collateralized Mortgage Obligation |
| FHLMC_5115S                                           | 2051-06-25      | 4.0000%  | N/A     | $14000000.00       | $1292766.23        | Agency Collateralized Mortgage Obligation |
| GNMA_22-153B                                          | 2050-05-20      | 1.7020%  | N/A     | $41420673.00       | $2942554.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98S                                           | 2055-06-20      | 1.5020%  | N/A     | $31297559.00       | $2566361.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5460N                                           | 2054-10-25      | 1.0500%  | N/A     | $55008659.00       | $1865241.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                          | 2047-05-20      | 4.0000%  | N/A     | $6943298.00        | $1028294.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                            | 2054-05-25      | 0.9500%  | N/A     | $10000000.00       | $415828.02         | Agency Collateralized Mortgage Obligation |
| GNMA_22-6B                                            | 2052-01-20      | 0.0000%  | N/A     | $97543246.00       | $897094.03         | Agency Collateralized Mortgage Obligation |
| GNMA_21-186                                           | 2063-05-16      | 0.7635%  | N/A     | $20700000.00       | $1057755.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458G                                           | 2054-09-25      | 1.6500%  | N/A     | $32975090.00       | $2434352.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174F                                          | 2051-07-20      | 1.8349%  | N/A     | $45451507.00       | $5390693.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1E                                            | 2055-01-20      | 2.2520%  | N/A     | $78965220.00       | $4791047.51        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97                                            | 2050-07-20      | 3.0000%  | N/A     | $53247092.00       | $4946906.83        | Agency Collateralized Mortgage Obligation |
| FNMA_20-68E                                           | 2050-10-25      | 3.0000%  | N/A     | $15224105.00       | $1369975.55        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77C                                           | 2054-11-25      | 1.7000%  | N/A     | $55520663.00       | $1823895.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988F                                           | 2050-06-25      | 3.0000%  | N/A     | $30000000.00       | $3512647.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5072G                                           | 2051-01-25      | 3.0000%  | N/A     | $35859000.00       | $3710748.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                           | 2049-06-25      | 3.5000%  | N/A     | $12500000.00       | $1129389.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458F                                           | 2054-10-25      | 1.6500%  | N/A     | $9506621.00        | $804382.64         | Agency Collateralized Mortgage Obligation |
| FREMF_20-K1518                                        | 2035-10-25      | 0.1000%  | N/A     | $767927000.00      | $4964833.27        | Agency Collateralized Mortgage Obligation |
| FHMS_K071                                             | 2028-02-25      | 0.0000%  | N/A     | $75137000.00       | $3309177.52        | Agency Collateralized Mortgage Obligation |
| GNMA_20-184                                           | 2060-11-16      | 0.9116%  | N/A     | $45596000.00       | $2651952.81        | Agency Collateralized Mortgage Obligation |
| GNMA_19-152B                                          | 2049-12-20      | 1.5349%  | N/A     | $33948102.00       | $1083902.46        | Agency Collateralized Mortgage Obligation |
| GNR_20-115                                            | 2050-08-20      | 2.5000%  | N/A     | $30431000.00       | $2810960.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                           | 2050-08-25      | 1.6355%  | N/A     | $16900000.00       | $1620935.27        | Agency Collateralized Mortgage Obligation |
| GNMA_21-5                                             | 2061-01-16      | 1.1118%  | N/A     | $43800000.00       | $2811543.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104  | 2040-02-16      | 5.0000%  | N/A     | $55310692.00       | $2623054.38        | Agency Collateralized Mortgage Obligation |
| GNMA_14-19                                            | 2044-02-16      | 1.6455%  | N/A     | $38181818.00       | $281480.80         | Agency Collateralized Mortgage Obligation |
| FNMA_20-71C                                           | 2050-10-25      | 3.0000%  | N/A     | $20532238.00       | $1633465.74        | Agency Collateralized Mortgage Obligation |
| GNMA_20-149V                                          | 2050-10-20      | 3.0000%  | N/A     | $18920483.00       | $2263781.52        | Agency Collateralized Mortgage Obligation |
| FNMA_14-87                                            | 2045-01-25      | 1.7855%  | N/A     | $117234000.00      | $1196034.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-22E                                           | 2055-02-20      | 7.0000%  | N/A     | $14655955.00       | $2862352.12        | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                           | 2050-06-25      | 1.0500%  | N/A     | $34769874.00       | $952271.17         | Agency Collateralized Mortgage Obligation |
| GNMA_23-23A                                           | 2053-02-20      | 1.3520%  | N/A     | $100000000.00      | $3230202.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184P                                          | 2054-11-20      | 1.6520%  | N/A     | $50000000.00       | $3389253.31        | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                            | 2055-05-25      | 0.5500%  | N/A     | $35000000.00       | $949829.37         | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                         | 2028-11-25      | 0.1000%  | N/A     | $831028000.00      | $2168563.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                           | 2049-02-15      | 2.1459%  | N/A     | $11800000.00       | $332985.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_4993                                            | 2050-07-25      | 4.5000%  | N/A     | $111813589.00      | $6643879.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053H                                           | 2050-12-25      | 2.5000%  | N/A     | $12500000.00       | $1157161.37        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                           | 2050-06-25      | 3.5000%  | N/A     | $13915215.00       | $1127252.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5062C                                           | 2051-01-25      | 1.9500%  | N/A     | $9600000.00        | $1043886.87        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183B                                          | 2053-12-20      | 1.5020%  | N/A     | $50000000.00       | $1177049.33        | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                          | 2055-06-20      | 1.5020%  | N/A     | $149774789.00      | $10357088.19       | Agency Collateralized Mortgage Obligation |
| FHLMC_5367                                            | 2053-12-25      | 2.1200%  | N/A     | $62302519.00       | $2863424.11        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131L                                          | 2063-09-20      | 2.0020%  | N/A     | $10000000.00       | $161383.42         | Agency Collateralized Mortgage Obligation |
| GNMA_25-23B                                           | 2055-02-20      | 1.6020%  | N/A     | $115612010.00      | $3681904.21        | Agency Collateralized Mortgage Obligation |
| GNMA_20-61                                            | 2046-01-20      | 0.1227%  | N/A     | $63634638.00       | $89094.70          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                                | 2051-10-25      | 3.0000%  | N/A     | $86569995.00       | $7809554.50        | Agency Collateralized Mortgage Obligation |
| GNMA_12-131                                           | 2053-02-16      | 0.5511%  | N/A     | $260000000.00      | $602212.78         | Agency Collateralized Mortgage Obligation |
| FNMA_25-12A                                           | 2055-03-25      | 0.7500%  | N/A     | $23953010.00       | $1191833.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2N                                            | 2055-01-20      | 2.2520%  | N/A     | $40000000.00       | $3589589.91        | Agency Collateralized Mortgage Obligation |
| GNMA_21-59B                                           | 2051-04-20      | 1.8349%  | N/A     | $48010223.00       | $2601143.20        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56                                            | 2051-07-25      | 3.0000%  | N/A     | $19999999.00       | $2199304.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58R                                           | 2054-04-20      | 1.5520%  | N/A     | $75000000.00       | $2142998.49        | Agency Collateralized Mortgage Obligation |
| GNMA_17-106                                           | 2056-12-16      | 0.6903%  | N/A     | $124450000.00      | $516085.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999D                                           | 2043-03-15      | 1.7459%  | N/A     | $18925757.00       | $655559.04         | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB63                                         | 2039-04-25      | 1.7528%  | N/A     | $17964000.00       | $275093.37         | Agency Collateralized Mortgage Obligation |
| GNMA_25-99E                                           | 2055-06-20      | 0.0000%  | N/A     | $24464491.00       | $16982801.36       | Agency Collateralized Mortgage Obligation |
| FNMA_20-56A                                           | 2050-08-25      | 3.5000%  | N/A     | $17423714.00       | $870155.01         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63D                                           | 2050-10-20      | 0.0000%  | N/A     | $30000000.00       | $96284.35          | Agency Collateralized Mortgage Obligation |
| GNMA_24-111D                                          | 2054-07-20      | 1.6520%  | N/A     | $72100000.00       | $2819268.06        | Agency Collateralized Mortgage Obligation |
| FNMA_21-42H                                           | 2051-03-25      | 2.0000%  | N/A     | $12011000.00       | $1288397.72        | Agency Collateralized Mortgage Obligation |
| GNMA_19-19                                            | 2060-11-16      | 0.9150%  | N/A     | $140000000.00      | $832027.48         | Agency Collateralized Mortgage Obligation |
| FHLMC_5470C                                           | 2054-11-25      | 0.9500%  | N/A     | $77784860.00       | $3033726.34        | Agency Collateralized Mortgage Obligation |
| FHMS-K144                                             | 2032-05-25      | 3.2139%  | N/A     | $21396000.00       | $3725541.89        | Agency Collateralized Mortgage Obligation |
| FNMA_20-41J                                           | 2050-06-25      | 1.6355%  | N/A     | $14861349.00       | $668369.46         | Agency Collateralized Mortgage Obligation |
| FHLMC_5363C                                           | 2053-12-25      | 2.5000%  | N/A     | $75000000.00       | $4006724.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-183E                                          | 2054-11-20      | 0.0000%  | N/A     | $100000000.00      | $1079917.49        | Agency Collateralized Mortgage Obligation |
| FNMA_25-18D                                           | 2055-03-25      | 1.5000%  | N/A     | $37982080.00       | $2383650.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5257B                                           | 2052-09-25      | 0.9500%  | N/A     | $60739852.00       | $3565357.08        | Agency Collateralized Mortgage Obligation |
| GNMA_13-85                                            | 2049-02-16      | 0.3320%  | N/A     | $217675000.00      | $292633.45         | Agency Collateralized Mortgage Obligation |
| FHLMC_4992E                                           | 2050-07-25      | 2.5000%  | N/A     | $38175343.00       | $2699329.13        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60D                                           | 2054-08-25      | 0.8500%  | N/A     | $9503195.00        | $508241.84         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47 | 2038-01-25      | 0.5628%  | N/A     | $125000000.00      | $120294.08         | Agency Collateralized Mortgage Obligation |
| FNMA_24-84B                                           | 2054-11-25      | 1.0000%  | N/A     | $44087837.00       | $3015347.41        | Agency Collateralized Mortgage Obligation |
| GNMA_20-55A                                           | 2050-04-20      | 0.0000%  | N/A     | $99999984.00       | $81557.61          | Agency Collateralized Mortgage Obligation |
| GNMA_25-23J                                           | 2055-02-20      | 0.9020%  | N/A     | $102234978.00      | $2364799.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5000Q                                           | 2048-05-25      | 5.0000%  | N/A     | $19466144.00       | $853510.61         | Agency Collateralized Mortgage Obligation |
| GNMA_25-23C                                           | 2050-07-20      | 1.6520%  | N/A     | $17658206.00       | $2083733.85        | Agency Collateralized Mortgage Obligation |
| GNMA_21-1B                                            | 2051-01-20      | 2.5000%  | N/A     | $161401848.00      | $14708996.28       | Agency Collateralized Mortgage Obligation |
| FHLMC_5038P                                           | 2050-11-25      | 2.5000%  | N/A     | $12500000.00       | $895220.09         | Agency Collateralized Mortgage Obligation |
| FREMF_21-K127                                         | 2054-03-25      | 0.0000%  | N/A     | $64086944.00       | $33765616.36       | Agency Collateralized Mortgage Obligation |
| GNMA_24-167D                                          | 2054-10-20      | 1.1020%  | N/A     | $67782608.00       | $3407543.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5051N                                           | 2050-12-25      | 2.0000%  | N/A     | $12347131.00       | $935000.63         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173J                                          | 2053-11-20      | 1.1520%  | N/A     | $100000000.00      | $3454589.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_4912B                                           | 2049-06-25      | 1.5855%  | N/A     | $21189621.00       | $676554.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_5502A                                           | 2055-02-25      | 1.1868%  | N/A     | $182000000.00      | $6145133.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5093A                                           | 2051-01-25      | 3.0000%  | N/A     | $21000000.00       | $2413511.71        | Agency Collateralized Mortgage Obligation |
| GNMA_13-125                                           | 2054-10-16      | 0.2468%  | N/A     | $65000000.00       | $261359.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_5034C                                           | 2050-11-25      | 2.0000%  | N/A     | $12000000.00       | $1251596.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5181A                                           | 2046-12-15      | 3.0000%  | N/A     | $22368673.00       | $2389075.15        | Agency Collateralized Mortgage Obligation |
| GNMA_19-44H                                           | 2049-04-20      | 1.5849%  | N/A     | $45523277.00       | $1578186.27        | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                          | 2053-10-20      | 1.9820%  | N/A     | $200000000.00      | $4101889.54        | Agency Collateralized Mortgage Obligation |
| FNMA_20-89                                            | 2050-12-25      | 2.0000%  | N/A     | $24654901.00       | $2332141.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144F                                           | 2051-09-25      | 3.0000%  | N/A     | $11250000.00       | $1120585.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                           | 2054-09-25      | 0.9500%  | N/A     | $60000000.00       | $3611272.54        | Agency Collateralized Mortgage Obligation |
| FNMA_19-64J                                           | 2049-11-25      | 1.5355%  | N/A     | $12825500.00       | $644325.37         | Agency Collateralized Mortgage Obligation |
| GNMA_20-36                                            | 2050-03-20      | 1.5849%  | N/A     | $58333333.00       | $2709670.07        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87F                                           | 2054-12-25      | 0.0000%  | N/A     | $115000000.00      | $1639997.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449D                                           | 2054-08-25      | 0.8000%  | N/A     | $6571000.00        | $344866.78         | Agency Collateralized Mortgage Obligation |
| FNMA_25-7A                                            | 2055-02-25      | 1.1500%  | N/A     | $100000000.00      | $3448192.36        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146E                                          | 2051-08-20      | 4.5000%  | N/A     | $8082783.00        | $804547.01         | Agency Collateralized Mortgage Obligation |
| FNMA_24-87D                                           | 2054-12-25      | 0.0000%  | N/A     | $50000000.00       | $437867.24         | Agency Collateralized Mortgage Obligation |
| GNMA_16-92                                            | 2058-04-16      | 0.6165%  | N/A     | $77251864.00       | $213682.79         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D                                           | 2054-06-20      | 2.3020%  | N/A     | $78000000.00       | $5688229.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                           | 2050-08-25      | 1.6355%  | N/A     | $10000000.00       | $630072.37         | Agency Collateralized Mortgage Obligation |
| GNMA_16-78B                                           | 2046-06-20      | 4.5000%  | N/A     | $17341919.00       | $70480.67          | Agency Collateralized Mortgage Obligation |
| GNMA_24-175A                                          | 2054-10-20      | 1.6720%  | N/A     | $67391304.00       | $6103868.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97W                                           | 2054-06-20      | 0.9020%  | N/A     | $150000000.00      | $3831018.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5095D                                           | 2041-04-25      | 3.5000%  | N/A     | $38764420.00       | $2196515.92        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87G                                           | 2035-06-25      | 6.0000%  | N/A     | $5461958.00        | $958739.82         | Agency Collateralized Mortgage Obligation |
| FHLMC_5037B                                           | 2050-11-25      | 2.0000%  | N/A     | $8750000.00        | $689352.44         | Agency Collateralized Mortgage Obligation |
| GNMA_20-188H                                          | 2050-11-20      | 1.8349%  | N/A     | $1611000.00        | $118358.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_4990C                                           | 2050-07-25      | 4.0000%  | N/A     | $28600000.00       | $2700296.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5054B                                           | 2035-12-25      | 1.5000%  | N/A     | $33333333.00       | $729687.71         | Agency Collateralized Mortgage Obligation |
| FREMF_21-K135                                         | 2054-10-25      | 0.1000%  | N/A     | $253227997.00      | $1274580.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21E                                           | 2054-02-20      | 0.9020%  | N/A     | $50000000.00       | $788200.12         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183D                                          | 2054-11-20      | 0.0000%  | N/A     | $250000000.00      | $2444003.30        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183A                                          | 2053-12-20      | 2.0020%  | N/A     | $100000000.00      | $3756517.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5245A                                           | 2052-08-25      | 0.9500%  | N/A     | $50477142.00       | $2971000.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5393E                                           | 2051-03-25      | 4.0000%  | N/A     | $22430225.00       | $3475958.01        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123   | 2049-02-25      | 2.6265%  | N/A     | $655000.00         | $77384.15          | Agency Collateralized Mortgage Obligation |
| GNMA_24-84J                                           | 2054-05-20      | 2.8520%  | N/A     | $50000000.00       | $2553755.61        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_17-KW02                    | 2027-01-25      | 2.8176%  | N/A     | $2268000.00        | $89994.22          | Agency Collateralized Mortgage Obligation |
