# EDGAR Filing Document

**Accession Number:** 0000205007
**File Stem:** 0001193125-26-040735
**Filing Date:** 2026-2
**Character Count:** 1107380
**Document Hash:** 46aa22eccb1fd8c298cf2b22f5443067
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-040735.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001193125-26-040735

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SHORT-TERM INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000205007

**ORGANIZATION NAME:**
- **EIN:** 741093914
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02729
- **FILM NUMBER:** 26606252

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 713-626-1919

**MAIL ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INVESTMENTS TRUST
- **DATE OF NAME CHANGE:** 19930818

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INVESTMENTS CO
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM BOND SHARES INC
- **DATE OF NAME CHANGE:** 19800909

## Series and Classes Contracts Data

### Invesco Government & Agency Portfolio (Series ID: S000000220)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000000495 | Cash Management Class     |  |
| C000000496 | Institutional Class       |  |
| C000000497 | Personal Investment Class |  |
| C000000498 | Private Investment Class  |  |
| C000000499 | Reserve Class             |  |
| C000000500 | Resource Class            |  |
| C000029703 | Corporate Class           |  |
| C000224183 | CAVU Securities Class     |  |
| C000250407 | Premier Class             |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000205007

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

**Registrant Full Name:** SHORT TERM INVESTMENTS TRUST

**CIK Number of Registrant:** 0000205007

**LEI of Registrant:** 549300UJV6OHYATSFU27

**Name of Series:** Invesco Government & Agency Portfolio

**LEI of Series:** 5493007T1J7WZ5QI1A47

**EDGAR Series Identifier:** S000000220

**Total number of share classes in the series:** 9

**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            | Invesco Advisers, Inc.                                    | 801-33949         |
| Independent Public Accountant | Pricewaterhouse Coopers LLP<br>City: Houston<br>State: TX |  |
| Administrator                 | None                                                      |  |
| Transfer Agent                | Invesco Investment Services, Inc.<br>CIK: 0000896852      | 084-05432         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-58287

- **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:** 11 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $75019715337.65

- **Amortized Cost of Portfolio Securities:** $75008400899.02

- **Cash:** $1502701929.23

- **Total Other Assets:** $969331728.96

- **Total Liabilities:** $1838445073.24

- **Net Assets of Series:** $75641989483.97

- **Number of Shares Outstanding (Series):** 75658059757.3300

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $31657240087.00           | $56399463634.72            | 41.9700%                  | 74.7700%                   |
| 2026-01-05 | $32989532170.53           | $58351876276.98            | 42.9200%                  | 75.9100%                   |
| 2026-01-06 | $35224807841.64           | $59994880433.69            | 44.5300%                  | 75.8400%                   |
| 2026-01-07 | $33346359517.57           | $59438403933.38            | 42.4200%                  | 75.6100%                   |
| 2026-01-08 | $31214604910.67           | $56379167478.42            | 41.1300%                  | 74.2900%                   |
| 2026-01-09 | $33480777619.91           | $58147888477.75            | 43.1100%                  | 74.8800%                   |
| 2026-01-12 | $32228504744.96           | $55994766901.59            | 42.6700%                  | 74.1400%                   |
| 2026-01-13 | $32729992853.21           | $56736049904.38            | 42.7900%                  | 74.1800%                   |
| 2026-01-14 | $28981061192.58           | $54685964291.86            | 38.9400%                  | 73.4700%                   |
| 2026-01-15 | $30086872379.01           | $55441631069.95            | 40.4200%                  | 74.4900%                   |
| 2026-01-16 | $31296080101.29           | $54602673748.99            | 42.6200%                  | 74.3500%                   |
| 2026-01-20 | $34656667075.24           | $59503892315.69            | 44.2300%                  | 75.9400%                   |
| 2026-01-21 | $31409349029.18           | $59051626724.58            | 40.8900%                  | 76.8800%                   |
| 2026-01-22 | $32839869187.13           | $58936977553.57            | 42.8300%                  | 76.8600%                   |
| 2026-01-23 | $29299347147.35           | $56473888565.76            | 39.3000%                  | 75.7500%                   |
| 2026-01-26 | $30804963289.46           | $55585197197.16            | 41.8000%                  | 75.4200%                   |
| 2026-01-27 | $31547381260.16           | $55758065007.35            | 42.9600%                  | 75.9300%                   |
| 2026-01-28 | $30031937656.87           | $55842361203.65            | 40.3900%                  | 75.1000%                   |
| 2026-01-29 | $30414928201.64           | $56737737893.76            | 40.4300%                  | 75.4100%                   |
| 2026-01-30 | $33484319832.99           | $58971210085.32            | 43.2200%                  | 76.1200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8500%             |
| 2026-01-05 | 3.8500%             |
| 2026-01-06 | 3.8500%             |
| 2026-01-07 | 3.8400%             |
| 2026-01-08 | 3.8200%             |
| 2026-01-09 | 3.8100%             |
| 2026-01-12 | 3.7700%             |
| 2026-01-13 | 3.7700%             |
| 2026-01-14 | 3.7700%             |
| 2026-01-15 | 3.7700%             |
| 2026-01-16 | 3.7700%             |
| 2026-01-20 | 3.7700%             |
| 2026-01-21 | 3.7700%             |
| 2026-01-22 | 3.7700%             |
| 2026-01-23 | 3.7700%             |
| 2026-01-26 | 3.7700%             |
| 2026-01-27 | 3.7700%             |
| 2026-01-28 | 3.7700%             |
| 2026-01-29 | 3.7700%             |
| 2026-01-30 | 3.7700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0000                      |
|  |  |
| 2026-01-05 | 1.0000                      |
|  |  |
| 2026-01-06 | 1.0000                      |
|  |  |
| 2026-01-07 | 1.0000                      |
|  |  |
| 2026-01-08 | 1.0000                      |
|  |  |
| 2026-01-09 | 1.0000                      |
|  |  |
| 2026-01-12 | 1.0000                      |
|  |  |
| 2026-01-13 | 1.0000                      |
|  |  |
| 2026-01-14 | 1.0000                      |
|  |  |
| 2026-01-15 | 0.9999                      |
|  |  |
| 2026-01-16 | 1.0000                      |
|  |  |
| 2026-01-20 | 0.9999                      |
|  |  |
| 2026-01-21 | 0.9999                      |
|  |  |
| 2026-01-22 | 0.9999                      |
|  |  |
| 2026-01-23 | 1.0000                      |
|  |  |
| 2026-01-26 | 0.9999                      |
|  |  |
| 2026-01-27 | 0.9999                      |
|  |  |
| 2026-01-28 | 0.9999                      |
|  |  |
| 2026-01-29 | 0.9999                      |
|  |  |
| 2026-01-30 | 0.9999                      |
|  |  |

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

### Class: Cash Management

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $426421525.56

- **Number of Shares Outstanding:** 426534689.5200

- **Expense Reimbursement/Waiver:** 514.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $793875.30                | $29357039.00            |
| 2026-01-05 | $106610.97                | $37899.32               |
| 2026-01-06 | $112439.00                | $75000.00               |
| 2026-01-07 | $0.00                     | $268000.00              |
| 2026-01-08 | $0.00                     | $15546201.05            |
| 2026-01-09 | $25000.00                 | $586010.03              |
| 2026-01-12 | $171541.81                | $0.00                   |
| 2026-01-13 | $251003.09                | $12893.06               |
| 2026-01-14 | $95330.00                 | $121662.82              |
| 2026-01-15 | $15000.00                 | $129493.65              |
| 2026-01-16 | $0.00                     | $1807000.00             |
| 2026-01-20 | $226116.81                | $2207000.00             |
| 2026-01-21 | $896000.00                | $0.00                   |
| 2026-01-22 | $20460.00                 | $2903864.50             |
| 2026-01-23 | $0.00                     | $3629644.34             |
| 2026-01-26 | $838261.00                | $15000000.00            |
| 2026-01-27 | $2373000.00               | $0.00                   |
| 2026-01-28 | $409000.00                | $0.00                   |
| 2026-01-29 | $1361076.87               | $6000.00                |
| 2026-01-30 | $0.00                     | $585067.23              |

**Total Gross Subscriptions (Month):** $7694714.85

**Total Gross Redemptions (Month):** $72272775.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6100%           |
| 2026-01-05 | 3.6200%           |
| 2026-01-06 | 3.6100%           |
| 2026-01-07 | 3.6000%           |
| 2026-01-08 | 3.5800%           |
| 2026-01-09 | 3.5700%           |
| 2026-01-12 | 3.5300%           |
| 2026-01-13 | 3.5300%           |
| 2026-01-14 | 3.5300%           |
| 2026-01-15 | 3.5300%           |
| 2026-01-16 | 3.5300%           |
| 2026-01-20 | 3.5300%           |
| 2026-01-21 | 3.5300%           |
| 2026-01-22 | 3.5300%           |
| 2026-01-23 | 3.5300%           |
| 2026-01-26 | 3.5300%           |
| 2026-01-27 | 3.5300%           |
| 2026-01-28 | 3.5300%           |
| 2026-01-29 | 3.5300%           |
| 2026-01-30 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 50.7600%         | 0.0000%              |
| Non-financial corporation                           |  | 27.8300%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $56495305430.97

- **Number of Shares Outstanding:** 56507418253.5130

- **Expense Reimbursement/Waiver:** 65755.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $3104779043.50            | $2211044810.23          |
| 2026-01-05 | $2838246151.66            | $1212614794.20          |
| 2026-01-06 | $1680478788.02            | $1085221451.60          |
| 2026-01-07 | $1230728728.29            | $1714091154.34          |
| 2026-01-08 | $1500499666.28            | $1709812774.52          |
| 2026-01-09 | $1750229294.81            | $894418189.82           |
| 2026-01-12 | $1546591996.60            | $1990302446.88          |
| 2026-01-13 | $1012123418.78            | $1532061903.41          |
| 2026-01-14 | $734689208.51             | $1848335641.25          |
| 2026-01-15 | $2099624729.95            | $2087334283.20          |
| 2026-01-16 | $1432855862.59            | $1219414857.95          |
| 2026-01-20 | $3360955633.46            | $923100354.30           |
| 2026-01-21 | $807814298.99             | $2624037738.40          |
| 2026-01-22 | $2135277828.18            | $1475938251.61          |
| 2026-01-23 | $1032578472.58            | $2078760158.57          |
| 2026-01-26 | $1221095577.47            | $2384084763.34          |
| 2026-01-27 | $1735201961.84            | $1622373201.20          |
| 2026-01-28 | $1317696213.32            | $2077943193.58          |
| 2026-01-29 | $1164662179.15            | $1564170674.59          |
| 2026-01-30 | $3667802787.95            | $1908758995.47          |

**Total Gross Subscriptions (Month):** $35373931841.93

**Total Gross Redemptions (Month):** $34163819638.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6900%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.6900%           |
| 2026-01-07 | 3.6800%           |
| 2026-01-08 | 3.6600%           |
| 2026-01-09 | 3.6500%           |
| 2026-01-12 | 3.6100%           |
| 2026-01-13 | 3.6100%           |
| 2026-01-14 | 3.6100%           |
| 2026-01-15 | 3.6100%           |
| 2026-01-16 | 3.6100%           |
| 2026-01-20 | 3.6100%           |
| 2026-01-21 | 3.6100%           |
| 2026-01-22 | 3.6100%           |
| 2026-01-23 | 3.6100%           |
| 2026-01-26 | 3.6100%           |
| 2026-01-27 | 3.6100%           |
| 2026-01-28 | 3.6100%           |
| 2026-01-29 | 3.6100%           |
| 2026-01-30 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 5.6600%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.3000%          | 0.0000%              |
| Non-financial corporation                           |  | 32.9100%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $89771272.04

- **Number of Shares Outstanding:** 89794172.5500

- **Expense Reimbursement/Waiver:** 103.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $3129327.88               | $8478908.96             |
| 2026-01-05 | $1042988.17               | $1492584.65             |
| 2026-01-06 | $1762444.12               | $389417.56              |
| 2026-01-07 | $1062276.66               | $752908.09              |
| 2026-01-08 | $2075783.56               | $3222184.75             |
| 2026-01-09 | $1228616.74               | $1365826.01             |
| 2026-01-12 | $11164501.90              | $2357998.61             |
| 2026-01-13 | $2211500.05               | $238081.58              |
| 2026-01-14 | $414911.03                | $1461467.47             |
| 2026-01-15 | $867081.74                | $3857434.71             |
| 2026-01-16 | $2037639.17               | $1054781.96             |
| 2026-01-20 | $4974471.50               | $1362931.70             |
| 2026-01-21 | $2245540.16               | $1955633.52             |
| 2026-01-22 | $475378.84                | $3903822.05             |
| 2026-01-23 | $761369.74                | $1898748.21             |
| 2026-01-26 | $1866943.35               | $346297.36              |
| 2026-01-27 | $1971636.90               | $726670.06              |
| 2026-01-28 | $852759.39                | $425326.99              |
| 2026-01-29 | $1147986.69               | $3080797.44             |
| 2026-01-30 | $603695.95                | $2355780.75             |

**Total Gross Subscriptions (Month):** $41896853.54

**Total Gross Redemptions (Month):** $40727602.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.1400%           |
| 2026-01-05 | 3.1500%           |
| 2026-01-06 | 3.1400%           |
| 2026-01-07 | 3.1300%           |
| 2026-01-08 | 3.1100%           |
| 2026-01-09 | 3.1000%           |
| 2026-01-12 | 3.0600%           |
| 2026-01-13 | 3.0600%           |
| 2026-01-14 | 3.0600%           |
| 2026-01-15 | 3.0600%           |
| 2026-01-16 | 3.0600%           |
| 2026-01-20 | 3.0600%           |
| 2026-01-21 | 3.0600%           |
| 2026-01-22 | 3.0600%           |
| 2026-01-23 | 3.0600%           |
| 2026-01-26 | 3.0600%           |
| 2026-01-27 | 3.0600%           |
| 2026-01-28 | 3.0600%           |
| 2026-01-29 | 3.0600%           |
| 2026-01-30 | 3.0600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 41.6100%         | 0.0000%              |
| Retail investor           |  | 11.4600%         | 0.0000%              |

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1082388904.61

- **Number of Shares Outstanding:** 1082617586.3630

- **Expense Reimbursement/Waiver:** 1239.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $12496292.50              | $7267320.92             |
| 2026-01-05 | $3397472.60               | $8541963.61             |
| 2026-01-06 | $5110895.61               | $5703726.91             |
| 2026-01-07 | $13781555.83              | $8673654.26             |
| 2026-01-08 | $5248333.94               | $13087938.28            |
| 2026-01-09 | $13494809.03              | $3548323.16             |
| 2026-01-12 | $6956718.54               | $12999536.03            |
| 2026-01-13 | $9263387.23               | $8103766.38             |
| 2026-01-14 | $22352152.26              | $7710994.49             |
| 2026-01-15 | $11372365.27              | $20253703.59            |
| 2026-01-16 | $20348418.02              | $15669137.80            |
| 2026-01-20 | $6140830.98               | $17184483.77            |
| 2026-01-21 | $39438460.90              | $10969308.75            |
| 2026-01-22 | $13165343.12              | $35679298.19            |
| 2026-01-23 | $9948291.11               | $6400261.64             |
| 2026-01-26 | $15084260.07              | $27313715.55            |
| 2026-01-27 | $19191917.35              | $11720427.02            |
| 2026-01-28 | $9936630.53               | $4838497.55             |
| 2026-01-29 | $18242823.90              | $3128835.73             |
| 2026-01-30 | $5448992.10               | $15219882.49            |

**Total Gross Subscriptions (Month):** $260419950.89

**Total Gross Redemptions (Month):** $244014776.12

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3900%           |
| 2026-01-05 | 3.4000%           |
| 2026-01-06 | 3.3900%           |
| 2026-01-07 | 3.3800%           |
| 2026-01-08 | 3.3600%           |
| 2026-01-09 | 3.3500%           |
| 2026-01-12 | 3.3100%           |
| 2026-01-13 | 3.3100%           |
| 2026-01-14 | 3.3100%           |
| 2026-01-15 | 3.3100%           |
| 2026-01-16 | 3.3100%           |
| 2026-01-20 | 3.3100%           |
| 2026-01-21 | 3.3100%           |
| 2026-01-22 | 3.3100%           |
| 2026-01-23 | 3.3100%           |
| 2026-01-26 | 3.3100%           |
| 2026-01-27 | 3.3100%           |
| 2026-01-28 | 3.3100%           |
| 2026-01-29 | 3.3100%           |
| 2026-01-30 | 3.3100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 48.4300%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.9700%         | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1725129005.48

- **Number of Shares Outstanding:** 1725242561.2600

- **Expense Reimbursement/Waiver:** 730.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $27860399.26              | $62273.74               |
| 2026-01-05 | $20184252.72              | $120749.52              |
| 2026-01-06 | $1547298.57               | $2855658.12             |
| 2026-01-07 | $12888272.13              | $23498.17               |
| 2026-01-08 | $141503.75                | $18186657.18            |
| 2026-01-09 | $12551945.45              | $273143.88              |
| 2026-01-12 | $4359230.52               | $15789868.26            |
| 2026-01-13 | $402887.34                | $16802402.34            |
| 2026-01-14 | $168121.97                | $19457048.69            |
| 2026-01-15 | $237951.72                | $13736324.14            |
| 2026-01-16 | $4354163.89               | $98859.27               |
| 2026-01-20 | $409700.05                | $17404922.27            |
| 2026-01-21 | $8741147.47               | $116299.64              |
| 2026-01-22 | $1667326.63               | $454792.63              |
| 2026-01-23 | $7940163.53               | $140667.06              |
| 2026-01-26 | $1903085.52               | $910616.63              |
| 2026-01-27 | $92084.86                 | $3587461.16             |
| 2026-01-28 | $350923.23                | $2076448.45             |
| 2026-01-29 | $1233105195.78            | $105615.79              |
| 2026-01-30 | $388907.42                | $1694622.94             |

**Total Gross Subscriptions (Month):** $1339294561.81

**Total Gross Redemptions (Month):** $113897929.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.8200%           |
| 2026-01-05 | 2.8300%           |
| 2026-01-06 | 2.8200%           |
| 2026-01-07 | 2.8100%           |
| 2026-01-08 | 2.7900%           |
| 2026-01-09 | 2.7800%           |
| 2026-01-12 | 2.7400%           |
| 2026-01-13 | 2.7400%           |
| 2026-01-14 | 2.7400%           |
| 2026-01-15 | 2.7400%           |
| 2026-01-16 | 2.7400%           |
| 2026-01-20 | 2.7400%           |
| 2026-01-21 | 2.7400%           |
| 2026-01-22 | 2.7400%           |
| 2026-01-23 | 2.7400%           |
| 2026-01-26 | 2.7400%           |
| 2026-01-27 | 2.7400%           |
| 2026-01-28 | 2.7400%           |
| 2026-01-29 | 2.7400%           |
| 2026-01-30 | 2.7400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 25.9200%         | 0.0000%              |
| Depository institution or other banking institution |  | 71.2900%         | 0.0000%              |

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $153981334.45

- **Number of Shares Outstanding:** 154011453.2800

- **Expense Reimbursement/Waiver:** 239.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $3320747.67               | $11596095.04            |
| 2026-01-05 | $468011.55                | $390092.77              |
| 2026-01-06 | $12811446.28              | $2558829.62             |
| 2026-01-07 | $18040633.25              | $975322.98              |
| 2026-01-08 | $2375666.76               | $2688162.08             |
| 2026-01-09 | $5639559.64               | $365002.30              |
| 2026-01-12 | $1800963.89               | $11167549.90            |
| 2026-01-13 | $8267143.84               | $8973429.07             |
| 2026-01-14 | $2315384.22               | $11049573.77            |
| 2026-01-15 | $164040.70                | $32672148.95            |
| 2026-01-16 | $13598016.03              | $2076503.87             |
| 2026-01-20 | $7044982.12               | $8633982.79             |
| 2026-01-21 | $11784197.19              | $1375992.75             |
| 2026-01-22 | $974211.65                | $9028778.03             |
| 2026-01-23 | $8105524.00               | $5696359.32             |
| 2026-01-26 | $3223093.09               | $8373336.56             |
| 2026-01-27 | $11605403.54              | $505591.03              |
| 2026-01-28 | $3193.50                  | $41893651.68            |
| 2026-01-29 | $1183458.44               | $7009041.45             |
| 2026-01-30 | $5857853.96               | $14214223.65            |

**Total Gross Subscriptions (Month):** $118583531.32

**Total Gross Redemptions (Month):** $181243667.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5300%           |
| 2026-01-05 | 3.5400%           |
| 2026-01-06 | 3.5300%           |
| 2026-01-07 | 3.5200%           |
| 2026-01-08 | 3.5000%           |
| 2026-01-09 | 3.4900%           |
| 2026-01-12 | 3.4500%           |
| 2026-01-13 | 3.4500%           |
| 2026-01-14 | 3.4500%           |
| 2026-01-15 | 3.4500%           |
| 2026-01-16 | 3.4500%           |
| 2026-01-20 | 3.4500%           |
| 2026-01-21 | 3.4500%           |
| 2026-01-22 | 3.4500%           |
| 2026-01-23 | 3.4500%           |
| 2026-01-26 | 3.4500%           |
| 2026-01-27 | 3.4500%           |
| 2026-01-28 | 3.4500%           |
| 2026-01-29 | 3.4500%           |
| 2026-01-30 | 3.4500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 38.8100%         | 0.0000%              |
| Depository institution or other banking institution |  | 43.5300%         | 0.0000%              |

### Class: Corporate

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $254805109.08

- **Number of Shares Outstanding:** 254842681.2700

- **Expense Reimbursement/Waiver:** 252.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $8242579.16               | $0.00                   |
| 2026-01-05 | $20845000.00              | $7.24                   |
| 2026-01-06 | $10800000.00              | $24999.99               |
| 2026-01-07 | $341657.74                | $2500000.00             |
| 2026-01-08 | $0.00                     | $3071000.00             |
| 2026-01-09 | $1605000.00               | $7465.00                |
| 2026-01-12 | $2370000.00               | $0.00                   |
| 2026-01-13 | $805000.00                | $104533.31              |
| 2026-01-14 | $0.00                     | $12719996.36            |
| 2026-01-15 | $0.00                     | $1262442.35             |
| 2026-01-16 | $704400.00                | $1060930.62             |
| 2026-01-20 | $3400000.00               | $1072000.00             |
| 2026-01-21 | $2445600.00               | $20811.48               |
| 2026-01-22 | $39000.00                 | $3057.73                |
| 2026-01-23 | $19082000.00              | $2065000.00             |
| 2026-01-26 | $6950000.00               | $10185200.00            |
| 2026-01-27 | $12492800.00              | $0.00                   |
| 2026-01-28 | $1649993.35               | $653573.34              |
| 2026-01-29 | $15000000.00              | $754000.00              |
| 2026-01-30 | $652400.00                | $23139.38               |

**Total Gross Subscriptions (Month):** $107425430.25

**Total Gross Redemptions (Month):** $35528156.80

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6600%           |
| 2026-01-05 | 3.6700%           |
| 2026-01-06 | 3.6600%           |
| 2026-01-07 | 3.6500%           |
| 2026-01-08 | 3.6300%           |
| 2026-01-09 | 3.6200%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5800%           |
| 2026-01-14 | 3.5800%           |
| 2026-01-15 | 3.5800%           |
| 2026-01-16 | 3.5800%           |
| 2026-01-20 | 3.5800%           |
| 2026-01-21 | 3.5800%           |
| 2026-01-22 | 3.5800%           |
| 2026-01-23 | 3.5800%           |
| 2026-01-26 | 3.5800%           |
| 2026-01-27 | 3.5800%           |
| 2026-01-28 | 3.5800%           |
| 2026-01-29 | 3.5800%           |
| 2026-01-30 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 46.6400%         | 0.0000%              |
| Non-financial corporation                           |  | 51.0100%         | 0.0000%              |

### Class: CAVU Securities

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $12849859732.77

- **Number of Shares Outstanding:** 12852863791.3600

- **Expense Reimbursement/Waiver:** 13940.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $834288761.25             | $2498091031.97          |
| 2026-01-05 | $394999493.49             | $570572963.79           |
| 2026-01-06 | $692456130.00             | $644989324.17           |
| 2026-01-07 | $142003964.09             | $803337844.17           |
| 2026-01-08 | $144459218.75             | $759280558.35           |
| 2026-01-09 | $326273164.75             | $188886389.75           |
| 2026-01-12 | $227355035.86             | $229600650.50           |
| 2026-01-13 | $594747088.00             | $321295658.20           |
| 2026-01-14 | $265484839.00             | $333067099.78           |
| 2026-01-15 | $395368000.00             | $413075669.00           |
| 2026-01-16 | $79373466.00              | $715130900.00           |
| 2026-01-20 | $1257527584.00            | $542630642.25           |
| 2026-01-21 | $431747110.00             | $262829885.65           |
| 2026-01-22 | $332018055.50             | $325283000.00           |
| 2026-01-23 | $128710769.00             | $800338460.28           |
| 2026-01-26 | $229834652.40             | $561503647.32           |
| 2026-01-27 | $557494779.00             | $552461114.22           |
| 2026-01-28 | $2333514529.00            | $314812578.37           |
| 2026-01-29 | $290782428.93             | $730297161.39           |
| 2026-01-30 | $421581229.00             | $278594347.22           |

**Total Gross Subscriptions (Month):** $10080020298.02

**Total Gross Redemptions (Month):** $11846078926.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6900%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.6900%           |
| 2026-01-07 | 3.6800%           |
| 2026-01-08 | 3.6600%           |
| 2026-01-09 | 3.6500%           |
| 2026-01-12 | 3.6100%           |
| 2026-01-13 | 3.6100%           |
| 2026-01-14 | 3.6100%           |
| 2026-01-15 | 3.6100%           |
| 2026-01-16 | 3.6100%           |
| 2026-01-20 | 3.6100%           |
| 2026-01-21 | 3.6100%           |
| 2026-01-22 | 3.6100%           |
| 2026-01-23 | 3.6100%           |
| 2026-01-26 | 3.6100%           |
| 2026-01-27 | 3.6100%           |
| 2026-01-28 | 3.6100%           |
| 2026-01-29 | 3.6100%           |
| 2026-01-30 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 30.9300%         | 0.0000%              |
| Non-financial corporation                           |  | 32.6800%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $2564327169.01

- **Number of Shares Outstanding:** 2564734568.2100

- **Expense Reimbursement/Waiver:** 3110.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1524146352.76            | $1000000000.00          |
| 2026-01-05 | $1274712311.00            | $1523000000.00          |
| 2026-01-06 | $2489000000.00            | $1257000000.00          |
| 2026-01-07 | $2763000000.00            | $2537000000.00          |
| 2026-01-08 | $926000000.00             | $2773000000.00          |
| 2026-01-09 | $2162000000.00            | $1051000000.00          |
| 2026-01-12 | $1103000000.00            | $2162000000.00          |
| 2026-01-13 | $2076000000.00            | $1096000000.00          |
| 2026-01-14 | $1271000000.00            | $2056000000.00          |
| 2026-01-15 | $1535000000.00            | $1376000000.00          |
| 2026-01-16 | $943780261.00             | $1535000000.00          |
| 2026-01-20 | $2749000000.00            | $926000000.00           |
| 2026-01-21 | $2661000000.00            | $2619000000.00          |
| 2026-01-22 | $1826796665.46            | $2589000000.00          |
| 2026-01-23 | $1318000000.00            | $1786000000.00          |
| 2026-01-26 | $1961000000.00            | $1327384011.17          |
| 2026-01-27 | $1562000000.00            | $1985752527.49          |
| 2026-01-28 | $1192000000.00            | $1562000000.00          |
| 2026-01-29 | $1065000000.00            | $1217000000.00          |
| 2026-01-30 | $1471000000.00            | $1129000000.00          |

**Total Gross Subscriptions (Month):** $33873435590.22

**Total Gross Redemptions (Month):** $33507136538.66

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7300%           |
| 2026-01-05 | 3.7300%           |
| 2026-01-06 | 3.7300%           |
| 2026-01-07 | 3.7200%           |
| 2026-01-08 | 3.7000%           |
| 2026-01-09 | 3.6900%           |
| 2026-01-12 | 3.6500%           |
| 2026-01-13 | 3.6500%           |
| 2026-01-14 | 3.6500%           |
| 2026-01-15 | 3.6500%           |
| 2026-01-16 | 3.6500%           |
| 2026-01-20 | 3.6500%           |
| 2026-01-21 | 3.6500%           |
| 2026-01-22 | 3.6500%           |
| 2026-01-23 | 3.6500%           |
| 2026-01-26 | 3.6500%           |
| 2026-01-27 | 3.6500%           |
| 2026-01-28 | 3.6500%           |
| 2026-01-29 | 3.6500%           |
| 2026-01-30 | 3.6500%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 57.6300%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 42.0400%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ARK83, C.4 - ISIN: US3130ARK836, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35011874.45
- **C.18.a - Value (excl. sponsor support):** $35011874.45
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193093504.60
- **C.18.a - Value (excl. sponsor support):** $193093504.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73B8, C.4 - ISIN: US3130B73B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143984492.60
- **C.18.a - Value (excl. sponsor support):** $143984492.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205143485.70
- **C.18.a - Value (excl. sponsor support):** $205143485.70
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BA1, C.4 - ISIN: US3130B7BA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123013854.70
- **C.18.a - Value (excl. sponsor support):** $123013854.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95S5, C.4 - ISIN: US3130B95S59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99998644.00
- **C.18.a - Value (excl. sponsor support):** $99998644.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $171950120.00
- **C.18.a - Value (excl. sponsor support):** $171950120.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $66961140.00
- **C.18.a - Value (excl. sponsor support):** $66961140.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $473342117.00
- **C.18.a - Value (excl. sponsor support):** $473342117.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5A4, C.4 - ISIN: US3133EN5A42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30155258.10
- **C.18.a - Value (excl. sponsor support):** $30155258.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-27
- **C.13 - Final Legal Maturity Date:** 2027-12-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENV49, C.4 - ISIN: US3133ENV499, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12909269.98
- **C.18.a - Value (excl. sponsor support):** $12909269.98
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-25
- **C.13 - Final Legal Maturity Date:** 2027-10-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4L6, C.4 - ISIN: US3133EP4L60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28002437.68
- **C.18.a - Value (excl. sponsor support):** $28002437.68
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55055327.80
- **C.18.a - Value (excl. sponsor support):** $55055327.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186163486.60
- **C.18.a - Value (excl. sponsor support):** $186163486.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $204207141.60
- **C.18.a - Value (excl. sponsor support):** $204207141.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $197160604.30
- **C.18.a - Value (excl. sponsor support):** $197160604.30
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **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):** $19009850.36
- **C.18.a - Value (excl. sponsor support):** $19009850.36
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19006862.80
- **C.18.a - Value (excl. sponsor support):** $19006862.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $107067131.80
- **C.18.a - Value (excl. sponsor support):** $107067131.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47014167.68
- **C.18.a - Value (excl. sponsor support):** $47014167.68
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175070098.00
- **C.18.a - Value (excl. sponsor support):** $175070098.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $192087139.20
- **C.18.a - Value (excl. sponsor support):** $192087139.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $456302195.80
- **C.18.a - Value (excl. sponsor support):** $456302195.80
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465233183.60
- **C.18.a - Value (excl. sponsor support):** $465233183.60
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZU8, C.4 - ISIN: US3133ERZU85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $382878048.40
- **C.18.a - Value (excl. sponsor support):** $382878048.40
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $147543391.60
- **C.18.a - Value (excl. sponsor support):** $147543391.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38997115.17
- **C.18.a - Value (excl. sponsor support):** $38997115.17
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $470907645.20
- **C.18.a - Value (excl. sponsor support):** $470907645.20
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3D7, C.4 - ISIN: US3133ET3D71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4006480.00
- **C.18.a - Value (excl. sponsor support):** $4006480.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3V7, C.4 - ISIN: US3133ET3V79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96133440.00
- **C.18.a - Value (excl. sponsor support):** $96133440.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89997741.00
- **C.18.a - Value (excl. sponsor support):** $89997741.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $84997189.90
- **C.18.a - Value (excl. sponsor support):** $84997189.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5H6, C.4 - ISIN: US3133ET5H67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109996319.40
- **C.18.a - Value (excl. sponsor support):** $109996319.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $259998356.80
- **C.18.a - Value (excl. sponsor support):** $259998356.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100073881.00
- **C.18.a - Value (excl. sponsor support):** $100073881.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **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):** $687467111.90
- **C.18.a - Value (excl. sponsor support):** $687467111.90
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $84093332.40
- **C.18.a - Value (excl. sponsor support):** $84093332.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35990485.92
- **C.18.a - Value (excl. sponsor support):** $35990485.92
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34021190.50
- **C.18.a - Value (excl. sponsor support):** $34021190.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65004188.60
- **C.18.a - Value (excl. sponsor support):** $65004188.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150074149.50
- **C.18.a - Value (excl. sponsor support):** $150074149.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $434956191.20
- **C.18.a - Value (excl. sponsor support):** $434956191.20
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55029004.80
- **C.18.a - Value (excl. sponsor support):** $55029004.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209977366.20
- **C.18.a - Value (excl. sponsor support):** $209977366.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ59, C.4 - ISIN: US3133ETQ595, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $104990955.30
- **C.18.a - Value (excl. sponsor support):** $104990955.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-05
- **C.13 - Final Legal Maturity Date:** 2027-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429884029.00
- **C.18.a - Value (excl. sponsor support):** $429884029.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $520367421.60
- **C.18.a - Value (excl. sponsor support):** $520367421.60
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79996376.00
- **C.18.a - Value (excl. sponsor support):** $79996376.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123984919.10
- **C.18.a - Value (excl. sponsor support):** $123984919.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVH7, C.4 - ISIN: US3133ETVH76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429956346.40
- **C.18.a - Value (excl. sponsor support):** $429956346.40
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-27
- **C.13 - Final Legal Maturity Date:** 2027-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100027757.00
- **C.18.a - Value (excl. sponsor support):** $100027757.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110470977.20
- **C.18.a - Value (excl. sponsor support):** $110470977.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $549931283.00
- **C.18.a - Value (excl. sponsor support):** $549931283.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $53999618.76
- **C.18.a - Value (excl. sponsor support):** $53999618.76
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34017444.38
- **C.18.a - Value (excl. sponsor support):** $34017444.38
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $296131427.00
- **C.18.a - Value (excl. sponsor support):** $296131427.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $263752278.20
- **C.18.a - Value (excl. sponsor support):** $263752278.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $7002934.61
- **C.18.a - Value (excl. sponsor support):** $7002934.61
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $82046568.62
- **C.18.a - Value (excl. sponsor support):** $82046568.62
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $249969595.00
- **C.18.a - Value (excl. sponsor support):** $249969595.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $185065767.50
- **C.18.a - Value (excl. sponsor support):** $185065767.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $586455638.40
- **C.18.a - Value (excl. sponsor support):** $586455638.40
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $250475402.50
- **C.18.a - Value (excl. sponsor support):** $250475402.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $300242592.00
- **C.18.a - Value (excl. sponsor support):** $300242592.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $264891615.00
- **C.18.a - Value (excl. sponsor support):** $264891615.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $299971839.00
- **C.18.a - Value (excl. sponsor support):** $299971839.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $170058078.80
- **C.18.a - Value (excl. sponsor support):** $170058078.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.785000%
- **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):** $403280169.60
- **C.18.a - Value (excl. sponsor support):** $403280169.60
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $143065475.40
- **C.18.a - Value (excl. sponsor support):** $143065475.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **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):** $103048246.20
- **C.18.a - Value (excl. sponsor support):** $103048246.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $337081914.80
- **C.18.a - Value (excl. sponsor support):** $337081914.80
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **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):** $105089022.20
- **C.18.a - Value (excl. sponsor support):** $105089022.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **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):** $832731528.60
- **C.18.a - Value (excl. sponsor support):** $832731528.60
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $374997056.30
- **C.18.a - Value (excl. sponsor support):** $374997056.30
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $615000000.00
- **C.18.a - Value (excl. sponsor support):** $615000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Notes 3.613000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $19125000.00
- **C.18.a - Value (excl. sponsor support):** $19125000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 78: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $750000.00
- **C.18.a - Value (excl. sponsor support):** $750000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 79: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4222222.26
- **C.18.a - Value (excl. sponsor support):** $4222222.26
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 80: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1250000.10
- **C.18.a - Value (excl. sponsor support):** $1250000.10
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 81: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $27272727.78
- **C.18.a - Value (excl. sponsor support):** $27272727.78
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 82: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2550000.00
- **C.18.a - Value (excl. sponsor support):** $2550000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 83: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XS1, C.4 - ISIN: US690353XS10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4472000.00
- **C.18.a - Value (excl. sponsor support):** $4472000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 84: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $434260295.60
- **C.18.a - Value (excl. sponsor support):** $434260295.60
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $368322357.10
- **C.18.a - Value (excl. sponsor support):** $368322357.10
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1314448049.00
- **C.18.a - Value (excl. sponsor support):** $1314448049.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $486054904.50
- **C.18.a - Value (excl. sponsor support):** $486054904.50
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1649506106.00
- **C.18.a - Value (excl. sponsor support):** $1649506106.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1273727474.00
- **C.18.a - Value (excl. sponsor support):** $1273727474.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **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):** $351342579.00
- **C.18.a - Value (excl. sponsor support):** $351342579.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.773000%
- **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):** $150188044.50
- **C.18.a - Value (excl. sponsor support):** $150188044.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 3.690000%
- **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: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $885000000.00
- **C.18.a - Value (excl. sponsor support):** $885000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 5.0000%  | 0.0000% | $1375000.00        | $3443.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-11-01      | 8.5000%  | 0.0000% | $4881781.00        | $124.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-01-01      | 8.0000%  | 0.0000% | $884138.00         | $367.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 7.0000%  | 0.0000% | $1027150.00        | $500.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-02-01      | 2.5000%  | 0.0000% | $100000.00         | $3978.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 3.5000%  | 0.0000% | $10000.00          | $170.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-06-01      | 7.0000%  | 0.0000% | $59806.00          | $122.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 6.0000%  | 0.0000% | $249976.00         | $163.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 5.0000%  | 0.0000% | $25000.00          | $1.35              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-01      | 6.4480%  | 0.0000% | $1000000.00        | $1119.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 6.4730%  | 0.0000% | $5415.00           | $1.81              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 6.2130%  | 0.0000% | $110000.00         | $649.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-01-01      | 6.8700%  | 0.0000% | $101025.00         | $733.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $2000.00           | $88.29             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-08-01      | 3.0000%  | 0.0000% | $15000.00          | $1713.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $69.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $59.38             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-10-01      | 3.0000%  | 0.0000% | $30000.00          | $1526.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.0000%  | 0.0000% | $15000.00          | $1334.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.0000%  | 0.0000% | $2000.00           | $221.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 3.5000%  | 0.0000% | $11000.00          | $879.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 2.0000%  | 0.0000% | $18962.00          | $2795.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $8000.00           | $685.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $78.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 3.5000%  | 0.0000% | $11000.00          | $819.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $7000.00           | $595.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-03-01      | 7.3740%  | 0.0000% | $175000.00         | $199.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 4.0000%  | 0.0000% | $10000.00          | $851.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-02-01      | 6.5000%  | 0.0000% | $1083071.00        | $2979.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-02-01      | 3.0000%  | 0.0000% | $13000.00          | $1879.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-02-01      | 3.5000%  | 0.0000% | $2000.00           | $6.20              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.5340%  | 0.0000% | $100000.00         | $2770.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5130%  | 0.0000% | $1094000.00        | $2115.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-11-01      | 6.5530%  | 0.0000% | $333000.00         | $3995.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 6.2720%  | 0.0000% | $125000.00         | $571.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $1250000.00        | $2010.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 8.0000%  | 0.0000% | $750000.00         | $179.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $18000.00          | $507.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $15000.00          | $513.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-11-01      | 6.4000%  | 0.0000% | $76086274.00       | $2090.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-11-01      | 6.2830%  | 0.0000% | $1350000.00        | $846.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 6.4790%  | 0.0000% | $2000000.00        | $3174.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-12-01      | 6.2450%  | 0.0000% | $104847.00         | $1379.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-09-01      | 6.4150%  | 0.0000% | $124000.00         | $4084.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-04-01      | 6.3920%  | 0.0000% | $196000.00         | $674.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-01-01      | 6.5660%  | 0.0000% | $161000.00         | $3285.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 6.2720%  | 0.0000% | $267000.00         | $4839.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $6000.00           | $1373.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $2000.00           | $177.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $13000.00          | $1606.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 6.5000%  | 0.0000% | $42315.00          | $421.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 5.5000%  | 0.0000% | $269213.00         | $1454.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 6.5000%  | 0.0000% | $25000.00          | $535.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-05-01      | 6.0000%  | 0.0000% | $25000.00          | $318.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.5000%  | 0.0000% | $88193.00          | $617.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $517000.00         | $953.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 6.0000%  | 0.0000% | $100259.00         | $728.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5000%  | 0.0000% | $70002.00          | $148.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5000%  | 0.0000% | $916836.00         | $1761.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $85000.00          | $3883.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 6.5000%  | 0.0000% | $52933.00          | $309.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-08-01      | 6.5000%  | 0.0000% | $1010000.00        | $2174.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-05-01      | 5.5000%  | 0.0000% | $135000.00         | $1477.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-05-01      | 5.5000%  | 0.0000% | $126624.00         | $1931.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 6.5000%  | 0.0000% | $54859.00          | $324.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-05-01      | 4.0000%  | 0.0000% | $87000.00          | $794.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $108.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-06-01      | 5.5000%  | 0.0000% | $175000.00         | $3124.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.5000%  | 0.0000% | $8000.00           | $466.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 6.5000%  | 0.0000% | $109000.00         | $16.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 6.5000%  | 0.0000% | $389629.00         | $318.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-08-01      | 6.5000%  | 0.0000% | $750547.00         | $171.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-10-01      | 7.5000%  | 0.0000% | $506572.00         | $349.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 7.0000%  | 0.0000% | $606999.00         | $3037.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-02-01      | 7.0000%  | 0.0000% | $395188.00         | $182.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1004142.00        | $4449.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $587703.00         | $209.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 6.5000%  | 0.0000% | $58460.00          | $249.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 7.0000%  | 0.0000% | $900720.00         | $1053.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-11-01      | 6.5000%  | 0.0000% | $132234.00         | $121.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $55832.00          | $383.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-01-01      | 5.0000%  | 0.0000% | $187854.00         | $757.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-02-01      | 6.0000%  | 0.0000% | $250025.00         | $464.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-03-01      | 5.5000%  | 0.0000% | $1330447.00        | $2280.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-02-01      | 7.0000%  | 0.0000% | $3259879.00        | $3790.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $294.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-12-01      | 2.0000%  | 0.0000% | $10024.00          | $1051.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 2.5000%  | 0.0000% | $2225.00           | $480.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 3.5000%  | 0.0000% | $4000.00           | $625.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $17067.00          | $3698.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $323.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $27000.00          | $954.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 5.0000%  | 0.0000% | $75000.00          | $4610.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 3.0000%  | 0.0000% | $3000.00           | $298.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-02-01      | 3.5000%  | 0.0000% | $5000.00           | $396.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 5.9000%  | 0.0000% | $25000.00          | $740.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-08-01      | 6.3700%  | 0.0000% | $14000.00          | $556.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 6.5000%  | 0.0000% | $1035127.00        | $645.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-01-01      | 6.5000%  | 0.0000% | $67586.00          | $77.68             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 6.5000%  | 0.0000% | $499951.00         | $777.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 7.5000%  | 0.0000% | $2500100.00        | $3006.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-12-01      | 6.0000%  | 0.0000% | $602705.00         | $1427.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-01-01      | 7.0000%  | 0.0000% | $33000.00          | $1.49              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-10-01      | 7.0000%  | 0.0000% | $1510000.00        | $247.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 6.5000%  | 0.0000% | $457210.00         | $302.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 6.5000%  | 0.0000% | $30000.00          | $16.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 6.5000%  | 0.0000% | $27500.00          | $14.50             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-04-01      | 6.5000%  | 0.0000% | $4317805.00        | $2054.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 6.5000%  | 0.0000% | $519144.00         | $350.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 7.0000%  | 0.0000% | $2200000.00        | $914.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-01-01      | 7.0000%  | 0.0000% | $8986247.00        | $4586.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 7.0000%  | 0.0000% | $11000000.00       | $2149.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-03-01      | 7.5000%  | 0.0000% | $3977488.00        | $1048.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 7.0000%  | 0.0000% | $7443079.00        | $2922.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.5000%  | 0.0000% | $176311.00         | $86.94             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 7.5000%  | 0.0000% | $500000.00         | $185.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $536.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 5.5000%  | 0.0000% | $176500.00         | $2433.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-04-01      | 6.5000%  | 0.0000% | $838500.00         | $6.06              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-05-01      | 7.5000%  | 0.0000% | $3000000.00        | $20.98             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 4.0000%  | 0.0000% | $700000.00         | $846.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-06-01      | 5.0000%  | 0.0000% | $1555275.00        | $2097.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 3.0000%  | 0.0000% | $53690.00          | $4912.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-09-01      | 3.5000%  | 0.0000% | $20068.00          | $2153.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.5000%  | 0.0000% | $27497.00          | $2174.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 4.0000%  | 0.0000% | $23997.00          | $2555.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $29000.00          | $3151.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-12-01      | 6.5000%  | 0.0000% | $323400.00         | $2206.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-12-01      | 6.5000%  | 0.0000% | $26214.00          | $0.84              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-01-01      | 6.5000%  | 0.0000% | $19440000.00       | $1336.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-04-01      | 7.5000%  | 0.0000% | $1636794.00        | $136.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-04-01      | 7.5000%  | 0.0000% | $10930.00          | $0.96              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 7.0000%  | 0.0000% | $1608816.00        | $494.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 6.5000%  | 0.0000% | $8983725.00        | $2842.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-03-01      | 7.5000%  | 0.0000% | $10966265.00       | $1657.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 7.5000%  | 0.0000% | $7607968.00        | $2814.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1042346.00        | $505.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 7.0000%  | 0.0000% | $947177.00         | $2312.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 7.0000%  | 0.0000% | $3847.00           | $2.86              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 5.5000%  | 0.0000% | $167130.00         | $915.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 6.0000%  | 0.0000% | $261785.00         | $1004.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 5.5000%  | 0.0000% | $6176.00           | $57.59             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 5.5000%  | 0.0000% | $10000.00          | $73.60             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 7.5000%  | 0.0000% | $225450.00         | $2203.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 5.5000%  | 0.0000% | $825000.00         | $4840.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 6.0000%  | 0.0000% | $203710.00         | $1409.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-12-01      | 5.5000%  | 0.0000% | $3000.00           | $19.87             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 6.5000%  | 0.0000% | $49000.00          | $408.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-07-01      | 5.5000%  | 0.0000% | $135560.00         | $1085.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 6.5000%  | 0.0000% | $734667.00         | $2955.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-07-01      | 5.5000%  | 0.0000% | $90000.00          | $1854.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.5000%  | 0.0000% | $21000.00          | $98.25             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 6.0000%  | 0.0000% | $89469.00          | $1625.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 5.5000%  | 0.0000% | $250000.00         | $4877.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 5.5000%  | 0.0000% | $316560.00         | $3828.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-07-01      | 6.0000%  | 0.0000% | $230000.00         | $3063.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-10-01      | 6.0000%  | 0.0000% | $7000.00           | $129.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-04-01      | 3.0000%  | 0.0000% | $21170.00          | $2225.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $30742.00          | $649.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $115.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $3334.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 5.5000%  | 0.0000% | $72516.00          | $724.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 5.5000%  | 0.0000% | $10000.00          | $133.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-09-01      | 4.0000%  | 0.0000% | $117000.00         | $4780.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $3000.00           | $132.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $126.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 6.5000%  | 0.0000% | $50000.00          | $547.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.5000%  | 0.0000% | $253235.00         | $2300.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 7.0000%  | 0.0000% | $41467.00          | $423.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.5000%  | 0.0000% | $2000.00           | $176.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 4.5000%  | 0.0000% | $1000.00           | $136.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 3.0000%  | 0.0000% | $3000.00           | $418.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-05-01      | 3.5000%  | 0.0000% | $27000.00          | $2780.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-05-01      | 4.5000%  | 0.0000% | $2000.00           | $218.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $14000.00          | $2141.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.0000%  | 0.0000% | $20000.00          | $4189.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 3.0000%  | 0.0000% | $12000.00          | $1809.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $26000.00          | $2139.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-04-01      | 4.0000%  | 0.0000% | $1340688.00        | $370.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 4.5000%  | 0.0000% | $680000.00         | $563.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.0000%  | 0.0000% | $1150000.00        | $807.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $155000.00         | $188.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-07-01      | 4.0000%  | 0.0000% | $950000.00         | $1081.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-07-01      | 4.5000%  | 0.0000% | $205000.00         | $0.19              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $47000.00          | $1.65              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-10-01      | 4.5000%  | 0.0000% | $440000.00         | $1029.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $1.92              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 4.0000%  | 0.0000% | $1115244.00        | $2471.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 4.0000%  | 0.0000% | $189143.00         | $84.80             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 4.0000%  | 0.0000% | $10000000.00       | $1188.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 3.0000%  | 0.0000% | $20000.00          | $1807.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-01      | 3.0000%  | 0.0000% | $12000.00          | $1310.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.0000%  | 0.0000% | $5000.00           | $553.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1073.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 3.5000%  | 0.0000% | $34055.00          | $2721.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 3.5000%  | 0.0000% | $3000.00           | $236.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-02-25      | 5.0000%  | 0.0000% | $675000.00         | $2.30              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-01-01      | 6.5000%  | 0.0000% | $1514114.00        | $1757.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-08-01      | 3.5000%  | 0.0000% | $1021.00           | $184.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.0000%  | 0.0000% | $2000.00           | $304.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 5.0000%  | 0.0000% | $2467362.00        | $1562.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.5000%  | 0.0000% | $27000.00          | $2438.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $2000.00           | $161.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 5.0000%  | 0.0000% | $31690.00          | $2556.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $29000.00          | $2014.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $18000.00          | $1067.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $34000.00          | $3172.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $89.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 3.5000%  | 0.0000% | $22000.00          | $2727.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $203.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 3.5000%  | 0.0000% | $14000.00          | $2797.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-09-01      | 3.0000%  | 0.0000% | $1000.00           | $121.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 3.0000%  | 0.0000% | $9000.00           | $1429.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 3.5000%  | 0.0000% | $5000.00           | $1015.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-07-01      | 3.5000%  | 0.0000% | $4000.00           | $2307.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1194.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 3.5000%  | 0.0000% | $8000.00           | $4998.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 3.5000%  | 0.0000% | $6000.00           | $2679.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-05-01      | 3.5000%  | 0.0000% | $2926.00           | $2376.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-08-01      | 2.0000%  | 0.0000% | $12000.00          | $4707.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-12-01      | 2.5000%  | 0.0000% | $3310.00           | $2028.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 5.0000%  | 0.0000% | $42289.00          | $4506.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-03-01      | 4.0000%  | 0.0000% | $2380.00           | $715.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1420.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 3.0000%  | 0.0000% | $5000.00           | $3846.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 5.5000%  | 0.0000% | $4297.00           | $3396.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3506.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $860.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.5000%  | 0.0000% | $5000.00           | $4525.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.5000%  | 0.0000% | $31000.00          | $2763.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $11000.00          | $1116.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.5000%  | 0.0000% | $33000.00          | $4292.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.5000%  | 0.0000% | $15993.00          | $2030.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 4.0000%  | 0.0000% | $29000.00          | $4184.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $20000.00          | $3557.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 4.0000%  | 0.0000% | $14501.00          | $2051.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.5000%  | 0.0000% | $13000.00          | $2582.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 4.0000%  | 0.0000% | $1493.00           | $326.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $19000.00          | $4680.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 4.0000%  | 0.0000% | $13000.00          | $2650.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $7000.00           | $4526.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.0000%  | 0.0000% | $7000.00           | $3864.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1302.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1574.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 4.0000%  | 0.0000% | $4000.00           | $3600.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1778.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1505.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1819.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 3.5000%  | 0.0000% | $3000.00           | $2623.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $799.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $5000.00           | $3328.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-08-01      | 3.0000%  | 0.0000% | $200000.00         | $3251.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-05-01      | 3.0000%  | 0.0000% | $150000.00         | $1816.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-03-01      | 3.0000%  | 0.0000% | $280000.00         | $3076.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-12-01      | 3.0000%  | 0.0000% | $25000.00          | $4880.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.0000%  | 0.0000% | $475121.00         | $3220.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $147.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $7581.00           | $2733.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.5000%  | 0.0000% | $2110.00           | $1857.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $817.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.0000%  | 0.0000% | $3295.00           | $2048.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2914.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.0000%  | 0.0000% | $8590.00           | $4105.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $725.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $737.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 7.0000%  | 0.0000% | $2060.00           | $1636.15           | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2030-06-03      | 1.7400%  | 0.0000% | $4000.00           | $3681.97           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 1.5000%  | 0.0000% | $5000.00           | $2725.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.0000%  | 0.0000% | $3245.00           | $2205.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2778.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1424.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3609.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 5.0000%  | 0.0000% | $2965.00           | $2557.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1158.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 3.5000%  | 0.0000% | $33750.00          | $2043.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 6.0000%  | 0.0000% | $2193.00           | $2228.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 6.3600%  | 0.0000% | $440000.00         | $1791.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-01-01      | 5.8480%  | 0.0000% | $1000000.00        | $2105.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 4.6630%  | 0.0000% | $10000000.00       | $2640.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 6.2500%  | 0.0000% | $675000.00         | $4639.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 6.4650%  | 0.0000% | $100000.00         | $507.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 6.2500%  | 0.0000% | $1100000.00        | $4929.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-10-01      | 6.1060%  | 0.0000% | $140000.00         | $1365.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 5.8920%  | 0.0000% | $220000.00         | $2157.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 6.5000%  | 0.0000% | $220000.00         | $1695.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.1750%  | 0.0000% | $225000.00         | $11.47             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 4.3020%  | 0.0000% | $19660000.00       | $2569.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 4.1750%  | 0.0000% | $900000.00         | $16.64             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $103.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-05-01      | 4.8500%  | 0.0000% | $534325.00         | $56.36             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 4.6700%  | 0.0000% | $4000000.00        | $1551.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $14000.00          | $78.02             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-25      | 4.0000%  | 0.0000% | $14791000.00       | $2768598.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 2.5000%  | 0.0000% | $1837000.00        | $1526952.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-04-25      | 1.2500%  | 0.0000% | $125000.00         | $1017.57           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 3.0000%  | 0.0000% | $850000.00         | $131.79            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-02-25      | 2.7020%  | 0.0000% | $282333.00         | $31541.68          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 5.1973%  | 0.0000% | $33034560.00       | $15637391.39       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $300000.00         | $2782.28           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $400000.00         | $4156.28           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2028-11-01      | 6.5000%  | 0.0000% | $2000000.00        | $743.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-12-01      | 7.0000%  | 0.0000% | $306852.00         | $150.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 7.0000%  | 0.0000% | $206655.00         | $43.87             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 6.0000%  | 0.0000% | $50000.00          | $129.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 6.5000%  | 0.0000% | $488044.00         | $798.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 7.0000%  | 0.0000% | $500000.00         | $324.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 6.5000%  | 0.0000% | $5918000.00        | $2690.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 7.5000%  | 0.0000% | $2461000.00        | $879.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 7.5000%  | 0.0000% | $5488788.00        | $1665.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 7.5000%  | 0.0000% | $5062579.00        | $1408.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 7.5000%  | 0.0000% | $2946581.00        | $770.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 8.5000%  | 0.0000% | $1560581.00        | $2283.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-01      | 6.5000%  | 0.0000% | $275000.00         | $337.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 5.5000%  | 0.0000% | $70000.00          | $477.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 5.5000%  | 0.0000% | $60000.00          | $1822.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 7.0000%  | 0.0000% | $170852.00         | $315.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 5.5000%  | 0.0000% | $2000000.00        | $2648.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.5000%  | 0.0000% | $1250000.00        | $3031.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-25      | 5.5000%  | 0.0000% | $1680000.00        | $10.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 5.0000%  | 0.0000% | $4644646.00        | $191.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.0000%  | 0.0000% | $300000.00         | $1745.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 5.5000%  | 0.0000% | $235000.00         | $211.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 6.0000%  | 0.0000% | $463451.00         | $74.57             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 5.0000%  | 0.0000% | $50000.00          | $155.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.5000%  | 0.0000% | $89635.00          | $97.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 7.0000%  | 0.0000% | $1791713.00        | $4578.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-03-01      | 7.5000%  | 0.0000% | $141983.00         | $365.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $1213.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $2035.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 5.5000%  | 0.0000% | $300000.00         | $677.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 6.0000%  | 0.0000% | $1300000.00        | $2713.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 6.0000%  | 0.0000% | $700000.00         | $1610.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 6.5000%  | 0.0000% | $135000.00         | $1077.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 7.0000%  | 0.0000% | $791116.00         | $792.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 7.0000%  | 0.0000% | $522292.00         | $1504.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $282424.00         | $549.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 7.0000%  | 0.0000% | $182674.00         | $1415.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 6.0000%  | 0.0000% | $1300736.00        | $1789.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 5.0000%  | 0.0000% | $555000.00         | $1003.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 5.5000%  | 0.0000% | $500000.00         | $1119.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 5.0000%  | 0.0000% | $118137.00         | $606.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 5.0000%  | 0.0000% | $1550000.00        | $3661.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $154000.00         | $4971.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 5.5000%  | 0.0000% | $39000.00          | $3595.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.5000%  | 0.0000% | $11000000.00       | $3639.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 7.5000%  | 0.0000% | $3512712.00        | $546.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 7.7500%  | 0.0000% | $3995252.00        | $1798.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-10-15      | 4.5000%  | 0.0000% | $4790.00           | $372.36            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-04-25      | 1.5000%  | 0.0000% | $50000000.00       | $18005747.28       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-02-25      | 5.0973%  | 0.0000% | $96680800.00       | $60100931.89       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-03-25      | 4.0000%  | 0.0000% | $1749600.00        | $1648300.19        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-25      | 5.0000%  | 0.0000% | $1309064.00        | $1324968.84        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-01-25      | 4.0000%  | 0.0000% | $4998820.00        | $4862946.75        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2029-03-01      | 6.5000%  | 0.0000% | $4796842.00        | $2461.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $1500000.00        | $2230.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-12-01      | 7.0000%  | 0.0000% | $405300.00         | $234.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-02-01      | 7.0000%  | 0.0000% | $1480000.00        | $605.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 8.0000%  | 0.0000% | $7712357.00        | $2953.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 7.0000%  | 0.0000% | $500000.00         | $245.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 7.5000%  | 0.0000% | $23145311.00       | $2202.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 8.0000%  | 0.0000% | $3818000.00        | $1203.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 6.5000%  | 0.0000% | $2000000.00        | $1453.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $9635798.00        | $3904.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 4.5660%  | 0.0000% | $51225970.00       | $539.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 4.8050%  | 0.0000% | $2100000.00        | $1212.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 4.4620%  | 0.0000% | $119147253.00      | $2356.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 7.0000%  | 0.0000% | $87301.00          | $55.09             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 7.0000%  | 0.0000% | $485000.00         | $327.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 7.5000%  | 0.0000% | $2675199.00        | $3044.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 7.0000%  | 0.0000% | $4500000.00        | $19.11             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 7.0000%  | 0.0000% | $1451000.00        | $4755.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 6.0000%  | 0.0000% | $191761.00         | $395.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 6.0000%  | 0.0000% | $150000.00         | $365.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 6.5000%  | 0.0000% | $3000000.00        | $4993.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 6.1860%  | 0.0000% | $130000.00         | $282.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 7.5000%  | 0.0000% | $6000000.00        | $942.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 6.5000%  | 0.0000% | $6158392.00        | $4016.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 5.1500%  | 0.0000% | $9050012.00        | $2976.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 5.5000%  | 0.0000% | $500000.00         | $1957.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 6.5000%  | 0.0000% | $2750000.00        | $4654.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 7.0000%  | 0.0000% | $47858.00          | $26.75             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $2909.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 6.5000%  | 0.0000% | $309000.00         | $426.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 6.5000%  | 0.0000% | $750000.00         | $1941.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 7.0000%  | 0.0000% | $775000.00         | $2679.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 7.0000%  | 0.0000% | $242395.00         | $313.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 6.5000%  | 0.0000% | $400413.00         | $308.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 7.0000%  | 0.0000% | $1885000.00        | $4532.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 6.0650%  | 0.0000% | $125000.00         | $1055.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-25      | 3.5000%  | 0.0000% | $9000.00           | $1.12              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-25      | 4.0000%  | 0.0000% | $200000.00         | $21.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-25      | 3.5000%  | 0.0000% | $4000.00           | $0.03              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-03-01      | 4.0000%  | 0.0000% | $7081342.00        | $1726.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-25      | 4.0000%  | 0.0000% | $400000.00         | $57.57             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 4.5000%  | 0.0000% | $600000.00         | $307.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-03-01      | 4.0000%  | 0.0000% | $1245000.00        | $64.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $8000.00           | $1080.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 4.0000%  | 0.0000% | $937815.00         | $712.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-05-01      | 4.0000%  | 0.0000% | $1170000.00        | $938.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 6.5650%  | 0.0000% | $100000.00         | $2387.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 4.5000%  | 0.0000% | $4000.00           | $250.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-08-01      | 4.0000%  | 0.0000% | $1060000.00        | $2509.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $245000.00         | $899.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 3.0000%  | 0.0000% | $24000.00          | $144.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 3.5000%  | 0.0000% | $2000.00           | $28.10             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.5000%  | 0.0000% | $1150000.00        | $2781.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $1135000.00        | $1041.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 6.0000%  | 0.0000% | $150000.00         | $4276.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $37.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-07-01      | 4.5000%  | 0.0000% | $655000.00         | $1362.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.5000%  | 0.0000% | $68000.00          | $18.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 4.5000%  | 0.0000% | $125000.00         | $127.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $200000.00         | $606.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $110000.00         | $116.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $100000.00         | $160.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-02-01      | 4.0000%  | 0.0000% | $8000.00           | $6.91              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-06-01      | 5.9230%  | 0.0000% | $156000.00         | $1633.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-08-01      | 4.5000%  | 0.0000% | $1168000.00        | $643.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $765000.00         | $65.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 4.5000%  | 0.0000% | $2200000.00        | $4597.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $175000.00         | $262.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $9186.00           | $1603.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 5.0000%  | 0.0000% | $400000.00         | $0.83              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $135000.00         | $22.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $7000.00           | $1.57              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $6000.00           | $364.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $14000.00          | $94.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $96.37             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $691450.00         | $0.69              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 4.0000%  | 0.0000% | $19000.00          | $23.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-10-01      | 3.0000%  | 0.0000% | $75000.00          | $4362.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $44026.00          | $2988.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-07-01      | 5.0000%  | 0.0000% | $140000.00         | $0.89              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $12000.00          | $15.89             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $25000.00          | $4446.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.0000%  | 0.0000% | $500000.00         | $766.