| GNMA_41-97D                                           | 2054-12-20      | 1.6020%  | N/A     | $40658857.00       | $2098947.36        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K135                                         | 2054-10-25      | 0.1000%  | N/A     | $1011328000.00     | $4754790.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23A                                           | 2051-05-20      | 1.8520%  | N/A     | $104318398.00      | $11600727.75       | Agency Collateralized Mortgage Obligation |
| FNMA_20-40A                                           | 2050-06-25      | 3.0000%  | N/A     | $9400000.00        | $982346.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070H                                           | 2051-02-25      | 0.0000%  | N/A     | $173779557.00      | $2779157.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60G                                           | 2055-04-20      | 1.5020%  | N/A     | $22648434.00       | $1700357.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5058F                                           | 2050-04-25      | 2.0000%  | N/A     | $15140396.00       | $979366.52         | Agency Collateralized Mortgage Obligation |
| GNMA_13-015                                           | 2051-08-16      | 0.6410%  | N/A     | $61750000.00       | $242345.45         | Agency Collateralized Mortgage Obligation |
| FNMA_24-95B                                           | 2054-12-25      | 0.7500%  | N/A     | $8436906.00        | $352507.68         | Agency Collateralized Mortgage Obligation |
| GNMA_20-133H                                          | 2050-09-20      | 1.8349%  | N/A     | $100096.00         | $6563.44           | Agency Collateralized Mortgage Obligation |
| GNMA_20-191                                           | 2050-12-20      | 0.0000%  | N/A     | $72135472.00       | $297175.70         | Agency Collateralized Mortgage Obligation |
| FHLMC_5511C                                           | 2055-03-25      | 1.5500%  | N/A     | $8740989.00        | $551987.80         | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                            | 2046-10-25      | 1.6355%  | N/A     | $186086160.00      | $2818302.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080K                                           | 2050-01-25      | 3.0000%  | N/A     | $15244249.00       | $1147095.30        | Agency Collateralized Mortgage Obligation |
| GNMA_12-139                                           | 2053-02-16      | 0.6481%  | N/A     | $88200000.00       | $121254.78         | Agency Collateralized Mortgage Obligation |
| FHLMC_5420B                                           | 2054-06-25      | 0.7500%  | N/A     | $74000000.00       | $2416446.80        | Agency Collateralized Mortgage Obligation |
| GNMA_23-116J                                          | 2053-08-20      | 6.5000%  | N/A     | $3461538.00        | $426621.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-199  | 2051-11-20      | 3.5000%  | N/A     | $32013000.00       | $3406657.59        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97G                                           | 2051-06-20      | 0.0000%  | N/A     | $293394414.00      | $1983488.01        | Agency Collateralized Mortgage Obligation |
| GNMA_23-141D                                          | 2049-12-20      | 1.5849%  | N/A     | $109490422.00      | $10425159.92       | Agency Collateralized Mortgage Obligation |
| GNMA_41-97P                                           | 2054-12-20      | 0.9520%  | N/A     | $25000000.00       | $1628067.18        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4A                                            | 2055-01-20      | 1.5770%  | N/A     | $200000000.00      | $14346494.63       | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                           | 2050-06-25      | 3.5000%  | N/A     | $26646000.00       | $2636092.30        | Agency Collateralized Mortgage Obligation |
| FNMA_24-35C                                           | 2054-06-25      | 1.3800%  | N/A     | $50000000.00       | $1569566.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5402D                                           | 2051-06-25      | 4.0000%  | N/A     | $16086759.00       | $2985844.48        | Agency Collateralized Mortgage Obligation |
| GNMA_20-166A                                          | 2050-11-20      | 0.0000%  | N/A     | $75000000.00       | $395294.49         | Agency Collateralized Mortgage Obligation |
| GNMA_24-65H                                           | 2051-04-20      | 2.7520%  | N/A     | $23993616.00       | $3706940.98        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                         | 2031-06-25      | 0.1000%  | N/A     | $984577000.00      | $4379493.90        | Agency Collateralized Mortgage Obligation |
| GNMA_21-66M                                           | 2051-04-20      | 4.0000%  | N/A     | $13335146.00       | $1137187.78        | Agency Collateralized Mortgage Obligation |
| GNMA_13-38                                            | 2040-12-16      | 4.5000%  | N/A     | $30913676.00       | $137526.99         | Agency Collateralized Mortgage Obligation |
| GNMA_23-185A                                          | 2053-12-20      | 2.0520%  | N/A     | $100000000.00      | $1968769.40        | Agency Collateralized Mortgage Obligation |
| GNMA_23-195A                                          | 2053-12-20      | 1.8020%  | N/A     | $50000000.00       | $1619965.73        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146F                                          | 2053-10-20      | 1.3520%  | N/A     | $62979008.00       | $1435349.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5179C                                           | 2051-12-25      | 3.0000%  | N/A     | $29457333.00       | $1932063.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481H                                           | 2054-12-25      | 1.5000%  | N/A     | $75000000.00       | $3698241.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-26C                                           | 2054-02-20      | 0.8520%  | N/A     | $100000000.00      | $1595410.54        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                           | 2054-10-25      | 1.0500%  | N/A     | $17023597.00       | $1157269.55        | Agency Collateralized Mortgage Obligation |
| FNMA_24-70F                                           | 2054-10-25      | 1.0500%  | N/A     | $52783626.00       | $2482332.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5547D                                           | 2055-06-25      | 0.0000%  | N/A     | $100000000.00      | $1207711.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_5475C                                           | 2054-11-25      | 0.2000%  | N/A     | $118341176.00      | $2303300.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                            | 2049-11-25      | 1.5355%  | N/A     | $22870000.00       | $1215030.87        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47J                                           | 2050-01-20      | 3.5000%  | N/A     | $14462032.00       | $227687.59         | Agency Collateralized Mortgage Obligation |
| GNMA_24-125B                                          | 2054-08-20      | 2.3520%  | N/A     | $58792169.00       | $4096948.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59A                                           | 2054-04-20      | 1.0520%  | N/A     | $100500000.00      | $3106449.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5145C                                           | 2051-09-25      | 3.0000%  | N/A     | $22104161.00       | $2634233.09        | Agency Collateralized Mortgage Obligation |
| FNMA_20-99K                                           | 2051-01-25      | 3.0000%  | N/A     | $16179000.00       | $1874909.60        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_40-64                               | 2042-06-15      | 1.5459%  | N/A     | $133333333.00      | $1515735.84        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166B                                          | 2053-11-20      | 1.6520%  | N/A     | $150000000.00      | $2853449.21        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58C                                           | 2051-04-20      | 1.8349%  | N/A     | $19674019.00       | $850048.88         | Agency Collateralized Mortgage Obligation |
| GNMA_14-126                                           | 2055-02-16      | 0.7062%  | N/A     | $40850000.00       | $214071.36         | Agency Collateralized Mortgage Obligation |
| GNMA_21-176B                                          | 2051-10-20      | 0.0000%  | N/A     | $133375001.00      | $303824.58         | Agency Collateralized Mortgage Obligation |
| GNMA_20-189H                                          | 2049-12-20      | 4.0000%  | N/A     | $208774265.00      | $14053168.82       | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                           | 2051-02-25      | 3.0000%  | N/A     | $8159241.00        | $941779.06         | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                          | 2054-11-20      | 0.0520%  | N/A     | $100000000.00      | $1328696.22        | Agency Collateralized Mortgage Obligation |
| GNMA_14-56                                            | 2039-12-16      | 1.6455%  | N/A     | $69177219.00       | $459797.69         | Agency Collateralized Mortgage Obligation |
| GNMA_19-36B                                           | 2049-03-20      | 1.6349%  | N/A     | $16245490.00       | $427305.36         | Agency Collateralized Mortgage Obligation |
| FREMF_20-K1518                                        | 2035-10-25      | 0.1000%  | N/A     | $62265384.00       | $436003.01         | Agency Collateralized Mortgage Obligation |
| GNMA_20-122K                                          | 2044-01-20      | 0.3773%  | N/A     | $58785697.00       | $919544.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-55   | 2050-04-20      | 1.5849%  | N/A     | $43313209.00       | $1683016.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-183C                                          | 2054-11-20      | 0.1020%  | N/A     | $50000000.00       | $675003.62         | Agency Collateralized Mortgage Obligation |
| FNMA_24-57A                                           | 2054-08-25      | 1.4000%  | N/A     | $115000000.00      | $3731016.60        | Agency Collateralized Mortgage Obligation |
| GNMA_21-57C                                           | 2051-03-20      | 1.8349%  | N/A     | $81131426.00       | $3492701.43        | Agency Collateralized Mortgage Obligation |
| GNMA_21-179J                                          | 2051-10-20      | 0.0000%  | N/A     | $100001000.00      | $272801.01         | Agency Collateralized Mortgage Obligation |
| FNMA_16-55                                            | 2046-08-25      | 1.5355%  | N/A     | $44785000.00       | $1573309.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                           | 2054-02-25      | 0.7500%  | N/A     | $25500000.00       | $644277.48         | Agency Collateralized Mortgage Obligation |
| FNMA_17-66A                                           | 2047-09-25      | 4.5000%  | N/A     | $68383547.00       | $2090587.45        | Agency Collateralized Mortgage Obligation |
| GNMA_23-165F                                          | 2050-07-20      | 1.6849%  | N/A     | $28890599.00       | $2888794.56        | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                             | 2047-11-25      | 2.4766%  | N/A     | $1907000.00        | $95570.82          | Agency Collateralized Mortgage Obligation |
| FHLMC_5476A                                           | 2054-11-25      | 1.0500%  | N/A     | $49973910.00       | $3079342.19        | Agency Collateralized Mortgage Obligation |
| FNMA_20-92                                            | 2050-02-25      | 2.5000%  | N/A     | $35344200.00       | $3179298.57        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87C                                           | 2054-12-25      | 0.0000%  | N/A     | $50000000.00       | $750422.88         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014   | 2055-10-25      | 2.7740%  | N/A     | $2893000.00        | $379266.39         | Agency Collateralized Mortgage Obligation |
| FNMA_25-26B                                           | 2054-07-25      | 6.0000%  | N/A     | $4586146.00        | $907294.52         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97Q                                           | 2054-12-20      | 1.0020%  | N/A     | $93000000.00       | $4946539.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5021C                                           | 2050-03-25      | 2.0000%  | N/A     | $23155000.00       | $1767371.32        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152L                                          | 2051-04-20      | 2.5020%  | N/A     | $27543477.00       | $3906273.96        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.2000%  | N/A     | $110435000.00      | $3688973.67        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73A                                           | 2054-10-25      | 0.9000%  | N/A     | $55425000.00       | $2029343.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5038J                                           | 2050-10-25      | 2.5000%  | N/A     | $27000000.00       | $2966220.11        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128F                                          | 2049-10-20      | 3.5000%  | N/A     | $10731815.00       | $611997.97         | Agency Collateralized Mortgage Obligation |
| GNMA_17-154A                                          | 2058-12-16      | 0.6203%  | N/A     | $45000000.00       | $941782.22         | Agency Collateralized Mortgage Obligation |
| FNMA_24-25A                                           | 2054-05-25      | 1.0500%  | N/A     | $54747000.00       | $2140216.08        | Agency Collateralized Mortgage Obligation |
| FNMA_24-50A                                           | 2054-08-25      | 2.7500%  | N/A     | $75000000.00       | $3340756.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5050A                                           | 2050-10-25      | 3.5000%  | N/A     | $20552857.00       | $1908055.77        | Agency Collateralized Mortgage Obligation |
| FNMA_24-26F                                           | 2054-05-25      | 2.1000%  | N/A     | $109913370.00      | $3440814.05        | Agency Collateralized Mortgage Obligation |
| GNMA_20-142K                                          | 2050-09-20      | 3.5000%  | N/A     | $24566517.00       | $1941842.19        | Agency Collateralized Mortgage Obligation |
| FREMF_22-K140                                         | 2054-03-25      | 0.1000%  | N/A     | $1017100000.00     | $5000058.26        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.7000%  | N/A     | $75000000.00       | $3240690.00        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22D                                           | 2052-02-20      | 0.0000%  | N/A     | $50000000.00       | $37488.12          | Agency Collateralized Mortgage Obligation |
| GNMA_14-130                                           | 2054-08-16      | 0.4352%  | N/A     | $72603298.00       | $179728.17         | Agency Collateralized Mortgage Obligation |
| FREMF_18-K80                                          | 2050-08-25      | 0.1000%  | N/A     | $132838590.00      | $329085.55         | Agency Collateralized Mortgage Obligation |
| GNMA_24-65J                                           | 2051-04-20      | 2.7520%  | N/A     | $12475179.00       | $1901430.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160  | 2056-01-16      | 0.2870%  | N/A     | $186465000.00      | $394875.32         | Agency Collateralized Mortgage Obligation |
| GNMA_20-164A                                          | 2050-11-20      | 0.0000%  | N/A     | $72000000.00       | $717757.51         | Agency Collateralized Mortgage Obligation |
| FHLMC_5364B                                           | 2053-12-25      | 2.6500%  | N/A     | $50000000.00       | $2350662.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5249B                                           | 2052-08-25      | 1.6000%  | N/A     | $50085972.00       | $3439544.61        | Agency Collateralized Mortgage Obligation |
| FNMA_21-63B                                           | 2050-04-25      | 3.5000%  | N/A     | $25000000.00       | $3391087.35        | Agency Collateralized Mortgage Obligation |
| GNMA_20-7J                                            | 2050-01-20      | 1.5849%  | N/A     | $96961925.00       | $4749639.70        | Agency Collateralized Mortgage Obligation |
| FNMA_24-75B                                           | 2054-10-25      | 1.6000%  | N/A     | $50000000.00       | $2920843.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083B                                           | 2051-03-25      | 2.0000%  | N/A     | $31718171.00       | $2162439.38        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                            | 2049-11-25      | 1.5355%  | N/A     | $69606673.00       | $6186857.99        | Agency Collateralized Mortgage Obligation |
| FNMA_11-83                                            | 2041-09-25      | 2.0355%  | N/A     | $250093527.00      | $2527799.28        | Agency Collateralized Mortgage Obligation |
| GNMA_16-067                                           | 2057-07-16      | 0.7598%  | N/A     | $138981000.00      | $408709.34         | Agency Collateralized Mortgage Obligation |
| GNMA_22-76B                                           | 2052-04-20      | 4.0000%  | N/A     | $2000000.00        | $1517845.26        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                         | 2053-11-25      | 0.1000%  | N/A     | $1146002000.00     | $4547564.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116H                                          | 2055-07-20      | 0.8614%  | N/A     | $100000.00         | $8685.32           | Agency Collateralized Mortgage Obligation |
| GNMA_21-140A                                          | 2051-08-20      | 2.5000%  | N/A     | $192635000.00      | $12690565.59       | Agency Collateralized Mortgage Obligation |
| FHLMC_5080L                                           | 2048-11-25      | 4.0000%  | N/A     | $21300000.00       | $2759372.33        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                            | 2048-05-25      | 1.6355%  | N/A     | $82712887.00       | $8116002.26        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.1000%  | N/A     | $78207261.00       | $496564.02         | Agency Collateralized Mortgage Obligation |
| FNMA_24-76H                                           | 2054-11-25      | 0.9000%  | N/A     | $31150000.00       | $933661.79         | Agency Collateralized Mortgage Obligation |
| FHLMC_5558B                                           | 2055-07-25      | 1.4500%  | N/A     | $69484469.00       | $5107372.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_4996                                            | 2050-06-25      | 2.5000%  | N/A     | $13500000.00       | $1100213.69        | Agency Collateralized Mortgage Obligation |
| GNMA_21-41C                                           | 2049-02-20      | 1.5849%  | N/A     | $103203159.00      | $5299198.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083F                                           | 2050-10-25      | 3.5000%  | N/A     | $41375933.00       | $3114400.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_5240A                                           | 2049-12-25      | 1.5355%  | N/A     | $16884639.00       | $1459219.84        | Agency Collateralized Mortgage Obligation |
| FHR-5087                                              | 2051-03-25      | 3.0000%  | N/A     | $35000000.00       | $3056244.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                           | 2050-09-25      | 3.0000%  | N/A     | $25000000.00       | $2902687.85        | Agency Collateralized Mortgage Obligation |
| GNMA_20-57                                            | 2060-01-16      | 1.7940%  | N/A     | $15700000.00       | $1207994.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-147A                                          | 2054-09-20      | 0.9220%  | N/A     | $100000000.00      | $4722674.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053G                                           | 2050-12-25      | 3.0000%  | N/A     | $11644739.00       | $1203912.91        | Agency Collateralized Mortgage Obligation |
| GNMA_14-171                                           | 2055-11-16      | 0.2631%  | N/A     | $159446785.00      | $276183.27         | Agency Collateralized Mortgage Obligation |
| GNMA_23-83K                                           | 2063-06-20      | 1.6520%  | N/A     | $16623169.00       | $293889.24         | Agency Collateralized Mortgage Obligation |
| GNMA_18-127                                           | 2044-10-20      | 5.0000%  | N/A     | $6129737.00        | $314273.60         | Agency Collateralized Mortgage Obligation |