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1213.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-01      | 4.0000%  | 0.0000% | $7000.00           | $128.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $12000.00          | $2971.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $4000.00           | $530.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 5.0000%  | 0.0000% | $70000.00          | $1.12              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $4000.00           | $239.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-03-01      | 3.5000%  | 0.0000% | $10982.00          | $2532.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.0000%  | 0.0000% | $3250000.00        | $2808.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $8840.00           | $1046.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-06-01      | 3.0000%  | 0.0000% | $19000.00          | $277.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $200000.00         | $3767.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $100000.00         | $4458.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 3.5000%  | 0.0000% | $1000.00           | $27.31             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 2.0000%  | 0.0000% | $39669.00          | $2175.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $1000.00           | $30.43             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $28000.00          | $904.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $31018.00          | $2969.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 2.0000%  | 0.0000% | $47321.00          | $1910.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $64.64             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 2.0000%  | 0.0000% | $25000.00          | $1007.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 2.0000%  | 0.0000% | $42291.00          | $2630.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $153.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $13000.00          | $2459.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $4016.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 2.5000%  | 0.0000% | $25000.00          | $2305.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $11000.00          | $925.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $20000.00          | $2011.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 2.0000%  | 0.0000% | $11000.00          | $1661.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.5000%  | 0.0000% | $3000.00           | $309.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $7000.00           | $754.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $29000.00          | $3296.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $2000.00           | $254.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $6000.00           | $305.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $6000.00           | $207.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.5000%  | 0.0000% | $16000.00          | $306.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $10000.00          | $357.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 4.5000%  | 0.0000% | $1000.00           | $120.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 3.5000%  | 0.0000% | $3000.00           | $239.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-06-01      | 3.5000%  | 0.0000% | $6000.00           | $47.87             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.0000%  | 0.0000% | $16000.00          | $14.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 6.1570%  | 0.0000% | $126000.00         | $1564.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $3759.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $113.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 7.5000%  | 0.0000% | $378000.00         | $822.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.5000%  | 0.0000% | $402847.00         | $2133.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 7.0000%  | 0.0000% | $4128337.00        | $4180.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $1500000.00        | $967.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 6.7250%  | 0.0000% | $325000.00         | $440.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-25      | 4.3387%  | 0.0000% | $100000.00         | $1540.34           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-02-01      | 5.6860%  | 0.0000% | $4600000.00        | $4534.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 6.0750%  | 0.0000% | $2000000.00        | $4928.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 7.0000%  | 0.0000% | $299056.00         | $238.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 5.5000%  | 0.0000% | $251691.00         | $2203.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 6.2400%  | 0.0000% | $170000.00         | $1239.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 5.5000%  | 0.0000% | $638753.00         | $2409.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.4520%  | 0.0000% | $90000.00          | $412.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 5.0000%  | 0.0000% | $528750.00         | $4994.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 5.5000%  | 0.0000% | $110000.00         | $1053.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 5.0000%  | 0.0000% | $2000000.00        | $2025.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.4340%  | 0.0000% | $75000.00          | $692.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 8.0000%  | 0.0000% | $1100000.00        | $1357.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.3750%  | 0.0000% | $2000000.00        | $1796.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 5.5000%  | 0.0000% | $73438.00          | $1656.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 5.0000%  | 0.0000% | $249291.00         | $3794.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 5.5000%  | 0.0000% | $271188.00         | $1969.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-01      | 5.5000%  | 0.0000% | $423995.00         | $4841.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-01      | 5.5000%  | 0.0000% | $43416.00          | $666.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.1180%  | 0.0000% | $600000.00         | $3830.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 5.5000%  | 0.0000% | $580068.00         | $4576.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 5.9090%  | 0.0000% | $300000.00         | $3572.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 5.2280%  | 0.0000% | $1000000.00        | $4678.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.2330%  | 0.0000% | $300000.00         | $2525.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 5.5000%  | 0.0000% | $25375.00          | $138.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 6.0000%  | 0.0000% | $169983.00         | $994.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-01-01      | 5.5000%  | 0.0000% | $175335.00         | $4578.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 5.5000%  | 0.0000% | $165988.00         | $1253.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 5.5000%  | 0.0000% | $129327.00         | $491.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.2100%  | 0.0000% | $260000.00         | $1892.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-01-01      | 5.5000%  | 0.0000% | $30429.00          | $209.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 5.5000%  | 0.0000% | $128551.00         | $808.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-01-01      | 5.5000%  | 0.0000% | $497908.00         | $3450.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 5.5000%  | 0.0000% | $1000100.00        | $2180.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.7600%  | 0.0000% | $115000.00         | $146.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-01-01      | 6.0540%  | 0.0000% | $350000.00         | $3087.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.2000%  | 0.0000% | $100000.00         | $2025.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 6.1230%  | 0.0000% | $160000.00         | $925.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.1630%  | 0.0000% | $50000.00          | $641.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.2620%  | 0.0000% | $183493.00         | $3645.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.5000%  | 0.0000% | $208871.00         | $1185.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.1210%  | 0.0000% | $10000.00          | $189.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.4550%  | 0.0000% | $2000000.00        | $1272.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 5.8590%  | 0.0000% | $200000.00         | $1545.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 5.9270%  | 0.0000% | $368000.00         | $2884.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.0040%  | 0.0000% | $175000.00         | $1042.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.0000%  | 0.0000% | $50000.00          | $147.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 3.5000%  | 0.0000% | $6000.00           | $1.96              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 6.0580%  | 0.0000% | $143000.00         | $3860.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $5000.00           | $1140.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 5.9380%  | 0.0000% | $20000.00          | $1635.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1122.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $191.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 6.3100%  | 0.0000% | $10000.00          | $700.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 6.3500%  | 0.0000% | $30000.00          | $2604.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.5000%  | 0.0000% | $56568.00          | $609.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $7000.00           | $380.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 3.5000%  | 0.0000% | $1000.00           | $234.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 3.5000%  | 0.0000% | $7000.00           | $1013.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-25      | 4.0000%  | 0.0000% | $20000000.00       | $4198.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $6000.00           | $565.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 3.0000%  | 0.0000% | $15000.00          | $2600.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 6.0000%  | 0.0000% | $218232.00         | $28.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 7.0000%  | 0.0000% | $120335.00         | $4563.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $256.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 6.0000%  | 0.0000% | $81360.00          | $1112.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.4400%  | 0.0000% | $1000.00           | $150.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 6.6070%  | 0.0000% | $1000.00           | $383.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $6000.00           | $472.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $28000.00          | $2687.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $16000.00          | $3026.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $8000.00           | $2406.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1794.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1208.00           | $789.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $1992.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $674.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $7884.00           | $4458.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2606.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1685.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.5000%  | 0.0000% | $1000.00           | $97.59             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $515.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $7000.00           | $572.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $17000.00          | $1587.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.5000%  | 0.0000% | $5000.00           | $520.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $12000.00          | $1352.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2500.00           | $1319.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $4000.00           | $2944.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1375.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $720.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1472.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $5000.00           | $3040.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $6000.00           | $4988.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 4.0000%  | 0.0000% | $2133.00           | $1438.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $3000.00           | $653.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $9000.00           | $813.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $25000.00          | $33.95             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $50000.00          | $167.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $10000.00          | $11.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $160000.00         | $23.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 4.5000%  | 0.0000% | $15000.00          | $81.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.0000%  | 0.0000% | $10000.00          | $2079.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $9000.00           | $17.85             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $13000.00          | $4041.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.5000%  | 0.0000% | $28000.00          | $3108.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 4.0000%  | 0.0000% | $25000.00          | $341.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $6000.00           | $1843.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 3.5000%  | 0.0000% | $9000.00           | $2364.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $95000.00          | $4.71              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.5000%  | 0.0000% | $26401.00          | $3559.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1101.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $33000.00          | $4892.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1153.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $15000.00          | $4561.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1765.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $2000.00           | $732.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $7000.00           | $2334.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1327.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $2000.00           | $865.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-11-01      | 5.0000%  | 0.0000% | $4000.00           | $1990.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $5000.00           | $2100.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $645.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $1935.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 3.0000%  | 0.0000% | $4000.00           | $1676.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1326.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3011.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.5000%  | 0.0000% | $1000.00           | $671.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1219.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $5000.00           | $3757.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1398.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $753.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1566.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $3000.00           | $2376.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4132.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 6.0000%  | 0.0000% | $115219.00         | $937.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 5.9250%  | 0.0000% | $1076000.00        | $2442.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 6.4170%  | 0.0000% | $20000.00          | $176.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 5.9370%  | 0.0000% | $66000.00          | $798.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.1640%  | 0.0000% | $251000.00         | $2420.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 6.2700%  | 0.0000% | $460000.00         | $4990.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $59000.00          | $706.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $342000.00         | $2060.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 6.0000%  | 0.0000% | $123000.00         | $1505.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 5.5000%  | 0.0000% | $9000.00           | $56.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-08-01      | 5.0000%  | 0.0000% | $165000.00         | $228.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.0000%  | 0.0000% | $25000.00          | $3657.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 4.0000%  | 0.0000% | $13000.00          | $1826.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 6.0000%  | 0.0000% | $90000.00          | $841.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 6.0000%  | 0.0000% | $75000.00          | $613.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 6.5950%  | 0.0000% | $33610.00          | $479.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 6.0000%  | 0.0000% | $80000.00          | $1382.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.7130%  | 0.0000% | $1055000.00        | $4404.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 5.5000%  | 0.0000% | $44141.00          | $396.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.5000%  | 0.0000% | $15024.00          | $175.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 7.0000%  | 0.0000% | $200000.00         | $1753.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-02-01      | 7.0000%  | 0.0000% | $130501.00         | $275.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 5.5000%  | 0.0000% | $92000.00          | $2359.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 5.7340%  | 0.0000% | $250000.00         | $1182.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $110384.00         | $422.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $661612.00         | $3031.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $226146.00         | $767.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 6.0000%  | 0.0000% | $532410.00         | $2028.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $491586.00         | $3115.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $370000.00         | $1482.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.5000%  | 0.0000% | $490313.00         | $2822.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 5.5000%  | 0.0000% | $44000.00          | $339.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 6.0000%  | 0.0000% | $34646.00          | $1573.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 7.0000%  | 0.0000% | $100000.00         | $997.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $158837.00         | $823.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.5000%  | 0.0000% | $11176.00          | $190.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $175000.00         | $3149.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 5.5000%  | 0.0000% | $1046282.00        | $4075.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $70000.00          | $1105.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2420.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.5000%  | 0.0000% | $95750.00          | $171.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $22000.00          | $265.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 5.5000%  | 0.0000% | $169082.00         | $2497.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $230000.00         | $1996.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $61364.00          | $264.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $24000.00          | $238.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $2000.00           | $46.10             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $14000.00          | $2045.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $30873.00          | $4695.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $453000.00         | $1847.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 5.5000%  | 0.0000% | $512800.00         | $2306.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $3000.00           | $67.13             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 4.0000%  | 0.0000% | $25000.00          | $23.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 3.0000%  | 0.0000% | $24000.00          | $2596.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 3.0000%  | 0.0000% | $107000.00         | $3602.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $37.62             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 3.5000%  | 0.0000% | $175000.00         | $2072.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 3.5000%  | 0.0000% | $55000.00          | $4133.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-12-01      | 3.5000%  | 0.0000% | $6000.00           | $458.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $5000.00           | $374.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.5000%  | 0.0000% | $10000.00          | $692.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 3.5000%  | 0.0000% | $31000.00          | $2125.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $7000.00           | $507.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 3.5000%  | 0.0000% | $13000.00          | $860.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $27000.00          | $4375.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 2.0000%  | 0.0000% | $30000.00          | $394.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 3.0000%  | 0.0000% | $22000.00          | $3847.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $10000.00          | $2191.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $3000.00           | $321.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.0000%  | 0.0000% | $41000.00          | $4220.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.5000%  | 0.0000% | $8000.00           | $751.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $170.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 3.0000%  | 0.0000% | $19000.00          | $2460.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.0000%  | 0.0000% | $3000.00           | $439.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $100.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $4000.00           | $361.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 3.5000%  | 0.0000% | $2000.00           | $169.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $2000.00           | $163.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1046.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 4.0000%  | 0.0000% | $12000.00          | $841.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $40000.00          | $3511.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 3.0000%  | 0.0000% | $9000.00           | $643.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 3.5000%  | 0.0000% | $3000.00           | $216.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $142.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $40000.00          | $3001.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-01      | 3.0000%  | 0.0000% | $25000.00          | $2007.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $10000.00          | $970.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $30000.00          | $2483.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 3.0000%  | 0.0000% | $8000.00           | $747.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $3000.00           | $324.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $5000.00           | $525.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.5000%  | 0.0000% | $3000.00           | $284.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $6000.00           | $762.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 3.0000%  | 0.0000% | $1000.00           | $136.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $152.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 3.0000%  | 0.0000% | $6000.00           | $836.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 3.5000%  | 0.0000% | $2000.00           | $241.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $13000.00          | $1751.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $326.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-02-01      | 3.0000%  | 0.0000% | $17000.00          | $3072.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $4000.00           | $891.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $180.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $9000.00           | $1725.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $3000.00           | $738.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1897.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $2595.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $7000.00           | $2210.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $305.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $11000.00          | $4776.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1605.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $4000.00           | $1805.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $5562.00           | $4943.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $4000.00           | $2431.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $7000.00           | $4756.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 2.0000%  | 0.0000% | $6000.00           | $3612.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1907.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 3.5000%  | 0.0000% | $3000.00           | $1668.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $6000.00           | $3479.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1539.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 3.5000%  | 0.0000% | $5000.00           | $3053.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2548.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 3.5000%  | 0.0000% | $6000.00           | $4628.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1552.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $832.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3319.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 4.0000%  | 0.0000% | $4000.00           | $3675.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.0000%  | 0.0000% | $1000.00           | $912.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 4.0000%  | 0.0000% | $4000.00           | $3536.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 3.5000%  | 0.0000% | $3000.00           | $2652.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2756.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $4000.00           | $3559.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 3.5000%  | 0.0000% | $1000.00           | $894.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $888.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.5000%  | 0.0000% | $237813.00         | $9.20              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-08-01      | 6.5000%  | 0.0000% | $83598.00          | $887.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $11000.00          | $191.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-04-01      | 6.8100%  | 0.0000% | $832000.00         | $3605.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 6.5000%  | 0.0000% | $199933.00         | $3426.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $10720.00          | $161.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 6.5650%  | 0.0000% | $129000.00         | $634.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 6.3910%  | 0.0000% | $257000.00         | $3164.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 7.0000%  | 0.0000% | $2410.00           | $2541.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | 0.0000% | $1940.00           | $1975.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 7.0000%  | 0.0000% | $2240.00           | $2382.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $2613.00           | $2670.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1753.00           | $1848.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $859.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 3.5000%  | 0.0000% | $4000.00           | $3521.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $2587.00           | $2641.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1632.00           | $1665.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2048.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.0000%  | 0.0000% | $1910.00           | $1926.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $1431.00           | $1442.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $2500.00           | $2471.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $1917.00           | $1978.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2058-03-25      | 3.5000%  | 0.0000% | $8000000.00        | $6660635.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-15      | 3.5000%  | 0.0000% | $50000.00          | $2873.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-15      | 5.0000%  | 0.0000% | $65290.00          | $2430.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-12-20      | 3.5000%  | 0.0000% | $905000.00         | $4555.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-02-15      | 3.0000%  | 0.0000% | $213000.00         | $1298.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4155.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $2219.00           | $97.83             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 3.0000%  | 0.0000% | $165000.00         | $1393.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1891.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $32235.00          | $3129.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.0000%  | 0.0000% | $21000.00          | $2511.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-11-15      | 3.0000%  | 0.0000% | $10000.00          | $1000.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-11-20      | 3.0000%  | 0.0000% | $250000.00         | $1750.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-08-20      | 3.0000%  | 0.0000% | $30000.00          | $434.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-12-20      | 3.0000%  | 0.0000% | $237868.00         | $4159.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-02-20      | 4.5000%  | 0.0000% | $26500.00          | $1802.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $10000.00          | $1082.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-20      | 6.2500%  | 0.0000% | $182000.00         | $1987.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-20      | 3.0000%  | 0.0000% | $25000.00          | $2835.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-09-20      | 3.5000%  | 0.0000% | $26665.00          | $2515.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-03-20      | 3.0000%  | 0.0000% | $771.00            | $109.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-07-20      | 3.0000%  | 0.0000% | $40000.00          | $3690.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-11-20      | 3.0000%  | 0.0000% | $125000.00         | $4591.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 4.5000%  | 0.0000% | $31785.00          | $2328.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 2.5000%  | 0.0000% | $1000.00           | $157.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $27710.00          | $2516.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $25000.00          | $4644.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.6250%  | 0.0000% | $58000.00          | $1166.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $16000.00          | $1705.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 5.0000%  | 0.0000% | $30000.00          | $2688.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 1.5000%  | 0.0000% | $26427.00          | $3146.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 6.0000%  | 0.0000% | $35000.00          | $4528.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $9000.00           | $1107.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-20      | 4.5000%  | 0.0000% | $48146.00          | $4516.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $25000.00          | $1740.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-20      | 7.0000%  | 0.0000% | $126722.00         | $360.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $112100.00         | $1956.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-08-20      | 7.5000%  | 0.0000% | $31209.00          | $1718.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $120000.00         | $3891.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $6000.00           | $277.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $4142.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-20      | 5.0000%  | 0.0000% | $26034.00          | $2687.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $25000.00          | $4852.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-20      | 6.5000%  | 0.0000% | $87599.00          | $2730.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-10-20      | 7.0000%  | 0.0000% | $28746.00          | $796.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $10000.00          | $4603.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-02-20      | 8.0000%  | 0.0000% | $53407.00          | $3789.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-20      | 8.0000%  | 0.0000% | $40172.00          | $2863.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $1293.00           | $722.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $727.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-15      | 4.0000%  | 0.0000% | $28000.00          | $4536.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $2237.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $13254.00          | $4875.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-15      | 2.5000%  | 0.0000% | $60000.00          | $1856.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-15      | 2.5000%  | 0.0000% | $31456.00          | $4918.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-01-15      | 3.5000%  | 0.0000% | $37794.00          | $2376.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-02-15      | 3.5000%  | 0.0000% | $25000.00          | $1462.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1689.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1751.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4075.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1763.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $2726.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $1505.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $3866.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $6000.00           | $842.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1342.00           | $1390.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-15      | 5.5000%  | 0.0000% | $860663.00         | $1780.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-15      | 5.5000%  | 0.0000% | $195625.00         | $1156.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-15      | 5.0000%  | 0.0000% | $91000.00          | $1667.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $2071729.00        | $2272.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $729120.00         | $1932.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $185053.00         | $1907.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $284777.00         | $600.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-15      | 6.5000%  | 0.0000% | $227725.00         | $519.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $951838.00         | $3737.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $250000.00         | $686.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $96495.00          | $302.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $995843.00         | $2525.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $595960.00         | $2929.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $884966.00         | $3792.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-15      | 5.0000%  | 0.0000% | $92000.00          | $3634.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.0000%  | 0.0000% | $344376.00         | $1943.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-06-20      | 6.5000%  | 0.0000% | $5000000.00        | $2670.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-20      | 6.0000%  | 0.0000% | $191000.00         | $232.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-20      | 6.5000%  | 0.0000% | $2990000.00        | $1732.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-10-20      | 6.0000%  | 0.0000% | $545000.00         | $398.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-10-20      | 6.5000%  | 0.0000% | $2146450.00        | $1470.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-11-20      | 6.0000%  | 0.0000% | $33000.00          | $33.70             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-12-20      | 6.5000%  | 0.0000% | $4117122.00        | $3575.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-01-20      | 6.0000%  | 0.0000% | $698000.00         | $794.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 6.5000%  | 0.0000% | $400000.00         | $116.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-10-20      | 6.5000%  | 0.0000% | $4565385.00        | $420.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-02-20      | 7.0000%  | 0.0000% | $3000151.00        | $1148.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-02-20      | 8.0000%  | 0.0000% | $100000.00         | $6.36              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-20      | 5.5000%  | 0.0000% | $75000.00          | $950.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-20      | 6.5000%  | 0.0000% | $2000000.00        | $1659.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-06-20      | 6.5000%  | 0.0000% | $795481.00         | $760.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-09-20      | 9.0000%  | 0.0000% | $200000.00         | $53.64             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-12-20      | 6.5000%  | 0.0000% | $50000.00          | $89.94             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-01-20      | 6.5000%  | 0.0000% | $2000000.00        | $2283.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-02-20      | 6.5000%  | 0.0000% | $1500000.00        | $926.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-05-20      | 6.5000%  | 0.0000% | $1500000.00        | $2413.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-20      | 6.0000%  | 0.0000% | $50000.00          | $94.44             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-20      | 6.5000%  | 0.0000% | $125345.00         | $162.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-10-20      | 6.5000%  | 0.0000% | $500000.00         | $725.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-20      | 6.0000%  | 0.0000% | $150000.00         | $428.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-05-20      | 5.5000%  | 0.0000% | $25000.00          | $111.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-03-20      | 6.0000%  | 0.0000% | $548000.00         | $1720.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-20      | 6.5000%  | 0.0000% | $100000.00         | $177.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-20      | 5.5000%  | 0.0000% | $70000.00          | $377.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-20      | 5.5000%  | 0.0000% | $75000.00          | $260.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 5.5000%  | 0.0000% | $200000.00         | $962.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 6.0000%  | 0.0000% | $118000.00         | $452.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-20      | 5.5000%  | 0.0000% | $55000.00          | $338.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-02-20      | 5.0000%  | 0.0000% | $90000.00          | $627.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-20      | 6.0000%  | 0.0000% | $468000.00         | $3325.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-20      | 6.5000%  | 0.0000% | $992353.00         | $4881.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.5000%  | 0.0000% | $25000.00          | $282.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-07-20      | 6.0000%  | 0.0000% | $452000.00         | $3695.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $125000.00         | $2098.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2037.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-09-20      | 5.5000%  | 0.0000% | $50000.00          | $555.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-09-20      | 6.5000%  | 0.0000% | $40000.00          | $423.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-12-20      | 5.5000%  | 0.0000% | $50000.00          | $742.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-02-20      | 5.5000%  | 0.0000% | $75000.00          | $1202.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-20      | 5.5000%  | 0.0000% | $40000.00          | $689.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-20      | 6.5000%  | 0.0000% | $37000.00          | $469.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-07-20      | 6.0000%  | 0.0000% | $295000.00         | $4747.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-12-20      | 6.5000%  | 0.0000% | $56000.00          | $972.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-04-20      | 5.0000%  | 0.0000% | $25000.00          | $309.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-12-20      | 6.0000%  | 0.0000% | $400000.00         | $4666.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-01-20      | 6.0000%  | 0.0000% | $200570.00         | $2119.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-07-20      | 6.0000%  | 0.0000% | $180000.00         | $1812.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-01-20      | 6.0000%  | 0.0000% | $200000.00         | $1890.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $125000.00         | $1309.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-04-20      | 6.0000%  | 0.0000% | $315000.00         | $4034.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-06-20      | 5.5000%  | 0.0000% | $87113.00          | $47.28             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $500000.00         | $4282.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 5.0000%  | 0.0000% | $100000.00         | $502.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-02-20      | 3.0000%  | 0.0000% | $650000.00         | $3553.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 3.5000%  | 0.0000% | $38305.00          | $2105.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $115929.00         | $1905.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-02-20      | 3.0000%  | 0.0000% | $1033321.00        | $129.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-10-20      | 6.0000%  | 0.0000% | $109470.00         | $3420.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-08-20      | 3.5000%  | 0.0000% | $75000.00          | $3734.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-20      | 3.0000%  | 0.0000% | $30000.00          | $2174.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-05-20      | 5.6250%  | 0.0000% | $37691793.00       | $1163.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-06-20      | 5.6250%  | 0.0000% | $41087422.00       | $1406.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-07-20      | 5.3750%  | 0.0000% | $5835382.00        | $302.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-07-20      | 5.3750%  | 0.0000% | $100143892.00      | $3191.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-07-20      | 5.3750%  | 0.0000% | $8906461.00        | $621.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-08-20      | 5.3750%  | 0.0000% | $23858049.00       | $2258.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-08-20      | 5.3750%  | 0.0000% | $25100000.00       | $1833.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-09-20      | 5.3750%  | 0.0000% | $1456149.00        | $51.08             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-10-20      | 4.7500%  | 0.0000% | $30763233.00       | $3076.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-02-20      | 5.6250%  | 0.0000% | $50161008.00       | $120.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-04-20      | 5.6250%  | 0.0000% | $50500000.00       | $1426.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-04-20      | 5.6250%  | 0.0000% | $20991201.00       | $442.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-03-15      | 5.0000%  | 0.0000% | $41837.00          | $1124.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-03-15      | 6.5000%  | 0.0000% | $936870.00         | $4865.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-15      | 6.5000%  | 0.0000% | $55000.00          | $370.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 6.5000%  | 0.0000% | $503405.00         | $3718.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $78011.00          | $1.32              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-01-15      | 6.5000%  | 0.0000% | $204197.00         | $160.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-06-15      | 7.0000%  | 0.0000% | $316237.00         | $170.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-04-15      | 6.5000%  | 0.0000% | $55958.00          | $36.25             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-11-15      | 6.5000%  | 0.0000% | $460000.00         | $1611.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-11-15      | 7.5000%  | 0.0000% | $1253407.00        | $725.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-15      | 6.5000%  | 0.0000% | $1100000.00        | $1993.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-08-15      | 6.5000%  | 0.0000% | $510393.00         | $1011.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-02-15      | 6.5000%  | 0.0000% | $580808.00         | $577.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-15      | 6.5000%  | 0.0000% | $1404925.00        | $1089.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $141439.00         | $2237.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $305.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $517.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.5000%  | 0.0000% | $25000.00          | $1934.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-15      | 5.5000%  | 0.0000% | $25000.00          | $1702.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $45582.00          | $1874.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-15      | 5.0000%  | 0.0000% | $55790.00          | $1265.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $138267.00         | $1702.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $100000.00         | $1775.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-15      | 5.0000%  | 0.0000% | $257497.00         | $1161.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $3467.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $247017.00         | $2703.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-03-15      | 5.0000%  | 0.0000% | $54832.00          | $1635.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-15      | 4.5000%  | 0.0000% | $50000.00          | $1360.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $266714.00         | $2113.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-09-15      | 6.0000%  | 0.0000% | $26572.00          | $1497.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-08-15      | 6.5000%  | 0.0000% | $1540000.00        | $536.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-15      | 6.5000%  | 0.0000% | $2000000.00        | $586.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-10-15      | 7.0000%  | 0.0000% | $500000.00         | $33.27             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-06-15      | 7.0000%  | 0.0000% | $935874.00         | $1118.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 6.5000%  | 0.0000% | $27681.00          | $44.06             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-15      | 5.0000%  | 0.0000% | $150564.00         | $4620.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-05-15      | 5.0000%  | 0.0000% | $58000.00          | $801.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-08-15      | 8.5000%  | 0.0000% | $983809.00         | $4520.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-08-15      | 8.0000%  | 0.0000% | $255220.00         | $131.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-02-15      | 6.5000%  | 0.0000% | $380928.00         | $2132.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-03-15      | 6.5000%  | 0.0000% | $44900.00          | $139.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-05-15      | 6.5000%  | 0.0000% | $71024.00          | $301.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $700478.00         | $3470.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-15      | 6.5000%  | 0.0000% | $40340.00          | $995.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-03-15      | 6.5000%  | 0.0000% | $39494.00          | $314.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-02-15      | 6.5000%  | 0.0000% | $72840.00          | $40.61             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-07-15      | 6.5000%  | 0.0000% | $87563.00          | $101.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-15      | 6.5000%  | 0.0000% | $420870.00         | $522.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-07-15      | 6.5000%  | 0.0000% | $403078.00         | $1252.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $30935.00          | $71.80             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-15      | 6.5000%  | 0.0000% | $568392.00         | $526.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-15      | 6.5000%  | 0.0000% | $55003.00          | $122.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $2765753.00        | $4792.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 7.5000%  | 0.0000% | $400000.00         | $274.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-09-15      | 6.5000%  | 0.0000% | $281418.00         | $305.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $1016726.00        | $984.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-11-20      | 4.7500%  | 0.0000% | $3000000.00        | $338.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-12-20      | 4.7500%  | 0.0000% | $19035907.00       | $3096.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-20      | 5.6250%  | 0.0000% | $5020000.00        | $928.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 5.6250%  | 0.0000% | $24796998.00       | $4305.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-10-20      | 4.7500%  | 0.0000% | $17717110.00       | $4633.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-09-20      | 5.3750%  | 0.0000% | $11890721.00       | $2575.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-08-20      | 5.3750%  | 0.0000% | $5476665.00        | $4445.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-04-20      | 5.6250%  | 0.0000% | $1916904.00        | $1867.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-05-15      | 4.0000%  | 0.0000% | $1193150.00        | $204.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-04-20      | 3.0000%  | 0.0000% | $150000.00         | $3587.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-08-15      | 2.5000%  | 0.0000% | $15936.00          | $2474.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $1452.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $12605.00          | $3136.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $58810.00          | $4930.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-15      | 3.5000%  | 0.0000% | $39947.00          | $3565.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-15      | 5.0000%  | 0.0000% | $53723.00          | $4188.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-10-15      | 5.0000%  | 0.0000% | $225000.00         | $3139.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-02-15      | 6.5000%  | 0.0000% | $60336.00          | $559.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-15      | 7.0000%  | 0.0000% | $62005.00          | $933.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 7.0000%  | 0.0000% | $37972.00          | $848.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-07-15      | 7.0000%  | 0.0000% | $229821.00         | $2055.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $125000.00         | $3250.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-01-15      | 5.0000%  | 0.0000% | $150000.00         | $69.20             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-05-15      | 5.0000%  | 0.0000% | $67.00             | $0.72              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-12-15      | 5.0000%  | 0.0000% | $234889.00         | $1835.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-15      | 6.0000%  | 0.0000% | $25000.00          | $160.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $51346.00          | $735.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-11-15      | 5.0000%  | 0.0000% | $350000.00         | $4594.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.0000%  | 0.0000% | $268949.00         | $4027.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-03-15      | 5.0000%  | 0.0000% | $306583.00         | $1532.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.5000%  | 0.0000% | $92166.00          | $1852.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-01-15      | 6.0000%  | 0.0000% | $660359.00         | $2706.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-06-15      | 5.5000%  | 0.0000% | $226066.00         | $2433.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-08-15      | 6.5000%  | 0.0000% | $253128.00         | $1498.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-02-15      | 5.5000%  | 0.0000% | $454000.00         | $1149.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-03-15      | 5.0000%  | 0.0000% | $1.00              | $0.03              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-05-15      | 5.5000%  | 0.0000% | $200000.00         | $3299.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-06-15      | 5.0000%  | 0.0000% | $74280.00          | $775.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-07-15      | 5.5000%  | 0.0000% | $1000000.00        | $4305.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-07-15      | 5.5000%  | 0.0000% | $756137.00         | $3640.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $375237.00         | $3539.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $449201.00         | $3526.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $33820.00          | $295.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $4007.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-15      | 5.5000%  | 0.0000% | $88463.00          | $1278.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-01-16      | 2.5000%  | 0.0000% | $1000.00           | $821.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 2.0500%  | 0.0000% | $62000.00          | $2504.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 3.5000%  | 0.0000% | $13619952.00       | $12035050.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $89248512.00       | $85662981.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $150000000.00      | $28706963.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.7030%  | 0.0000% | $100000000.00      | $34256126.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.0530%  | 0.0000% | $20000000.00       | $15426391.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.9030%  | 0.0000% | $100000000.00      | $54725954.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.8530%  | 0.0000% | $100000000.00      | $54674556.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.4030%  | 0.0000% | $100000000.00      | $64930244.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.7530%  | 0.0000% | $325085000.00      | $296140148.27      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4530%  | 0.0000% | $153753000.00      | $141884743.43      | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-08-15      | 0.0000%  | 0.0000% | $5000.00           | $4904.07           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 0.0000%  | 0.0000% | $5700.00           | $4547.28           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-28      | 0.0000%  | 0.0000% | $112.50            | $112.21            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 0.0000%  | 0.0000% | $112.50            | $110.12            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 0.0000%  | 0.0000% | $112.50            | $108.29            | U.S. Treasuries (including strips)        |

### Security 93: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.750000%
- **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: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2030-09-01      | 8.0000%  | 0.0000% | $2079.00           | $0.47              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 6.4420%  | 0.0000% | $2473188.00        | $1478581.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 6.0500%  | 0.0000% | $32033.00          | $80.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-05-01      | 6.4300%  | 0.0000% | $8549.00           | $11.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.8900%  | 0.0000% | $191997.00         | $25.71             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 6.4880%  | 0.0000% | $93898.00          | $632.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.7500%  | 0.0000% | $1146.00           | $0.58              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.6200%  | 0.0000% | $2043.00           | $42.23             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 5.5000%  | 0.0000% | $2629.00           | $89.29             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 7.0000%  | 0.0000% | $1122.00           | $39.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-11-01      | 5.5000%  | 0.0000% | $14725308.00       | $893251.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 3.5000%  | 0.0000% | $35167.00          | $4073.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $122.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 3.0000%  | 0.0000% | $1040.00           | $80.66             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 6.2500%  | 0.0000% | $1550.00           | $7.93              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 5.9640%  | 0.0000% | $5864.00           | $54.67             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.3870%  | 0.0000% | $4512067.00        | $30169.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.4300%  | 0.0000% | $17200000.00       | $296554.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.0630%  | 0.0000% | $99536.00          | $1315.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 6.4110%  | 0.0000% | $3160.00           | $21.08             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 6.5980%  | 0.0000% | $23713.00          | $1130.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-10-01      | 6.3350%  | 0.0000% | $2722.00           | $87.63             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.2990%  | 0.0000% | $1025.00           | $56.01             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-06-01      | 4.5000%  | 0.0000% | $6722.00           | $388.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 6.1500%  | 0.0000% | $1007.00           | $0.06              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 6.5920%  | 0.0000% | $1154.00           | $65.45             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 6.4960%  | 0.0000% | $19603596.00       | $1223588.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-12-01      | 6.1820%  | 0.0000% | $223162.00         | $296.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 6.2790%  | 0.0000% | $1008.00           | $62.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $65.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Banks                  | 2033-05-25      | 4.0800%  | 0.0000% | $25000.00          | $24482.92          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 6.0000%  | 0.0000% | $1000.00           | $77.31             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 5.0000%  | 0.0000% | $173380.00         | $725.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.0000%  | 0.0000% | $1390.00           | $3.14              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 7.5000%  | 0.0000% | $1107.00           | $1.32              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-09-01      | 4.5000%  | 0.0000% | $1000.00           | $102.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $301.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $175.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-06-01      | 4.5000%  | 0.0000% | $9302.00           | $746.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 5.0000%  | 0.0000% | $2019.00           | $206.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-06-01      | 6.4250%  | 0.0000% | $5939.00           | $473.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $176.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 4.5000%  | 0.0000% | $173991.00         | $37260.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $100.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $139.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $74.14             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-03-01      | 3.0000%  | 0.0000% | $1000.00           | $106.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-15      | 4.0000%  | 0.0000% | $1000.00           | $776.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $643.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $612.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1451.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $346179.00         | $272104.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $763.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 5.0000%  | 0.0000% | $5111950.00        | $4020048.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1819.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $1024.00           | $860.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $938.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $358.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $336.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $2166.00           | $1016.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.5000%  | 0.0000% | $2515.00           | $1225.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $5403975.00        | $3393788.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.5000%  | 0.0000% | $1000.00           | $710.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $705.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $893.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1900590.00        | $1400536.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 2.7700%  | 0.0000% | $28788.00          | $22728.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 1.2200%  | 0.0000% | $1758.00           | $1418.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-09-01      | 3.7900%  | 0.0000% | $24170.00          | $23139.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 6.9560%  | 0.0000% | $1786.00           | $0.38              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $802.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 7.0000%  | 0.0000% | $3827.00           | $578.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 4.5000%  | 0.0000% | $1003.00           | $219.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.5000%  | 0.0000% | $884303.00         | $438748.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $3054000.00        | $2301881.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1040.00           | $809.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 6.0000%  | 0.0000% | $1012.00           | $806.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 2.0000%  | 0.0000% | $1011.00           | $554.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 1.5000%  | 0.0000% | $7639940.00        | $2735497.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $13514343.00       | $12046678.14       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-04-01      | 6.5000%  | 0.0000% | $2605.00           | $3.02              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 4.6630%  | 0.0000% | $6585.00           | $1.74              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-11-01      | 5.4500%  | 0.0000% | $30550.00          | $3.83              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 6.2840%  | 0.0000% | $1082.00           | $59.27             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 6.5000%  | 0.0000% | $2252.00           | $13.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 6.2640%  | 0.0000% | $8665.00           | $80.88             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-15      | 7.2500%  | 0.0000% | $51000.00          | $58749.66          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2028-01-01      | 4.3840%  | 0.0000% | $3092.00           | $0.54              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 5.6250%  | 0.0000% | $14861.00          | $1.66              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-25      | 2.4994%  | 0.0000% | $49253.00          | $23841.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-01-25      | 2.3356%  | 0.0000% | $247386.00         | $173293.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-25      | 4.4500%  | 0.0000% | $10020.00          | $9407.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-25      | 4.1814%  | 0.0000% | $1000.00           | $961.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $1028.00           | $561.79            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7154%  | 0.0000% | $12356199.00       | $12392203.82       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $2039790.00        | $1846239.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.1473%  | 0.0000% | $9996743.00        | $6834608.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $3570539.00        | $3647747.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-25      | 5.0000%  | 0.0000% | $9600298.00        | $9328366.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1010.00           | $1008.91           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-05-01      | 6.5000%  | 0.0000% | $2553.00           | $0.03              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 5.0180%  | 0.0000% | $11236.00          | $8.03              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $667436.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-02-15      | 3.5000%  | 0.0000% | $1000000.00        | $829561.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $3451.00           | $3300.96           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $34352.00          | $4640.67           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $1976124.00        | $1455870.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-04-25      | 2.8960%  | 0.0000% | $91693.00          | $767.86            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-02-25      | 3.6500%  | 0.0000% | $1664.00           | $1660.99           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-04-25      | 3.9000%  | 0.0000% | $1000.00           | $1004.00           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-04-25      | 3.9000%  | 0.0000% | $1000.00           | $1003.38           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-04-25      | 3.7500%  | 0.0000% | $115000.00         | $110978.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-05-25      | 3.8500%  | 0.0000% | $1001.00           | $1003.23           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-06-25      | 3.9200%  | 0.0000% | $1000.00           | $1003.78           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-07-25      | 3.9860%  | 0.0000% | $1021.00           | $1024.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 3.9200%  | 0.0000% | $1000.00           | $1003.42           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 4.0500%  | 0.0000% | $1706.00           | $1717.85           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2030-12-25      | 3.9000%  | 0.0000% | $178562.00         | $177610.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 3.8800%  | 0.0000% | $1000.00           | $1001.80           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-12-25      | 3.9500%  | 0.0000% | $1166419.00        | $243344.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-01-25      | 3.7940%  | 0.0000% | $31103.00          | $29770.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-01-25      | 3.6000%  | 0.0000% | $275489.00         | $273761.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-03-25      | 3.5420%  | 0.0000% | $2685.00           | $2529.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-25      | 3.0590%  | 0.0000% | $5708.00           | $5177.95           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-06-25      | 2.9030%  | 0.0000% | $1147.00           | $1112.96           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-12-25      | 6.8648%  | 0.0000% | $1000.00           | $61.65             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-10-25      | 4.0591%  | 0.0000% | $1000.00           | $244.18            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2035-10-25      | 1.8600%  | 0.0000% | $1000.00           | $793.29            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-11-25      | 1.1320%  | 0.0000% | $27000.00          | $12892.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-10-25      | 2.3610%  | 0.0000% | $1072.00           | $866.44            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-01-25      | 2.4760%  | 0.0000% | $40000.00          | $36541.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-02-25      | 2.2500%  | 0.0000% | $83397.00          | $75122.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-02-25      | 3.4650%  | 0.0000% | $459654.00         | $446881.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 4.7960%  | 0.0000% | $1000.00           | $1023.43           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-08-25      | 6.0000%  | 0.0000% | $717050.00         | $745479.12         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 4.8000%  | 0.0000% | $1000.00           | $1024.55           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 5.0690%  | 0.0000% | $176949.00         | $182740.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $3249.00           | $3357.03           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-11-25      | 5.0000%  | 0.0000% | $66028.00          | $62720.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 4.9473%  | 0.0000% | $7704906.00        | $6399345.22        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-12-25      | 5.5000%  | 0.0000% | $14288434.00       | $12607135.99       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-12-25      | 4.5000%  | 0.0000% | $668760.00         | $631194.41         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-03-25      | 4.7500%  | 0.0000% | $7915.00           | $7741.23           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-01-25      | 4.5000%  | 0.0000% | $10636777.00       | $10330857.30       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2040-04-01      | 5.8400%  | 0.0000% | $750000.00         | $613715.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 5.4280%  | 0.0000% | $1156.00           | $0.70              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.5000%  | 0.0000% | $9026.00           | $49.83             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 6.0000%  | 0.0000% | $1439.00           | $3.34              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 5.0000%  | 0.0000% | $107061726.00      | $856562.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 4.1750%  | 0.0000% | $10602.00          | $0.44              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $4021.00           | $453.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 6.3420%  | 0.0000% | $31249677.00       | $617283.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 6.3070%  | 0.0000% | $12720000.00       | $624311.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $1062000.00        | $117157.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $1867.00           | $153.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 6.3920%  | 0.0000% | $5014.00           | $72.75             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 4.0000%  | 0.0000% | $1211000.00        | $236353.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.6000%  | 0.0000% | $2801.00           | $464.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 6.0610%  | 0.0000% | $2854958.00        | $210715.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $154.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $94439.00          | $15856.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $234083.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $2689.00           | $545.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $217.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $206.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.3950%  | 0.0000% | $1447.00           | $6.68              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-25      | 6.0000%  | 0.0000% | $1006.00           | $200.97            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-11-01      | 5.2140%  | 0.0000% | $7036667.00        | $31766.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 5.5000%  | 0.0000% | $76995000.00       | $536950.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 6.4150%  | 0.0000% | $2350.00           | $7.32              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-01      | 6.3250%  | 0.0000% | $2680063.00        | $6188.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 5.2280%  | 0.0000% | $18544.00          | $86.76             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.1900%  | 0.0000% | $17999.00          | $67.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.0000%  | 0.0000% | $1002263.00        | $15333.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.7160%  | 0.0000% | $1700000.00        | $5874.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 5.8990%  | 0.0000% | $19985.00          | $163.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1219.00           | $882.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $155139.00         | $165828.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $815.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1045.00           | $1020.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $843.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $985.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $1001.00           | $813.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $207479.00         | $211068.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $4671832.00        | $4253627.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $932.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $937.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1007.00           | $882.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $739288.00         | $625892.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $964.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2797619.00        | $2097350.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $5053010.00        | $5204420.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $627441.00         | $552151.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $479789.00         | $387036.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1002.00           | $1041.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1049.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1033746.00        | $979012.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $997.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1000.00           | $1084.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.5000%  | 0.0000% | $1000.00           | $1072.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1043.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1165500.00        | $1184789.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2452736.00        | $2414842.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $20373.00          | $21123.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $6523216.00        | $6461048.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1001.00           | $994.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $481283.00         | $508136.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $24371.00          | $25030.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $55085.00          | $56069.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $5333840.00        | $5472813.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $2360862.00        | $2460083.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 7.0000%  | 0.0000% | $309214.00         | $326062.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $4961900.00        | $4886353.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $8330008.00        | $8810891.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2854721.00        | $2910326.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.0000%  | 0.0000% | $68598.00          | $5140.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $50000.00          | $10724.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $198920.00         | $45639.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.0000%  | 0.0000% | $19051.00          | $5410.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 4.0000%  | 0.0000% | $7784.00           | $2001.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $130000.00         | $36339.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $1435.00           | $367.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $2200000.00        | $639336.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 4.5000%  | 0.0000% | $2614961.00        | $644823.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 5.0000%  | 0.0000% | $905000.00         | $162744.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.4670%  | 0.0000% | $2876253.00        | $2596663.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $790000.00         | $92906.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 5.0000%  | 0.0000% | $7432227.00        | $1754275.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $289.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $288.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $3999000.00        | $726214.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $97000.00          | $27150.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $160000.00         | $54755.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.6250%  | 0.0000% | $4045.00           | $2811.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5900%  | 0.0000% | $1082.00           | $753.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $4925.00           | $2877.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $13000.00          | $8651.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $41780.00          | $25029.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1080.00           | $677.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $26848.00          | $27536.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $1000.00           | $855.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2001.00           | $2024.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $669.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $469227.00         | $314563.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $4314913.00        | $3106399.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 7.0000%  | 0.0000% | $1724503.00        | $1195484.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $109000.00         | $78473.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $2685364.00        | $2552206.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $56549.00          | $34947.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 7.0000%  | 0.0000% | $1515620.00        | $1242873.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1001.00           | $1008.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $967.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $991.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1004.00           | $995.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.5000%  | 0.0000% | $1014525.00        | $1082342.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 5.2500%  | 0.0000% | $402791.00         | $425032.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 4.8000%  | 0.0000% | $5571.00           | $5717.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 5.2800%  | 0.0000% | $2934000.00        | $3067317.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 4.6400%  | 0.0000% | $147296.00         | $148833.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-01-01      | 3.6350%  | 0.0000% | $18077500.00       | $17720979.06       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.2500%  | 0.0000% | $1650.00           | $1664.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 4.6000%  | 0.0000% | $1642.00           | $1651.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 4.4700%  | 0.0000% | $1000.00           | $1014.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $59000.00          | $16915.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $108000.00         | $27708.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $2983000.00        | $341365.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $399000.00         | $70918.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1183950.00        | $255624.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $91905.00          | $25030.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $113394.00         | $25001.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $470000.00         | $184808.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $502967.00         | $89616.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1841198.00        | $694448.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $483.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1511000.00        | $678463.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $519.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $11458629.00       | $6075493.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 2.0000%  | 0.0000% | $1007.00           | $602.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1196000.00        | $721847.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $3886236.00        | $2299580.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $3772613.00        | $2312743.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $40000.00          | $25449.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $661.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $94000.00          | $66657.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $5485660.00        | $4032084.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $770.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $50000.00          | $38349.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $12000.00          | $8941.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $14274.00          | $10646.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $735.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $64133.00          | $48602.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $125000.00         | $97647.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $2230480.00        | $1642663.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $30521.00          | $25071.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $789.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $5925582.00        | $4962389.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1043.00           | $771.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $7080224.00        | $5552506.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1037.00           | $826.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $1024.00           | $885.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $843.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $173000.00         | $162313.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1370810.00        | $1173571.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $4412848.00        | $4206943.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $884948.00         | $637950.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1001.00           | $1037.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1205416.00        | $1246426.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1051.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $7992476.00        | $6628171.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1020.00           | $901.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $969.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $9694.00           | $9153.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $11638160.00       | $10238265.56       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1013.00           | $1000.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1739.00           | $1647.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1020.00           | $876.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $2008.00           | $1858.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1023.00           | $1030.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $67089.00          | $68431.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $6462664.00        | $5671919.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1037.00           | $958.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $990.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1081.00           | $1079.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $12220.00          | $12127.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $21551200.00       | $22172662.38       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $3815000.00        | $3305187.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1018.00           | $1036.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $243.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $211.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $847000.00         | $451051.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.5000%  | 0.0000% | $11662144.00       | $1499933.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $567.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $100000.00         | $58687.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1016.00           | $623.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $300000.00         | $149296.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $570.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $39000.00          | $25189.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $10030.00          | $6554.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $67358.00          | $39931.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $289156.00         | $183564.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $102000.00         | $61329.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1338.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $300000.00         | $166524.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $9049.00           | $6331.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $3335212.00        | $2635858.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $20000.00          | $14035.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $495000.00         | $338402.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $13144832.00       | $10194891.22       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $100000.00         | $71823.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 2.5000%  | 0.0000% | $8899367.00        | $6503577.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $80312.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1440389.00        | $1155659.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $36498.00          | $28665.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $26999.00          | $22878.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1482164.00        | $1288171.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $816.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $772.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $5109000.00        | $3100676.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $40000.00          | $31680.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 4.5000%  | 0.0000% | $770000.00         | $639739.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $833.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 2.0000%  | 0.0000% | $21443077.00       | $16137480.16       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $49867.00          | $44111.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $809.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $122997.00         | $92886.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1049.00           | $915.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $889.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1006.00           | $1059.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1023.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $9293963.00        | $9495819.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1029.00           | $1078.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.5000%  | 0.0000% | $11430955.00       | $62675.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 6.5000%  | 0.0000% | $2515276.00        | $20654.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1045.00           | $7.25              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.0000%  | 0.0000% | $35000.00          | $5120.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $131.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 6.5000%  | 0.0000% | $1495000.00        | $41208.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-07-01      | 4.5000%  | 0.0000% | $1502.00           | $108.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 6.3300%  | 0.0000% | $14220.00          | $192.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.2450%  | 0.0000% | $615000.00         | $19728.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $1558.00           | $21.24             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-12-01      | 6.0000%  | 0.0000% | $25760000.00       | $161463.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1210637.00        | $31011.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 5.5000%  | 0.0000% | $1002.00           | $18.87             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-07-01      | 4.5000%  | 0.0000% | $1099.00           | $19.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 4.5000%  | 0.0000% | $1000.00           | $83.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-10-01      | 4.0000%  | 0.0000% | $1013.00           | $41.72             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.0000%  | 0.0000% | $1012.00           | $69.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 3.0000%  | 0.0000% | $1000.00           | $120.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $34118.00          | $2722.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $162.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 2.5000%  | 0.0000% | $1000.00           | $192.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $29180.00          | $3713.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $2660.00           | $205.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1644279.00        | $952122.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $12221.00          | $7332.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $16161856.00       | $10079322.16       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $4261151.00        | $2696600.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $201910.00         | $22724.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $88019.00          | $13450.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $134.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $152115.00         | $73235.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 1.5000%  | 0.0000% | $16000.00          | $8969.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 2.0000%  | 0.0000% | $1047.00           | $560.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1022.00           | $573.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $2249495.00        | $1239805.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $32001.00          | $13763.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $60006.00          | $43381.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 3.5000%  | 0.0000% | $88690.00          | $68708.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $787.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $268503.00         | $215098.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $15792.00          | $10016.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $65000.00          | $53229.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $7337000.00        | $6016874.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $788.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $2421.00           | $2009.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $44000.00          | $36773.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $854.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1760.00           | $1369.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $4500000.00        | $3011064.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1119.00           | $597.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $4000000.00        | $3380268.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1168.00           | $1075.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $3596.00           | $3268.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $852.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $933.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1100.00           | $1072.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $288269.00         | $281031.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $2151.00           | $2140.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1024.00           | $1009.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $71951.00          | $72108.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $3036.00           | $3110.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 4.5000%  | 0.0000% | $19046.00          | $861.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100015.00         | $9883.88           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $60317.00          | $55480.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $911200.00         | $902155.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1170.00           | $1202.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1007.00           | $1026.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $420546.00         | $417626.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $24698.00          | $23779.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $5234576.00        | $5301154.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $10287.00          | $10507.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $24740.00          | $25003.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1022.00           | $1025.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $908.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $30495.00          | $26859.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $384331.00         | $371334.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $580000.00         | $575260.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1008.00           | $809.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.0000%  | 0.0000% | $1608.00           | $1671.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1014.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-25      | 2.0000%  | 0.0000% | $100209.00         | $10878.91          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | 0.0000% | $200000.00         | $170043.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-02      | 6.0000%  | 0.0000% | $372916.00         | $315125.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1064.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1007.00           | $1001.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $9222.00           | $9091.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $1001.00           | $11.89             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $1020.00           | $32.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $85143.00          | $12360.96          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1002.00           | $56.18             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-10-15      | 3.5000%  | 0.0000% | $1060985.00        | $54527.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-12-15      | 2.5000%  | 0.0000% | $1464363.00        | $192308.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-20      | 6.3750%  | 0.0000% | $8492.00           | $67.81             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 6.2500%  | 0.0000% | $4305.00           | $32.15             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-12-20      | 4.7500%  | 0.0000% | $3004.00           | $69.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.5000%  | 0.0000% | $70235.00          | $5235.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-20      | 6.2500%  | 0.0000% | $1732.00           | $350.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $88.11             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 5.3750%  | 0.0000% | $1915.00           | $98.29             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 5.3750%  | 0.0000% | $75157.00          | $3665.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-01-20      | 5.5000%  | 0.0000% | $1000.00           | $23.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $2000.00           | $188.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $2003.00           | $192.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 5.3750%  | 0.0000% | $2000.00           | $111.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-07-20      | 6.5000%  | 0.0000% | $105480.00         | $17898.20          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 5.7500%  | 0.0000% | $2745.00           | $150.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $1000.00           | $73.64             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $1000.00           | $117.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $1000.00           | $169.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 5.5000%  | 0.0000% | $1003.00           | $107.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 4.5000%  | 0.0000% | $1025.00           | $208.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $28734.00          | $26045.01          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $22671.00          | $14038.50          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $2706.00           | $1885.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $46260.00          | $34800.79          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $311401.00         | $241458.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $16143.00          | $6702.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $1010.00           | $469.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $582487.00         | $208297.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $2000.00           | $765.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-02-20      | 5.0000%  | 0.0000% | $412265.00         | $20754.61          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-20      | 5.5000%  | 0.0000% | $937159.00         | $482288.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $100848.00         | $32200.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $68038.00          | $41539.13          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1000.00           | $771.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $13654.00          | $12528.98          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $7954.00           | $6650.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-08-15      | 3.5000%  | 0.0000% | $2802.00           | $170.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1006.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-15      | 7.0000%  | 0.0000% | $294555.00         | $302857.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 6.5000%  | 0.0000% | $5141354.00        | $5218943.24        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $2327846.00        | $2299825.02        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $2008.00           | $1855.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $295890.00         | $307891.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $15409.00          | $16184.30          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $3000.00           | $2629.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $45020.00          | $43492.69          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1002.00           | $1042.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $14701.00          | $10989.54          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1002.00           | $697.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $40197.00          | $36760.01          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $50450.00          | $35684.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 5.0000%  | 0.0000% | $636434.00         | $626036.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $85344.00          | $89405.04          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $13879.00          | $13023.08          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $18807.00          | $15737.47          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $40674.00          | $34087.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $131889.00         | $131336.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $5000.00           | $4983.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1068.00           | $1047.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1015.00           | $1009.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $9767.00           | $9746.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $37191.00          | $36328.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1375365.00        | $1107358.48        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1001.00           | $1021.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $833.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1001.00           | $1057.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2000.00           | $2075.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $3000.00           | $3118.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1185353.00        | $1136381.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $34881.00          | $36127.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2063-05-20      | 6.5000%  | 0.0000% | $38310.00          | $39772.94          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $4251.00           | $4410.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $4199.00           | $4329.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-08-20      | 4.5000%  | 0.0000% | $5000.00           | $176.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $766397.00         | $7919.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $1002.00           | $21.14             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $1012.00           | $36.08             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $1045.00           | $7.61              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $7764830.00        | $51232.25          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $2000.00           | $88.50             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $1000.00           | $70.02             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $26150.00          | $1286.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $103948.00         | $3923.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-15      | 5.0000%  | 0.0000% | $8693.00           | $263.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $1228.00           | $7.16              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $2192.00           | $6.71              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $5523912.00        | $21485.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-05-20      | 5.6250%  | 0.0000% | $25042.00          | $502.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 5.8750%  | 0.0000% | $1437.00           | $51.28             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-20      | 5.3750%  | 0.0000% | $2633.00           | $22.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 5.8750%  | 0.0000% | $6946.00           | $109.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-06-20      | 5.6250%  | 0.0000% | $3277.00           | $38.95             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 6.5000%  | 0.0000% | $1583.00           | $40.95             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-15      | 4.0000%  | 0.0000% | $793162.00         | $34580.76          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $195182.00         | $13145.74          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $767406.00         | $209678.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 5.2290%  | 0.0000% | $1010.00           | $240.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $7849.00           | $4611.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 5.4010%  | 0.0000% | $18359.00          | $12428.25          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $1000.00           | $76.10             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $1001.00           | $24.69             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.2530%  | 0.0000% | $78760611.00       | $77369162.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.7730%  | 0.0000% | $8834797.00        | $8643601.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.1030%  | 0.0000% | $11200952.00       | $9704926.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7830%  | 0.0000% | $26444256.00       | $26368168.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.7030%  | 0.0000% | $23784564.00       | $15017017.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.8530%  | 0.0000% | $83488.00          | $83815.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.1398%  | 0.0000% | $202892.00         | $49594.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.2398%  | 0.0000% | $24459601.00       | $3937130.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $31684783.00       | $16865546.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 4.7246%  | 0.0000% | $3516488.00        | $1968401.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $2984093.00        | $1365878.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $166385946.00      | $96381619.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $2508388.00        | $1493844.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $16940700.00       | $10319434.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $6325101.00        | $3918976.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.7330%  | 0.0000% | $8591727.00        | $5098942.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.6030%  | 0.0000% | $633401.00         | $403260.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1237819.00        | $840416.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.0030%  | 0.0000% | $1844974.00        | $1355543.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.6530%  | 0.0000% | $11447780.00       | $8704544.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5830%  | 0.0000% | $2469097.00        | $1622382.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.7030%  | 0.0000% | $49787676.00       | $26598150.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.6030%  | 0.0000% | $1208.00           | $624.57            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.6530%  | 0.0000% | $7495014.00        | $5716930.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.7030%  | 0.0000% | $24162208.00       | $17448601.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.6530%  | 0.0000% | $7718200.00        | $6800626.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8530%  | 0.0000% | $54091444.00       | $37717904.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.7030%  | 0.0000% | $3927488.00        | $2001225.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.7030%  | 0.0000% | $12471424.00       | $5034985.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.0030%  | 0.0000% | $1205.00           | $399.08            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.1030%  | 0.0000% | $1611560.00        | $495751.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.0030%  | 0.0000% | $47348196.00       | $14593311.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.9530%  | 0.0000% | $328193.00         | $143511.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.7630%  | 0.0000% | $3320390.00        | $1324716.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $28750400.00       | $29186473.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $5593550.00        | $5745940.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.0030%  | 0.0000% | $4899139.00        | $4376977.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $9039904.00        | $9282829.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.9030%  | 0.0000% | $31128396.00       | $14604056.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.0030%  | 0.0000% | $463823.00         | $240093.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9530%  | 0.0000% | $6201999.00        | $3207215.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.8030%  | 0.0000% | $16102.00          | $12221.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.8030%  | 0.0000% | $11190644.00       | $7703080.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.8030%  | 0.0000% | $6160204.00        | $3815313.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.8130%  | 0.0000% | $2492766.00        | $2055453.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.8030%  | 0.0000% | $2285985.00        | $1494814.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6530%  | 0.0000% | $2026604.00        | $1701066.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.8130%  | 0.0000% | $3522692.00        | $2174848.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0030%  | 0.0000% | $153231.00         | $100320.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0230%  | 0.0000% | $891185.00         | $827879.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0530%  | 0.0000% | $18998702.00       | $13398857.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0030%  | 0.0000% | $2498790.00        | $1911176.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4530%  | 0.0000% | $63207882.00       | $58328839.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8530%  | 0.0000% | $8493342.00        | $8011983.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7530%  | 0.0000% | $7955115.00        | $7849328.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7530%  | 0.0000% | $6319113.00        | $6324191.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.7030%  | 0.0000% | $198083139.00      | $197091486.58      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.2030%  | 0.0000% | $250000000.00      | $245282420.15      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.7073%  | 0.0000% | $122200.00         | $123735.76         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2042-08-15      | 2.7500%  | 0.0000% | $11539200.00       | $9054848.87        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $1700.00           | $1277.31           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $148.09            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 4.5000%  | 0.0000% | $961000.00         | $949250.31         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $94.95             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $691100.00         | $698889.30         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.0000%  | 0.0000% | $68.38             | $58.02             | U.S. Treasuries (including strips)        |