| GNMA_22-6E                                            | 2052-01-20      | 0.0000%  | N/A     | $54600000.00       | $516794.66         | Agency Collateralized Mortgage Obligation |
| FNMA_21-12E                                           | 2051-03-25      | 3.0000%  | N/A     | $22300000.00       | $2547400.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1       | 2051-02-25      | 2.0000%  | N/A     | $20469712.00       | $1674678.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120D                                          | 2055-07-20      | 0.8400%  | N/A     | $150000000.00      | $7516300.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-171B                                          | 2054-10-20      | 0.5020%  | N/A     | $100000000.00      | $3125117.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41C                                           | 2055-03-20      | 1.1020%  | N/A     | $100000000.00      | $3354866.02        | Agency Collateralized Mortgage Obligation |
| FNMA_21-53E                                           | 2050-11-25      | 3.0000%  | N/A     | $107041666.00      | $11333636.36       | Agency Collateralized Mortgage Obligation |
| FHLMC_5150K                                           | 2051-10-15      | 4.5000%  | N/A     | $17578724.00       | $1830478.83        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K129   | 2031-05-25      | 3.1612%  | N/A     | $10999504.00       | $1669233.39        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56H                                           | 2051-09-25      | 2.5000%  | N/A     | $35552900.00       | $2072351.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-02-20      | 4.0000%  | N/A     | $59439503.00       | $54384870.55       | Agency Mortgage-Backed Securities         |
| FHLMC_5140R                                           | 2050-12-25      | 4.5000%  | N/A     | $26016935.00       | $3269383.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                            | 2049-11-25      | 1.5355%  | N/A     | $13000000.00       | $616673.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_5415A                                           | 2054-05-25      | 2.8000%  | N/A     | $38559235.00       | $2672328.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120B                                          | 2055-07-20      | 0.8900%  | N/A     | $102435233.00      | $5398638.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2058-01-16      | 0.8187%  | N/A     | $74900000.00       | $375603.00         | Agency Collateralized Mortgage Obligation |
| GNMA_23-192F                                          | 2053-12-20      | 7.0000%  | N/A     | $10665013.00       | $1258284.64        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1C                                            | 2052-01-20      | 0.0000%  | N/A     | $65765005.00       | $260427.64         | Agency Collateralized Mortgage Obligation |
| GNMA_22-125D                                          | 2052-07-20      | 1.7020%  | N/A     | $40000000.00       | $2680166.94        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76C                                           | 2053-05-20      | 1.8020%  | N/A     | $37500000.00       | $1898244.36        | Agency Collateralized Mortgage Obligation |
| GNMA_23-24K                                           | 2052-02-20      | 3.5000%  | N/A     | $28000000.00       | $3663145.70        | Agency Collateralized Mortgage Obligation |
| FNMA_18-72                                            | 2058-10-25      | 1.6855%  | N/A     | $47781022.00       | $2223121.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5408D                                           | 2053-12-25      | 0.7500%  | N/A     | $60000000.00       | $2001985.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-86                                            | 2067-09-16      | 0.6798%  | N/A     | $128321316.00      | $8409915.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5319B                                           | 2053-07-25      | 1.6000%  | N/A     | $100000000.00      | $3313219.87        | Agency Collateralized Mortgage Obligation |
| GNMA_13-129                                           | 2043-09-20      | 1.6349%  | N/A     | $20708456.00       | $143365.74         | Agency Collateralized Mortgage Obligation |
| GNMA_24-174C                                          | 2051-05-20      | 2.5000%  | N/A     | $154067626.00      | $22793737.82       | Agency Collateralized Mortgage Obligation |
| GNMA_21-146A                                          | 2043-08-20      | 3.5000%  | N/A     | $11597408.00       | $1122035.05        | Agency Collateralized Mortgage Obligation |
| FNMA_20-89G                                           | 2050-12-25      | 3.0000%  | N/A     | $34000000.00       | $3488504.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500A                                           | 2055-02-25      | 0.7500%  | N/A     | $30000000.00       | $848820.32         | Agency Collateralized Mortgage Obligation |
| GNMA_25-4C                                            | 2055-01-20      | 1.5520%  | N/A     | $100000000.00      | $5846312.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-132B                                          | 2064-08-20      | 1.5520%  | N/A     | $85321161.00       | $1403247.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5391E                                           | 2054-03-25      | 2.1500%  | N/A     | $100000000.00      | $2911667.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                           | 2050-12-25      | 3.0000%  | N/A     | $19000000.00       | $2140399.15        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164F                                          | 2053-11-20      | 2.7520%  | N/A     | $71250000.00       | $3902919.99        | Agency Collateralized Mortgage Obligation |
| FHLK_12                                               | 2030-10-25      | 2.7404%  | N/A     | $2357000.00        | $283315.39         | Agency Collateralized Mortgage Obligation |
| FREMF_17-K69                                          | 2049-10-25      | 0.1000%  | N/A     | $937356543.00      | $1427836.47        | Agency Collateralized Mortgage Obligation |
| GNMA_21-160S                                          | 2051-09-20      | 1.8349%  | N/A     | $26227344.00       | $2905857.88        | Agency Collateralized Mortgage Obligation |
| FNMA_16-11                                            | 2046-03-25      | 1.6855%  | N/A     | $75000000.00       | $882036.84         | Agency Collateralized Mortgage Obligation |
| GNMA_19-141                                           | 2062-01-16      | 0.6177%  | N/A     | $25719162.00       | $674817.24         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183A                                          | 2054-11-20      | 0.1520%  | N/A     | $150000000.00      | $2214682.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988M                                           | 2050-07-25      | 3.5000%  | N/A     | $17087913.00       | $1322743.34        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84B                                           | 2064-05-20      | 1.5020%  | N/A     | $11232542.00       | $159087.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_5051L                                           | 2048-11-15      | 0.0000%  | N/A     | $93000000.00       | $921770.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_5065H                                           | 2051-01-25      | 3.0000%  | N/A     | $21222181.00       | $2174275.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_3152                                            | 2036-03-15      | 2.0259%  | N/A     | $117787959.00      | $356925.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2052-05-20      | 3.5000%  | N/A     | $91435389.00       | $64321992.61       | Agency Mortgage-Backed Securities         |
| FNMA_20-80F                                           | 2049-04-25      | 2.5000%  | N/A     | $34683500.00       | $3301112.08        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22A                                           | 2051-08-20      | 3.0000%  | N/A     | $42897337.00       | $3827994.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5278A                                           | 2052-11-25      | 0.7000%  | N/A     | $75000000.00       | $2637046.18        | Agency Collateralized Mortgage Obligation |
| FNMA_22-27C                                           | 2052-06-25      | 1.7500%  | N/A     | $50000000.00       | $3191342.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-98D                                           | 2053-07-20      | 1.6520%  | N/A     | $71769230.00       | $1732466.28        | Agency Collateralized Mortgage Obligation |

### Security 179: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $344859594.07
- **C.18.a - Value (excl. sponsor support):** $344859594.07
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWX5W460
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_4456A                                          | 2045-03-15      | 3.0000%  | N/A     | $2311060.00        | $1881304.53        | Agency Collateralized Mortgage Obligation |
| GNMA_21-215B                                         | 2051-12-20      | 3.0000%  | N/A     | $32466582.00       | $2520912.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5130A                                          | 2051-08-25      | 0.0000%  | N/A     | $35000000.00       | $50073.22          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-11-01      | 4.6800%  | N/A     | $649000.00         | $489834.48         | Agency Mortgage-Backed Securities         |
| FHLMC_5427A                                          | 2054-07-25      | 0.0000%  | N/A     | $1923077.00        | $1130744.61        | Agency Collateralized Mortgage Obligation |
| FNMA_06-44H                                          | 2036-06-25      | 2.1355%  | N/A     | $42412200.00       | $50244.20          | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $18055477.00       | $1101685.34        | Agency Collateralized Mortgage Obligation |
| FNMA_14-24                                           | 2044-05-25      | 1.5855%  | N/A     | $33000000.00       | $157835.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-06-20      | 4.5000%  | N/A     | $2178187.00        | $581764.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 | 2049-09-20      | 1.5849%  | N/A     | $29250000.00       | $1208852.12        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3238                               | 2036-11-15      | 2.0359%  | N/A     | $30000000.00       | $82245.36          | Agency Collateralized Mortgage Obligation |
| FNMA_17-54E                                          | 2047-07-25      | 2.1215%  | N/A     | $17905861.00       | $126443.99         | Agency Collateralized Mortgage Obligation |
| GNMA_24-186E                                         | 2053-02-20      | 1.2020%  | N/A     | $29001154.00       | $1534141.53        | Agency Collateralized Mortgage Obligation |
| FNMA_20-63D                                          | 2050-09-25      | 2.5000%  | N/A     | $4000000.00        | $80325.92          | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 0.0000%  | N/A     | $62500000.00       | $85759.59          | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $19120015.00       | $2520961.39        | Agency Collateralized Mortgage Obligation |
| GNMA_19-85A                                          | 2049-07-20      | 1.6349%  | N/A     | $28514769.00       | $1016225.76        | Agency Collateralized Mortgage Obligation |
| GNMA_20-165L                                         | 2050-08-20      | 3.0000%  | N/A     | $27694635.00       | $1972539.69        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77C                                          | 2050-08-20      | 3.0000%  | N/A     | $6666667.00        | $578398.81         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3549                               | 2039-07-15      | 1.3459%  | N/A     | $56066666.00       | $7441.04           | Agency Collateralized Mortgage Obligation |
| FNMA_20-50A                                          | 2050-07-25      | 4.5000%  | N/A     | $100000.00         | $6612.03           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2031-10-01      | 7.0000%  | N/A     | $14356.00          | $187.33            | Agency Mortgage-Backed Securities         |
| FHLMC_5420G                                          | 2054-06-25      | 1.6000%  | N/A     | $12301442.00       | $737784.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_5056B                                          | 2050-12-25      | 2.5000%  | N/A     | $15378983.00       | $1161168.32        | Agency Collateralized Mortgage Obligation |
| GNMA_22-208C                                         | 2052-12-20      | 1.9220%  | N/A     | $32384320.00       | $1867362.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $204.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5293    | 2051-03-25      | 2.0000%  | N/A     | $100003.00         | $10796.33          | Agency Collateralized Mortgage Obligation |
| FHLMC_45-50                                          | 2046-02-15      | 1.5959%  | N/A     | $13250000.00       | $319823.56         | Agency Collateralized Mortgage Obligation |
| FHLMC_5530B                                          | 2055-04-25      | 1.0000%  | N/A     | $100319.00         | $5286.12           | Agency Collateralized Mortgage Obligation |
| GNMA_23-106C                                         | 2053-07-20      | 1.6020%  | N/A     | $39064000.00       | $949734.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-08-20      | 4.5000%  | N/A     | $185770.00         | $1346.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47  | 2036-08-16      | 2.3455%  | N/A     | $207160131.00      | $311499.23         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2924                               | 2035-01-15      | 2.2459%  | N/A     | $128670867.00      | $61100.80          | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                          | 2040-12-25      | 1.5355%  | N/A     | $118886400.00      | $705552.07         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                         | 2071-06-20      | 0.4605%  | N/A     | $26399972.00       | $536196.85         | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                          | 2050-05-20      | 1.6349%  | N/A     | $15622546.00       | $662575.90         | Agency Collateralized Mortgage Obligation |
| FNMA_17-23A                                          | 2047-04-25      | 1.6355%  | N/A     | $38000000.00       | $452969.00         | Agency Collateralized Mortgage Obligation |
| GNMA_25-98L                                          | 2055-06-20      | 5.7480%  | N/A     | $1000.00           | $999.31            | Agency Collateralized Mortgage Obligation |
| GNMA_15-161B                                         | 2045-11-20      | 1.7349%  | N/A     | $625288.00         | $15273.92          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $281717.00         | $291651.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2027-12-01      | 6.3970%  | N/A     | $166391.00         | $2.12              | Agency Mortgage-Backed Securities         |
| GNMA_20-36A                                          | 2050-03-20      | 0.0000%  | N/A     | $200000000.00      | $544065.16         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3287                               | 2037-03-15      | 2.2459%  | N/A     | $27000000.00       | $61561.74          | Agency Collateralized Mortgage Obligation |
| FHLMC_5173D                                          | 2050-05-25      | 2.5000%  | N/A     | $4802098.00        | $611994.59         | Agency Collateralized Mortgage Obligation |
| GNMA_25-8A                                           | 2054-08-20      | 0.0000%  | N/A     | $35410464.00       | $324146.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-12-15      | 3.5000%  | N/A     | $1167506.00        | $75512.35          | Agency Mortgage-Backed Securities         |
| GNMA_14-118F                                         | 2044-08-16      | 1.1455%  | N/A     | $35501323.00       | $691399.40         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | N/A     | $10000000.00       | $1161075.14        | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                          | 2050-09-25      | 4.0000%  | N/A     | $4109167.00        | $318344.78         | Agency Collateralized Mortgage Obligation |
| GNMA_22-197F                                         | 2048-03-20      | 1.6849%  | N/A     | $4587781.00        | $418810.80         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H28D                                         | 2073-12-20      | 0.5603%  | N/A     | $30517471.00       | $1991005.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 4.0000%  | N/A     | $1150094.00        | $699628.03         | Agency Mortgage-Backed Securities         |
| GNMA_09-106                                          | 2036-04-20      | 1.6349%  | N/A     | $161210059.00      | $216833.78         | Agency Collateralized Mortgage Obligation |
| GNMA_21-116N                                         | 2051-06-20      | 3.5000%  | N/A     | $52118480.00       | $4499020.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                         | 2054-11-20      | 5.9480%  | N/A     | $6256.00           | $5666.63           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2032-07-01      | 6.5000%  | N/A     | $32636.00          | $472.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 7.0000%  | N/A     | $7437741.00        | $7699261.62        | Agency Mortgage-Backed Securities         |
| FHLMC_37-61                                          | 2040-11-15      | 0.2959%  | N/A     | $25000000.00       | $62745.35          | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $6716768.00        | $4131959.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-151F                                         | 2053-10-20      | 2.6520%  | N/A     | $33152702.00       | $2300955.61        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3575                               | 2039-04-15      | 2.1459%  | N/A     | $20000000.00       | $20182.07          | Agency Collateralized Mortgage Obligation |
| GNMA_24-21F                                          | 2053-07-20      | 0.1000%  | N/A     | $5239396.00        | $9132.11           | Agency Collateralized Mortgage Obligation |
| FHLMC_5336A                                          | 2053-09-25      | 0.0000%  | N/A     | $5510103.00        | $3170561.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-09-15      | 5.0000%  | N/A     | $4958224.00        | $194939.65         | Agency Mortgage-Backed Securities         |
| GNMA_21-137P                                         | 2051-07-20      | 0.0000%  | N/A     | $89365000.00       | $199718.81         | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                          | 2054-04-20      | 5.4780%  | N/A     | $1165255.00        | $877399.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-07-01      | 6.0000%  | N/A     | $5006784.00        | $361518.18         | Agency Mortgage-Backed Securities         |
| FHLMC_5092Q                                          | 2050-09-25      | 3.0000%  | N/A     | $23269999.00       | $2459106.45        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_30437                                | 2035-02-25      | 2.2255%  | N/A     | $14545453.00       | $12088.52          | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 0.0000%  | N/A     | $5583107.00        | $3808831.37        | Agency Collateralized Mortgage Obligation |
| GNMA_10-42                                           | 2040-04-20      | 1.2349%  | N/A     | $273000000.00      | $896291.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-07-15      | 6.5000%  | N/A     | $1030238.00        | $1040526.38        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5085                               | 2051-03-25      | 2.0000%  | N/A     | $300000.00         | $28082.32          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17  | 2037-04-16      | 2.0955%  | N/A     | $40000000.00       | $74440.38          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-06-20      | 5.0000%  | N/A     | $810576.00         | $321126.29         | Agency Mortgage-Backed Securities         |
| GNMA_24-40C                                          | 2054-01-20      | 6.0000%  | N/A     | $2754950.00        | $336047.94         | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                         | 2051-08-20      | 3.0000%  | N/A     | $461825.00         | $57000.33          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2084                               | 2028-08-15      | 4.2959%  | N/A     | $37448873.00       | $2925.36           | Agency Collateralized Mortgage Obligation |
| FHLMC_5452K                                          | 2054-09-25      | 2.2000%  | N/A     | $13857066.00       | $1204489.23        | Agency Collateralized Mortgage Obligation |