### Security 94: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAT1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $12059700.00       | $18187384.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $5655000.00        | $5685733.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $293110400.00      | $309156473.97      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $679081600.00      | $686970476.02      | U.S. Treasuries (including strips) |

### Security 95: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $115523200.00      | $92281622.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $98384900.00       | $95891219.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $437129600.00      | $444226020.41      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $130473000.00      | $132601144.38      | U.S. Treasuries (including strips) |

### Security 96: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAG24, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAG24
- **C.18 - Value (incl. sponsor support):** $945000000.00
- **C.18.a - Value (excl. sponsor support):** $945000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $233000000.00      | $228836000.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $192.85            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $300000.00         | $285986.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $126865000.00      | $144157595.85      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $24504500.00       | $25066132.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $140689000.00      | $146987883.85      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $188550000.00      | $191304913.43      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $223614000.00      | $227261366.72      | U.S. Treasuries (including strips) |

### Security 97: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.730000%
- **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: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $1195000000.00
- **C.18.a - Value (excl. sponsor support):** $1195000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 6.2500%  | 0.0000% | $51039.00          | $41776.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 6.3010%  | 0.0000% | $1015.00           | $952.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.7500%  | 0.0000% | $9533629.00        | $4800.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.4870%  | 0.0000% | $48082.00          | $70.18             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.3800%  | 0.0000% | $21212464.00       | $320894.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 6.3170%  | 0.0000% | $35407866.00       | $185346.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.9010%  | 0.0000% | $11901.00          | $118.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-04-01      | 6.2450%  | 0.0000% | $3144.00           | $39.91             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.1850%  | 0.0000% | $3257993.00        | $6523.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-03-01      | 6.3650%  | 0.0000% | $3005849.00        | $40804.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 6.4500%  | 0.0000% | $5737642.00        | $69725.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-12-01      | 6.1650%  | 0.0000% | $7072048.00        | $250151.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.4030%  | 0.0000% | $1288.00           | $40.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-02-01      | 6.5030%  | 0.0000% | $330394.00         | $15960.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.2200%  | 0.0000% | $43024.00          | $959.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 6.0000%  | 0.0000% | $89413.00          | $6912.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.0000%  | 0.0000% | $1003.00           | $18.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $7516184.00        | $32450.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-11-01      | 2.5000%  | 0.0000% | $1000.00           | $49.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 4.5000%  | 0.0000% | $658272.00         | $23222.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-01-01      | 3.5000%  | 0.0000% | $1000.00           | $167.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $301.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $158.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $137.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $120.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $151.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $183.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $182.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $244.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1379.00           | $226.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.5000%  | 0.0000% | $1008.00           | $201.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-05-01      | 3.0000%  | 0.0000% | $49000.00          | $5539.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 3.5000%  | 0.0000% | $1000.00           | $119.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $27788803.00       | $5280464.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $163672.00         | $7541.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.0000%  | 0.0000% | $1024.00           | $106.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.0000%  | 0.0000% | $12000.00          | $965.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $13000.00          | $1412.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-08-01      | 6.5000%  | 0.0000% | $710144.00         | $2285.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-01-01      | 6.5000%  | 0.0000% | $885087.00         | $60.87             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 7.0000%  | 0.0000% | $813089.00         | $451.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.5000%  | 0.0000% | $4301072.00        | $3172.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 7.0000%  | 0.0000% | $115000.00         | $93.81             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 7.0000%  | 0.0000% | $125000.00         | $34.75             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 7.0000%  | 0.0000% | $443000.00         | $215.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 7.0000%  | 0.0000% | $112057.00         | $54.78             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $2052728.00        | $2064.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 7.0000%  | 0.0000% | $528312.00         | $407.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5000%  | 0.0000% | $80038.00          | $631.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 5.0000%  | 0.0000% | $2503.00           | $40.68             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 7.0000%  | 0.0000% | $125000.00         | $1543.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $22000.00          | $173.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 7.0000%  | 0.0000% | $260000.00         | $1026.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $134290.00         | $1351.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.5000%  | 0.0000% | $233921.00         | $1458.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 6.5000%  | 0.0000% | $700000.00         | $11670.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $550000.00         | $3099.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 6.5000%  | 0.0000% | $32000.00          | $190.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 6.0000%  | 0.0000% | $50000.00          | $213.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.5000%  | 0.0000% | $100717.00         | $584.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.5000%  | 0.0000% | $2493993.00        | $17759.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 5.0000%  | 0.0000% | $53000.00          | $683.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $34.84             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 5.5000%  | 0.0000% | $307000.00         | $1838.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 6.5000%  | 0.0000% | $7500.00           | $61.49             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 5.5000%  | 0.0000% | $550000.00         | $3660.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.0000%  | 0.0000% | $1113993.00        | $21490.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 6.5000%  | 0.0000% | $264352.00         | $2614.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 5.0000%  | 0.0000% | $132000.00         | $1317.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-11-01      | 5.0000%  | 0.0000% | $27000.00          | $220.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-04-01      | 3.5000%  | 0.0000% | $26497.00          | $4032.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1029.00           | $110.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-02-01      | 5.0000%  | 0.0000% | $84000.00          | $703.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-10-01      | 5.5000%  | 0.0000% | $42000.00          | $1633.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-09-01      | 6.5000%  | 0.0000% | $278000.00         | $3607.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 7.0000%  | 0.0000% | $100373.00         | $3871.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $4000.00           | $176.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 6.5000%  | 0.0000% | $1022.00           | $57.41             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-04-01      | 6.5000%  | 0.0000% | $28000.00          | $1765.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $22000.00          | $1342.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $2224.00           | $277.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $227595.00         | $17235.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-05-01      | 3.5000%  | 0.0000% | $11000.00          | $2005.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $4070000.00        | $618332.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $511000.00         | $64014.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 6.5000%  | 0.0000% | $28000.00          | $196.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 6.0000%  | 0.0000% | $165000.00         | $2102.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $1527.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $14000.00          | $109.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-05-01      | 5.5000%  | 0.0000% | $1005.00           | $8.60              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.5000%  | 0.0000% | $19000.00          | $1099.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 4.5000%  | 0.0000% | $6000.00           | $575.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.0000%  | 0.0000% | $1000.00           | $115.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 3.0000%  | 0.0000% | $4581.00           | $615.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.5000%  | 0.0000% | $5000.00           | $441.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 4.5000%  | 0.0000% | $3000.00           | $410.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-11-01      | 2.5000%  | 0.0000% | $2003.00           | $498.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $249.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-06-01      | 3.0000%  | 0.0000% | $70000.00          | $10130.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-06-01      | 4.5000%  | 0.0000% | $2000.00           | $148.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $15006.00          | $2332.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1233.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.0000%  | 0.0000% | $10024.00          | $1008.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 2.5000%  | 0.0000% | $105000.00         | $29273.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 4.5000%  | 0.0000% | $9000.00           | $768.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.0000%  | 0.0000% | $20000.00          | $2751.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $114.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.0000%  | 0.0000% | $20045.00          | $2937.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $111.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $96.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.5000%  | 0.0000% | $1146.00           | $94.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $26000.00          | $2142.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $7000.00           | $576.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 3.0000%  | 0.0000% | $25000.00          | $1439.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-04-01      | 2.5000%  | 0.0000% | $2211.00           | $172.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $88.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $7001.00           | $835.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $85.55             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 3.5000%  | 0.0000% | $130000.00         | $10388.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 3.5000%  | 0.0000% | $23000.00          | $1810.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $2751.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 3.5000%  | 0.0000% | $14960.00          | $2261.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $20000.00          | $2234.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.0000%  | 0.0000% | $3000.00           | $457.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 4.5000%  | 0.0000% | $11000.00          | $848.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 3.5000%  | 0.0000% | $14000.00          | $2642.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $18339427.00       | $2097650.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $274.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $4613.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-04-01      | 4.5000%  | 0.0000% | $8000.00           | $2013.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $2072.00           | $358.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-05-01      | 5.5000%  | 0.0000% | $23003.00          | $4105.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $5000.00           | $1278.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $261.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $420.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $697.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $245.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $322000.00         | $91607.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $70.43             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.5000%  | 0.0000% | $8000.00           | $722.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 3.5000%  | 0.0000% | $1002.00           | $74.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $203.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $102.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $5000.00           | $403.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $150000.00         | $2657.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $6000.00           | $509.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 5.0000%  | 0.0000% | $12000.00          | $967.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $263.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 3.0000%  | 0.0000% | $98000.00          | $26634.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 4.0000%  | 0.0000% | $1010.00           | $247.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $507000.00         | $35224.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $64.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $15142532.00       | $898040.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $635.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 4.0000%  | 0.0000% | $67939.00          | $4948.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $235.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $8000.00           | $746.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $5000.00           | $479.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $12000.00          | $1228.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-15      | 4.5000%  | 0.0000% | $4008.00           | $3507.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 3.5000%  | 0.0000% | $9010.00           | $1117.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $407.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 3.5000%  | 0.0000% | $12004.00          | $2398.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-04-01      | 3.5000%  | 0.0000% | $7000.00           | $2027.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 3.5000%  | 0.0000% | $104000.00         | $21116.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 2.5000%  | 0.0000% | $11000.00          | $3457.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 3.5000%  | 0.0000% | $20000.00          | $11823.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 4.0000%  | 0.0000% | $5000.00           | $2836.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-02-01      | 5.0000%  | 0.0000% | $1014.00           | $756.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-12-01      | 2.0000%  | 0.0000% | $200000.00         | $138588.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $630.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $27038.00          | $17390.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.0000%  | 0.0000% | $1001.00           | $574.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $11396.00          | $6140.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $619.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $2030.00           | $1270.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $173.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.5000%  | 0.0000% | $1988778.00        | $946547.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $3001.00           | $1281.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 3.0000%  | 0.0000% | $19854.00          | $8890.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 3.5000%  | 0.0000% | $100000.00         | $39230.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.5000%  | 0.0000% | $7001.00           | $3603.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.0000%  | 0.0000% | $8049672.00        | $5002593.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.5000%  | 0.0000% | $290000.00         | $165586.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $525.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $566.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1228.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $804.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $1137.00           | $747.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $676.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1409.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $2022.00           | $1386.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $743.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $705.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $817.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2057.00           | $1444.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1383.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1357.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.5000%  | 0.0000% | $4004.00           | $3126.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $2001.00           | $1304.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.5000%  | 0.0000% | $1001.00           | $763.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1516.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2209.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $1001.00           | $731.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $7000000.00        | $5432371.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1624.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $797.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $687.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1010.00           | $734.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $10110.00          | $7955.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $697.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2216.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $19775.00          | $13797.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1194855.00        | $1018123.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $48032.00          | $40519.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 3.0000%  | 0.0000% | $43000.00          | $33082.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1490.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $793.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 6.0000%  | 0.0000% | $300000.00         | $234996.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 5.0000%  | 0.0000% | $440959.00         | $346771.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $868.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.0000%  | 0.0000% | $1186000.00        | $876917.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1024.00           | $830.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1083.00           | $973.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.5000%  | 0.0000% | $13535.00          | $12250.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $1672700.00        | $1513645.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $902.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.5000%  | 0.0000% | $3001.00           | $267.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.5000%  | 0.0000% | $1001.00           | $105.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $202.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.0000%  | 0.0000% | $7781.00           | $774.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.5000%  | 0.0000% | $5000.00           | $650.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 2.5000%  | 0.0000% | $1200000.00        | $221971.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1111.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $3000.00           | $516.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $143.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.5000%  | 0.0000% | $97000.00          | $19266.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $245.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 4.5000%  | 0.0000% | $3000.00           | $666.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $3047.00           | $820.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1528.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $979.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $4000.00           | $1434.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $462.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $30456.00          | $23533.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2814.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 3.0000%  | 0.0000% | $223990.00         | $79259.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $5000.00           | $2672.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $612.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $21001.00          | $12480.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.5000%  | 0.0000% | $62000.00          | $35639.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1849.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.5000%  | 0.0000% | $7000.00           | $3272.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $9000.00           | $5613.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $1403045.00        | $859900.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1037.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $630.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1256.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1208.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $16000.00          | $12209.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.0000%  | 0.0000% | $110002.00         | $76184.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 2.5000%  | 0.0000% | $66973.00          | $46718.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $767.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $17001.00          | $12119.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.5000%  | 0.0000% | $170733.00         | $121322.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $724.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.5000%  | 0.0000% | $101000.00         | $76889.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.5000%  | 0.0000% | $4000.00           | $2806.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $767.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $798.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $74829.00          | $56996.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $552097.00         | $418729.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $414504.00         | $340466.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.5000%  | 0.0000% | $1006.00           | $812.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $766.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 4.5000%  | 0.0000% | $3001.00           | $2484.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1026000.00        | $862115.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1720.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6633.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1259979.00        | $863397.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $703.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $4594000.00        | $3256186.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $552.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $726.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 4.5000%  | 0.0000% | $3130.00           | $2911.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3636.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $797.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $22559.00          | $17550.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 3.5000%  | 0.0000% | $3000.00           | $2623.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $5001.00           | $3718.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $816.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $58000.00          | $44284.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $122001.00         | $94850.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $825.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $2001.00           | $1581.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 2.7700%  | 0.0000% | $1066.00           | $841.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 1.2200%  | 0.0000% | $1552.00           | $1252.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-04-01      | 4.9800%  | 0.0000% | $5352756.00        | $5430567.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-02-01      | 5.1300%  | 0.0000% | $800000.00         | $827274.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $1001.00           | $118.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.0000%  | 0.0000% | $4000.00           | $552.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.5000%  | 0.0000% | $1003.00           | $162.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1003.00           | $321.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $292.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.5000%  | 0.0000% | $279750.00         | $110294.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $360.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 2.5000%  | 0.0000% | $148000.00         | $74335.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $551.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $49000.00          | $24744.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $45999.00          | $23581.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $96000.00          | $47236.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $570.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1677.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $2001.00           | $1079.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $2001.00           | $1263.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.5000%  | 0.0000% | $1000.00           | $425.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 3.0000%  | 0.0000% | $590527.00         | $369678.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1232.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.5000%  | 0.0000% | $1085960.00        | $799864.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $198000.00         | $120257.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $641.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $1072.00           | $778.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $648.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1439.00           | $1022.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.5000%  | 0.0000% | $163841.00         | $99653.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4803.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.0000%  | 0.0000% | $1001.00           | $818.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $717.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1441.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2553.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1558.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1353780.00        | $967921.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $180000.00         | $138486.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1479.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $474308.00         | $303743.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4382.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $7000.00           | $5428.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $752.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $667530.00         | $396955.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $789.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.0000%  | 0.0000% | $4000.00           | $3106.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1437.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $916.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $13629401.00       | $10569328.99       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.5000%  | 0.0000% | $2357.00           | $1655.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $621.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.5000%  | 0.0000% | $92845.00          | $52776.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $2069.00           | $1609.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $1788564.00        | $1533201.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1124946.00        | $1135358.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.0000%  | 0.0000% | $4000.00           | $3128.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 7.0000%  | 0.0000% | $4948.00           | $748.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $727.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $806.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2408.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $876.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2212.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1617.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $1001.00           | $703.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $5000.00           | $3923.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $4008.00           | $3799.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 3.0000%  | 0.0000% | $5000.00           | $3891.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 4.5000%  | 0.0000% | $61000.00          | $49171.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $7205.00           | $5770.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2467.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3659.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $850.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $48767.00          | $35504.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1014.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $861.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $756941.00         | $503746.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $691.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $851.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.0000%  | 0.0000% | $1344651.00        | $1330532.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $6389034.00        | $5789924.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $2002.00           | $2008.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1006.00           | $747.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $940.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $2016.00           | $1847.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2197.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2946.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $14106026.00       | $13355535.79       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $648.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 4.0000%  | 0.0000% | $5000.00           | $4379.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1059.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $372.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.0000%  | 0.0000% | $2000.00           | $990.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 5.0000%  | 0.0000% | $8797.00           | $2026.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $206998.00         | $74035.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.5000%  | 0.0000% | $2000.00           | $920.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $530.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $426.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $454.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1025.00           | $327.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $490.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.5000%  | 0.0000% | $525850.00         | $278592.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2440.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $6000.00           | $3229.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.5000%  | 0.0000% | $3999.00           | $2023.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $1002.00           | $512.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $989000.00         | $517468.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1090.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 3.0000%  | 0.0000% | $2000.00           | $892.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $4000.00           | $2198.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $579.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.5000%  | 0.0000% | $2220334.00        | $1287337.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $6004.00           | $3497.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $2391072.00        | $1442879.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.5000%  | 0.0000% | $1205.00           | $722.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $571.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1233.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $589.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.0000%  | 0.0000% | $683648.00         | $418332.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 4.0000%  | 0.0000% | $6054.00           | $4225.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1025.00           | $629.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $684000.00         | $424501.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $7001.00           | $4264.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $24787.00          | $15246.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $819309.00         | $515507.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $3008.00           | $2004.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1399.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $6000.00           | $3850.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $8001.00           | $5040.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $627.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $3018.00           | $2347.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $9351655.00        | $6756588.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $2001.00           | $1380.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $817.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $28800.00          | $20707.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $4556904.00        | $4113169.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $708.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $2775520.00        | $1459148.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $79736.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1086174.00        | $850353.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $29164.00          | $23508.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $876.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1614.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $837.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $948.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 5.5000%  | 0.0000% | $1004.00           | $1018.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-09-01      | 2.0000%  | 0.0000% | $1000.00           | $444.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $909.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $3001.00           | $2952.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $3999.00           | $3318.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $2002.00           | $1697.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $1420206.00        | $1400145.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 6.3440%  | 0.0000% | $3601958.00        | $21085.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 4.2410%  | 0.0000% | $13025270.00       | $4814.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 4.2060%  | 0.0000% | $252366656.00      | $144159.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.5110%  | 0.0000% | $1519.00           | $193.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 5.6250%  | 0.0000% | $338.00            | $0.04              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-25      | 3.3800%  | 0.0000% | $1248999.00        | $81139.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-04-25      | 2.4690%  | 0.0000% | $168821.00         | $88295.65          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 3.0000%  | 0.0000% | $1067969.00        | $911914.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 6.4160%  | 0.0000% | $1100000.00        | $94875.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 4.5391%  | 0.0000% | $1838.00           | $165.92            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-06-25      | 2.2920%  | 0.0000% | $1000.00           | $688.02            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 3.6100%  | 0.0000% | $49000.00          | $40074.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 2.5000%  | 0.0000% | $5050000.00        | $236330.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-01-25      | 1.9278%  | 0.0000% | $510000.00         | $449689.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-25      | 5.0973%  | 0.0000% | $974842.00         | $412773.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $246772.00         | $134857.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 4.9473%  | 0.0000% | $7327060.00        | $5867271.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7154%  | 0.0000% | $4155698.00        | $4167807.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-25      | 5.5000%  | 0.0000% | $7500000.00        | $7113822.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.1473%  | 0.0000% | $1257.00           | $859.39            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $37664.00          | $38478.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-25      | 5.5000%  | 0.0000% | $203360.00         | $177060.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-08-25      | 5.5000%  | 0.0000% | $3111114.00        | $3132051.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-01-25      | 4.5000%  | 0.0000% | $13583104.00       | $13160737.16       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-10-01      | 4.6430%  | 0.0000% | $15220000.00       | $17134.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 5.5000%  | 0.0000% | $1012.00           | $14.73             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 6.6250%  | 0.0000% | $9921982.00        | $7502.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $489252.00         | $487368.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-08-15      | 3.5000%  | 0.0000% | $4713216.00        | $2269456.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2045-05-15      | 3.0000%  | 0.0000% | $109039.00         | $90244.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $2608.00           | $2494.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $9452.00           | $1276.89           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $90952.00          | $90368.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-12-25      | 3.9500%  | 0.0000% | $106986.00         | $22319.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-25      | 3.0590%  | 0.0000% | $128777.00         | $116818.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-10-25      | 2.5370%  | 0.0000% | $40000.00          | $38197.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 1.8140%  | 0.0000% | $446691.00         | $393373.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $217937.00         | $225183.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 4.9473%  | 0.0000% | $11160061.00       | $9269040.14        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-08-01      | 5.3500%  | 0.0000% | $1798664.00        | $1429994.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 8.0000%  | 0.0000% | $106001.00         | $43.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.0000%  | 0.0000% | $398668.00         | $451.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 4.5670%  | 0.0000% | $50771445.00       | $39490.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 4.7880%  | 0.0000% | $37338596.00       | $243766.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 6.0000%  | 0.0000% | $1012.00           | $2.35              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.4810%  | 0.0000% | $5985.00           | $44.50             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 7.0000%  | 0.0000% | $210000.00         | $726.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $3400.00           | $197.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $207.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1970.00           | $129.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 4.5000%  | 0.0000% | $1003.00           | $27.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1011.00           | $69.58             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 6.2250%  | 0.0000% | $16058254.00       | $452019.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $100.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $1080.00           | $188.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 6.3840%  | 0.0000% | $2868.00           | $86.84             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 6.3800%  | 0.0000% | $302150.00         | $14314.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 6.5580%  | 0.0000% | $17208.00          | $845.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $297.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $3479.00           | $478.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 3.0000%  | 0.0000% | $1000.00           | $135.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $531.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 4.5000%  | 0.0000% | $11471.00          | $1232.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 6.5670%  | 0.0000% | $173000.00         | $8791.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 6.2510%  | 0.0000% | $7694000.00        | $400574.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $139.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.3510%  | 0.0000% | $56702.00          | $4719.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $1010.00           | $82.47             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $132.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $1001.00           | $129.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $1000.00           | $189.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | 0.0000% | $55427904.00       | $5354873.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $1000.00           | $288.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1020.00           | $306.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $1001.00           | $234.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $2000.00           | $557.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $205.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1002.00           | $133.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.5000%  | 0.0000% | $2000.00           | $38.28             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-06-01      | 4.5000%  | 0.0000% | $1058.00           | $16.51             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 3.0000%  | 0.0000% | $1794.00           | $90.66             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $1002.00           | $227.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $178.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 3.0000%  | 0.0000% | $1000.00           | $74.57             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 5.9000%  | 0.0000% | $3500000.00        | $16323.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 5.5000%  | 0.0000% | $1339.00           | $3.37              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-09-01      | 6.0000%  | 0.0000% | $152000.00         | $860.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 2.2882%  | 0.0000% | $103820.00         | $961.69            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-08-01      | 5.9810%  | 0.0000% | $27698.00          | $267.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.2340%  | 0.0000% | $20034530.00       | $449822.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 6.3920%  | 0.0000% | $9999000.00        | $75226.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.0000%  | 0.0000% | $131000.00         | $580.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 6.0520%  | 0.0000% | $8766.00           | $73.89             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 6.0000%  | 0.0000% | $1993998.00        | $6762.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 6.3850%  | 0.0000% | $3740557.00        | $11608.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 5.6240%  | 0.0000% | $5000000.00        | $73036.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 6.5000%  | 0.0000% | $50000.00          | $266.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 6.5000%  | 0.0000% | $2290.00           | $5.66              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 6.5000%  | 0.0000% | $237420.00         | $1116.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 5.5000%  | 0.0000% | $139297.00         | $1480.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 6.5000%  | 0.0000% | $44000.00          | $254.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 5.9590%  | 0.0000% | $3401.00           | $44.18             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 5.9820%  | 0.0000% | $9999000.00        | $130970.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.0000%  | 0.0000% | $1000.00           | $15.30             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-01-01      | 5.0000%  | 0.0000% | $5000.00           | $54.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 5.0000%  | 0.0000% | $10000.00          | $63.23             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 5.5000%  | 0.0000% | $2021.00           | $13.48             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 6.0000%  | 0.0000% | $371320.00         | $3862.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 6.0000%  | 0.0000% | $84985.00          | $540.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.6820%  | 0.0000% | $100001008.00      | $440795.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 5.0000%  | 0.0000% | $2092.00           | $14.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 5.0000%  | 0.0000% | $5000.00           | $40.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 6.5000%  | 0.0000% | $195000.00         | $1485.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.0000%  | 0.0000% | $10590.00          | $38.27             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 6.0000%  | 0.0000% | $20000.00          | $122.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 6.0000%  | 0.0000% | $1200000.00        | $3812.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.5000%  | 0.0000% | $4166.00           | $20.31             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.5000%  | 0.0000% | $100000.00         | $266.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 6.4700%  | 0.0000% | $5212743.00        | $25304.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 5.9020%  | 0.0000% | $850000.00         | $13588.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.2420%  | 0.0000% | $62453621.00       | $507085.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.1750%  | 0.0000% | $533332.00         | $4172.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.5000%  | 0.0000% | $73850.00          | $869.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 6.5000%  | 0.0000% | $115279.00         | $737.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.6330%  | 0.0000% | $14924941.00       | $268532.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 5.0000%  | 0.0000% | $5000.00           | $13.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.5070%  | 0.0000% | $3454000.00        | $49843.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.7750%  | 0.0000% | $19668.00          | $141.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.5000%  | 0.0000% | $7394.00           | $82.67             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 6.5000%  | 0.0000% | $1080.00           | $5.52              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.5000%  | 0.0000% | $117667.00         | $667.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 6.0000%  | 0.0000% | $27000.00          | $266.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.5000%  | 0.0000% | $227867.00         | $3159.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 7.0000%  | 0.0000% | $223391.00         | $417.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.0000%  | 0.0000% | $75000.00          | $2056.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 7.0000%  | 0.0000% | $50000.00          | $531.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $789.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $3000.00           | $1919.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $4004.00           | $3039.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $666.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1001.00           | $873.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1635.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $6000.00           | $3967.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $2003.00           | $1676.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $3000.00           | $1940.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $2267.00           | $1532.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $782.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $824.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $741.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1001.00           | $256.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $3001.00           | $3025.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $2016.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2044.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $811.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $944.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $635.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1001.00           | $975.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $2002.00           | $1709.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $2001.00           | $1669.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $3023.00           | $3082.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $896.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $939.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $937.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1783.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $6000.00           | $3876.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1669.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $3000.00           | $3066.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $989.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2029.00           | $1816.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $5000.00           | $4399.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2040.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $910.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $3003.00           | $3039.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2002.00           | $2029.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $798.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $875.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2062.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $886.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $4406288.00        | $3730066.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $4000.00           | $4068.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $4003.00           | $4066.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2032.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4845.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1003.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $6004.00           | $4676.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $970.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $991.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $4036.00           | $3969.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $945.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $4010.00           | $2913.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $978.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1006.00           | $914.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $961.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $4000.00           | $4010.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $959.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2099.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $5014.00           | $4936.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $1003.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2008.00           | $1979.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $766404.00         | $761384.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $4000.00           | $4097.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $3000.00           | $3013.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $983.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $8010.00           | $8027.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $968.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2002.00           | $2046.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $186.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $281.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $1509.00           | $287.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $2000.00           | $587.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $291.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $1010.00           | $127.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $9785.00           | $8799.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 2.8000%  | 0.0000% | $1277.00           | $1055.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $1001.00           | $270.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $286.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.0000%  | 0.0000% | $1000.00           | $341.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $204.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 6.2550%  | 0.0000% | $5833788.00        | $1521801.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $10037.00          | $9332.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.4670%  | 0.0000% | $59511.00          | $53726.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $293.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $208.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $197.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $342.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $581.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1290.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 4.9400%  | 0.0000% | $176688.00         | $175170.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.6900%  | 0.0000% | $290243.00         | $284857.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1010.00           | $664.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1486.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1404.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1528.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $599.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1028.00           | $680.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $777.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $745.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1695.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $3780164.00        | $3852154.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $4151.00           | $3988.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $2001.00           | $1923.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1001.00           | $755.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2259.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $666.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1075.00           | $659.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $615.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $6000.00           | $4187.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1208000.00        | $658779.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2846812.00        | $2840523.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $4000.00           | $4111.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2065.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2111.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $4000.00           | $2639.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1653.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1440.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1001.00           | $699.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $840.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1001.00           | $784.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1368.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $5493.00           | $3238.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $785.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $2129.00           | $1640.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $1001.00           | $951.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 3.0000%  | 0.0000% | $1000.00           | $783.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $659.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 3.0000%  | 0.0000% | $5002.00           | $4199.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 3.0000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1148.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3373.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $4000.00           | $2828.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 3.0000%  | 0.0000% | $1000.00           | $842.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $5004.00           | $1219.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $199.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $979.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1780.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1209.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $4702.00           | $4776.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $4000.00           | $4043.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $841.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $149858.00         | $126659.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $1049.00           | $1069.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 4.3400%  | 0.0000% | $2188680.00        | $2215047.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 4.9300%  | 0.0000% | $121890.00         | $126732.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 4.1400%  | 0.0000% | $6788463.00        | $6822099.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1187.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $6000.00           | $1548.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.5000%  | 0.0000% | $12000.00          | $1171.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $70.75             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $1024.00           | $76.39             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.0000%  | 0.0000% | $15000.00          | $2894.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $4000.00           | $487.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $3006.00           | $224.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $2000.00           | $228.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $2024.00           | $255.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $597.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $245.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1052.00           | $119.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $4000.00           | $280.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $2044.00           | $422.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $24500.00          | $3399.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $35012.00          | $2501.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $5001.00           | $781.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $6000.00           | $1295.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $11990.00          | $662.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.5000%  | 0.0000% | $69345.00          | $519.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $1003.00           | $304.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $7000.00           | $680.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $146.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 3.5000%  | 0.0000% | $2000.00           | $655.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $2000.00           | $512.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $2000.00           | $581.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $2000.00           | $504.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $42000.00          | $4055.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $23000.00          | $3194.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $3001.00           | $807.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $3008.00           | $1161.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 4.0000%  | 0.0000% | $3000.00           | $848.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 3.0000%  | 0.0000% | $4094.00           | $1067.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $8262.00           | $1769.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $1000.00           | $220.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1001.00           | $380.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $313.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $4000.00           | $1026.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $6001.00           | $1565.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.5000%  | 0.0000% | $4002.00           | $1293.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $376.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $11101.00          | $4828.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $2000.00           | $565.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 4.5000%  | 0.0000% | $3000.00           | $681.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $6000.00           | $2417.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $5000.00           | $1672.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $312227.00         | $82652.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $417.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $3103.00           | $1637.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 3.0000%  | 0.0000% | $1000.00           | $369.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $604.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $400.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 2.0000%  | 0.0000% | $7394000.00        | $3855264.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1072958.00        | $634231.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $628.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $16586976.00       | $10676099.85       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $603.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $2000.00           | $1191.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1001.00           | $592.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1023.00           | $606.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $2048.00           | $1349.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $695.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $700.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $674.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1016.00           | $632.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.5000%  | 0.0000% | $1024.00           | $744.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 5.0000%  | 0.0000% | $1012.00           | $690.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2161.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1006.00           | $700.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $709.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $2048.00           | $1440.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3009.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1470.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $749.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1504.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1532.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $790.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1588.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $5040.00           | $3819.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $754.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $3075.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $3282.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $741.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $8652348.00        | $6372123.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $1006.00           | $839.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $782.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $836.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $4000.00           | $2394.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $860.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1671.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $831.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $768.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $4000.00           | $3301.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $3001.00           | $2501.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $5000.00           | $4271.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $911.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $6000.00           | $4790.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $892.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2708.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2568.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $875.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $3282321.00        | $2366193.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1009.00           | $946.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $5000.00           | $4663.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 5.0000%  | 0.0000% | $1000.00           | $811.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $34000.00          | $33017.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $32845440.00       | $26409426.12       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1846.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $4000.00           | $3282.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1021.00           | $965.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $8737471.00        | $8798588.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-25      | 2.5000%  | 0.0000% | $1000.00           | $850.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $390208.00         | $359443.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1037.00           | $957.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 3.0000%  | 0.0000% | $2000.00           | $422.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $2160.00           | $314.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $258.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $7278.00           | $2167.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 4.5000%  | 0.0000% | $1000.00           | $182.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $2024.00           | $530.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $183.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $250.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $8063.00           | $2596.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $165.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $2000.00           | $308.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $241.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.5000%  | 0.0000% | $2055.00           | $228.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $532.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.5000%  | 0.0000% | $5000.00           | $643.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.0000%  | 0.0000% | $2001.00           | $819.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 3.0000%  | 0.0000% | $1000.00           | $387.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $2000.00           | $360.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $355.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $3002.00           | $1017.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1113.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1024.00           | $563.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $5000.00           | $2512.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1716.00           | $861.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $5999.00           | $1797.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1003.00           | $494.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $5337.00           | $2686.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $454.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $384.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1556.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $481.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1108.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $6000.00           | $3175.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1189.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $4000.00           | $2273.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $5446.00           | $1773.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $315.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $3239.00           | $1992.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1166.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $555.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $547.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $7000.00           | $3028.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $488.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $614.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $627.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $626.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1001.00           | $607.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1291.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $3000.00           | $1854.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $3000.00           | $1897.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1294.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $2000.00           | $947.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $645.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $642.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $17039708.00       | $10556730.78       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $5813459.00        | $3927415.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2008.00           | $1322.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $43642.00          | $27705.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $593.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $7623188.00        | $5100662.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $620.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $2003.00           | $1398.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1065.00           | $745.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1002.00           | $791.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $3000.00           | $2026.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $687.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $4000.00           | $2859.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $2004.00           | $1404.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $3000.00           | $1960.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $4001.00           | $2698.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $788.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $5404.00           | $3508.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $5008.00           | $3324.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1003.00           | $690.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3109.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $4000.00           | $2906.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1494.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $3000.00           | $2158.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $4001.00           | $2776.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1473.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1444.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $4000.00           | $3185.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1543.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $4039.00           | $2712.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1012.00           | $665.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $4000.00           | $3181.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $807.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $4000.00           | $2866.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $814.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $803.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $667.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $3020.00           | $2313.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1964.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $6003.00           | $4370.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1395.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $763.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2365.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1036.00           | $720.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2313.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2010.00           | $1451.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $3000.00           | $2238.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1738.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $799.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1597.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3301.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1002.00           | $757.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $727.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $744.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $826.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $1004.00           | $700.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $788.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2353.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $4000.00           | $2854.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1539.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $6000.00           | $4594.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $736.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1501.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $5000.00           | $3917.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1612.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $2004.00           | $1660.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2632.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $3000.00           | $2250.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1550.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1584.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1001.00           | $834.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $902.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $1000.00           | $718.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $3000.00           | $2302.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 5.0000%  | 0.0000% | $1029.00           | $838.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1657.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $5001.00           | $3876.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $4000.00           | $2937.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $881.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $4237.00           | $3583.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $754.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $873.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $793.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $3001.00           | $2423.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $1694.00           | $1476.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1873404.00        | $1663406.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1003.00           | $757.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $824.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1722.00           | $1515.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $857.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-25      | 3.5000%  | 0.0000% | $1000.00           | $596.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $74969940.00       | $75847716.09       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2058.00           | $2057.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.5000%  | 0.0000% | $2845.00           | $15.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.0000%  | 0.0000% | $136810.00         | $945.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 6.5000%  | 0.0000% | $60000.00          | $312.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 6.5000%  | 0.0000% | $250000.00         | $3037.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 5.5000%  | 0.0000% | $2000.00           | $16.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-03-01      | 6.5000%  | 0.0000% | $96167.00          | $566.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 6.0000%  | 0.0000% | $66000.00          | $308.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $280941.00         | $3479.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.5000%  | 0.0000% | $5415.00           | $27.38             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 5.5000%  | 0.0000% | $7000.00           | $44.10             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 7.0000%  | 0.0000% | $1002.00           | $19.97             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 5.9500%  | 0.0000% | $28010241.00       | $59517.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 5.5000%  | 0.0000% | $2000.00           | $28.92             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 6.3790%  | 0.0000% | $4992000.00        | $29123.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.0000%  | 0.0000% | $1029.00           | $4.40              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $1208.00           | $1.68              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-07-01      | 4.5000%  | 0.0000% | $1000.00           | $72.47             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.5000%  | 0.0000% | $67581.00          | $372.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 4.5000%  | 0.0000% | $1001.00           | $43.68             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 6.5000%  | 0.0000% | $1000.00           | $17.17             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 6.0000%  | 0.0000% | $1000.00           | $11.72             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 6.0000%  | 0.0000% | $834357.00         | $3141.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $2929.00           | $8.58              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $1010.00           | $18.24             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 5.5000%  | 0.0000% | $1885.00           | $12.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $2034.00           | $27.73             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 5.5000%  | 0.0000% | $163801.00         | $2720.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 5.5000%  | 0.0000% | $1000.00           | $13.04             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $9492.00           | $124.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.2950%  | 0.0000% | $10500000.00       | $167725.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.0820%  | 0.0000% | $24977685.00       | $279596.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $1003.00           | $84.44             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $2002.00           | $119.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 3.0000%  | 0.0000% | $1000.00           | $115.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $72.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.5000%  | 0.0000% | $2012.00           | $170.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 4.0000%  | 0.0000% | $1000.00           | $94.68             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $9986003.00        | $747819.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.5000%  | 0.0000% | $1000.00           | $69.22             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1054.00           | $84.09             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 2.5000%  | 0.0000% | $1000.00           | $180.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $104.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.0000%  | 0.0000% | $1416.00           | $223.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $1007.00           | $47.43             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $5650.00           | $435.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $8006.00           | $4853.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1218.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $599.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $623.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $13000.00          | $7943.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1898.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1273.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 3.0000%  | 0.0000% | $3015.00           | $215.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $57.42             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $42774.00          | $4814.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $9399.00           | $912.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 2.5000%  | 0.0000% | $5000.00           | $694.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $1165.00           | $194.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1095.00           | $147.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $16590.00          | $2884.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $349.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $524.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $2122.00           | $962.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $4001.00           | $1608.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.0000%  | 0.0000% | $1006.00           | $262.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $6000.00           | $2802.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $450.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $4000.00           | $1496.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1913200.00        | $1074084.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $589.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $4000.00           | $2402.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $653.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 8.0000%  | 0.0000% | $3010.00           | $1690.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $1029.00           | $709.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $6000.00           | $3865.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $6000.00           | $3962.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $675.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3397.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $684.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1477.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1335.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $745.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1409.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 3.5000%  | 0.0000% | $1000.00           | $556.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $2214000.00        | $1483057.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1539.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1002.00           | $772.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $126000.00         | $78270.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 3.0000%  | 0.0000% | $1000.00           | $773.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4233.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $3000.00           | $2507.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1758.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $4000.00           | $2141.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1756.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 4.0000%  | 0.0000% | $1000.00           | $808.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2714.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1853.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $720.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1825.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 4.0000%  | 0.0000% | $1000.00           | $884.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $6000.00           | $4002.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $2016.00           | $1832.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1040.00           | $886.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $3000.00           | $2772.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $914.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 6.0000%  | 0.0000% | $3319.00           | $2401.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $934.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $2842.00           | $2526.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $797.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 4.0000%  | 0.0000% | $5000.00           | $4633.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $1150.00           | $972.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 3.5000%  | 0.0000% | $4000.00           | $3626.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $896.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 3.5000%  | 0.0000% | $5000.00           | $4479.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $3014.00           | $2814.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1973.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $2005.00           | $1945.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1991.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $45000.00          | $409.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $109050.00         | $1182.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 5.5000%  | 0.0000% | $12476.00          | $89.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 5.5000%  | 0.0000% | $16000.00          | $125.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 6.5000%  | 0.0000% | $6468.00           | $94.14             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 4.5000%  | 0.0000% | $56000.00          | $3249.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-04-01      | 5.0000%  | 0.0000% | $2008.00           | $126.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 5.0000%  | 0.0000% | $21191.00          | $561.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 5.0000%  | 0.0000% | $2000.00           | $83.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 5.0000%  | 0.0000% | $6700.00           | $261.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $39.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-01-01      | 4.5000%  | 0.0000% | $37000.00          | $4246.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 6.1300%  | 0.0000% | $6210673.00        | $256042.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 5.0000%  | 0.0000% | $1000.00           | $43.87             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.5000%  | 0.0000% | $1001.00           | $83.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100003.00         | $9882.70           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $100019.00         | $10941.64          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $10000.00          | $8638.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $979.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $286328.00         | $291297.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $961.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $6008.00           | $5804.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1674.00           | $1446.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1057.00           | $915.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $2008.00           | $1612.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $85116.00          | $70226.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $3001.00           | $1531.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $25795.00          | $23393.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $2645294.00        | $1947122.09        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $24533.00          | $23946.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1003.00           | $955.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $17687.00          | $15620.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $3008832.00        | $2747309.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 4.5000%  | 0.0000% | $1013.00           | $991.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $19862.00          | $20266.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $2038.00           | $1673.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1936.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $850.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1002.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $5985408.00        | $6092076.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $811.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $6550796.00        | $5016194.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $6565.00           | $6931.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $925.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $2364500.00        | $2452318.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $961.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $3003.00           | $2830.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $3001.00           | $2993.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1247.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $485210.00         | $451289.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4973.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $2003.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $656.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $13003.00          | $13280.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $5002.00           | $3948.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $1416944.00        | $1195458.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $1003.00           | $929.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 4.5000%  | 0.0000% | $2128252.00        | $2079242.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3008.00           | $2743.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $496.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $990.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1009521.00        | $1054765.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $5000.00           | $5223.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3899577.00        | $3907247.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1016.00           | $1050.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $53164.00          | $55050.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $4005.00           | $4125.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $3005.00           | $3097.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $5000.00           | $5191.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3024.00           | $2790.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $967.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3065060.00        | $3145247.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1003.00           | $943.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1023.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $6050.00           | $6301.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3469048.00        | $3591634.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $2011032.00        | $2063741.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $3097.00           | $2952.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $4024.00           | $4133.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1002.00           | $1022.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2083.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1914.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1030.00           | $1042.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $909.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1003.00           | $1010.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $4000.00           | $3931.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $3000.00           | $3034.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $2016.00           | $1978.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $2015.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3985.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.0000%  | 0.0000% | $39164.00          | $37482.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1966.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $994.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $1006.00           | $1036.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2840.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $923.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $821.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $880.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $851.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $850.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $118838.00         | $100279.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $853.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1012.00           | $930.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1013.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $970.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $915.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.0000%  | 0.0000% | $1904.00           | $1979.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $832.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $2049.00           | $1511.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $605.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1341.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $6692011.00        | $5668173.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3572.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $850.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2871.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $899.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $54837.00          | $51381.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $12477671.00       | $12240965.21       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1843.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 7.0000%  | 0.0000% | $202980.00         | $214957.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $175599.00         | $184796.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $1004.00           | $1028.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $1025.00           | $12.17             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-04-20      | 4.5000%  | 0.0000% | $32000.00          | $1402.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-11-15      | 2.5000%  | 0.0000% | $1000.00           | $512.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 3.5000%  | 0.0000% | $1000.00           | $46.58             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $2794.00           | $355.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $1000.00           | $82.79             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1000.00           | $56.07             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 3.5000%  | 0.0000% | $31099.00          | $2515.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1000.00           | $67.22             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $1000.00           | $126.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-01-20      | 4.0000%  | 0.0000% | $1000.00           | $59.54             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-03-20      | 4.5000%  | 0.0000% | $9759.00           | $622.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-04-20      | 4.5000%  | 0.0000% | $1279.00           | $90.62             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-08-20      | 5.3750%  | 0.0000% | $4661.00           | $60.80             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-10-20      | 4.5000%  | 0.0000% | $6963.00           | $447.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $1032.00           | $66.15             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $1000.00           | $100.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $1000.00           | $64.90             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 5.0000%  | 0.0000% | $45000.00          | $3675.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-10-20      | 6.5000%  | 0.0000% | $1000.00           | $93.63             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-09-20      | 5.5000%  | 0.0000% | $2000.00           | $188.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $3000.00           | $272.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-10-20      | 5.5000%  | 0.0000% | $35000.00          | $2584.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $2000.00           | $230.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 5.5000%  | 0.0000% | $9000.00           | $695.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $1000.00           | $84.39             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $30000.00          | $3678.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $55203.00          | $4178.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $1021.00           | $152.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $2363.00           | $208.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-11-20      | 4.6250%  | 0.0000% | $1091.00           | $38.51             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-01-20      | 3.0000%  | 0.0000% | $2000.00           | $185.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1000.00           | $160.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-20      | 3.0000%  | 0.0000% | $1000.00           | $89.36             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 6.0000%  | 0.0000% | $1000.00           | $140.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 5.0000%  | 0.0000% | $25000.00          | $2287.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $25000.00          | $2189.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-07-20      | 6.5000%  | 0.0000% | $3000.00           | $509.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $2000.00           | $178.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $1997.00           | $146.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $1058.00           | $77.86             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 6.0000%  | 0.0000% | $1000.00           | $130.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-06-20      | 6.0000%  | 0.0000% | $1000.00           | $113.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $2000.00           | $243.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-09-20      | 6.0000%  | 0.0000% | $1000.00           | $214.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 6.0000%  | 0.0000% | $1000.00           | $200.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $2000.00           | $143.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $1000.00           | $132.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 6.0000%  | 0.0000% | $14000.00          | $1423.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 6.0000%  | 0.0000% | $1007.00           | $117.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-09-20      | 6.0000%  | 0.0000% | $35001.00          | $4409.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $445.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $16016.00          | $2717.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $3447.00           | $606.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 5.5000%  | 0.0000% | $2000.00           | $214.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $1000.00           | $222.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $5000.00           | $2354.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $4000.00           | $1310.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $3002.00           | $1442.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $5000.00           | $3212.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $2000.00           | $962.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 2.0000%  | 0.0000% | $1000.00           | $537.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $6000.00           | $2974.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $137000.00         | $76958.47          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $2000.00           | $1055.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $4000.00           | $2234.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $572.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $4000.00           | $2334.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $2000.00           | $1170.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-08-20      | 6.5000%  | 0.0000% | $7778.00           | $1728.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $579.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $7000.00           | $4232.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 5.0000%  | 0.0000% | $2000.00           | $896.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $4000.00           | $2400.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $1000.00           | $613.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1000.00           | $624.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $3000.00           | $1915.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $3031.00           | $2243.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1000.00           | $745.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1000.00           | $753.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $660.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $1000.00           | $779.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $696.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $744.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 7.5000%  | 0.0000% | $5000.00           | $1083.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $2000.00           | $1758.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 5.5000%  | 0.0000% | $1000.00           | $773.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $1000.00           | $557.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2036.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1001.00           | $1037.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $958.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $457640.00         | $469856.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $1755.00           | $12.78             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 4.7500%  | 0.0000% | $25680.00          | $80.61             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 6.5000%  | 0.0000% | $632585.00         | $16363.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 4.7830%  | 0.0000% | $14289921.00       | $14248804.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.7030%  | 0.0000% | $1965736.00        | $1241119.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 4.2140%  | 0.0000% | $1550000.00        | $411319.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $1001.00           | $532.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 4.8824%  | 0.0000% | $1000.00           | $439.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $223770.00         | $102423.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1070.00           | $634.41            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.8330%  | 0.0000% | $55954219.00       | $35768335.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.6030%  | 0.0000% | $1137.00           | $723.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1206.00           | $818.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $7366336.00        | $5164698.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.6030%  | 0.0000% | $1006.00           | $719.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.6130%  | 0.0000% | $7855997.00        | $5642187.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.7030%  | 0.0000% | $2420455.00        | $948728.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.7030%  | 0.0000% | $273337.00         | $146025.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.6530%  | 0.0000% | $4666434.00        | $3559390.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.7030%  | 0.0000% | $13209124.00       | $9538894.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.7030%  | 0.0000% | $120463001.00      | $45370119.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.6530%  | 0.0000% | $1464424.00        | $1290326.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.7630%  | 0.0000% | $24211752.00       | $9749747.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.7230%  | 0.0000% | $9393169.00        | $7338306.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.7030%  | 0.0000% | $1481463.00        | $832549.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.0030%  | 0.0000% | $1000.00           | $331.19            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.1030%  | 0.0000% | $3117449.00        | $958996.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.2030%  | 0.0000% | $1461900.00        | $464415.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.8030%  | 0.0000% | $82225664.00       | $32782371.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.0030%  | 0.0000% | $743401.00         | $229125.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.9030%  | 0.0000% | $973287.00         | $389538.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $55000000.00       | $55698475.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.7500%  | 0.0000% | $32538714.00       | $33508821.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $78689718.00       | $80477198.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $74344140.00       | $76263152.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51278827.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $69129316.00       | $71012671.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $32229644.00       | $33095736.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51611197.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51459347.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.9030%  | 0.0000% | $7021371.00        | $3294114.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.0030%  | 0.0000% | $6562991.00        | $3397275.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.8030%  | 0.0000% | $29237093.00       | $22190738.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.8130%  | 0.0000% | $46255.00          | $29209.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.8030%  | 0.0000% | $8593950.00        | $5322649.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7030%  | 0.0000% | $11081415.00       | $9179154.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.8030%  | 0.0000% | $5488204.00        | $3588757.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.3030%  | 0.0000% | $88419.00          | $57523.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.3530%  | 0.0000% | $46018066.00       | $30106083.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0030%  | 0.0000% | $38933055.00       | $29777594.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8530%  | 0.0000% | $114792.00         | $108286.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5030%  | 0.0000% | $10578868.00       | $10407644.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.7500%  | 0.0000% | $905511.00         | $796262.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7530%  | 0.0000% | $18652500.00       | $18667490.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.7030%  | 0.0000% | $28783.00          | $28638.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.7073%  | 0.0000% | $2701182.00        | $2735129.37        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2048-11-15      | 3.3750%  | 0.0000% | $1203400.00        | $961293.53         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $74.05             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.09            | U.S. Treasuries (including strips)        |

### Security 98: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.770000%
- **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: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $680000000.00
- **C.18.a - Value (excl. sponsor support):** $680000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-10-25      | 5.0973%  | 0.0000% | $193318000.00      | $115651539.02      | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-10-25      | 5.3473%  | 0.0000% | $100000000.00      | $60133617.88       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-05-25      | 3.5000%  | 0.0000% | $5990280.00        | $4115922.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 5.7973%  | 0.0000% | $50000000.00       | $23713097.97       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-25      | 5.0000%  | 0.0000% | $12378999.00       | $12470955.42       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-02-15      | 3.0000%  | 0.0000% | $764000.00         | $655912.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-05-25      | 1.2346%  | 0.0000% | $25630000.00       | $23364126.45       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-01-25      | 4.7973%  | 0.0000% | $15000000.00       | $4883683.30        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-01-25      | 4.9973%  | 0.0000% | $14850000.00       | $7237537.51        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-04-25      | 5.0000%  | 0.0000% | $25000000.00       | $18025858.87       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $3717000.00        | $582202.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-07-15      | 6.0000%  | 0.0000% | $12000000.00       | $2377253.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-20      | 4.4068%  | 0.0000% | $100000.00         | $955.22            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-20      | 4.3992%  | 0.0000% | $501776.00         | $4570.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 5.2274%  | 0.0000% | $1000000.00        | $274942.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-20      | 4.2292%  | 0.0000% | $2392041.00        | $576.16            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-20      | 4.1492%  | 0.0000% | $2195447.00        | $815.83            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 3.0000%  | 0.0000% | $2000000.00        | $37622.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $1566918.00        | $472485.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 5.5000%  | 0.0000% | $66571392.00       | $62299563.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.1998%  | 0.0000% | $50000000.00       | $16517661.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.0000%  | 0.0000% | $19950000.00       | $9025471.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 4.5030%  | 0.0000% | $106520640.00      | $99600449.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 4.7530%  | 0.0000% | $25000000.00       | $13161300.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.9030%  | 0.0000% | $24992900.00       | $19147562.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.6030%  | 0.0000% | $69181000.00       | $35768703.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.7530%  | 0.0000% | $30000000.00       | $23451928.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 4.6530%  | 0.0000% | $51000000.00       | $21073795.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.1030%  | 0.0000% | $30000000.00       | $22593855.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.0030%  | 0.0000% | $30000000.00       | $22549463.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.8030%  | 0.0000% | $50000000.00       | $42160959.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.7530%  | 0.0000% | $18758900.00       | $16494965.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.1030%  | 0.0000% | $20000000.00       | $15750644.82       | Agency Collateralized Mortgage Obligation |

### Security 99: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.960000%
- **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: BIV8UV0J6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8UV0J6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2044-03-15      | 4.3718%  | 0.0000% | $26547279.00       | $3155010.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-02-25      | 4.0000%  | 0.0000% | $5532.00           | $1212.90           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-08-25      | 3.0000%  | 0.0000% | $728000.00         | $684359.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-08-25      | 4.4591%  | 0.0000% | $2543000.00        | $158644.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-01-25      | 4.0000%  | 0.0000% | $3600873.00        | $3500366.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-06-25      | 4.4891%  | 0.0000% | $40072209.00       | $3205020.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-04-25      | 2.0000%  | 0.0000% | $1000000.00        | $775522.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-02-25      | 3.0000%  | 0.0000% | $568510.00         | $61862.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-11-25      | 2.5000%  | 0.0000% | $4762443.00        | $609675.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2046-03-25      | 3.0000%  | 0.0000% | $12000000.00       | $10246532.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-11-25      | 3.7212%  | 0.0000% | $1115000.00        | $993210.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-01-25      | 3.5000%  | 0.0000% | $11900000.00       | $1683665.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-04-25      | 3.5000%  | 0.0000% | $29500000.00       | $1142373.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2046-06-25      | 3.5000%  | 0.0000% | $17000000.00       | $710712.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-01-25      | 2.2500%  | 0.0000% | $15900000.00       | $992628.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-04-25      | 4.0000%  | 0.0000% | $1000000.00        | $533092.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2046-04-25      | 3.5000%  | 0.0000% | $13000000.00       | $572661.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-07-25      | 3.5000%  | 0.0000% | $11200000.00       | $696659.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-07-25      | 3.5000%  | 0.0000% | $3000000.00        | $233202.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-06-25      | 3.5000%  | 0.0000% | $16200000.00       | $1543668.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-05-25      | 4.4891%  | 0.0000% | $50000000.00       | $5646783.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-06-25      | 3.5000%  | 0.0000% | $15800000.00       | $1348286.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-06-25      | 3.5000%  | 0.0000% | $12500000.00       | $1052245.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-07-25      | 4.4391%  | 0.0000% | $50000000.00       | $5774561.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-08-25      | 3.5000%  | 0.0000% | $18900000.00       | $1188378.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-12-25      | 3.5000%  | 0.0000% | $38200000.00       | $2623252.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-11-25      | 3.5000%  | 0.0000% | $43300000.00       | $2784489.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-12-25      | 4.0000%  | 0.0000% | $800000.00         | $363857.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-05-25      | 4.4391%  | 0.0000% | $75000000.00       | $7673580.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-06-25      | 4.0000%  | 0.0000% | $500000.00         | $456964.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 4.0000%  | 0.0000% | $2000000.00        | $119388.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-08-25      | 4.1118%  | 0.0000% | $8396666.00        | $1592876.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-02-25      | 3.0000%  | 0.0000% | $20000000.00       | $1412344.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-10-25      | 3.5000%  | 0.0000% | $1100000.00        | $267972.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-07-25      | 3.0000%  | 0.0000% | $7300652.00        | $6282493.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-11-25      | 4.2618%  | 0.0000% | $9250000.00        | $3018686.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2046-01-25      | 2.0000%  | 0.0000% | $9398384.00        | $5057932.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-25      | 2.5000%  | 0.0000% | $17254000.00       | $11895440.56       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-12-25      | 5.0000%  | 0.0000% | $1000.00           | $600.95            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-25      | 5.0000%  | 0.0000% | $9987743.00        | $8087127.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-25      | 5.0000%  | 0.0000% | $10570696.00       | $6118167.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-07-25      | 5.0000%  | 0.0000% | $127244437.00      | $113828945.86      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2047-05-15      | 3.5000%  | 0.0000% | $315841.00         | $280270.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2047-08-15      | 4.4891%  | 0.0000% | $69118725.00       | $8230119.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2048-02-15      | 3.5000%  | 0.0000% | $2179551.00        | $1968591.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2048-06-15      | 4.1218%  | 0.0000% | $5000000.00        | $1171398.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2049-03-15      | 4.0000%  | 0.0000% | $697952.00         | $614604.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2049-05-15      | 4.0000%  | 0.0000% | $575522.00         | $448888.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2044-09-15      | 1.0000%  | 0.0000% | $2500005.00        | $893216.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2050-05-15      | 4.0000%  | 0.0000% | $19306476.00       | $18689258.89       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2050-05-15      | 4.0000%  | 0.0000% | $4203832.00        | $3416623.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2044-03-25      | 6.5000%  | 0.0000% | $19988342.00       | $988134.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-11-25      | 6.0000%  | 0.0000% | $2383381.00        | $204436.84         | Agency Collateralized Mortgage Obligation |

### Security 100: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $42000.00          | $63340.72          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $1276000.00        | $1442502.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $346500.00         | $368228.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $3818700.00        | $3586996.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $105250900.00      | $67000815.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $10830000.00       | $9354278.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $34050000.00       | $32875817.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $611930000.00      | $648462184.72      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $838085900.00      | $851028168.84      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $416422400.00      | $423182656.95      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-01-15      | 1.8750%  | 0.0000% | $104891000.00      | $104635036.45      | U.S. Treasuries (including strips) |

### Security 101: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $493000000.00
- **C.18.a - Value (excl. sponsor support):** $493000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $300.00            | $299.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-05      | 0.0000%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-12      | 0.0000%  | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.0000%  | 0.0000% | $10602900.00       | $10511142.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-17      | 0.0000%  | 0.0000% | $1000.00           | $998.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-24      | 0.0000%  | 0.0000% | $13196900.00       | $13167695.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-28      | 0.0000%  | 0.0000% | $400.00            | $395.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $32600.00          | $35000.28          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $981500.00         | $1104852.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $200.00            | $156.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $154.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $78.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $87.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $10696100.00       | $12578819.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $143.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $7122000.00        | $4752515.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.52             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $63500.00          | $48009.60          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $887900.00         | $859126.60         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $1000.00           | $764.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $121000.00         | $90570.88          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $72.81             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $139700.00         | $67174.23          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $202.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $800.00            | $544.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $5992400.00        | $4193642.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $1000.00           | $615.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $300.00            | $184.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $98400.00          | $69188.67          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $4299900.00        | $3602255.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $145.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $22800.00          | $21007.14          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $171.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $15737800.00       | $14393055.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $1300.00           | $1173.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $180.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $15908000.00       | $16013141.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $2200000.00        | $2025243.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $95.99             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $5001700.00        | $4943134.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $12879400.00       | $12224592.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $1044000.00        | $1057770.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $3730000.00        | $3617025.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $100000.00         | $98321.09          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $5100.00           | $5054.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $200.00            | $196.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $31200.00          | $40673.03          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $1000.00           | $990.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $429400.00         | $548533.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 0.6250%  | 0.0000% | $28000.00          | $27137.09          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $3418400.00        | $3003287.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.26             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $984000.00         | $940641.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $500.00            | $587.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $16000.00          | $15305.66          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $37000.00          | $35175.85          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $98.84             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $33471000.00       | $31595245.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $81200.00          | $71079.68          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $2925900.00        | $2887342.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $163000.00         | $154058.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $1173500.00        | $1023352.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $8335200.00        | $7486058.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $12981400.00       | $12882975.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $69000.00          | $69324.87          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $6176000.00        | $6490021.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $33900.00          | $34135.32          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $40000000.00       | $41120532.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $28165000.00       | $30613730.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $8411300.00        | $8486857.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $25000.00          | $26393.44          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $35017200.00       | $36213222.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $76960800.00       | $80438667.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $103.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $76125900.00       | $78198537.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $400.00            | $405.88            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $7012000.00        | $7279742.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $16750400.00       | $17013277.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $7000.00           | $7115.03           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $4500.00           | $4521.69           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $200.00            | $201.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $30343600.00       | $30529052.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.11            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $3975100.00        | $3986078.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-30      | 3.7500%  | 0.0000% | $4790400.00        | $4744624.57        | U.S. Treasuries (including strips) |

### Security 102: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $496000000.00
- **C.18.a - Value (excl. sponsor support):** $496000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $1700.00           | $1697.10           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.0000%  | 0.0000% | $3000.00           | $2974.04           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-28      | 0.0000%  | 0.0000% | $300.00            | $296.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $43100.00          | $46273.38          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $300.00            | $306.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $157.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $800.00            | $626.19            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $3755800.00        | $2898732.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $20474100.00       | $24077935.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $6700.00           | $5181.95           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $500.00            | $353.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $10200.00          | $7703.09           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.61             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $96.76             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $6699200.00        | $4944188.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $1274400.00        | $867342.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $66638100.00       | $46855707.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $17584800.00       | $14731722.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $2231300.00        | $1914912.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $894800.00         | $806481.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $138147000.00      | $132603402.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $4699400.00        | $4644374.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $1000.00           | $934.06            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $6000.00           | $5917.05           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $3584600.00        | $3515234.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $1100.00           | $1101.59           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $735000.00         | $958162.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $687300.00         | $877985.65         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $10300.00          | $10328.66          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $536800.00         | $529968.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $1755200.00        | $2118832.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $200.00            | $198.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $10341200.00       | $9831366.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $6487400.00        | $6149023.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $1800.00           | $1780.90           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $200.00            | $197.68            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $200.00            | $189.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $17778300.00       | $15967149.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $167900.00         | $166262.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $5617200.00        | $5311775.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $17344500.00       | $18353070.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.15             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $2499800.00        | $2541358.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $105.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $5602200.00        | $5628576.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $18432000.00       | $20404259.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $55224000.00       | $56729602.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $317200.00         | $320423.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $1492000.00        | $1529320.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $61487500.00       | $62817380.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $1014.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $2119200.00        | $2158617.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $134500.00         | $138944.04         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $49592700.00       | $49895797.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $13873000.00       | $14101918.30       | U.S. Treasuries (including strips) |

### Security 103: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YRBR1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8YRBR1
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $213720400.00      | $135168935.15      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $157940200.00      | $107238974.22      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 4.8750%  | 0.0000% | $155989400.00      | $160947590.90      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $4608300.00        | $4644527.35        | U.S. Treasuries (including strips) |