| GNMA_19-84E                                          | 2049-07-20      | 1.6349%  | N/A     | $74239973.00       | $1224371.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                           | 2048-04-25      | 1.5355%  | N/A     | $33156137.00       | $1624339.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12  | 2040-01-16      | 1.9455%  | N/A     | $24000000.00       | $43386.22          | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 5.5480%  | N/A     | $15046779.00       | $8800666.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_5164F                                          | 2051-11-25      | 4.0000%  | N/A     | $2365137.00        | $275504.20         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5059                               | 2051-01-25      | 2.5000%  | N/A     | $300005.00         | $39002.80          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5010                               | 2050-09-25      | 2.5000%  | N/A     | $700000.00         | $63700.44          | Agency Collateralized Mortgage Obligation |
| FNMA_16-76A                                          | 2046-10-25      | 4.8784%  | N/A     | $3600000.00        | $413343.17         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-87                                | 2039-11-25      | 1.7855%  | N/A     | $103151785.00      | $146037.02         | Agency Collateralized Mortgage Obligation |
| GNMA_14-56                                           | 2039-12-16      | 1.6455%  | N/A     | $299414.00         | $1990.10           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.5000%  | N/A     | $572908.00         | $45374.35          | Agency Mortgage-Backed Securities         |
| FNMA_10-150                                          | 2041-01-25      | 2.0255%  | N/A     | $27857143.00       | $357475.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-10-20      | 3.0000%  | N/A     | $485839.00         | $528469.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39  | 2035-06-20      | 1.7349%  | N/A     | $50000000.00       | $32592.11          | Agency Collateralized Mortgage Obligation |
| FNMA_25-50B                                          | 2051-11-25      | 5.5000%  | N/A     | $4966801.00        | $4966763.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22     | 2051-10-25      | 2.5000%  | N/A     | $2941508.00        | $436973.95         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $1060075.00        | $1096850.16        | Agency Mortgage-Backed Securities         |
| FHLMC_5371F                                          | 2054-01-25      | 28.6999% | N/A     | $4125855.00        | $4892500.95        | Agency Collateralized Mortgage Obligation |
| FNMA_16-65A                                          | 2046-09-25      | 1.6355%  | N/A     | $31164258.00       | $479493.90         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_10-42                                | 2040-05-25      | 1.9355%  | N/A     | $42500000.00       | $10846.93          | Agency Collateralized Mortgage Obligation |
| FHLMC_3988                                           | 2042-01-15      | 2.0209%  | N/A     | $60000000.00       | $476226.13         | Agency Collateralized Mortgage Obligation |
| FNMA_15-26                                           | 2045-05-25      | 1.9855%  | N/A     | $15000000.00       | $234249.16         | Agency Collateralized Mortgage Obligation |
| GNMA_21-76C                                          | 2050-08-20      | 3.0000%  | N/A     | $19186048.00       | $1485221.59        | Agency Collateralized Mortgage Obligation |
| GNMA_20-126A                                         | 2050-08-20      | 3.0000%  | N/A     | $18485964.00       | $1554676.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1041.12           | Agency Mortgage-Backed Securities         |
| GNMA_25-27A                                          | 2055-02-20      | 0.0282%  | N/A     | $97815319.00       | $1192186.56        | Agency Collateralized Mortgage Obligation |
| FNMA_21-52B                                          | 2047-12-25      | 2.5000%  | N/A     | $1000000.00        | $109108.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $5279035.00        | $5418786.06        | Agency Mortgage-Backed Securities         |
| FHLMC_5528B                                          | 2055-04-25      | 1.6500%  | N/A     | $35155783.00       | $2118064.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.5000%  | N/A     | $1356713.00        | $519254.52         | Agency Mortgage-Backed Securities         |
| FHLMC_5293C                                          | 2051-04-25      | 2.5000%  | N/A     | $3400000.00        | $468445.53         | Agency Collateralized Mortgage Obligation |
| GNMA_22-197M                                         | 2052-11-20      | 0.0000%  | N/A     | $412023.00         | $227379.38         | Agency Collateralized Mortgage Obligation |
| FHLMC_5179B                                          | 2052-01-25      | 2.5000%  | N/A     | $5000000.00        | $690411.48         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                         | 2051-07-20      | 1.8349%  | N/A     | $7000000.00        | $644015.78         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65K                                          | 2049-05-20      | 4.5000%  | N/A     | $1593.00           | $314.48            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 | 2051-10-20      | 2.0000%  | N/A     | $52762.00          | $25467.01          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 3.0000%  | N/A     | $2212480.00        | $1527128.16        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2044-01-01      | 3.5000%  | N/A     | $2621746.00        | $213579.78         | Agency Mortgage-Backed Securities         |
| FHLMC_5362A                                          | 2053-12-25      | 0.0000%  | N/A     | $4642858.00        | $2465910.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-08-20      | 6.0000%  | N/A     | $1619800.00        | $684343.53         | Agency Mortgage-Backed Securities         |
| FHLMC_4942G                                          | 2050-01-25      | 1.5355%  | N/A     | $23332918.00       | $918032.15         | Agency Collateralized Mortgage Obligation |
| FNMA_24-38A                                          | 2054-06-25      | 1.6000%  | N/A     | $19793856.00       | $739658.05         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2322                               | 2029-06-15      | 4.1459%  | N/A     | $36910346.00       | $2969.27           | Agency Collateralized Mortgage Obligation |
| FNMA_18-76A                                          | 2045-06-25      | 1.6355%  | N/A     | $29492770.00       | $771195.36         | Agency Collateralized Mortgage Obligation |
| GNMA_24-200C                                         | 2054-12-20      | 1.7020%  | N/A     | $36404091.00       | $2518287.72        | Agency Collateralized Mortgage Obligation |
| FNMA_17-74B                                          | 2047-10-25      | 1.7355%  | N/A     | $13709000.00       | $370471.57         | Agency Collateralized Mortgage Obligation |
| GNMA_25-95C                                          | 2055-05-20      | 0.7820%  | N/A     | $10890423.00       | $421086.60         | Agency Collateralized Mortgage Obligation |
| FHLMC_5149M                                          | 2051-01-25      | 2.5000%  | N/A     | $2421200.00        | $299972.20         | Agency Collateralized Mortgage Obligation |
| GNMA_24-144J                                         | 2054-01-20      | 1.4020%  | N/A     | $34784256.00       | $1525404.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2050-08-15      | 3.0000%  | N/A     | $13721776.00       | $5626896.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.0000%  | N/A     | $5928545.00        | $2179269.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $1037.57           | Agency Mortgage-Backed Securities         |
| FHLMC_5069                                           | 2051-02-25      | 2.5000%  | N/A     | $3700000.00        | $374024.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 5.0000%  | N/A     | $1010.00           | $794.99            | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_18-91                                | 2058-12-25      | 3.5000%  | N/A     | $21299857.00       | $6238926.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.0000%  | N/A     | $616415.00         | $604677.12         | Agency Mortgage-Backed Securities         |
| FHLMC_2484                                           | 2032-07-15      | 6.5000%  | N/A     | $4985068.00        | $178735.42         | Agency Collateralized Mortgage Obligation |
| GNMA_25-34C                                          | 2055-02-20      | 0.9520%  | N/A     | $37681300.00       | $1695696.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5160G                                          | 2050-11-25      | 2.5000%  | N/A     | $13200000.00       | $1482503.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-02-01      | 4.0000%  | N/A     | $1026.00           | $312.59            | Agency Mortgage-Backed Securities         |
| GNMA_23-135D                                         | 2053-09-20      | 0.2000%  | N/A     | $50000000.00       | $67603.76          | Agency Collateralized Mortgage Obligation |
| FNMA_20-57                                           | 2050-08-25      | 2.5000%  | N/A     | $3752416.00        | $494025.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.0000%  | N/A     | $4895.00           | $5012.27           | Agency Mortgage-Backed Securities         |
| GNMA_23-H23E                                         | 2073-09-20      | 0.6453%  | N/A     | $37811750.00       | $2195676.17        | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                          | 2048-10-20      | 0.0000%  | N/A     | $100044.00         | $631.18            | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 1.6020%  | N/A     | $66375526.00       | $3944957.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-09-20      | 0.7296%  | N/A     | $33500000.00       | $2202169.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54K                                          | 2053-04-20      | 1.8520%  | N/A     | $30299593.00       | $2220929.78        | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                          | 2042-11-25      | 1.6855%  | N/A     | $30000000.00       | $351327.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $59155.00          | $60749.13          | Agency Mortgage-Backed Securities         |
| GNMA_23-176A                                         | 2053-11-20      | 6.2480%  | N/A     | $1728891.00        | $737815.63         | Agency Collateralized Mortgage Obligation |
| GNMA_21-193E                                         | 2050-02-20      | 3.0000%  | N/A     | $22817763.00       | $1579932.46        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                         | 2054-10-20      | 5.4480%  | N/A     | $762005.00         | $670152.31         | Agency Collateralized Mortgage Obligation |
| GNMA_19-115E                                         | 2049-09-20      | 1.5849%  | N/A     | $62300250.00       | $2628872.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                         | 2054-10-20      | 5.3480%  | N/A     | $836727.00         | $777645.14         | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                          | 2048-07-25      | 1.9278%  | N/A     | $4368424.00        | $41170.50          | Agency Collateralized Mortgage Obligation |
| GNMA_24-105E                                         | 2054-06-20      | 1.0020%  | N/A     | $133333334.00      | $4283246.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                          | 2053-11-25      | 0.0000%  | N/A     | $10684770.00       | $6092613.35        | Agency Collateralized Mortgage Obligation |
| FNMA_16-40J                                          | 2046-07-25      | 1.3748%  | N/A     | $157677272.00      | $574447.32         | Agency Collateralized Mortgage Obligation |
| GNMA_24-81E                                          | 2054-05-20      | 1.0020%  | N/A     | $100000000.00      | $3642318.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5426G                                          | 2054-06-25      | 0.8000%  | N/A     | $43124993.00       | $1388989.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $1001.00           | $84.63             | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5013                               | 2050-09-25      | 2.5000%  | N/A     | $1100000.00        | $138403.46         | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNA_17-M7                             | 2027-02-25      | 2.9610%  | N/A     | $20000.00          | $15113.85          | Agency Collateralized Mortgage Obligation |
| GNMA_19-128                                          | 2049-10-20      | 1.5849%  | N/A     | $23561122.00       | $744638.36         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-123 | 2050-08-20      | 2.5000%  | N/A     | $100000.00         | $9586.14           | Agency Collateralized Mortgage Obligation |
| GNMA_13-188                                          | 2043-12-16      | 1.0955%  | N/A     | $88104086.00       | $810881.17         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5458                               | 2054-09-25      | 5.3500%  | N/A     | $976568.00         | $933060.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-06-01      | 6.0000%  | N/A     | $4000000.00        | $10321.82          | Agency Mortgage-Backed Securities         |
| GNMA_14-152                                          | 2044-10-20      | 1.1349%  | N/A     | $57000000.00       | $446619.61         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59F                                          | 2049-10-25      | 2.0827%  | N/A     | $63684502.00       | $724435.58         | Agency Collateralized Mortgage Obligation |
| FNMA_21-12D                                          | 2051-03-25      | 2.5000%  | N/A     | $145000.00         | $16659.48          | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 2.7500%  | N/A     | $100217.00         | $8047.53           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14  | 2040-02-16      | 2.0955%  | N/A     | $25000000.00       | $58094.27          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-09-15      | 7.0000%  | N/A     | $31929.00          | $33185.07          | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_07-91                                | 2037-10-25      | 5.0645%  | N/A     | $1522.00           | $55.89             | Agency Collateralized Mortgage Obligation |
| FHLMC_3990                                           | 2027-01-15      | 2.1959%  | N/A     | $103668.00         | $20.70             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010    | 2050-09-25      | 2.5000%  | N/A     | $4851802.00        | $584004.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_5518C                                          | 2055-03-25      | 0.8300%  | N/A     | $39261824.00       | $1547486.34        | Agency Collateralized Mortgage Obligation |
| FNMA_24-M5B                                          | 2033-10-25      | 4.7170%  | N/A     | $132085.00         | $132563.58         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-01-20      | 5.7500%  | N/A     | $1000000.00        | $31101.48          | Agency Mortgage-Backed Securities         |
| GNMA_16-61                                           | 2046-05-20      | 1.5849%  | N/A     | $7000000.00        | $205842.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 6.5160%  | N/A     | $150899.00         | $25464.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 4.5000%  | N/A     | $56287.00          | $33794.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-12-20      | 5.5000%  | N/A     | $209671.00         | $110138.52         | Agency Mortgage-Backed Securities         |
| FNMA_12-14                                           | 2042-03-25      | 2.0355%  | N/A     | $40416825.00       | $338469.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $2525000.00        | $1662940.38        | Agency Mortgage-Backed Securities         |
| GNMA_23-70A                                          | 2053-05-20      | 5.3480%  | N/A     | $512025.00         | $401456.50         | Agency Collateralized Mortgage Obligation |
| FNMA_15-2                                            | 2045-02-25      | 1.6355%  | N/A     | $56835041.00       | $723356.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-09-20      | 4.5000%  | N/A     | $1066.00           | $497.08            | Agency Mortgage-Backed Securities         |
| GNMA_24-61G                                          | 2054-04-20      | 5.7500%  | N/A     | $362231.00         | $366074.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-11-20      | 4.5000%  | N/A     | $2491314.00        | $29269.78          | Agency Mortgage-Backed Securities         |
| FNMA_19-M23                                          | 2031-10-25      | 2.7200%  | N/A     | $625000.00         | $522317.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-12-01      | 7.0000%  | N/A     | $1001.00           | $1048.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 4.5000%  | N/A     | $658884.00         | $294028.89         | Agency Mortgage-Backed Securities         |
| GNMA_24-128B                                         | 2054-08-20      | 2.3220%  | N/A     | $100000.00         | $6286.23           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 2.0000%  | N/A     | $100000.00         | $10343.33          | Agency Collateralized Mortgage Obligation |
| GNMA_19-97D                                          | 2049-08-20      | 1.5849%  | N/A     | $33952064.00       | $1056594.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $199635.00         | $205019.06         | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_20-56                                | 2050-08-25      | 2.5000%  | N/A     | $200001.00         | $23209.97          | Agency Collateralized Mortgage Obligation |
| FHLMC_5530B                                          | 2052-04-25      | 5.0000%  | N/A     | $2724309.00        | $2616395.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5196D                                          | 2052-02-25      | 0.0000%  | N/A     | $221639.00         | $12.20             | Agency Collateralized Mortgage Obligation |
| GNMA_09-13E                                          | 2039-03-16      | 1.5455%  | N/A     | $50000000.00       | $158310.12         | Agency Collateralized Mortgage Obligation |
| FHLMC_5444A                                          | 2054-08-25      | 2.7500%  | N/A     | $51607234.00       | $3059379.47        | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $23861240.00       | $15654248.51       | Agency Collateralized Mortgage Obligation |
| FHLMC_4656E                                          | 2047-02-15      | 4.0000%  | N/A     | $115000.00         | $146750.18         | Agency Collateralized Mortgage Obligation |
| FNMA_07-22E                                          | 2037-03-25      | 2.2855%  | N/A     | $94696183.00       | $301342.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_5507B                                          | 2055-02-25      | 0.6500%  | N/A     | $15063600.00       | $319285.36         | Agency Collateralized Mortgage Obligation |
| GNMA_24-84K                                          | 2054-05-20      | 1.6020%  | N/A     | $50000000.00       | $1825238.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2049-07-15      | 4.0000%  | N/A     | $997898.00         | $129174.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 4.5000%  | N/A     | $708868.00         | $77186.14          | Agency Mortgage-Backed Securities         |
| FHLMC_5312B                                          | 2053-05-25      | 1.7500%  | N/A     | $27289562.00       | $1879129.02        | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_15-M17                           | 2025-11-25      | 2.9160%  | N/A     | $320000.00         | $53911.14          | Agency Collateralized Mortgage Obligation |
| GNMA_21-146F                                         | 2051-08-20      | 2.5000%  | N/A     | $9058640.00        | $856568.03         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08D                                         | 2074-05-20      | 0.7322%  | N/A     | $29282262.00       | $1995670.21        | Agency Collateralized Mortgage Obligation |
| FNMA_02-8                                            | 2032-03-25      | 3.6803%  | N/A     | $55000000.00       | $2678.92           | Agency Collateralized Mortgage Obligation |
| FNMA_19-59C                                          | 2049-10-25      | 1.6055%  | N/A     | $6405661.00        | $304327.13         | Agency Collateralized Mortgage Obligation |
| FHLMC_5178G                                          | 2051-11-25      | 4.0000%  | N/A     | $41029039.00       | $5179228.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-02-01      | 6.5000%  | N/A     | $1511.00           | $909.39            | Agency Mortgage-Backed Securities         |
| GNMA_12-96                                           | 2042-08-20      | 1.6349%  | N/A     | $50739057.00       | $888078.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | N/A     | $6659441.00        | $613645.07         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16D                                         | 2073-06-20      | 0.2901%  | N/A     | $17900000.00       | $704393.39         | Agency Collateralized Mortgage Obligation |
| GNMA_25-82C                                          | 2065-05-20      | 1.4520%  | N/A     | $50623112.00       | $1303006.62        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3684                               | 2036-11-15      | 4.7770%  | N/A     | $12045500.00       | $442631.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-09-20      | 1.7849%  | N/A     | $17857142.00       | $543902.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.5000%  | N/A     | $2879198.00        | $539987.58         | Agency Mortgage-Backed Securities         |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $105937.00         | $8.45              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.0000%  | N/A     | $12269.00          | $12379.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 5.5000%  | N/A     | $2401831.00        | $4012.88           | Agency Mortgage-Backed Securities         |
| GNMA_23-164J                                         | 2053-11-20      | 2.7520%  | N/A     | $14694517.00       | $1181461.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5   | 2033-06-20      | 2.2349%  | N/A     | $79814842.00       | $3702.37           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-05-01      | 7.0000%  | N/A     | $1001.00           | $84.02             | Agency Mortgage-Backed Securities         |
| FHLMC_5095A                                          | 2051-04-25      | 2.5000%  | N/A     | $13055000.00       | $1230689.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5426F                                          | 2054-06-25      | 0.8000%  | N/A     | $64979240.00       | $2687830.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-11-20      | 4.5000%  | N/A     | $2225341.00        | $146069.26         | Agency Mortgage-Backed Securities         |
| FHLMC_5038J                                          | 2050-10-25      | 2.5000%  | N/A     | $110000.00         | $12084.60          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 6.5000%  | N/A     | $125139.00         | $129985.04         | Agency Mortgage-Backed Securities         |
| GNMA_24-5B                                           | 2054-01-20      | 5.5000%  | N/A     | $5210091.00        | $5195212.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-96  | 2051-06-20      | 2.5000%  | N/A     | $4900000.00        | $529449.73         | Agency Collateralized Mortgage Obligation |
| FNMA_11-110                                          | 2041-04-25      | 2.1855%  | N/A     | $50000115.00       | $21415.63          | Agency Collateralized Mortgage Obligation |
| FHLMC_5149R                                          | 2051-10-25      | 3.0000%  | N/A     | $6967517.00        | $627227.70         | Agency Collateralized Mortgage Obligation |
| FHLMC_5038G                                          | 2050-10-25      | 2.5000%  | N/A     | $29965000.00       | $3187925.46        | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                         | 2051-08-20      | 1.8349%  | N/A     | $12133088.00       | $1145453.79        | Agency Collateralized Mortgage Obligation |
| FNMA_12-2                                            | 2042-02-25      | 2.0355%  | N/A     | $15333333.00       | $181721.80         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $101797.00         | $17.15             | Agency Collateralized Mortgage Obligation |
| GNMA_23-116G                                         | 2053-08-20      | 5.5480%  | N/A     | $237079.00         | $125931.94         | Agency Collateralized Mortgage Obligation |
| FNMA_21-34J                                          | 2051-03-25      | 2.5000%  | N/A     | $260000.00         | $26903.38          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                         | 2073-01-20      | 0.9009%  | N/A     | $15464060.00       | $1235009.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_4908E                                          | 2042-12-15      | 1.9787%  | N/A     | $43734086.00       | $891657.35         | Agency Collateralized Mortgage Obligation |
| GNMA_20-126A                                         | 2050-08-20      | 2.5000%  | N/A     | $7131000.00        | $585406.64         | Agency Collateralized Mortgage Obligation |
| FNMA_15-91                                           | 2045-12-25      | 2.0220%  | N/A     | $82366191.00       | $398403.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 4.9440%  | N/A     | $3229388.00        | $2976206.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 6.5000%  | N/A     | $395280.00         | $405271.24         | Agency Mortgage-Backed Securities         |
| GNMA_23-187F                                         | 2053-12-20      | 5.5980%  | N/A     | $1649200.00        | $897401.06         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34A                                          | 2055-05-25      | 1.6000%  | N/A     | $3600256.00        | $254119.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 4.5000%  | N/A     | $3869435.00        | $3567832.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.5000%  | N/A     | $1090301.00        | $863403.00         | Agency Mortgage-Backed Securities         |
| FHLMC_5092Y                                          | 2051-02-25      | 0.0000%  | N/A     | $32887478.00       | $30411.76          | Agency Collateralized Mortgage Obligation |
| FHLMC_4657                                           | 2047-02-15      | 1.5459%  | N/A     | $36091396.00       | $862356.07         | Agency Collateralized Mortgage Obligation |
| FHLMC_5523A                                          | 2053-11-25      | 2.8000%  | N/A     | $8988697.00        | $709263.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_5161D                                          | 2051-03-25      | 2.0000%  | N/A     | $1800000.00        | $211911.75         | Agency Collateralized Mortgage Obligation |
| GNMA_25-105Q                                         | 2049-09-20      | 1.5849%  | N/A     | $47929783.00       | $5430459.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-02-20      | 5.5000%  | N/A     | $1276053.00        | $486711.51         | Agency Mortgage-Backed Securities         |
| FHLMC_4770C                                          | 2043-08-15      | 2.1853%  | N/A     | $76400829.00       | $969759.95         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                         | 2054-08-20      | 5.4080%  | N/A     | $57274992.00       | $49648157.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-89     | 2050-12-25      | 2.5000%  | N/A     | $300110.00         | $31346.05          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2048-04-15      | 4.0000%  | N/A     | $302566.00         | $55402.55          | Agency Mortgage-Backed Securities         |
| GNMA_24-H14A                                         | 2074-08-20      | 0.7910%  | N/A     | $21852280.00       | $1619024.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_433                                            | 2044-02-15      | 2.1959%  | N/A     | $100005.00         | $898.40            | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_05-89                                | 2035-10-25      | 2.2355%  | N/A     | $31962174.00       | $33093.86          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 4.5000%  | N/A     | $1011.00           | $889.32            | Agency Mortgage-Backed Securities         |
| GNMA_24-186C                                         | 2054-11-20      | 0.0000%  | N/A     | $1000.00           | $607.24            | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $1052177.00        | $1062479.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.5000%  | N/A     | $2055499.00        | $426870.97         | Agency Mortgage-Backed Securities         |
| FHLMC_5502D                                          | 2055-02-25      | 0.0588%  | N/A     | $595000000.00      | $249146.96         | Agency Collateralized Mortgage Obligation |

### Security 181: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $434193491.56
- **C.18.a - Value (excl. sponsor support):** $434193491.56
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYDNRA1H1
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $33535100.00       | $34277297.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $38333900.00       | $35082761.69       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QL4, C.4 - ISIN: US912797QL42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1629850389.87
- **C.18.a - Value (excl. sponsor support):** $1629850389.87
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400525281.64
- **C.18.a - Value (excl. sponsor support):** $400525281.64
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2202591620.50
- **C.18.a - Value (excl. sponsor support):** $2202591620.50
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $38529689.20
- **C.18.a - Value (excl. sponsor support):** $38529689.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDNRA116
- **C.18 - Value (incl. sponsor support):** $870000000.00
- **C.18.a - Value (excl. sponsor support):** $870000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_24-142B                                         | 2054-09-20      | 0.9920%  | N/A     | $135000000.00      | $3207911.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-20      | 2.1449%  | N/A     | $43058548.00       | $686975.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-07-15      | 5.3500%  | N/A     | $2000000.00        | $2011950.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BANKS                              | 2026-10-21      | 1.7500%  | N/A     | $100000.00         | $98264.21          | Agency Debentures and Agency Strips       |
| GNMA_21-193M                                         | 2050-09-20      | 2.5000%  | N/A     | $6609621.00        | $679611.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-07-20      | 4.5000%  | N/A     | $2000000.00        | $2809.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BANKS                              | 2026-10-28      | 1.2500%  | N/A     | $150000.00         | $145075.38         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-10-15      | 5.3000%  | N/A     | $3000000.00        | $3018347.61        | Agency Mortgage-Backed Securities         |
| GNMA_25-46B                                          | 2055-03-20      | 0.0700%  | N/A     | $50000000.00       | $94907.34          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-12-20      | 3.0000%  | N/A     | $56000.00          | $37223.72          | Agency Mortgage-Backed Securities         |
| GNMA_25-110F                                         | 2051-05-20      | 2.5000%  | N/A     | $11153542.00       | $1717857.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-06-15      | 5.1300%  | N/A     | $500000.00         | $495011.20         | Agency Mortgage-Backed Securities         |
| GNMA_25-46A                                          | 2055-03-20      | 1.0020%  | N/A     | $50000000.00       | $1386403.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134P                                         | 2054-07-20      | 1.5520%  | N/A     | $57668708.00       | $2861281.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-07-15      | 4.8000%  | N/A     | $5000000.00        | $4861313.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2033-11-15      | 6.5000%  | N/A     | $3999500.00        | $8012.46           | Agency Mortgage-Backed Securities         |
| GNMA_13-34                                           | 2038-04-20      | 0.3500%  | N/A     | $22733674.00       | $2381.79           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-10-15      | 5.3000%  | N/A     | $3000000.00        | $3033755.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4989    | 2050-07-25      | 6.0000%  | N/A     | $23045957.00       | $1651199.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-69B                                          | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $31000.69          | Agency Collateralized Mortgage Obligation |
| FHLMC_5487C                                          | 2054-12-25      | 2.7500%  | N/A     | $50000000.00       | $4547928.52        | Agency Collateralized Mortgage Obligation |
| GNMA_19-38E                                          | 2049-03-20      | 1.5849%  | N/A     | $38282717.00       | $462757.13         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                         | 2054-02-20      | 0.0100%  | N/A     | $24379061.00       | $6343.54           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-03-20      | 3.0000%  | N/A     | $126000.00         | $86078.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 0.0500%  | N/A     | $36666667.00       | $27036.04          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 4.5000%  | N/A     | $853565.00         | $742195.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-01-15      | 6.5300%  | N/A     | $2000000.00        | $2153069.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-09-20      | 2.0000%  | N/A     | $135000.00         | $62608.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-05-15      | 5.8500%  | N/A     | $500000.00         | $522282.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-08-15      | 5.5000%  | N/A     | $2000000.00        | $2035829.56        | Agency Mortgage-Backed Securities         |
| GNMA_24-22L                                          | 2043-02-16      | 0.2500%  | N/A     | $9801437.00        | $6498305.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-02-15      | 4.8500%  | N/A     | $1000000.00        | $962586.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 3.0000%  | N/A     | $102000.00         | $69206.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-09-15      | 5.5500%  | N/A     | $2000000.00        | $2044624.97        | Agency Mortgage-Backed Securities         |
| GNMA_24-134F                                         | 2050-08-20      | 3.0000%  | N/A     | $115191544.00      | $18201789.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-09-15      | 5.9200%  | N/A     | $10237200.00       | $10739244.02       | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5069                               | 2041-02-25      | 3.5000%  | N/A     | $11377822.00       | $777696.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BANKS                              | 2031-02-10      | 1.1500%  | N/A     | $375000.00         | $324698.44         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-09-20      | 3.0000%  | N/A     | $107000.00         | $71009.53          | Agency Mortgage-Backed Securities         |
| FHLMC_5551B                                          | 2055-06-25      | 0.6500%  | N/A     | $50000000.00       | $1684429.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203C                                         | 2054-10-20      | 6.0000%  | N/A     | $3161608.00        | $926619.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-12-20      | 2.0000%  | N/A     | $135000.00         | $68613.66          | Agency Mortgage-Backed Securities         |
| GNMA_25-90J                                          | 2055-05-20      | 1.5520%  | N/A     | $50000000.00       | $3361590.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22B                                          | 2051-12-20      | 3.0000%  | N/A     | $70000000.00       | $5958548.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-07-15      | 5.3500%  | N/A     | $1000000.00        | $1005975.46        | Agency Mortgage-Backed Securities         |
| GNMA_23-19A                                          | 2053-02-20      | 6.0000%  | N/A     | $28500000.00       | $3235897.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-02-20      | 4.5000%  | N/A     | $50000.00          | $1005.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2047-07-25      | 0.0500%  | N/A     | $15533447.00       | $19369.67          | Agency Collateralized Mortgage Obligation |
| GNMA_25-46F                                          | 2055-03-20      | 1.7020%  | N/A     | $37500000.00       | $3196017.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_5491C                                          | 2055-01-25      | 0.8194%  | N/A     | $72226975.00       | $2870539.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 0.0200%  | N/A     | $50000000.00       | $13063.01          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-09-20      | 5.5000%  | N/A     | $2275000.00        | $1591606.96        | Agency Mortgage-Backed Securities         |
| GNMA_23-151F                                         | 2053-10-20      | 2.1020%  | N/A     | $75000000.00       | $4927450.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2055-03-15      | 5.8400%  | N/A     | $5600000.00        | $5866575.23        | Agency Mortgage-Backed Securities         |
| GNMA_24-142C                                         | 2054-09-20      | 2.3020%  | N/A     | $80000000.00       | $7105152.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5395A                                          | 2054-03-25      | 6.0000%  | N/A     | $10410354.00       | $1916816.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 5.0000%  | N/A     | $700000.00         | $3559.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BANKS                              | 2031-05-27      | 2.0000%  | N/A     | $100000.00         | $92649.56          | Agency Debentures and Agency Strips       |
| FHLMC_5171F                                          | 2051-12-25      | 3.0000%  | N/A     | $62936833.00       | $6207652.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-03-15      | 6.1700%  | N/A     | $6124125.00        | $6545310.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-11-20      | 4.5000%  | N/A     | $925000.00         | $10867.58          | Agency Mortgage-Backed Securities         |
| GNMA_25-71B                                          | 2055-04-20      | 0.8020%  | N/A     | $125000000.00      | $5385871.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5504E                                          | 2054-02-25      | 2.0500%  | N/A     | $109076657.00      | $5747682.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-08-20      | 4.0000%  | N/A     | $5000000.00        | $135340.70         | Agency Mortgage-Backed Securities         |
| FHLMC_5331B                                          | 2053-07-25      | 1.6500%  | N/A     | $100000000.00      | $3946870.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 2.0000%  | N/A     | $7406000.00        | $5016039.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-07-15      | 5.8300%  | N/A     | $500000.00         | $521243.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26  | 2040-02-20      | 1.7849%  | N/A     | $100000.00         | $418.10            | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.0300%  | N/A     | $25000000.00       | $18959.95          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-10-15      | 5.1500%  | N/A     | $1000000.00        | $1002861.54        | Agency Mortgage-Backed Securities         |
| GNMA_24-30H                                          | 2054-02-20      | 1.5020%  | N/A     | $30000000.00       | $1611593.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-05-15      | 4.7900%  | N/A     | $500000.00         | $485667.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-09-15      | 5.4800%  | N/A     | $1000000.00        | $1024197.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-09-15      | 5.4800%  | N/A     | $3000000.00        | $3051530.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-02-15      | 5.0900%  | N/A     | $5000000.00        | $4872652.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78  | 2051-08-20      | 3.0000%  | N/A     | $153000000.00      | $17828675.51       | Agency Collateralized Mortgage Obligation |
| GNMA_25-122B                                         | 2055-07-20      | 2.1861%  | N/A     | $53342121.00       | $4702906.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-03-15      | 5.5200%  | N/A     | $500000.00         | $504993.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BANKS                              | 2026-04-29      | 2.5000%  | N/A     | $185000.00         | $184117.34         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 4.0000%  | N/A     | $1487950.00        | $282662.07         | Agency Mortgage-Backed Securities         |
| GNMA_24-134E                                         | 2054-08-20      | 1.6020%  | N/A     | $75000000.00       | $4672342.19        | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                           | 2039-12-16      | 0.3500%  | N/A     | $18588118.00       | $2917.24           | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 0.0300%  | N/A     | $50000000.00       | $31616.44          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-10-20      | 4.0000%  | N/A     | $1849450.00        | $1643731.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 4.0000%  | N/A     | $813950.00         | $650205.55         | Agency Mortgage-Backed Securities         |