### Security 104: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.870000%
- **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: BIV8YXK23, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8YXK23
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-08-01      | 4.0000%  | 0.0000% | $680000.00         | $126239.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1869542.00        | $119167.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 4.0000%  | 0.0000% | $2293379.00        | $580613.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $90000.00          | $25083.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $347000.00         | $56755.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 5.0000%  | 0.0000% | $270000.00         | $2566.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 5.0000%  | 0.0000% | $377633.00         | $12034.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $551545.00         | $406334.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $23695007.00       | $15109147.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $2876349.00        | $2507306.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $2700000.00        | $2459805.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $1115365.00        | $1068083.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $12525392.00       | $12419347.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 5.5000%  | 0.0000% | $1642012.00        | $1647319.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2694577.00        | $2809623.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.5000%  | 0.0000% | $1122628.00        | $1106780.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $2022775.00        | $2100788.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $6054149.00        | $5955762.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1100850.00        | $1133463.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1001958.00        | $987019.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.0000%  | 0.0000% | $13225.00          | $13323.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $1153626.00        | $1205957.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 4.0000%  | 0.0000% | $56900000.00       | $16783407.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 2.5000%  | 0.0000% | $290000.00         | $142083.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.0000%  | 0.0000% | $37810589.00       | $6481579.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $2295673.00        | $2108544.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $51355.00          | $6272.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $40000.00          | $6330.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $675000.00         | $378518.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $2450000.00        | $1332836.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $70000.00          | $27046.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.0000%  | 0.0000% | $1783405.00        | $1582740.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $31864944.00       | $29681200.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $12361623.00       | $12132822.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $9085872.00        | $6048016.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $8796496.00        | $6265041.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $300000.00         | $207569.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $1517556.00        | $1377116.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $119577.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.5000%  | 0.0000% | $5000000.00        | $2425615.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $48520849.00       | $34789051.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $2156590.00        | $2212790.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $5618216.00        | $5539903.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1394597.00        | $1410377.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $250000.00         | $237556.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $236729443.00      | $227761673.04      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 4.5000%  | 0.0000% | $106630649.00      | $97048331.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $34744811.00       | $33337482.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $16356387.00       | $14522646.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 2.5000%  | 0.0000% | $10000.00          | $1907.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $270000.00         | $41843.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $1460000.00        | $272665.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 2.5000%  | 0.0000% | $25000.00          | $8273.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $17100000.00       | $3816678.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $11445000.00       | $4326514.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $41655.00          | $12962.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 4.0000%  | 0.0000% | $201000.00         | $96793.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $2961000.00        | $1875414.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 3.0000%  | 0.0000% | $3000.00           | $1674.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $50000.00          | $34099.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.5000%  | 0.0000% | $300000.00         | $190628.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 5.5000%  | 0.0000% | $3400000.00        | $1940753.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 1.5000%  | 0.0000% | $192701.00         | $126192.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $340000.00         | $251474.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $15537000.00       | $13187671.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $275000.00         | $163639.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 6.0000%  | 0.0000% | $21289528.00       | $14888695.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $60314712.00       | $48339303.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 4.0000%  | 0.0000% | $1050000.00        | $781732.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $77000.00          | $62067.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $10466477.00       | $7040433.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $75000.00          | $57381.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $145000.00         | $113117.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 4.5000%  | 0.0000% | $830000.00         | $755460.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.5000%  | 0.0000% | $1457037.00        | $1200921.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 6.0000%  | 0.0000% | $2107126.00        | $2030907.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 6.0000%  | 0.0000% | $835000.00         | $12184.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $8480000.00        | $848034.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 5.0000%  | 0.0000% | $4962055.00        | $100623.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 4.0000%  | 0.0000% | $9708659.00        | $322978.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 3.0000%  | 0.0000% | $10000000.00       | $1404841.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 2.5000%  | 0.0000% | $25000.00          | $8768.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 1.5000%  | 0.0000% | $250000.00         | $154899.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $152000.00         | $96359.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $341704.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3934.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $317000.00         | $221549.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $92404.00          | $66209.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $518000.00         | $404889.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.5000%  | 0.0000% | $1311909.00        | $1129517.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 4.5000%  | 0.0000% | $23786181.00       | $22749507.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 5.0000%  | 0.0000% | $2372133.00        | $1970972.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 6.5000%  | 0.0000% | $1152950.00        | $1192040.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.0000%  | 0.0000% | $1419992.00        | $33118.49          | Agency Mortgage-Backed Securities |

### Security 105: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **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: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $1403000000.00
- **C.18.a - Value (excl. sponsor support):** $1403000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2042-11-01      | 3.5000%  | 0.0000% | $112193772.00      | $17067809.40       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.0000%  | 0.0000% | $126174612.00      | $24101562.10       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $42063000.00       | $32917624.18       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $23178643.00       | $16982843.53       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $20318413.00       | $17557597.92       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $25868339.00       | $18823266.56       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $1481000.00        | $1227685.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $805.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $23440141.00       | $18188186.19       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $699.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $36979055.00       | $25636474.48       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $3464276.00        | $2692072.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.5000%  | 0.0000% | $469873.00         | $344468.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 6.0000%  | 0.0000% | $70018560.00       | $47117877.26       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $14088112.00       | $11899335.54       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.0000%  | 0.0000% | $8237216.00        | $6651713.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $31314046.00       | $187362.28         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $20796794.00       | $123048.80         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $9483808.00        | $53780.74          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-11-01      | 4.0000%  | 0.0000% | $91211734.00       | $459552.96         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-12-01      | 5.8000%  | 0.0000% | $390000.00         | $185514.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $20787000.00       | $2013944.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 3.5000%  | 0.0000% | $20347920.00       | $2489269.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 4.0000%  | 0.0000% | $62918346.00       | $9129817.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.0000%  | 0.0000% | $1909000.00        | $240256.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $1810318.00        | $164527.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $4134356.00        | $561282.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $10354575.00       | $1452899.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.0000%  | 0.0000% | $90492823.00       | $16973181.79       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $241969351.00      | $30588495.73       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $12068681.00       | $2464690.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $100096144.00      | $15522239.67       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1167289.00        | $126402.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 3.5000%  | 0.0000% | $1211909.00        | $175476.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $3770290.00        | $1197863.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $12186352.00       | $1124108.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 2.5000%  | 0.0000% | $810000.00         | $28774.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $55154544.00       | $733268.76         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $18000000.00       | $440356.19         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 5.0000%  | 0.0000% | $22985961.00       | $398351.71         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $153827361.00      | $3081003.20        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $83600000.00       | $1638786.30        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $26880449.00       | $164865.99         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-01-01      | 3.5000%  | 0.0000% | $21177373.00       | $319008.07         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $21653116.00       | $326805.56         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-07-01      | 4.5000%  | 0.0000% | $124583000.00      | $2633632.18        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-02-01      | 3.5000%  | 0.0000% | $50043825.00       | $1181897.08        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2034-08-01      | 5.5000%  | 0.0000% | $2000000.00        | $34525.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $732444.00         | $765658.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $1887970.00        | $1664499.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $4248854.00        | $4087240.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $35421257.00       | $34132168.44       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 4.0000%  | 0.0000% | $2500000.00        | $397705.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $179710.00         | $43950.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $126739778.00      | $42905204.77       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2063-03-01      | 4.5000%  | 0.0000% | $22592877.00       | $17361276.22       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.3000%  | 0.0000% | $99050.00          | $71974.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 5.5000%  | 0.0000% | $320000.00         | $107427.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $3895583.00        | $2063894.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 1.9000%  | 0.0000% | $24998919.00       | $22092333.59       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $100077374.00      | $21214962.58       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $37850620.00       | $10476517.99       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $62535887.00       | $15565055.35       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $58877991.00       | $18066061.83       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $21166117.06       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $30134374.00       | $17213585.41       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $50147481.00       | $30049567.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $50000000.00       | $33835054.28       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $50454240.00       | $35748700.62       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $44105250.00       | $32785580.63       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $27354848.00       | $19299648.99       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $884564.00         | $610883.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $27955055.00       | $21014257.48       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $25734980.00       | $18988033.54       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $19283614.00       | $15412143.38       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $25502244.00       | $19307174.25       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $24598389.00       | $17680818.38       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $22747110.00       | $17194947.57       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1468459.00        | $1273398.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $19794000.00       | $15626524.25       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $20478000.00       | $16688517.07       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $21415914.00       | $17412167.42       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $19373114.00       | $18112100.84       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $9033687.00        | $8530194.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $48718248.00       | $34129722.64       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $24714164.00       | $21284408.39       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $43517578.00       | $34515735.49       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $33597620.00       | $26261938.07       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $9250000.00        | $384712.49         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $9750000.00        | $495301.17         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $82267460.00       | $8587258.60        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-08-25      | 2.0000%  | 0.0000% | $130617312.00      | $4747724.17        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-05-25      | 2.5000%  | 0.0000% | $100000000.00      | $11513599.35       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $60741444.00       | $10295168.00       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $13799708.00       | $1011030.04        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $27127000.00       | $3722718.13        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $98335925.00       | $14411974.41       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $34979633.00       | $4705895.18        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $30829180.00       | $4924562.99        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-06-01      | 1.5000%  | 0.0000% | $15554957.00       | $635768.12         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-05-01      | 2.5000%  | 0.0000% | $10215045.00       | $617161.83         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-07-01      | 3.5000%  | 0.0000% | $11771783.00       | $948435.56         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-10-01      | 4.5000%  | 0.0000% | $8038683.00        | $599648.98         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $1658684.00        | $111554.26         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $7378736.00        | $757352.93         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 3.3806%  | 0.0000% | $744037.00         | $44988.47          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-06-01      | 3.1727%  | 0.0000% | $2664945.00        | $340908.44         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 4.5049%  | 0.0000% | $4016787.00        | $681971.34         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 5.8717%  | 0.0000% | $1240574.00        | $157961.99         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $49550250.00       | $6352139.86        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $35719555.00       | $4743780.25        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $36882576.00       | $35731534.83       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $20211911.00       | $20503788.11       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 5.0000%  | 0.0000% | $46078368.00       | $8348700.67        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $40881741.00       | $39589903.25       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $31741000.00       | $29734177.91       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $50229345.00       | $47478118.48       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 4.9030%  | 0.0000% | $49863800.00       | $29499429.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.9530%  | 0.0000% | $3391400.00        | $3144123.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0030%  | 0.0000% | $3681140.00        | $3263278.09        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-02-19      | 0.0000%  | 0.0000% | $2456400.00        | $2452209.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-19      | 0.0000%  | 0.0000% | $878000.00         | $874024.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-16      | 0.0000%  | 0.0000% | $7107900.00        | $7056282.43        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-09      | 0.0000%  | 0.0000% | $1832100.00        | $1803916.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-03      | 0.0000%  | 0.0000% | $1760000.00        | $1724400.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-12      | 0.0000%  | 0.0000% | $921100.00         | $920176.14         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-12      | 0.0000%  | 0.0000% | $17032500.00       | $16967112.23       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-02      | 0.0000%  | 0.0000% | $379000.00         | $376757.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-03      | 0.0000%  | 0.0000% | $111000.00         | $110989.01         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-09      | 0.0000%  | 0.0000% | $183300.00         | $182097.37         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-07      | 0.0000%  | 0.0000% | $19100.00          | $18921.97          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-24      | 0.0000%  | 0.0000% | $768200.00         | $766499.97         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-03      | 0.0000%  | 0.0000% | $1573800.00        | $1569210.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-21      | 0.0000%  | 0.0000% | $196100.00         | $194004.28         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-04      | 0.0000%  | 0.0000% | $312200.00         | $308449.54         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-10      | 0.0000%  | 0.0000% | $2329000.00        | $2320573.68        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 0.0000%  | 0.0000% | $185400.00         | $184342.29         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-25      | 0.0000%  | 0.0000% | $79700.00          | $78578.94          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-07      | 0.0000%  | 0.0000% | $403000.00         | $400435.31         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-21      | 0.0000%  | 0.0000% | $1630000.00        | $1617416.40        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-05      | 0.0000%  | 0.0000% | $126000.00         | $124852.77         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-16      | 0.0000%  | 0.0000% | $1442600.00        | $1419401.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-12      | 0.0000%  | 0.0000% | $55200.00          | $54658.49          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-19      | 0.0000%  | 0.0000% | $338000.00         | $334441.87         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-05-15      | 4.5000%  | 0.0000% | $771900.00         | $788590.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 1.3750%  | 0.0000% | $14217500.00       | $7075952.70        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $44927500.00       | $23710560.11       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 3.0000%  | 0.0000% | $51560200.00       | $37541479.29       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $1042100.00        | $910420.03         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $16661800.00       | $16841961.02       | U.S. Treasuries (including strips)        |

### Security 106: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94E952, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV94E952
- **C.18 - Value (incl. sponsor support):** $698000000.00
- **C.18.a - Value (excl. sponsor support):** $698000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-03-12      | 0.0000%  | 0.0000% | $4949100.00        | $4930100.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-26      | 0.0000%  | 0.0000% | $99400.00          | $98880.04          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-23      | 0.0000%  | 0.0000% | $1890800.00        | $1875794.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.0000%  | 0.0000% | $200.00            | $198.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-28      | 0.0000%  | 0.0000% | $300.00            | $296.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $5615500.00        | $5506835.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $372000.00         | $365754.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $12420100.00       | $12380732.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $55000.00          | $48321.08          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $332000.00         | $317442.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $245398800.00      | $234749365.81      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $9795200.00        | $9768782.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $23900.00          | $23871.28          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $5555800.00        | $5623863.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $70480000.00       | $74361278.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $200.00            | $205.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $121634000.00      | $132209144.34      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $11900000.00       | $12430879.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $166424000.00      | $167918962.89      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $5000.00           | $5108.14           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $593500.00         | $601842.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $47890800.00       | $49719434.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $81000.00          | $81961.63          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.7717%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-12-31      | 3.8750%  | 0.0000% | $6476900.00        | $6441292.12        | U.S. Treasuries (including strips) |

### Security 107: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV98HGH7, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV98HGH7
- **C.18 - Value (incl. sponsor support):** $1530000000.00
- **C.18.a - Value (excl. sponsor support):** $1530000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $531991300.00      | $702939286.95      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $220000.00         | $216136.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $32518400.00       | $40167024.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $49936000.00       | $49524921.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $65297600.00       | $87263463.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $1275700.00        | $1271765.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $2332900.00        | $2183711.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $6986300.00        | $6459406.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $233000.00         | $228164.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $4267300.00        | $4081897.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $2610900.00        | $2343480.14        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $137200.00         | $135611.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $147140400.00      | $140662462.32      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $44170400.00       | $45016644.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $434716600.00      | $485421074.78      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $17000.00          | $17206.29          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $76100.00          | $77334.45          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $248900.00         | $252622.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $1791500.00        | $1831454.21        | U.S. Treasuries (including strips) |

### Security 108: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.680000%
- **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: BIV98N7X9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV98N7X9
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 7.0000%  | 0.0000% | $16430400.00       | $12073552.61       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $1107.00           | $610.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.0973%  | 0.0000% | $1483961.00        | $1371494.47        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $1026.00           | $176.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $7001319.00        | $3641848.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $21751000.00       | $14767796.99       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $1159.00           | $83.83             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $57425576.00       | $6898203.99        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $1000.00           | $123.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $1400.00           | $148.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $284.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $38566288.00       | $26507671.26       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $358344217.00      | $256024561.33      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $1008.00           | $563.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1024.00           | $638.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1024.00           | $698.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $212623354.00      | $155245479.35      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $35498142.00       | $25947194.78       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $205006245.00      | $152745573.06      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $15699040.00       | $11502656.63       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $671.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $21332526.00       | $10888262.40       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 4.0000%  | 0.0000% | $116796771.00      | $89259147.82       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1024.00           | $760.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $19234000.00       | $12426236.77       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $742.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $31926852.00       | $19169737.65       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $1024.00           | $870.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1008.00           | $750.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $2736.00           | $2413.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $912.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $49999000.00       | $48835135.51       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1024.00           | $1041.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1008.00           | $1018.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $1001.00           | $49.35             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 4.0000%  | 0.0000% | $1024.00           | $43.09             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $1481.00           | $82.43             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.8030%  | 0.0000% | $1000.00           | $982.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.9530%  | 0.0000% | $1000.00           | $984.22            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $1577.00           | $874.20            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $148365000.00      | $85942708.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $23953952.00       | $14192886.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $133226240.00      | $86333146.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.6030%  | 0.0000% | $226746880.00      | $117235105.94      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 4.8330%  | 0.0000% | $16555885.00       | $14340716.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.0030%  | 0.0000% | $23101400.00       | $10074975.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.8530%  | 0.0000% | $6074640.00        | $4838584.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7530%  | 0.0000% | $46947360.00       | $35387324.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.9030%  | 0.0000% | $687281.00         | $547939.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.8030%  | 0.0000% | $12743872.00       | $8834674.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.7730%  | 0.0000% | $65729600.00       | $56117507.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0030%  | 0.0000% | $6487048.00        | $4594545.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.9030%  | 0.0000% | $38039400.00       | $26924830.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.7530%  | 0.0000% | $13903680.00       | $10622515.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.1030%  | 0.0000% | $3331444.00        | $3073118.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.9030%  | 0.0000% | $7052433.00        | $6703171.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.1530%  | 0.0000% | $4046270.00        | $3791316.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.1030%  | 0.0000% | $74541.00          | $68966.61          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-02-05      | 0.0000%  | 0.0000% | $800.00            | $799.76            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-26      | 0.0000%  | 0.0000% | $100.00            | $99.48             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 0.0000%  | 0.0000% | $600.00            | $594.81            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-17      | 0.0000%  | 0.0000% | $100.00            | $99.85             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-02-15      | 4.5000%  | 0.0000% | $900.00            | $939.87            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 1.3750%  | 0.0000% | $1490700.00        | $1753091.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $141.27            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $126.98            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $56.66             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-05-15      | 2.8750%  | 0.0000% | $4658300.00        | $3275422.68        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $72.81             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 3.6250%  | 0.0000% | $1000.00           | $823.68            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.46             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.06             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.92             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $98.83             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $93.41             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.92             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $262400.00         | $258772.31         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $300.00            | $294.19            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $2800.00           | $2750.83           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 2.3750%  | 0.0000% | $800.00            | $802.23            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-15      | 2.2500%  | 0.0000% | $2130300.00        | $2123729.60        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.18             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 0.7500%  | 0.0000% | $800.00            | $795.86            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 0.8750%  | 0.0000% | $200.00            | $197.88            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-15      | 1.2500%  | 0.0000% | $400.00            | $350.15            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 0.7500%  | 0.0000% | $200.00            | $197.36            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 2.1250%  | 0.0000% | $382500.00         | $415755.44         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-31      | 4.6250%  | 0.0000% | $9000.00           | $9401.51           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1030.63           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $369400.00         | $381636.71         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $13148900.00       | $13267014.68       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $1900.00           | $1941.09           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $1100.00           | $1116.37           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $102.59            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $21279800.00       | $22241436.59       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $105.40            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $3728900.00        | $3830424.68        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-31      | 4.1250%  | 0.0000% | $700.00            | $710.99            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $102.10            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 0.0000%  | 0.0000% | $31.44             | $22.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 0.0000%  | 0.0000% | $1136590.33        | $788792.55         | U.S. Treasuries (including strips)        |

### Security 109: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AZSC2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9AZSC2
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND               | 2045-08-15      | 2.8750%  | 0.0000% | $17830661.54       | $13578155.75       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-08-15      | 2.2500%  | 0.0000% | $53588615.38       | $35759722.66       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-11-15      | 2.8750%  | 0.0000% | $53587882.05       | $39805288.40       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-02-15      | 3.0000%  | 0.0000% | $11282051.28       | $8529869.92        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2040-11-15      | 1.3750%  | 0.0000% | $38513425.64       | $25011918.07       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2051-05-15      | 2.3750%  | 0.0000% | $6769230.77        | $4291944.04        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2041-08-15      | 1.7500%  | 0.0000% | $62023697.44       | $42212654.30       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2041-11-15      | 2.0000%  | 0.0000% | $47737517.95       | $33407998.96       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-02-15      | 2.2500%  | 0.0000% | $125230769.23      | $77120205.79       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2042-02-15      | 2.3750%  | 0.0000% | $46184317.95       | $34385813.05       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-05-15      | 2.8750%  | 0.0000% | $28205128.21       | $19832066.74       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-05-15      | 3.6250%  | 0.0000% | $28203210.26       | $22959711.63       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-08-15      | 4.1250%  | 0.0000% | $19089230.77       | $17205095.47       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-02-15      | 4.2500%  | 0.0000% | $973641.03         | $896300.02         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-05-15      | 4.6250%  | 0.0000% | $28402282.05       | $27527603.80       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-08-15      | 4.2500%  | 0.0000% | $111414205.13      | $102571613.29      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-05-15      | 4.7500%  | 0.0000% | $7984420.51        | $7897800.53        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-11-15      | 4.6250%  | 0.0000% | $35740805.13       | $34658285.65       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-08-15      | 2.8750%  | 0.0000% | $47350317.95       | $47164562.65       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-02-15      | 2.6250%  | 0.0000% | $24868292.31       | $24457659.50       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-11-15      | 1.3750%  | 0.0000% | $38886635.90       | $33911158.51       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-11-30      | 1.2500%  | 0.0000% | $75393943.59       | $74121352.65       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-02-28      | 1.8750%  | 0.0000% | $51350256.41       | $50849330.97       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2033-05-15      | 3.3750%  | 0.0000% | $55115866.67       | $53142698.54       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-08-31      | 4.3750%  | 0.0000% | $37630153.85       | $39039973.80       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-10-31      | 4.1250%  | 0.0000% | $26835656.41       | $27506909.43       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2034-11-15      | 4.2500%  | 0.0000% | $17634015.38       | $17881872.97       | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2035-01-15      | 2.1250%  | 0.0000% | $25920512.82       | $27320107.87       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2035-02-15      | 4.6250%  | 0.0000% | $42843589.74       | $45122959.99       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-03-31      | 3.8750%  | 0.0000% | $47017948.72       | $47801579.82       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-04-30      | 3.7500%  | 0.0000% | $679856.41         | $688022.03         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2035-05-15      | 4.2500%  | 0.0000% | $22563989.74       | $22826265.71       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-05-31      | 3.8750%  | 0.0000% | $61844820.51       | $62513537.34       | U.S. Treasuries (including strips) |

### Security 110: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9B9Y73, C.3 - LEI: N/A, C.5 - Other ID: BIV9B9Y73
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $238021300.00      | $229500050.67      | U.S. Treasuries (including strips) |

### Security 111: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.660000%
- **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: BIV9BJ0L7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9BJ0L7
- **C.18 - Value (incl. sponsor support):** $332000000.00
- **C.18.a - Value (excl. sponsor support):** $332000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2047-08-01      | 4.5000%  | 0.0000% | $8658896.65        | $810761.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2039-02-01      | 4.5000%  | 0.0000% | $2102224.00        | $1422216.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2038-11-01      | 4.5000%  | 0.0000% | $1014825.06        | $729513.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2044-02-01      | 5.0000%  | 0.0000% | $1328000.00        | $965321.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-04-01      | 4.5000%  | 0.0000% | $2083479.28        | $1429909.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-02-01      | 5.5000%  | 0.0000% | $949520.00         | $836937.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2051-04-01      | 1.5000%  | 0.0000% | $1992000.00        | $1137921.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-01-01      | 2.5000%  | 0.0000% | $1331320.00        | $851455.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-02-01      | 2.0000%  | 0.0000% | $1163992.00        | $756719.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-07-01      | 2.5000%  | 0.0000% | $1905680.00        | $1349599.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-06-01      | 2.0000%  | 0.0000% | $1262576.74        | $856679.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-08-01      | 4.5000%  | 0.0000% | $1134624.61        | $864460.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 2.5000%  | 0.0000% | $1562392.00        | $1122756.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-11-01      | 4.0000%  | 0.0000% | $1251640.00        | $985134.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-12-01      | 5.0000%  | 0.0000% | $1113528.00        | $987775.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-11-01      | 6.0000%  | 0.0000% | $1412992.00        | $974172.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 5.5000%  | 0.0000% | $1028810.23        | $919364.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.0000%  | 0.0000% | $1738721.85        | $1375330.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-03-01      | 5.5000%  | 0.0000% | $1165892.37        | $1161152.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-07-01      | 5.5000%  | 0.0000% | $1183459.82        | $985048.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-09-01      | 6.5000%  | 0.0000% | $876859.14         | $734354.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-07-01      | 7.5000%  | 0.0000% | $1035785.55        | $1093786.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-08-01      | 5.0000%  | 0.0000% | $832091.60         | $827488.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-09-01      | 7.5000%  | 0.0000% | $1265591.97        | $1346649.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-10-01      | 7.5000%  | 0.0000% | $702502.04         | $738889.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-01-01      | 5.0000%  | 0.0000% | $926714.92         | $940704.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2036-01-01      | 4.5000%  | 0.0000% | $726499.00         | $732130.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-06-01      | 4.5000%  | 0.0000% | $1120832.00        | $1007442.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-02-01      | 3.5000%  | 0.0000% | $2557494.94        | $995754.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-03-01      | 4.5000%  | 0.0000% | $2014620.49        | $1040263.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-08-01      | 7.0000%  | 0.0000% | $1289722.39        | $1310574.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-03-01      | 3.5000%  | 0.0000% | $4780800.00        | $1424056.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-02-01      | 5.5000%  | 0.0000% | $1332935.51        | $1017820.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-04-01      | 5.5000%  | 0.0000% | $1060772.54        | $1046754.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-06-01      | 5.5000%  | 0.0000% | $932188.94         | $921032.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2045-10-01      | 5.0000%  | 0.0000% | $958819.98         | $937021.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2042-10-01      | 4.5000%  | 0.0000% | $2080450.78        | $1289473.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2036-01-01      | 4.5000%  | 0.0000% | $1468503.06        | $1479935.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-03-01      | 7.5000%  | 0.0000% | $1409877.18        | $821333.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-04-01      | 6.0000%  | 0.0000% | $916356.52         | $808934.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-06-01      | 7.5000%  | 0.0000% | $1703692.53        | $1153556.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2040-07-01      | 6.5000%  | 0.0000% | $990437.67         | $846076.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2041-01-01      | 4.0000%  | 0.0000% | $1066980.27        | $1057938.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.5000%  | 0.0000% | $923564.90         | $812902.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 7.5000%  | 0.0000% | $1521079.25        | $953981.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 7.5000%  | 0.0000% | $1906344.00        | $1485308.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.5000%  | 0.0000% | $2508459.86        | $1109321.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1007746.82        | $1022996.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1130406.88        | $1171909.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 7.0000%  | 0.0000% | $893516.91         | $949136.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $816546.03         | $844141.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 7.0000%  | 0.0000% | $815665.57         | $858619.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $788393.10         | $791289.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1337287.37        | $1424620.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $717204.99         | $754081.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $785919.70         | $798973.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $699373.94         | $727695.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1141519.58        | $1157561.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1170039.71        | $1229336.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $817002.86         | $749310.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $884430.07         | $932332.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $902920.48         | $946440.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1026259.81        | $848990.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $731894.00         | $768786.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $837207.72         | $878692.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $795484.62         | $830258.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $813977.02         | $829631.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1242832.04        | $1262610.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $723269.30         | $742256.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $819814.90         | $835136.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1396357.47        | $1468701.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $791075.66         | $829632.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $729414.62         | $774599.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $787792.84         | $825963.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $968560.20         | $1016970.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $958448.81         | $1002201.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1249821.97        | $1253835.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $785866.58         | $801225.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1235287.67        | $1293926.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1251813.97        | $1248101.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1390830.34        | $1449529.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1213639.94        | $1268450.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $872101.58         | $921123.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1186959.10        | $1251867.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1030468.90        | $1084364.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $928222.20         | $978667.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $715831.84         | $755264.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $768604.57         | $801713.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1052772.00        | $1092699.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $840030.38         | $879673.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $836194.46         | $874931.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1154032.00        | $1209908.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $919665.23         | $901232.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $867033.94         | $889122.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1051215.58        | $1043757.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $703984.75         | $741806.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $847408.09         | $879298.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $968722.22         | $1023823.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1085706.40        | $1083131.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $720820.47         | $755602.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $918910.93         | $966407.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $728749.30         | $765379.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $804104.00         | $717042.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $824060.52         | $853549.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $986507.46         | $1036950.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1134178.40        | $1208728.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $720606.00         | $757559.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $809914.00         | $850546.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $1323367.94        | $1414120.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $1310395.37        | $1398832.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $783517.34         | $826413.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $681825.74         | $723718.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $692452.40         | $734065.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $703342.00         | $737855.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $842881.60         | $886588.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $1129676.48        | $1190190.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000852.51        | $986193.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $823913.78         | $861659.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $688804.38         | $723878.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $761810.52         | $788899.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.5000%  | 0.0000% | $1385270.00        | $1175057.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $1103567.34        | $975959.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1593600.00        | $1322148.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $952840.00         | $890784.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $1328000.00        | $1192040.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 7.5000%  | 0.0000% | $1496524.53        | $736267.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 4.0000%  | 0.0000% | $1119504.66        | $997280.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1128800.00        | $820970.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $863200.00         | $730264.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1248320.00        | $1173833.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $849317.09         | $867702.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $919433.50         | $948107.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $888100.00         | $908564.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $733534.08         | $754776.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $745771.60         | $763315.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $871692.56         | $893473.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $886440.00         | $915720.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $759136.59         | $789610.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1335958.04        | $1384916.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $740758.40         | $768813.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $756829.86         | $785515.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $731692.14         | $759403.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1398104.46        | $1429893.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $1033750.39        | $1070326.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1409886.47        | $1389930.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.0000%  | 0.0000% | $1329802.76        | $1217657.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 4.5000%  | 0.0000% | $1226732.70        | $1222782.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 3.0000%  | 0.0000% | $3895024.00        | $908130.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $1733040.00        | $1013549.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $1601568.00        | $1044973.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $1878664.50        | $1212607.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $1992000.00        | $1296087.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $1045800.00        | $895781.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.5000%  | 0.0000% | $683383.49         | $721115.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $2179788.50        | $1381857.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $996000.00         | $789327.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $1602917.25        | $1032754.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $2128120.00        | $1437665.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $1827907.01        | $1396628.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1733040.00        | $1312055.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1664116.80        | $1261996.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 2.5000%  | 0.0000% | $1175280.00        | $824194.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1088960.00        | $893026.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1610200.00        | $1313346.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1781844.00        | $1389890.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1571688.00        | $1304355.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1072360.00        | $834702.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $1304204.90        | $1229527.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1494000.00        | $1401610.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 4.0000%  | 0.0000% | $135932.09         | $128568.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1238891.20        | $1022702.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 7.0000%  | 0.0000% | $1278780.34        | $1311142.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $699422.41         | $716607.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $1313680.84        | $1336092.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 4.5000%  | 0.0000% | $1152979.56        | $1161943.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-01-01      | 7.0000%  | 0.0000% | $969260.06         | $1011250.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 7.0000%  | 0.0000% | $1567470.94        | $1295290.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 7.0000%  | 0.0000% | $780778.34         | $767921.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.0000%  | 0.0000% | $1329813.38        | $1190147.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.0000%  | 0.0000% | $1275619.03        | $1169800.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.5000%  | 0.0000% | $1092139.90        | $921357.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 7.0000%  | 0.0000% | $886307.20         | $732884.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 6.0000%  | 0.0000% | $763766.00         | $789731.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 7.0000%  | 0.0000% | $894002.96         | $836024.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.0000%  | 0.0000% | $1417043.73        | $1449668.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $1293870.40        | $1348406.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $942529.41         | $991022.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $715077.54         | $752053.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $771116.48         | $807999.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $1852987.62        | $1413003.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $937140.38         | $984678.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 7.0000%  | 0.0000% | $967366.33         | $1019029.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $899286.41         | $950477.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $1228643.02        | $1099861.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $1122383.77        | $943485.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $765575.40         | $801855.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $1565251.18        | $1497833.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $692681.48         | $728495.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $1110868.68        | $1163716.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $950329.42         | $828380.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 5.5000%  | 0.0000% | $751577.62         | $762539.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 5.5000%  | 0.0000% | $734952.38         | $750722.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $740376.60         | $779380.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $762115.30         | $799667.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $829369.20         | $795518.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $876420.24         | $917531.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 5.5000%  | 0.0000% | $1282045.89        | $1301123.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $951282.92         | $997000.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $996545.14         | $859093.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $892904.70         | $936070.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $866846.02         | $906183.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $1075200.59        | $1132966.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $764784.58         | $795589.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $970107.32         | $1013174.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $685119.18         | $720834.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $1351892.05        | $1416704.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $894354.88         | $935540.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $834648.00         | $874976.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $1099382.14        | $1151536.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $997328.00         | $933132.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $913996.00         | $971004.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $709379.09         | $746380.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $690737.95         | $726441.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $1371566.37        | $1438855.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $928249.42         | $975323.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $1410370.53        | $1483231.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $746216.48         | $785030.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $1159144.14        | $1211054.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $732763.18         | $768927.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $1006531.04        | $1056387.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $835146.00         | $877115.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $1276754.47        | $1348126.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 5.5000%  | 0.0000% | $898733.30         | $900674.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $839577.54         | $856184.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $701363.28         | $738832.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.0000%  | 0.0000% | $849805.13         | $882614.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $758483.88         | $796386.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.5000%  | 0.0000% | $725848.94         | $764158.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $718550.26         | $753498.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 5.5000%  | 0.0000% | $864860.00         | $882244.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.0000%  | 0.0000% | $761940.00         | $786882.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.0000%  | 0.0000% | $777148.92         | $801792.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.5000%  | 0.0000% | $1312372.10        | $1410523.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $733656.92         | $769580.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.0000%  | 0.0000% | $770590.59         | $795829.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $1045069.60        | $807578.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.5000%  | 0.0000% | $837064.30         | $878924.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $946061.22         | $780977.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $852328.33         | $886293.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.0000%  | 0.0000% | $761213.58         | $786017.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $1251889.00        | $1294254.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $1365224.50        | $1394910.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.0000%  | 0.0000% | $1029035.33        | $1061869.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $1346763.98        | $1379767.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $1279405.82        | $1310165.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $1447416.42        | $1480579.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.5000%  | 0.0000% | $1245497.34        | $1331018.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $1279487.50        | $1064309.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $764874.22         | $789871.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $774577.25         | $806142.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $729540.78         | $746287.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.5000%  | 0.0000% | $985345.46         | $1046733.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $1256477.90        | $1307698.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $823847.38         | $858749.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $970704.92         | $1007287.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $902883.96         | $936249.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $1000745.61        | $1041580.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.5000%  | 0.0000% | $1040520.54        | $1066025.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.5000%  | 0.0000% | $1154775.68        | $1139097.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $1258851.70        | $1308472.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $1432098.60        | $1487555.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $1301928.04        | $1353469.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $1257423.44        | $1306762.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2047-01-01      | 3.5000%  | 0.0000% | $1329094.94        | $1258713.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-11-01      | 5.5000%  | 0.0000% | $1164826.65        | $802211.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 4.0000%  | 0.0000% | $1225704.16        | $1165896.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2040-10-01      | 6.5000%  | 0.0000% | $1329614.85        | $1303609.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2041-02-01      | 3.0000%  | 0.0000% | $976080.00         | $940223.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $1308823.68        | $1283807.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $917718.38         | $951199.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $750944.82         | $746638.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.5000%  | 0.0000% | $933787.85         | $962483.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.5000%  | 0.0000% | $719786.62         | $745461.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.5000%  | 0.0000% | $1458224.34        | $1498985.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $945433.08         | $740453.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $778642.92         | $804982.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.5000%  | 0.0000% | $804337.73         | $845718.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.5000%  | 0.0000% | $727483.05         | $767319.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $756356.42         | $794640.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.5000%  | 0.0000% | $1167395.00        | $1230317.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $769974.40         | $802515.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $820578.50         | $853373.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.5000%  | 0.0000% | $751158.63         | $794707.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $1082640.71        | $1108014.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $1415300.06        | $1469827.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $931977.12         | $971272.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $1423465.27        | $1477754.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.5000%  | 0.0000% | $827951.56         | $871904.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.0000%  | 0.0000% | $719655.15         | $747276.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $756386.97         | $777446.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $830265.60         | $866357.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $1045183.81        | $1088495.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $756079.54         | $782319.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $978185.54         | $1011494.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $741744.44         | $769400.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $770145.71         | $796655.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.5000%  | 0.0000% | $1255398.24        | $1316476.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $1344315.81        | $1383083.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $956900.36         | $998673.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $1113039.96        | $1147175.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.0000%  | 0.0000% | $1414078.30        | $1425507.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $871816.06         | $914384.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.5000%  | 0.0000% | $919600.82         | $981104.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $1118628.18        | $1149794.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $957122.80         | $994357.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $723659.07         | $742113.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $890392.79         | $925888.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.0000%  | 0.0000% | $1204829.99        | $1213790.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.5000%  | 0.0000% | $687339.60         | $721460.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $766313.10         | $784151.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.0000%  | 0.0000% | $1037930.94        | $1045202.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.0000%  | 0.0000% | $711709.73         | $717002.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $1444000.80        | $1485357.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $772386.71         | $809961.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $707425.60         | $733275.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $757657.20         | $774884.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.5000%  | 0.0000% | $725445.23         | $761457.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 6.5000%  | 0.0000% | $684937.25         | $721367.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $848651.76         | $880406.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 6.0000%  | 0.0000% | $1092804.56        | $1138538.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $1461298.00        | $1499606.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $761600.70         | $783238.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $947395.20         | $972606.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $1037998.00        | $1063213.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $809192.23         | $831960.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $701332.74         | $720277.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 6.0000%  | 0.0000% | $760651.84         | $790683.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $769974.40         | $788087.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $818408.55         | $836448.37         | Agency Mortgage-Backed Securities |