| GNMA_25-122A                                         | 2055-07-20      | 0.1914%  | N/A     | $100000000.00      | $1755447.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-01-15      | 5.3800%  | N/A     | $1000000.00        | $1001089.25        | Agency Mortgage-Backed Securities         |
| GNMA_24-203C                                         | 2054-10-20      | 5.0000%  | N/A     | $2000000.00        | $1851587.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-09-20      | 2.5000%  | N/A     | $660766.00         | $153596.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2066-12-15      | 5.8100%  | N/A     | $96619.00          | $97601.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-06-15      | 5.8000%  | N/A     | $500000.00         | $519719.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2057-12-15      | 5.0000%  | N/A     | $500000.00         | $490638.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-02-15      | 5.5400%  | N/A     | $500000.00         | $511257.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-03-15      | 5.1600%  | N/A     | $500000.00         | $494839.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-12-15      | 5.7300%  | N/A     | $6000000.00        | $6182972.64        | Agency Mortgage-Backed Securities         |
| GNMA_21-225C                                         | 2050-03-20      | 0.0000%  | N/A     | $133302452.00      | $241982.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 4.0000%  | N/A     | $3000000.00        | $273133.51         | Agency Mortgage-Backed Securities         |
| GNMA_21-116H                                         | 2051-07-20      | 3.5000%  | N/A     | $29374570.00       | $3883301.48        | Agency Collateralized Mortgage Obligation |
| GNMA_21-142F                                         | 2051-08-20      | 3.5000%  | N/A     | $53146829.00       | $5049712.71        | Agency Collateralized Mortgage Obligation |
| GNMA_23-140B                                         | 2053-09-20      | 0.0300%  | N/A     | $27598380.00       | $11604.19          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-10-20      | 3.0000%  | N/A     | $41000.00          | $26972.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-11-20      | 4.0000%  | N/A     | $5123619.00        | $303759.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2055-02-15      | 5.7100%  | N/A     | $10000000.00       | $10365098.46       | Agency Mortgage-Backed Securities         |
| FHLMC_5551A                                          | 2055-06-25      | 2.1000%  | N/A     | $50000000.00       | $4548085.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5412D                                          | 2054-05-25      | 0.0200%  | N/A     | $50000000.00       | $14954.23          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-06-15      | 5.2000%  | N/A     | $3000000.00        | $2984706.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-05-15      | 5.7000%  | N/A     | $2000000.00        | $2063594.06        | Agency Mortgage-Backed Securities         |
| GNMA_21-187E                                         | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $824.82            | Agency Collateralized Mortgage Obligation |
| GNMA_25-83H                                          | 2055-05-20      | 1.4020%  | N/A     | $20000000.00       | $1403531.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BANKS                              | 2031-09-30      | 1.5000%  | N/A     | $105000.00         | $94770.90          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 3.0000%  | N/A     | $123000.00         | $88303.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-05-20      | 2.5000%  | N/A     | $35000.00          | $25988.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2050-02-25      | 3.5000%  | N/A     | $28341313.00       | $4096418.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5098D                                          | 2051-04-25      | 0.0000%  | N/A     | $52000000.00       | $9136.33           | Agency Collateralized Mortgage Obligation |
| GNMA_24-203A                                         | 2054-12-20      | 1.0520%  | N/A     | $75000000.00       | $2486666.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-08-15      | 5.9500%  | N/A     | $500000.00         | $526175.15         | Agency Mortgage-Backed Securities         |
| GNMA_18-122A                                         | 2043-05-20      | 3.5000%  | N/A     | $46259539.00       | $2195915.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-08-20      | 4.5000%  | N/A     | $1000000.00        | $7250.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-07-15      | 5.0900%  | N/A     | $500000.00         | $493790.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-06-20      | 3.0000%  | N/A     | $186000.00         | $126491.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-07-15      | 5.6900%  | N/A     | $500000.00         | $517340.30         | Agency Mortgage-Backed Securities         |
| GNMA_12-84F                                          | 2042-07-16      | 1.5955%  | N/A     | $83772143.00       | $2733316.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-07-20      | 3.0000%  | N/A     | $68000.00          | $43576.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-01-15      | 5.5300%  | N/A     | $1000000.00        | $1032419.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 4.0000%  | N/A     | $50000.00          | $34360.98          | Agency Mortgage-Backed Securities         |
| GNMA_14-94                                           | 2038-02-20      | 0.2000%  | N/A     | $20173198.00       | $5909.03           | Agency Collateralized Mortgage Obligation |
| GNMA_24-92A                                          | 2054-05-20      | 0.9020%  | N/A     | $70000000.00       | $2103888.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5444C                                          | 2054-08-25      | 1.5300%  | N/A     | $110180020.00      | $5871706.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-02-15      | 5.2700%  | N/A     | $9000000.00        | $9016604.30        | Agency Mortgage-Backed Securities         |
| FHLMC_5551B                                          | 2055-06-25      | 0.7500%  | N/A     | $150000000.00      | $6038344.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-11-15      | 5.7400%  | N/A     | $5000000.00        | $5151965.22        | Agency Mortgage-Backed Securities         |
| GNMA_20-86H                                          | 2050-06-20      | 1.1500%  | N/A     | $27169811.00       | $600954.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-08-15      | 5.6700%  | N/A     | $500000.00         | $515441.14         | Agency Mortgage-Backed Securities         |
| GNMA_12-113                                          | 2042-01-20      | 2.2849%  | N/A     | $22004881.00       | $1525.48           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-8   | 2039-02-16      | 1.6455%  | N/A     | $128571429.00      | $302829.46         | Agency Collateralized Mortgage Obligation |
| GNMA_16-1C                                           | 2046-01-20      | 1.7349%  | N/A     | $64912745.00       | $1278488.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-05-20      | 3.0000%  | N/A     | $219000.00         | $136957.39         | Agency Mortgage-Backed Securities         |
| GNMA_21-91C                                          | 2051-05-20      | 3.0000%  | N/A     | $66375000.00       | $5248889.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-02-15      | 5.5000%  | N/A     | $6000000.00        | $6075768.91        | Agency Mortgage-Backed Securities         |
| FHLMC_5138E                                          | 2047-09-25      | 0.0500%  | N/A     | $13991131.00       | $16636.28          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-02-15      | 5.4900%  | N/A     | $500000.00         | $507971.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-11-15      | 6.7300%  | N/A     | $5500000.00        | $6033616.24        | Agency Mortgage-Backed Securities         |
| GNMA_25-122J                                         | 2055-07-20      | 1.5057%  | N/A     | $50000000.00       | $3772953.60        | Agency Collateralized Mortgage Obligation |
| GNMA_21-125C                                         | 2051-07-20      | 2.5000%  | N/A     | $35173200.00       | $2809565.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 3.0000%  | N/A     | $100000.00         | $59578.73          | Agency Mortgage-Backed Securities         |
| FHLMC_5171B                                          | 2051-12-25      | 3.0000%  | N/A     | $28028479.00       | $3798839.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-01-15      | 6.5900%  | N/A     | $500000.00         | $536323.45         | Agency Mortgage-Backed Securities         |
| GNMA_24-168A                                         | 2054-10-20      | 1.1320%  | N/A     | $175000000.00      | $9036506.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-02-15      | 5.6200%  | N/A     | $500000.00         | $513868.49         | Agency Mortgage-Backed Securities         |
| GNMA_24-168D                                         | 2054-10-20      | 0.0300%  | N/A     | $25000000.00       | $15540.49          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 3.0000%  | N/A     | $10000.00          | $514.05            | Agency Mortgage-Backed Securities         |
| GNMA_23-168E                                         | 2051-10-20      | 3.0000%  | N/A     | $125328801.00      | $18250638.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-10-15      | 5.3900%  | N/A     | $1000000.00        | $1018721.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.0000%  | N/A     | $45089358.00       | $83461.79          | Agency Mortgage-Backed Securities         |
| GNMA_24-185A                                         | 2054-11-20      | 0.1020%  | N/A     | $100000000.00      | $3108580.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-10-15      | 5.8800%  | N/A     | $6388642.00        | $6686684.40        | Agency Mortgage-Backed Securities         |
| FHLMC_5387D                                          | 2054-03-25      | 5.5000%  | N/A     | $19808418.00       | $20830521.70       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BANKS                              | 2026-12-22      | 2.5000%  | N/A     | $105000.00         | $103291.89         | Agency Debentures and Agency Strips       |
| FHLMC_5422C                                          | 2049-10-25      | 1.5855%  | N/A     | $30403981.00       | $3078942.89        | Agency Collateralized Mortgage Obligation |
| GNMA_14-37                                           | 2044-03-20      | 1.1449%  | N/A     | $90727657.00       | $455738.70         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-07-20      | 0.0000%  | N/A     | $80698946.00       | $439771.52         | Agency Collateralized Mortgage Obligation |
| GNMA_24-142Q                                         | 2053-10-20      | 1.1220%  | N/A     | $250000000.00      | $5993211.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-10-15      | 5.7900%  | N/A     | $500000.00         | $516444.78         | Agency Mortgage-Backed Securities         |
| FHLMC_4906C                                          | 2049-08-25      | 1.5855%  | N/A     | $56018425.00       | $2031891.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5441H                                          | 2054-06-25      | 5.5000%  | N/A     | $11313993.00       | $11527175.20       | Agency Collateralized Mortgage Obligation |
| FHLMC_5433A                                          | 2054-07-25      | 0.8500%  | N/A     | $50000000.00       | $2274671.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-06-15      | 4.8200%  | N/A     | $2000000.00        | $1945055.26        | Agency Mortgage-Backed Securities         |
| GNMA_24-46F                                          | 2049-06-20      | 4.5000%  | N/A     | $30005441.00       | $7544484.12        | Agency Collateralized Mortgage Obligation |
| GNMA_19-153B                                         | 2049-12-20      | 1.5849%  | N/A     | $11185079.00       | $472058.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-01-20      | 2.5000%  | N/A     | $35000.00          | $22222.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2057-12-15      | 5.5400%  | N/A     | $1000000.00        | $1015212.70        | Agency Mortgage-Backed Securities         |
| GNMA_24-203B                                         | 2054-12-20      | 1.7520%  | N/A     | $50000000.00       | $3617009.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5487C                                          | 2054-12-25      | 0.7500%  | N/A     | $70000000.00       | $2312841.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 3.5000%  | N/A     | $120000.00         | $73634.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-10-15      | 5.3400%  | N/A     | $1361640.00        | $1373702.09        | Agency Mortgage-Backed Securities         |
| GNMA_24-142B                                         | 2054-09-20      | 0.0500%  | N/A     | $5000000.00        | $4403.85           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-11-15      | 6.4600%  | N/A     | $500000.00         | $535396.04         | Agency Mortgage-Backed Securities         |
| GNMA_25-90A                                          | 2055-05-20      | 0.0000%  | N/A     | $200000000.00      | $2481970.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22D                                          | 2051-08-20      | 0.2500%  | N/A     | $31792013.00       | $307677.94         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2066-02-15      | 5.2100%  | N/A     | $1703968.00        | $1569805.51        | Agency Mortgage-Backed Securities         |
| FHLMC_5522A                                          | 2055-03-25      | 1.6000%  | N/A     | $202044975.00      | $11263774.15       | Agency Collateralized Mortgage Obligation |
| GNMA_20-1E                                           | 2050-01-20      | 1.5849%  | N/A     | $19880943.00       | $1575317.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-10-20      | 6.0000%  | N/A     | $11599090.00       | $10403.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-03-15      | 4.7900%  | N/A     | $500000.00         | $484389.21         | Agency Mortgage-Backed Securities         |
| GNMA_25-110E                                         | 2050-01-20      | 3.5000%  | N/A     | $7915951.00        | $3128887.82        | Agency Collateralized Mortgage Obligation |
| GNMA_16-42                                           | 2045-11-20      | 0.0000%  | N/A     | $32147304.00       | $257501.84         | Agency Collateralized Mortgage Obligation |
| GNMA_23-168C                                         | 2051-06-20      | 2.5000%  | N/A     | $94219428.00       | $9438006.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-01-20      | 3.0000%  | N/A     | $82000.00          | $56086.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-12-20      | 3.0000%  | N/A     | $48000.00          | $31664.35          | Agency Mortgage-Backed Securities         |
| GNMA_15-1                                            | 2045-01-20      | 1.1349%  | N/A     | $65131833.00       | $612429.87         | Agency Collateralized Mortgage Obligation |
| GNMA_25-110C                                         | 2055-06-20      | 0.0000%  | N/A     | $100000000.00      | $1293509.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-12-15      | 5.8300%  | N/A     | $6213000.00        | $6443733.39        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 5.5000%  | N/A     | $25754366.00       | $1702599.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BANKS                              | 2026-09-30      | 1.5000%  | N/A     | $160000.00         | $155796.80         | Agency Debentures and Agency Strips       |
| GNMA_20-167H                                         | 2050-11-20      | 2.5000%  | N/A     | $88686154.00       | $6690681.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110G                                         | 2050-02-20      | 3.0000%  | N/A     | $13488571.00       | $2003216.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 3.0000%  | N/A     | $168000.00         | $113997.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BANKS                              | 2031-03-24      | 2.0000%  | N/A     | $710000.00         | $657059.24         | Agency Debentures and Agency Strips       |
| FHLMC_5412F                                          | 2054-05-25      | 1.4500%  | N/A     | $35000000.00       | $1222715.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46E                                          | 2048-12-20      | 0.1000%  | N/A     | $17641475.00       | $68962.32          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-09-15      | 4.8200%  | N/A     | $11262800.00       | $10959238.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-04-15      | 5.1200%  | N/A     | $500000.00         | $493812.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-01-15      | 5.3800%  | N/A     | $10000000.00       | $10144704.59       | Agency Mortgage-Backed Securities         |
| GNMA_25-122B                                         | 2052-03-20      | 6.0000%  | N/A     | $9984613.00        | $1447748.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-08-20      | 1.6020%  | N/A     | $146894968.00      | $7725427.19        | Agency Collateralized Mortgage Obligation |
| GNMA_15-20                                           | 2045-02-20      | 1.1349%  | N/A     | $57578855.00       | $525159.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-12-15      | 5.9600%  | N/A     | $500000.00         | $520547.21         | Agency Mortgage-Backed Securities         |
| GNMA_25-5C                                           | 2055-01-20      | 1.6520%  | N/A     | $50000000.00       | $3476476.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 5.5000%  | N/A     | $10031220.00       | $10061928.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4950    | 2048-03-25      | 0.1000%  | N/A     | $18495700.00       | $16986.67          | Agency Collateralized Mortgage Obligation |
| GNMA_24-142D                                         | 2053-10-20      | 1.0720%  | N/A     | $250000000.00      | $5839030.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-12-15      | 6.1400%  | N/A     | $500000.00         | $529104.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 3.0000%  | N/A     | $75000.00          | $5231.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-06-15      | 4.8600%  | N/A     | $528845.00         | $517475.92         | Agency Mortgage-Backed Securities         |
| GNMA_24-167T                                         | 2051-06-20      | 2.3520%  | N/A     | $103667052.00      | $15464245.51       | Agency Collateralized Mortgage Obligation |
| GNMA_03-41A                                          | 2033-05-20      | 3.2349%  | N/A     | $25000000.00       | $799.85            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 3.0000%  | N/A     | $85000.00          | $57337.10          | Agency Mortgage-Backed Securities         |
| FHLMC_5395B                                          | 2054-04-25      | 1.5500%  | N/A     | $50000000.00       | $1817305.53        | Agency Collateralized Mortgage Obligation |
| GNMA_21-177C                                         | 2051-10-20      | 3.0000%  | N/A     | $84166666.00       | $6960094.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-07-20      | 2.5000%  | N/A     | $115826.00         | $32444.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-06-15      | 5.9800%  | N/A     | $500000.00         | $526561.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-02-15      | 5.6000%  | N/A     | $500000.00         | $511575.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-09-15      | 5.4300%  | N/A     | $500000.00         | $506606.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-02-15      | 6.4700%  | N/A     | $500000.00         | $532552.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BANKS                              | 2026-08-19      | 1.2500%  | N/A     | $100000.00         | $97715.50          | Agency Debentures and Agency Strips       |
| GNMA_25-110P                                         | 2055-06-20      | 0.1020%  | N/A     | $100000000.00      | $1513916.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BANKS                              | 2026-08-25      | 1.1250%  | N/A     | $100000.00         | $97247.50          | Agency Debentures and Agency Strips       |
| FHLMC_5380                                           | 2054-02-25      | 0.6000%  | N/A     | $22562578.00       | $191500.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_5394B                                          | 2054-03-25      | 2.6500%  | N/A     | $78809211.00       | $5327087.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2054-08-15      | 5.5000%  | N/A     | $8000000.00        | $8113223.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2057-12-15      | 6.0200%  | N/A     | $500000.00         | $512186.89         | Agency Mortgage-Backed Securities         |
| GNMA_15-165                                          | 2045-11-20      | 3.0000%  | N/A     | $6500656.00        | $7451363.06        | Agency Collateralized Mortgage Obligation |
| GNMA_20-101B                                         | 2050-07-20      | 1.7349%  | N/A     | $75209809.00       | $4037395.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-08-15      | 5.1400%  | N/A     | $500000.00         | $498391.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2065-12-15      | 5.7400%  | N/A     | $8347119.00        | $8793751.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BANKS                              | 2031-02-25      | 1.2500%  | N/A     | $350000.00         | $308544.83         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5134    | 2051-08-25      | 4.5000%  | N/A     | $30804477.00       | $3379338.54        | Agency Collateralized Mortgage Obligation |
| GNMA_09-121                                          | 2039-12-16      | 4.5000%  | N/A     | $269500000.00      | $1025704.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-08-20      | 4.5000%  | N/A     | $117551.00         | $89943.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-02-20      | 3.0000%  | N/A     | $166000.00         | $87660.18          | Agency Mortgage-Backed Securities         |
| GNMA_25-122C                                         | 2055-07-20      | 2.1557%  | N/A     | $84318800.00       | $8276032.13        | Agency Collateralized Mortgage Obligation |
| GNMA_19-20C                                          | 2049-02-20      | 3.2500%  | N/A     | $564430.00         | $559211.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5322    | 2051-10-25      | 3.0000%  | N/A     | $19000000.00       | $2319576.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-01-20      | 3.0000%  | N/A     | $130000.00         | $94389.11          | Agency Mortgage-Backed Securities         |
| FHLMC_5192C                                          | 2051-11-25      | 3.0000%  | N/A     | $38179206.00       | $2876099.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BANKS                              | 2031-02-25      | 1.7500%  | N/A     | $150000.00         | $132456.50         | Agency Debentures and Agency Strips       |
| GNMA_19-110                                          | 2049-09-20      | 3.5000%  | N/A     | $127000000.00      | $3458771.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 1.0720%  | N/A     | $125000000.00      | $4194196.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-09-15      | 5.0000%  | N/A     | $500000.00         | $491357.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 3.0000%  | N/A     | $26000.00          | $19229.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2067-01-15      | 5.8500%  | N/A     | $218458.00         | $226978.95         | Agency Mortgage-Backed Securities         |
| GNMA_24-142B                                         | 2054-09-20      | 0.0100%  | N/A     | $35000000.00       | $6169.92           | Agency Collateralized Mortgage Obligation |
| GNMA_21-194K                                         | 2051-11-20      | 2.5000%  | N/A     | $25500000.00       | $2158807.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-03-15      | 4.7400%  | N/A     | $500000.00         | $482877.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 1.5500%  | N/A     | $100000000.00      | $3791990.40        | Agency Collateralized Mortgage Obligation |
| GNMA_21-197C                                         | 2051-11-20      | 3.0000%  | N/A     | $100000000.00      | $6004057.45        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 1.6320%  | N/A     | $100000000.00      | $4385279.90        | Agency Collateralized Mortgage Obligation |
| GNMA_23-69D                                          | 2053-05-20      | 0.1100%  | N/A     | $25000000.00       | $28722.81          | Agency Collateralized Mortgage Obligation |
| GNMA_20-102D                                         | 2050-07-20      | 1.7349%  | N/A     | $3328000.00        | $149851.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-01-15      | 6.2000%  | N/A     | $1000000.00        | $1063125.32        | Agency Mortgage-Backed Securities         |
| FHLMC_5436                                           | 2054-07-25      | 2.7000%  | N/A     | $87500000.00       | $6737421.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134J                                         | 2053-12-20      | 0.2500%  | N/A     | $80188113.00       | $241349.66         | Agency Collateralized Mortgage Obligation |
| GNMA_24-168B                                         | 2054-10-20      | 1.0620%  | N/A     | $225000000.00      | $9975704.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 6.5000%  | N/A     | $4615384.00        | $383295.56         | Agency Collateralized Mortgage Obligation |
| GNMA_13-76                                           | 2043-05-20      | 3.5000%  | N/A     | $195884000.00      | $1223085.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-01-15      | 5.7400%  | N/A     | $4000500.00        | $4134368.94        | Agency Mortgage-Backed Securities         |
| FHLMC_5358A                                          | 2053-11-25      | 2.0500%  | N/A     | $26923076.00       | $1675241.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5E                                           | 2051-04-20      | 3.5000%  | N/A     | $117145386.00      | $21690864.91       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5097                               | 2051-04-25      | 0.5000%  | N/A     | $20408166.00       | $265750.71         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46E                                          | 2049-02-20      | 1.5849%  | N/A     | $32705658.00       | $2827400.68        | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 1.6349%  | N/A     | $86172451.00       | $2074485.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-10-20      | 2.0000%  | N/A     | $1364273.00        | $647757.71         | Agency Mortgage-Backed Securities         |
| GNMA_23-149H                                         | 2052-03-20      | 3.0000%  | N/A     | $50074480.00       | $5781888.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110D                                         | 2049-12-20      | 3.0000%  | N/A     | $5473270.00        | $939216.81         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2057-12-15      | 5.6300%  | N/A     | $6000000.00        | $6120350.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BANKS                              | 2031-10-28      | 2.0000%  | N/A     | $150000.00         | $139339.00         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-03-15      | 5.1600%  | N/A     | $500000.00         | $494839.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 2.5000%  | N/A     | $80000.00          | $15517.44          | Agency Mortgage-Backed Securities         |
| GNMA_24-134H                                         | 2053-12-20      | 0.0700%  | N/A     | $42683741.00       | $49700.04          | Agency Collateralized Mortgage Obligation |
| GNMA_24-94C                                          | 2054-06-20      | 2.3020%  | N/A     | $100000000.00      | $6862454.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183D                                         | 2053-12-20      | 1.6020%  | N/A     | $75000000.00       | $3421569.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5297B                                          | 2053-03-25      | 6.0000%  | N/A     | $9044966.00        | $1144031.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-10-20      | 2.0000%  | N/A     | $30000.00          | $18328.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-08-20      | 4.5000%  | N/A     | $1048404.00        | $79055.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-12-20      | 4.5000%  | N/A     | $975000.00         | $23661.70          | Agency Mortgage-Backed Securities         |
| GNMA_24-30H                                          | 2054-02-20      | 1.5020%  | N/A     | $31000000.00       | $1665313.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BANKS                              | 2031-02-10      | 1.0000%  | N/A     | $150000.00         | $131485.50         | Agency Debentures and Agency Strips       |
| GNMA_17-57B                                          | 2047-04-20      | 5.0000%  | N/A     | $25000000.00       | $581005.62         | Agency Collateralized Mortgage Obligation |
| FHLMC_5338E                                          | 2053-09-25      | 1.5800%  | N/A     | $100000000.00      | $4881009.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-02-15      | 5.9900%  | N/A     | $500000.00         | $524746.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-06-20      | 4.5000%  | N/A     | $1315426.00        | $6490.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-07-20      | 4.5000%  | N/A     | $4304174.00        | $197379.56         | Agency Mortgage-Backed Securities         |
| GNMA_23-140C                                         | 2048-06-20      | 1.0709%  | N/A     | $9914899.00        | $598723.83         | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-06-20      | 0.2000%  | N/A     | $50422056.00       | $187024.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BANKS                              | 2031-02-26      | 1.5000%  | N/A     | $200000.00         | $181947.67         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-06-20      | 2.0000%  | N/A     | $85000.00          | $49326.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-08-20      | 3.0000%  | N/A     | $61000.00          | $38543.34          | Agency Mortgage-Backed Securities         |
| GNMA_16-75H                                          | 2040-09-20      | 6.0000%  | N/A     | $25825640.00       | $346461.35         | Agency Collateralized Mortgage Obligation |
| GNMA_25-110A                                         | 2055-06-20      | 0.8520%  | N/A     | $80000000.00       | $4533965.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-10-15      | 5.6300%  | N/A     | $1000000.00        | $1034638.99        | Agency Mortgage-Backed Securities         |
| GNMA_14-41                                           | 2044-03-16      | 2.2955%  | N/A     | $30000000.00       | $270849.72         | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 1.0720%  | N/A     | $100000000.00      | $3327824.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-09-15      | 5.8400%  | N/A     | $3500000.00        | $3656302.00        | Agency Mortgage-Backed Securities         |
| GNMA_24-69B                                          | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $30980.42          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-06-20      | 0.0000%  | N/A     | $26949694.00       | $59791.99          | Agency Collateralized Mortgage Obligation |
| GNMA_14-66                                           | 2044-05-16      | 1.1455%  | N/A     | $90187500.00       | $306184.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BANKS                              | 2026-07-15      | 1.7500%  | N/A     | $100000.00         | $98282.78          | Agency Debentures and Agency Strips       |
| FHLMC_4899C                                          | 2044-09-25      | 1.6355%  | N/A     | $42418596.00       | $1134103.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-04-15      | 5.1200%  | N/A     | $500000.00         | $493812.85         | Agency Mortgage-Backed Securities         |
| FHLMC_5504B                                          | 2055-02-25      | 0.1300%  | N/A     | $30000000.00       | $85305.71          | Agency Collateralized Mortgage Obligation |
| GNMA_15-152E                                         | 2045-08-20      | 0.0000%  | N/A     | $26566916.00       | $20899.11          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-04-20      | 0.0000%  | N/A     | $17441727.00       | $126452.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-03-15      | 5.1600%  | N/A     | $500000.00         | $494839.41         | Agency Mortgage-Backed Securities         |
| GNMA_14-100                                          | 2044-07-20      | 0.0000%  | N/A     | $2626210.00        | $158151.94         | Agency Collateralized Mortgage Obligation |
| GNMA_25-90C                                          | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1244980.73        | Agency Collateralized Mortgage Obligation |
| GNMA_11-69                                           | 2041-05-20      | 0.9149%  | N/A     | $2855000.00        | $7601.56           | Agency Collateralized Mortgage Obligation |
| GNMA_24-134P                                         | 2054-07-20      | 0.1500%  | N/A     | $33174082.00       | $88766.07          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2067-10-15      | 5.3000%  | N/A     | $645677.00         | $626915.35         | Agency Mortgage-Backed Securities         |
| GNMA_22-137G                                         | 2052-08-20      | 1.6520%  | N/A     | $33333333.00       | $2131567.13        | Agency Collateralized Mortgage Obligation |
| GNMA_23-116K                                         | 2053-08-20      | 6.0000%  | N/A     | $11384000.00       | $13009594.77       | Agency Collateralized Mortgage Obligation |
| GNMA_24-168E                                         | 2051-06-20      | 3.0000%  | N/A     | $150990857.00      | $23732569.96       | Agency Collateralized Mortgage Obligation |
| GNMA_23-59C                                          | 2051-12-20      | 0.0000%  | N/A     | $33039521.00       | $718243.35         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22E                                          | 2050-09-20      | 0.0500%  | N/A     | $38974879.00       | $73987.90          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BANKS                              | 2026-02-18      | 1.0000%  | N/A     | $100000.00         | $98853.68          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5215    | 2052-04-25      | 0.0000%  | N/A     | $49872778.00       | $84846.46          | Agency Collateralized Mortgage Obligation |
| FHLMC_5136                                           | 2051-02-25      | 2.5000%  | N/A     | $43508000.00       | $3918090.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2062-08-20      | 6.0000%  | N/A     | $3400000.00        | $3164122.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-10-20      | 5.0000%  | N/A     | $212925.00         | $1016.30           | Agency Mortgage-Backed Securities         |
| GNMA_24-46C                                          | 2052-01-20      | 0.0000%  | N/A     | $98438929.00       | $182515.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-05-20      | 4.5000%  | N/A     | $860013.00         | $37244.43          | Agency Mortgage-Backed Securities         |
| GNMA_23-82G                                          | 2053-06-20      | 1.6520%  | N/A     | $70000000.00       | $2663342.42        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168A                                         | 2053-11-20      | 0.0100%  | N/A     | $50000000.00       | $5193.78           | Agency Collateralized Mortgage Obligation |
| GNMA_21-78S                                          | 2051-05-20      | 5.0000%  | N/A     | $13020665.00       | $1390031.71        | Agency Collateralized Mortgage Obligation |
| GNMA_22-23H                                          | 2051-04-20      | 3.0000%  | N/A     | $63488195.00       | $6979081.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5007    | 2050-08-25      | 5.0000%  | N/A     | $80082979.00       | $4762198.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-08-15      | 5.5300%  | N/A     | $500000.00         | $510099.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-02-15      | 5.1000%  | N/A     | $500000.00         | $492378.82         | Agency Mortgage-Backed Securities         |
| GNMA_24-46G                                          | 2054-03-20      | 0.9120%  | N/A     | $80000000.00       | $2453755.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-10-15      | 6.2500%  | N/A     | $15000000.00       | $15821612.97       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-09-20      | 4.5000%  | N/A     | $300000.00         | $1973.86           | Agency Mortgage-Backed Securities         |
| FHLMC_4950F                                          | 2048-09-25      | 0.1000%  | N/A     | $6406947.00        | $5080.90           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2055-01-15      | 5.5100%  | N/A     | $8003900.00        | $8190438.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 4.0000%  | N/A     | $10000.00          | $1285.34           | Agency Mortgage-Backed Securities         |
| GNMA_25-5F                                           | 2053-06-20      | 0.1000%  | N/A     | $54300345.00       | $111713.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2038-01-15      | 5.6000%  | N/A     | $500000.00         | $460849.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-05-15      | 6.2700%  | N/A     | $8000000.00        | $8524023.34        | Agency Mortgage-Backed Securities         |
| GNMA_21-154B                                         | 2051-09-20      | 2.5000%  | N/A     | $33659165.00       | $2474553.47        | Agency Collateralized Mortgage Obligation |
| GNMA_21-136D                                         | 2051-08-20      | 2.5000%  | N/A     | $39500000.00       | $2734137.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-185B                                         | 2054-11-20      | 1.5920%  | N/A     | $100000000.00      | $5761467.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203B                                         | 2054-12-20      | 1.7520%  | N/A     | $50000000.00       | $3141381.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-09-15      | 5.3300%  | N/A     | $500000.00         | $503831.70         | Agency Mortgage-Backed Securities         |
| GNMA_25-5B                                           | 2055-01-20      | 0.9020%  | N/A     | $77306893.00       | $3410147.31        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168F                                         | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $7033716.50        | Agency Collateralized Mortgage Obligation |
| GNMA_17-162F                                         | 2047-10-20      | 0.0000%  | N/A     | $125000000.00      | $492261.79         | Agency Collateralized Mortgage Obligation |
| GNMA_24-142A                                         | 2054-09-20      | 1.5420%  | N/A     | $100000000.00      | $5839772.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BANKS                              | 2031-08-26      | 1.2500%  | N/A     | $250000.00         | $227735.49         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2057-12-15      | 5.0900%  | N/A     | $1000000.00        | $987266.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-09-15      | 5.4500%  | N/A     | $3000000.00        | $3043907.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-01-15      | 5.0400%  | N/A     | $4000000.00        | $3940308.23        | Agency Mortgage-Backed Securities         |
| GNMA_20-79H                                          | 2050-06-16      | 4.0000%  | N/A     | $70586435.00       | $5393173.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5352D                                          | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $3556770.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2067-09-15      | 5.5500%  | N/A     | $5011170.00        | $5093518.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-01-20      | 4.0000%  | N/A     | $800000.00         | $11019.08          | Agency Mortgage-Backed Securities         |
| GNMA_24-134C                                         | 2054-08-20      | 1.5920%  | N/A     | $224379061.00      | $10578754.70       | Agency Collateralized Mortgage Obligation |
| GNMA_25-90J                                          | 2055-05-20      | 0.8520%  | N/A     | $50000000.00       | $2566065.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2054-09-15      | 5.4000%  | N/A     | $2632500.00        | $2657289.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-12-20      | 4.0000%  | N/A     | $770609.00         | $12911.23          | Agency Mortgage-Backed Securities         |

### Security 188: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDNR9ZB0
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | N/A     | $99976200.00       | $89534660.28       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $295400.00         | $307699.42         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $46197500.00       | $47857676.46       | U.S. Treasuries (including strips) |

### Security 189: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDNRA0J8
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $662700.00         | $674958.47         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | N/A     | $25424000.00       | $25914483.27       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | N/A     | $4370800.00        | $4404398.84        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $115040900.00      | $118337369.49      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $15000000.00       | $15206572.50       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | N/A     | $8134800.00        | $8482282.05        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | N/A     | $3124300.00        | $3139622.61        | U.S. Treasuries (including strips) |