### Security 112: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9BRXZ2, C.3 - LEI: N/A, C.5 - Other ID: BIV9BRXZ2
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $376122700.00      | $357000062.94      | U.S. Treasuries (including strips) |

### Security 113: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.670000%
- **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: BIV9D98E5, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9D98E5
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2027-10-15      | 3.5000%  | 0.0000% | $1700000.00        | $359.51            | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2028-12-15      | 2.5000%  | 0.0000% | $48700206.85       | $43966.08          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2028-12-15      | 4.5000%  | 0.0000% | $19210612.85       | $1219.01           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2034-03-15      | 4.0000%  | 0.0000% | $11934852.55       | $59996.75          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2050-11-01      | 2.5000%  | 0.0000% | $124611878.50      | $63850316.71       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2037-10-15      | 1.8109%  | 0.0000% | $106250000.00      | $358758.76         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2033-10-01      | 4.5000%  | 0.0000% | $7772199.40        | $10225.44          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2031-08-01      | 8.0000%  | 0.0000% | $622213379.00      | $54909.24          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2032-12-01      | 0.0000%  | 0.0000% | $278371696.05      | $410300.22         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2033-12-01      | 5.5000%  | 0.0000% | $812393.45         | $678.41            | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-07-01      | 6.5000%  | 0.0000% | $9995158.50        | $15894.89          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-07-01      | 6.5000%  | 0.0000% | $13353348.70       | $21152.51          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-03-01      | 6.5000%  | 0.0000% | $10220841.15       | $16271.93          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-10-01      | 6.5000%  | 0.0000% | $12477077.75       | $18064.04          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-10-01      | 6.5000%  | 0.0000% | $20418263.95       | $35500.16          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2035-05-01      | 4.5000%  | 0.0000% | $13868674.80       | $11970.73          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2038-01-01      | 5.0000%  | 0.0000% | $80130592.25       | $102729.20         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2027-04-01      | 3.0000%  | 0.0000% | $1870000.00        | $221.33            | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2042-07-01      | 4.5000%  | 0.0000% | $3480674.35        | $52705.17          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $18168750.00       | $90534.86          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $64762635.60       | $66348357.77       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $85850.00          | $11805.82          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $378330.75         | $54241.86          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $85000.00          | $13195.83          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $385655.20         | $57287.43          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.0000%  | 0.0000% | $75413174.70       | $71532474.97       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $59120310.10       | $62519194.15       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.0000%  | 0.0000% | $57486831.95       | $58144563.74       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2051-01-25      | 1.5000%  | 0.0000% | $573750.00         | $42592.28          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2052-04-25      | 2.0000%  | 0.0000% | $161500.00         | $18759.83          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2054-08-25      | 5.0000%  | 0.0000% | $211650.85         | $38021.87          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $65990082.35       | $69365570.81       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $88453650.30       | $90360122.63       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.0000%  | 0.0000% | $64252579.50       | $64477321.72       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.0000%  | 0.0000% | $69451774.50       | $69610076.00       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 4.0000%  | 0.0000% | $76316023.45       | $73241420.44       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 4.5000%  | 0.0000% | $86602655.45       | $85375582.42       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $89486648.50       | $90633636.07       | Agency Mortgage-Backed Securities   |

### Security 114: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9DSY95, C.3 - LEI: N/A, C.5 - Other ID: BIV9DSY95
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $85000000.00       | $84730579.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $202884700.00      | $205542285.56      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $217142800.00      | $219727228.83      | U.S. Treasuries (including strips) |

### Security 115: Societe Generale

- **C.1 - Title:** Societe Generale 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9E5YK9, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9E5YK9
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $418210200.00      | $417720779.17      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 3.5000%  | 0.0000% | $92939600.00       | $92279299.89       | U.S. Treasuries (including strips) |

### Security 116: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9E5Z36, C.3 - LEI: N/A, C.5 - Other ID: BIV9E5Z36
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $446596100.00      | $433032374.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $696765500.00      | $450056992.94      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $22736600.00       | $23036490.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $12077000.00       | $11874238.58       | U.S. Treasuries (including strips) |

### Security 117: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.660000%
- **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: BIV9E5ZA0, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV9E5ZA0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 3.5000%  | 0.0000% | $9201889.00        | $1385614.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.5000%  | 0.0000% | $13644296.50       | $1924541.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.5000%  | 0.0000% | $459711.00         | $63983.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 2.5000%  | 0.0000% | $500.00            | $268.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $5281577.00        | $3962973.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $8953299.00        | $7824364.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.0000%  | 0.0000% | $990.00            | $887.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $500.00            | $386.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 6.0000%  | 0.0000% | $29000.00          | $19500.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 5.5000%  | 0.0000% | $25000000.00       | $20295279.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $576.00            | $462.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $955484.00         | $664476.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $504.00            | $373.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $1626490.50        | $826590.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2046-01-01      | 5.0000%  | 0.0000% | $40303.50          | $40458.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $3191.00           | $338.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $16600726.50       | $1039565.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $595.50            | $36.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 5.0000%  | 0.0000% | $501.00            | $13.22             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $500.00            | $519.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $500.00            | $484.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $500.00            | $485.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2521334.00        | $2427078.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $9326959.00        | $9481409.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $504.00            | $497.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $512.00            | $136.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $2500000.00        | $270369.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $319536.00         | $55585.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $524205.00         | $403980.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $25000000.00       | $20829364.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 4.7600%  | 0.0000% | $500.00            | $504.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 4.1700%  | 0.0000% | $5189725.00        | $5064897.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 4.0000%  | 0.0000% | $500.00            | $104.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $500.00            | $62.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $500.00            | $190.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $19181326.50       | $11703447.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1047860.00        | $775588.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $638000.00         | $461637.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $2446805.00        | $1798510.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $10150191.50       | $8309858.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1134055.50        | $938124.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $532440.00         | $545598.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $500.00            | $502.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $500.00            | $462.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $519.00            | $464.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $500.00            | $489.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $500.00            | $513.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $500.00            | $477.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $500.00            | $244.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 2.0000%  | 0.0000% | $500.00            | $170.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1873000.00        | $986641.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $100020.00         | $88260.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $4415721.50        | $3604746.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $500.00            | $419.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $500.00            | $345.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $500.00            | $500.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $68940447.50       | $67179135.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $30000000.00       | $29884418.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $500.00            | $505.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $6384.00           | $6476.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $500.00            | $493.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 3.5000%  | 0.0000% | $500.00            | $32.88             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $23467600.00       | $10116369.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $500.00            | $185.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-03-01      | 2.0000%  | 0.0000% | $203500.00         | $97344.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $483480.00         | $266469.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $500.00            | $355.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $500.00            | $409.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $160775.50         | $126559.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $93338.00          | $74437.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $33304792.50       | $27469704.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $15325708.00       | $13785357.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $15950398.00       | $15846100.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $500.00            | $501.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $508.50            | $498.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $536219.00         | $469995.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $500.00            | $469.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $72214400.00       | $61019133.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $512.00            | $488.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.5000%  | 0.0000% | $3685264.00        | $2822550.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $107237120.00      | $101601567.27      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $537288.00         | $547422.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $515.50            | $505.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $165755.50         | $164430.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $72957049.50       | $72715293.04       | Agency Mortgage-Backed Securities |

### Security 118: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9E5ZE2, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9E5ZE2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $1600.00           | $1209.69           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $400.00            | $297.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $9534300.00        | $8593250.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $21303000.00       | $19610799.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $181548600.00      | $158837417.79      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $153900.00         | $156848.51         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $64126500.00       | $64598813.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $220214000.00      | $221813384.03      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $200.00            | $211.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $300.00            | $303.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $15699500.00       | $16219560.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $400.00            | $408.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $19752800.00       | $20167572.73       | U.S. Treasuries (including strips) |

### Security 119: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EC7D0, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV9EC7D0
- **C.18 - Value (incl. sponsor support):** $170002700.00
- **C.18.a - Value (excl. sponsor support):** $170002700.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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?:** No

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 3.0 15-AUG-2052           | 2052-08-15      | 3.0000%  | 0.0000% | $100000000.00      | $72713657.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-FEB-2035         | 2035-02-15      | 4.6250%  | 0.0000% | $95160000.00       | $100229269.00      | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038 | 2038-05-15      | 0.0000%  | 0.0000% | $180000.00         | $101869.00         | U.S. Treasuries (including strips) |

### Security 120: Societe Generale

- **C.1 - Title:** Societe Generale 3.650000%
- **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: BIV9EC8A5, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9EC8A5
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 3.5000%  | 0.0000% | $833.33            | $100.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 3.0000%  | 0.0000% | $833.33            | $127.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 4.0000%  | 0.0000% | $833.33            | $41.96             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 1.5000%  | 0.0000% | $1673.33           | $1519.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 4.5000%  | 0.0000% | $833.33            | $447.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 4.5000%  | 0.0000% | $833.33            | $737.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-11-01      | 5.5000%  | 0.0000% | $840.00            | $570.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $833.33            | $547.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $835.00            | $657.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $6026.67           | $4577.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $833.33            | $587.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $833.33            | $717.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $833.33            | $717.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $853.33            | $750.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $28608426.67       | $24499096.08       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $833.33            | $277.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $833.33            | $532.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $833.33            | $647.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $833.33            | $633.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $833.33            | $536.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $833.33            | $856.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $840.00            | $671.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.5000%  | 0.0000% | $833.33            | $150.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 4.0000%  | 0.0000% | $833.33            | $119.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $833.33            | $163.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-08-15      | 4.8218%  | 0.0000% | $17708333.33       | $150044.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-11-25      | 4.5118%  | 0.0000% | $14079170.00       | $150287.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-01      | 4.5000%  | 0.0000% | $833.33            | $23.82             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1666.67           | $1230.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $833.33            | $663.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1666.67           | $1623.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $833.33            | $868.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $833.33            | $865.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $833.33            | $849.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $833.33            | $879.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $833.33            | $873.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $1666.67           | $261.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $833.33            | $523.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $833.33            | $650.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $833.33            | $558.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $833.33            | $795.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $833.33            | $639.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 3.0000%  | 0.0000% | $1666.67           | $469.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $833.33            | $605.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.5000%  | 0.0000% | $833.33            | $729.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $887.50            | $886.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $866.67            | $873.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $833.33            | $153.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 4.5000%  | 0.0000% | $833.33            | $209.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $852.50            | $463.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $833.33            | $595.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $833.33            | $546.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $833.33            | $533.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $4155500.00        | $3314706.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $853.33            | $875.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $840.00            | $857.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $58628480.00       | $56240694.43       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $853.33            | $862.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $833.33            | $584.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 3.0000%  | 0.0000% | $833.33            | $133.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 7.0000%  | 0.0000% | $833.33            | $29.36             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 2.5000%  | 0.0000% | $1666.67           | $218.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $833.33            | $90.92             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $1666.67           | $196.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1666.67           | $965.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 2.5000%  | 0.0000% | $833.33            | $436.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $833.33            | $442.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $850.00            | $421.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $833.33            | $86.62             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-04-01      | 3.0000%  | 0.0000% | $833.33            | $177.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 1.5000%  | 0.0000% | $833.33            | $309.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $833.33            | $591.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.0000%  | 0.0000% | $1666.67           | $1174.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $833.33            | $569.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $840.00            | $513.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 7.0000%  | 0.0000% | $833.33            | $341.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $833.33            | $704.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1666.67           | $1200.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $833.33            | $765.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 5.0000%  | 0.0000% | $1666.67           | $1282.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.0000%  | 0.0000% | $833.33            | $791.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 6.0000%  | 0.0000% | $833.33            | $20.21             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1666.67           | $1689.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $833.33            | $696.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $833.33            | $850.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.5000%  | 0.0000% | $833.33            | $725.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $833.33            | $806.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $25480190.00       | $24749956.61       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $853.33            | $820.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $833.33            | $834.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $32254613.33       | $32874837.94       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $853.33            | $871.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.5000%  | 0.0000% | $833.33            | $778.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $833.33            | $855.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $853.33            | $863.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $853.33            | $649.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 4.5000%  | 0.0000% | $833.33            | $722.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $4891930.83        | $4248606.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $866.67            | $699.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $853.33            | $631.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $833.33            | $750.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $853.33            | $755.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $833.33            | $833.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $1706.67           | $1585.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $18598811.67       | $18881414.06       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $853.33            | $820.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $833.33            | $820.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $833.33            | $848.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $853.33            | $866.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $933.33            | $955.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1058.33           | $1066.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $853.33            | $678.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $853.33            | $869.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $1066.67           | $1080.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $833.33            | $851.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $833.33            | $844.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $13034089.17       | $13119257.04       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $853.33            | $864.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $833.33            | $853.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $833.33            | $839.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $833.33            | $852.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $250000000.00      | $244180561.14      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $157504290.00      | $156844597.56      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $441666666.67      | $442306824.27      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $250000000.00      | $251892338.83      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-03-20      | 3.9898%  | 0.0000% | $20432849.17       | $220158.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-16      | 0.5992%  | 0.0000% | $41666666.67       | $168974.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-02-20      | 0.6790%  | 0.0000% | $23933333.33       | $86707.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-03-16      | 4.0919%  | 0.0000% | $36291277.50       | $44970.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-12-16      | 3.9919%  | 0.0000% | $31675405.00       | $13427.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-03-16      | 4.0419%  | 0.0000% | $17130095.00       | $79721.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-04-16      | 4.0419%  | 0.0000% | $25660268.33       | $226876.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-08-16      | 4.0919%  | 0.0000% | $2000.00           | $42.64             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-01-20      | 3.9898%  | 0.0000% | $18333333.33       | $204974.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-02-20      | 3.9398%  | 0.0000% | $25000000.00       | $263578.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-05-20      | 4.0898%  | 0.0000% | $4147.50           | $53.23             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-04-20      | 4.0898%  | 0.0000% | $17984991.67       | $159052.30         | Agency Collateralized Mortgage Obligation |

### Security 121: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9ECCB8, C.3 - LEI: N/A, C.5 - Other ID: BIV9ECCB8
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $206237400.00      | $204000007.93      | U.S. Treasuries (including strips) |

### Security 122: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9ECD01, C.3 - LEI: N/A, C.5 - Other ID: BIV9ECD01
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $271152200.00      | $255000064.28      | U.S. Treasuries (including strips) |

### Security 123: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.710000%
- **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: BIV9ECD35, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV9ECD35
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Banks  | 2027-04-08      | 3.7150%  | 0.0000% | $261410000.00      | $262150981.17      | Agency Debentures and Agency Strips |
| Federal Home Loan Banks  | 2026-02-25      | 3.6500%  | 0.0000% | $4000000.00        | $4027636.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks  | 2026-03-17      | 3.6750%  | 0.0000% | $75000.00          | $75340.07          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks  | 2026-09-11      | 3.7050%  | 0.0000% | $1000000.00        | $1005581.11        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks  | 2026-09-25      | 3.6800%  | 0.0000% | $1000000.00        | $1003685.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks  | 2026-10-06      | 3.6850%  | 0.0000% | $1000000.00        | $1003143.33        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks  | 2027-02-03      | 3.6950%  | 0.0000% | $5000000.00        | $5047000.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks  | 2026-09-04      | 3.6650%  | 0.0000% | $1000000.00        | $1005794.67        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks  | 2026-06-09      | 3.6500%  | 0.0000% | $1000000.00        | $1005334.56        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks  | 2026-06-15      | 3.6500%  | 0.0000% | $1000000.00        | $1004700.11        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks  | 2026-09-04      | 3.6500%  | 0.0000% | $1000000.00        | $1002354.44        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks  | 2026-10-05      | 3.6550%  | 0.0000% | $1000000.00        | $1002527.92        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank | 2026-05-14      | 3.7300%  | 0.0000% | $3657000.00        | $3690752.08        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank | 2026-07-10      | 3.7600%  | 0.0000% | $17500000.00       | $17545203.47       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank | 2026-10-16      | 3.8777%  | 0.0000% | $825000.00         | $825379.50         | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank | 2027-04-19      | 3.6850%  | 0.0000% | $1000000.00        | $1001108.75        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank | 2027-06-23      | 3.6950%  | 0.0000% | $1000000.00        | $1003917.22        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank | 2027-07-19      | 3.8000%  | 0.0000% | $2600000.00        | $2602992.89        | Agency Debentures and Agency Strips |

### Security 124: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9ECL28, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV9ECL28
- **C.18 - Value (incl. sponsor support):** $1135975000.00
- **C.18.a - Value (excl. sponsor support):** $1135975000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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?:** No

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $160000000.00      | $163760796.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $30000000.00       | $30705149.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.875 15-OCT-2027 | 2027-10-15      | 3.8750%  | 0.0000% | $200000000.00      | $203435111.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.0 15-DEC-2027   | 2027-12-15      | 4.0000%  | 0.0000% | $200000000.00      | $202724867.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-02-28      | 4.1250%  | 0.0000% | $250000000.00      | $255882048.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-04-30      | 3.7500%  | 0.0000% | $100000000.00      | $101224479.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-05-31      | 3.8750%  | 0.0000% | $200000000.00      | $202208895.00      | U.S. Treasuries (including strips) |

### Security 125: Natixis

- **C.1 - Title:** Natixis 3.670000%
- **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: BIV9EJ505, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9EJ505
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD REMIC (FIXED)               | 2032-02-15      | 6.5000%  | 0.0000% | $1844.00           | $86.63             | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)               | 2032-04-15      | 6.0000%  | 0.0000% | $1.00              | $0.01              | Agency Collateralized Mortgage Obligation |
| U.S. TREASURY BILL               | 2026-02-12      | 0.0000%  | 0.0000% | $900.00            | $898.83            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND               | 2039-05-15      | 4.2500%  | 0.0000% | $2683700.00        | $2649200.10        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND               | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $98.30             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND               | 2041-08-15      | 3.7500%  | 0.0000% | $300.00            | $275.35            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND               | 2041-11-15      | 3.1250%  | 0.0000% | $400.00            | $333.22            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND               | 2044-11-15      | 3.0000%  | 0.0000% | $200.00            | $156.14            | U.S. Treasuries (including strips)        |
| TREASURY INFLATION BOND          | 2047-02-15      | 0.8750%  | 0.0000% | $17923200.00       | $17570354.41       | U.S. Treasuries (including strips)        |
| TREASURY INFLATION BOND          | 2049-02-15      | 1.0000%  | 0.0000% | $7000000.00        | $6575267.46        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND               | 2049-05-15      | 2.8750%  | 0.0000% | $8865400.00        | $6422671.23        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND               | 2049-11-15      | 2.3750%  | 0.0000% | $1000.00           | $648.63            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND               | 2040-08-15      | 1.1250%  | 0.0000% | $5698700.00        | $3604181.96        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND               | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $70.20             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND               | 2052-08-15      | 3.0000%  | 0.0000% | $5948500.00        | $4349445.95        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND               | 2042-11-15      | 4.0000%  | 0.0000% | $3166900.00        | $2926126.26        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND               | 2053-02-15      | 3.6250%  | 0.0000% | $200.00            | $165.41            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND               | 2043-08-15      | 4.3750%  | 0.0000% | $90544000.00       | $88249056.03       | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE | 2027-07-15      | 0.3750%  | 0.0000% | $18998900.00       | $25087561.41       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.37             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2027-05-15      | 2.3750%  | 0.0000% | $1100.00           | $1089.00           | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2026-07-31      | 1.8750%  | 0.0000% | $200.00            | $200.12            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $95.85             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2028-03-31      | 1.2500%  | 0.0000% | $400.00            | $382.46            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2026-03-31      | 0.7500%  | 0.0000% | $49999500.00       | $49878788.02       | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE | 2026-04-15      | 0.1250%  | 0.0000% | $10000000.00       | $12349459.83       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2026-07-31      | 0.6250%  | 0.0000% | $165900.00         | $163920.65         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2028-09-30      | 1.2500%  | 0.0000% | $8811000.00        | $8324091.46        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $98.42             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2032-05-15      | 2.8750%  | 0.0000% | $2139100.00        | $2023579.85        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2029-07-31      | 2.6250%  | 0.0000% | $82456000.00       | $80708400.20       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2030-03-31      | 3.6250%  | 0.0000% | $8999900.00        | $9068854.76        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2026-06-15      | 4.1250%  | 0.0000% | $21508000.00       | $21662576.11       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2033-08-15      | 3.8750%  | 0.0000% | $200.00            | $201.12            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2029-02-28      | 4.2500%  | 0.0000% | $1378800.00        | $1427841.58        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2034-05-15      | 4.3750%  | 0.0000% | $1000.00           | $1027.00           | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2031-09-30      | 3.6250%  | 0.0000% | $141073000.00      | $140907905.83      | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2027-12-15      | 4.0000%  | 0.0000% | $190800.00         | $193285.16         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $204.20            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2032-05-31      | 4.1250%  | 0.0000% | $18726900.00       | $19031264.09       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2035-08-15      | 4.2500%  | 0.0000% | $6668100.00        | $6818833.56        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2027-11-30      | 3.3750%  | 0.0000% | $1000.00           | $1002.54           | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE               | 2028-12-15      | 3.5000%  | 0.0000% | $100.00            | $100.13            | U.S. Treasuries (including strips)        |

### Security 126: Natixis

- **C.1 - Title:** Natixis 3.670000%
- **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: BIV9EJ588, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9EJ588
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BANK CONSOLIDATED BOND | 2029-10-24      | 4.0000%  | 0.0000% | $726000.00         | $740498.70         | Agency Debentures and Agency Strips       |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-04-01      | 3.0000%  | 0.0000% | $2197755.20        | $403922.67         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2041-12-01      | 4.0000%  | 0.0000% | $413.60            | $45.07             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2048-06-01      | 4.5000%  | 0.0000% | $15035091.60       | $3821611.17        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC  | 2037-11-01      | 2.4000%  | 0.0000% | $1474123.20        | $1172534.30        | Agency Mortgage-Backed Securities         |
| GOLD REMIC (FIXED)                       | 2032-02-15      | 6.5000%  | 0.0000% | $13023034.40       | $611785.66         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2032-04-15      | 6.0000%  | 0.0000% | $11189630.00       | $162287.71         | Agency Collateralized Mortgage Obligation |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $409.60            | $255.86            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 4.5000%  | 0.0000% | $8995251.20        | $7378210.58        | Agency Mortgage-Backed Securities         |
| FARM CREDIT OPTIONAL PRINC REDEMP SEC    | 2042-03-24      | 3.7000%  | 0.0000% | $1031600.00        | $889716.83         | Agency Debentures and Agency Strips       |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 5.0000%  | 0.0000% | $409.60            | $300.91            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-08-01      | 3.6500%  | 0.0000% | $407.60            | $399.24            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-08-01      | 3.8600%  | 0.0000% | $6398.00           | $6275.47           | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2038-09-01      | 3.9100%  | 0.0000% | $400.00            | $372.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2042-04-25      | 3.5000%  | 0.0000% | $2000000.00        | $1859262.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2042-09-25      | 2.0000%  | 0.0000% | $520400.00         | $430898.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-05-25      | 3.0000%  | 0.0000% | $669402.80         | $554454.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-06-25      | 3.0000%  | 0.0000% | $1142530.40        | $958331.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-06-25      | 3.0000%  | 0.0000% | $1345043.60        | $814459.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-07-25      | 2.5000%  | 0.0000% | $600000.00         | $562952.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2044-02-25      | 4.0000%  | 0.0000% | $1272558.80        | $1212841.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2045-07-25      | 3.0000%  | 0.0000% | $988307.20         | $265809.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2046-05-25      | 3.0000%  | 0.0000% | $2200000.00        | $1781741.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2046-05-25      | 3.0000%  | 0.0000% | $800000.00         | $651223.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2047-04-25      | 3.0000%  | 0.0000% | $556000.00         | $477231.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2047-05-25      | 3.5000%  | 0.0000% | $3400000.00        | $986530.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2029-04-25      | 3.0193%  | 0.0000% | $7059187.20        | $3060274.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2051-07-25      | 2.5000%  | 0.0000% | $1600000.00        | $1081135.82        | Agency Collateralized Mortgage Obligation |
| FANNIE ADJ. MULTIFAMILY REMIC            | 2032-04-25      | 2.0837%  | 0.0000% | $4400000.00        | $2409037.38        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY REMIC            | 2033-07-25      | 4.4983%  | 0.0000% | $7808000.00        | $57912.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2030-07-01      | 3.6800%  | 0.0000% | $2454531.20        | $2435848.40        | Agency Mortgage-Backed Securities         |
| GOLD REMIC (FIXED)                       | 2041-09-15      | 4.0000%  | 0.0000% | $1600000.00        | $605517.70         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2043-03-15      | 3.0000%  | 0.0000% | $800017.60         | $742634.47         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2043-04-15      | 3.5000%  | 0.0000% | $600000.00         | $547328.07         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2043-05-15      | 3.0000%  | 0.0000% | $862515.20         | $747970.31         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2043-10-15      | 4.0000%  | 0.0000% | $1105600.00        | $1058092.61        | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2043-11-15      | 4.0000%  | 0.0000% | $2224498.00        | $1495617.27        | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2046-08-15      | 3.0000%  | 0.0000% | $397200.00         | $249981.85         | Agency Collateralized Mortgage Obligation |
| FED HOME LOAN FIXED SINGLE FAMILY REMIC  | 2051-10-25      | 2.0000%  | 0.0000% | $522720.80         | $285012.01         | Agency Debentures and Agency Strips       |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2054-02-25      | 4.8973%  | 0.0000% | $28531111.60       | $18217328.28       | Agency Debentures and Agency Strips       |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2032-08-01      | 3.0600%  | 0.0000% | $400.00            | $373.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2037-11-01      | 3.5100%  | 0.0000% | $445501.60         | $386687.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2033-05-01      | 3.5800%  | 0.0000% | $2061292.80        | $1886897.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2033-04-01      | 3.7200%  | 0.0000% | $399600.00         | $367611.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2030-05-01      | 3.4450%  | 0.0000% | $322387.60         | $315434.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2030-06-01      | 3.5500%  | 0.0000% | $400.00            | $394.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2033-07-01      | 3.7500%  | 0.0000% | $225740.80         | $216986.76         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-08-01      | 3.8100%  | 0.0000% | $400.00            | $386.46            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-08-01      | 3.8500%  | 0.0000% | $399600.00         | $386085.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-04-01      | 3.0000%  | 0.0000% | $412.40            | $68.96             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-09-01      | 4.5000%  | 0.0000% | $422.40            | $51.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2036-03-25      | 5.