| BILL 12/11/25    | 2025-12-11      | 0.0000%  | N/A     | $69400.00          | $68340.82          | U.S. Treasuries (including strips) |
| BILL 01/29/26    | 2026-01-29      | 0.0000%  | N/A     | $71924000.00       | $70431936.62       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $948800.00         | $892398.90         | U.S. Treasuries (including strips) |
| BILL 09/18/25    | 2025-09-18      | 0.0000%  | N/A     | $260200.00         | $258723.89         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | N/A     | $3126000.00        | $3060032.68        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | N/A     | $1000000.00        | $1013452.00        | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  | N/A     | $32100.00          | $35720.28          | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $1277900.00        | $1198132.60        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $16627100.00       | $16535534.01       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | N/A     | $2392000.00        | $2440238.87        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | N/A     | $300.00            | $292.23            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $4194000.00        | $4224272.29        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $719500.00         | $623097.68         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE S 25  | 2025-11-30      | 2.8750%  | N/A     | $942900.00         | $942643.22         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | N/A     | $20812100.00       | $21148884.79       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $1947700.00        | $1990743.12        | U.S. Treasuries (including strips) |
| BILL 10/23/25    | 2025-10-23      | 0.0000%  | N/A     | $17847900.00       | $17673436.78       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $7840100.00        | $7929516.60        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $21290500.00       | $21388727.19       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | N/A     | $100.00            | $93.24             | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $7771500.00        | $7875327.24        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $800000.00         | $685585.64         | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | N/A     | $2094900.00        | $1557423.88        | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | N/A     | $3100800.00        | $2474150.57        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $3243900.00        | $3250641.64        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $4454600.00        | $4523744.30        | U.S. Treasuries (including strips) |
| BILL 11/28/25    | 2025-11-28      | 0.0000%  | N/A     | $1688000.00        | $1664503.04        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | N/A     | $48483100.00       | $49818458.44       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $55810200.00       | $56829015.20       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | N/A     | $2141500.00        | $2145797.99        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $32856200.00       | $33415452.35       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $104312000.00      | $103817491.96      | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | N/A     | $5733200.00        | $4410310.96        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | N/A     | $4878700.00        | $4803244.57        | U.S. Treasuries (including strips) |
| BILL 08/14/25    | 2025-08-14      | 0.0000%  | N/A     | $104000.00         | $103839.84         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $5274000.00        | $4882885.43        | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-02-15      | 3.0000%  | N/A     | $100.00            | $75.78             | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | N/A     | $35201800.00       | $35246334.85       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | N/A     | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $22000000.00       | $21358310.45       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $1136600.00        | $1127600.36        | U.S. Treasuries (including strips) |
| BILL 09/09/25    | 2025-09-09      | 0.0000%  | N/A     | $8015000.00        | $7978018.79        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | N/A     | $1101500.00        | $1122514.57        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $34148500.00       | $32513108.84       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | N/A     | $8290600.00        | $5322643.37        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $6174400.00        | $5365034.51        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $6564400.00        | $6403739.70        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | N/A     | $21101800.00       | $21348641.83       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $100.00            | $75.80             | U.S. Treasuries (including strips) |

### Security 190: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $179405755.79
- **C.18.a - Value (excl. sponsor support):** $179405755.79
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDNRA0X7
- **C.18 - Value (incl. sponsor support):** $63000000.00
- **C.18.a - Value (excl. sponsor support):** $63000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $52915200.00       | $64260093.83       | U.S. Treasuries (including strips) |

### Security 192: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDNRA108
- **C.18 - Value (incl. sponsor support):** $340000000.00
- **C.18.a - Value (excl. sponsor support):** $340000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-03-20      | 6.0000%  | N/A     | $60000.00          | $211.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2037-05-20      | 6.0000%  | N/A     | $541310.00         | $6448.22           | Agency Mortgage-Backed Securities         |
| GNMA_20-151                                          | 2050-10-20      | 3.0000%  | N/A     | $103333333.00      | $9507628.24        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                          | 2054-03-20      | 2.3020%  | N/A     | $118750000.00      | $11374885.65       | Agency Collateralized Mortgage Obligation |
| GNMA_21-223C                                         | 2051-12-20      | 3.0000%  | N/A     | $32876786.00       | $4527771.57        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129K                                         | 2050-09-20      | 3.0000%  | N/A     | $40000000.00       | $3831464.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-155C                                         | 2054-09-20      | 1.8020%  | N/A     | $53191489.00       | $3862929.23        | Agency Collateralized Mortgage Obligation |
| GNMA_23-82D                                          | 2053-06-20      | 1.7020%  | N/A     | $14105893.00       | $1075645.99        | Agency Collateralized Mortgage Obligation |
| GNMA_20-183H                                         | 2050-12-20      | 0.0000%  | N/A     | $33213280.00       | $197973.40         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H26B                                         | 2071-08-20      | 0.5900%  | N/A     | $16618855.00       | $722053.33         | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                         | 2054-08-20      | 1.8520%  | N/A     | $70476190.00       | $5526319.60        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30D                                          | 2051-02-20      | 2.0000%  | N/A     | $34218204.00       | $2676497.98        | Agency Collateralized Mortgage Obligation |
| FNMS_413                                             | 2032-07-25      | 4.0000%  | N/A     | $24493099.00       | $211491.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-44  | 2048-03-20      | 0.0000%  | N/A     | $148500000.00      | $327174.17         | Agency Collateralized Mortgage Obligation |
| GNMA_25-20A                                          | 2055-01-20      | 1.6220%  | N/A     | $40790443.00       | $3123818.65        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97Z                                          | 2054-12-20      | 1.6520%  | N/A     | $75000000.00       | $6328778.87        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75D                                          | 2050-06-20      | 4.0000%  | N/A     | $50000000.00       | $8048574.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.5000%  | N/A     | $15000000.00       | $11964795.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 6.0000%  | N/A     | $19251600.00       | $17131248.73       | Agency Mortgage-Backed Securities         |
| GNMA_24-96H                                          | 2054-06-20      | 1.0020%  | N/A     | $60000000.00       | $2681070.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-01-20      | 6.0000%  | N/A     | $140000.00         | $380.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2028-12-20      | 6.0000%  | N/A     | $140000.00         | $211.47            | Agency Mortgage-Backed Securities         |
| GNMA_20-167G                                         | 2050-11-20      | 2.5000%  | N/A     | $74563021.00       | $6964972.08        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58A                                          | 2051-02-20      | 3.0000%  | N/A     | $66333333.00       | $5206789.61        | Agency Collateralized Mortgage Obligation |
| GNMA_21-46F                                          | 2051-03-20      | 2.0000%  | N/A     | $18750000.00       | $1782872.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-149E                                         | 2054-09-20      | 2.3520%  | N/A     | $37500000.00       | $3851615.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-05-20      | 4.0000%  | N/A     | $116907.00         | $21616.60          | Agency Mortgage-Backed Securities         |
| GNMA_24-H18J                                         | 2073-01-20      | 0.9821%  | N/A     | $49862311.00       | $1677053.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.0000%  | N/A     | $39000.00          | $434.61            | Agency Mortgage-Backed Securities         |
| GNMA_24-77F                                          | 2054-05-20      | 0.8020%  | N/A     | $50000000.00       | $1470823.05        | Agency Collateralized Mortgage Obligation |
| GNMA_20-176D                                         | 2050-11-20      | 3.0000%  | N/A     | $59144366.00       | $6239645.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L                                          | 2054-04-20      | 1.0520%  | N/A     | $100000000.00      | $2764444.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2037-08-20      | 6.0000%  | N/A     | $455000.00         | $4950.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-07-20      | 6.0000%  | N/A     | $1005215.00        | $17306.01          | Agency Mortgage-Backed Securities         |
| FHSTR_406                                            | 2053-10-25      | 5.7500%  | N/A     | $3250000.00        | $2308232.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-08-20      | 5.0000%  | N/A     | $19750000.00       | $15259598.53       | Agency Mortgage-Backed Securities         |
| GNMA_24-64C                                          | 2054-04-20      | 1.5520%  | N/A     | $25000000.00       | $1366879.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 6.5000%  | N/A     | $12826785.00       | $10252010.52       | Agency Mortgage-Backed Securities         |
| GNMA_21-136G                                         | 2051-08-20      | 3.0000%  | N/A     | $33333333.00       | $2939766.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126P                                         | 2054-08-20      | 2.3020%  | N/A     | $40000000.00       | $4754731.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-05-20      | 3.0000%  | N/A     | $99999000.00       | $11247442.92       | Agency Mortgage-Backed Securities         |
| GNMA_25-60A                                          | 2055-03-20      | 1.6020%  | N/A     | $112615051.00      | $8151051.11        | Agency Collateralized Mortgage Obligation |
| GNMA_18-113D                                         | 2048-08-20      | 0.0000%  | N/A     | $100000000.00      | $206425.89         | Agency Collateralized Mortgage Obligation |
| GNMA_24-157B                                         | 2054-09-20      | 2.3020%  | N/A     | $100000000.00      | $8357916.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2049-07-15      | 4.0000%  | N/A     | $829733.00         | $113261.32         | Agency Mortgage-Backed Securities         |
| GNMA_21-225G                                         | 2051-12-20      | 3.0000%  | N/A     | $48280415.00       | $4930649.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159C                                         | 2054-10-20      | 1.1520%  | N/A     | $50000000.00       | $3099109.23        | Agency Collateralized Mortgage Obligation |
| GNMA_22-213G                                         | 2050-08-20      | 2.5000%  | N/A     | $39927349.00       | $4879679.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-155G                                         | 2054-09-20      | 1.6920%  | N/A     | $65692570.00       | $4451831.00        | Agency Collateralized Mortgage Obligation |
| GNMA_23-128A                                         | 2053-08-20      | 1.5520%  | N/A     | $46526598.00       | $1973055.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 2.5000%  | N/A     | $3319053.00        | $293012.40         | Agency Mortgage-Backed Securities         |
| GNMA_21-225G                                         | 2051-12-20      | 2.0000%  | N/A     | $17381626.00       | $1621808.48        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                          | 2054-03-20      | 1.5020%  | N/A     | $24679500.00       | $1648018.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-204F                                         | 2054-12-20      | 1.7020%  | N/A     | $64600000.00       | $6108260.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51C                                          | 2054-03-20      | 0.9520%  | N/A     | $50000000.00       | $2677904.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-02-20      | 3.5000%  | N/A     | $42997.00          | $17633.68          | Agency Mortgage-Backed Securities         |
| GNMA_23-57B                                          | 2053-04-20      | 1.8520%  | N/A     | $56262306.00       | $4224805.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-05-20      | 3.0000%  | N/A     | $347198.00         | $131981.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-167 | 2050-11-20      | 2.0000%  | N/A     | $54680654.00       | $3739928.87        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137L                                         | 2052-08-20      | 1.7020%  | N/A     | $30008158.00       | $2104096.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-10-20      | 2.0000%  | N/A     | $46872151.00       | $21835293.06       | Agency Mortgage-Backed Securities         |
| GNMA_20-149J                                         | 2050-10-20      | 0.0000%  | N/A     | $25080385.00       | $284947.73         | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 1.6020%  | N/A     | $41952601.00       | $3434835.37        | Agency Collateralized Mortgage Obligation |
| GNMA_21-25A                                          | 2051-02-20      | 2.0000%  | N/A     | $37500000.00       | $3263505.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-01-20      | 1.5000%  | N/A     | $90300.00          | $43165.60          | Agency Mortgage-Backed Securities         |
| GNMA_25-2K                                           | 2055-01-20      | 1.6120%  | N/A     | $27259840.00       | $2405550.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                         | 2054-08-20      | 1.8520%  | N/A     | $40000000.00       | $3414164.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125G                                         | 2054-08-20      | 1.6520%  | N/A     | $62421422.00       | $4559275.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 2.5000%  | N/A     | $1746458.00        | $756201.70         | Agency Mortgage-Backed Securities         |
| GNMA_20-129G                                         | 2050-09-20      | 2.5000%  | N/A     | $54105631.00       | $4679965.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-08-20      | 2.5000%  | N/A     | $2618000.00        | $1524400.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 6.0000%  | N/A     | $29000.00          | $5309.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 3.5000%  | N/A     | $105000.00         | $76390.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-03-20      | 2.5000%  | N/A     | $1100000.00        | $101674.36         | Agency Mortgage-Backed Securities         |
| GNMA_21-199G                                         | 2051-11-20      | 3.0000%  | N/A     | $20976000.00       | $1314600.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51Q                                          | 2054-03-20      | 2.8020%  | N/A     | $60000000.00       | $3626687.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2037-11-20      | 6.0000%  | N/A     | $10000.00          | $111.43            | Agency Mortgage-Backed Securities         |
| GNMA_21-158L                                         | 2051-09-20      | 3.0000%  | N/A     | $37516358.00       | $5302191.40        | Agency Collateralized Mortgage Obligation |
| GNMA_20-187B                                         | 2050-12-20      | 3.0000%  | N/A     | $27957296.00       | $3028008.37        | Agency Collateralized Mortgage Obligation |
| GNMA_21-165A                                         | 2051-09-20      | 3.0000%  | N/A     | $32495166.00       | $2536498.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69G                                          | 2055-04-20      | 2.2520%  | N/A     | $8719664.00        | $590783.88         | Agency Collateralized Mortgage Obligation |
| GNMA_24-43D                                          | 2054-03-20      | 0.9720%  | N/A     | $75000000.00       | $2022665.29        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158Q                                         | 2051-09-20      | 2.5000%  | N/A     | $21014707.00       | $2077866.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83C                                          | 2055-05-20      | 1.4520%  | N/A     | $18000000.00       | $1340683.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126L                                         | 2054-08-20      | 2.3020%  | N/A     | $25100000.00       | $2593257.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1CC                                          | 2055-01-20      | 1.5720%  | N/A     | $70000000.00       | $6894072.46        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146M                                         | 2050-07-20      | 2.5000%  | N/A     | $21864966.00       | $1774316.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 6.0000%  | N/A     | $11246462.00       | $11413520.43       | Agency Mortgage-Backed Securities         |
| GNMA_20-127C                                         | 2050-08-20      | 3.0000%  | N/A     | $41662874.00       | $3102826.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-96J                                          | 2054-06-20      | 2.9020%  | N/A     | $50000000.00       | $1689983.84        | Agency Collateralized Mortgage Obligation |
| GNMA_19-70K                                          | 2049-06-20      | 1.6349%  | N/A     | $67575036.00       | $1816877.15        | Agency Collateralized Mortgage Obligation |
| GNMA_20-187F                                         | 2050-12-20      | 3.0000%  | N/A     | $11130983.00       | $1256234.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                          | 2054-05-20      | 2.9020%  | N/A     | $42086484.00       | $4425475.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-04-20      | 4.0000%  | N/A     | $491325.00         | $15083.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 5.5000%  | N/A     | $20000000.00       | $14870303.71       | Agency Mortgage-Backed Securities         |
| GNMA_24-109J                                         | 2054-07-20      | 6.5000%  | N/A     | $10384615.00       | $1739451.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-02-20      | 6.0000%  | N/A     | $175000.00         | $633.20            | Agency Mortgage-Backed Securities         |
| GNMA_21-228C                                         | 2051-12-20      | 3.0000%  | N/A     | $28000000.00       | $2258190.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-112C                                         | 2054-07-20      | 2.2520%  | N/A     | $14883077.00       | $1503184.38        | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $136615255.57
- **C.18.a - Value (excl. sponsor support):** $136615255.57
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3293435518.63
- **C.18.a - Value (excl. sponsor support):** $3293435518.63
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2025-08-06

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer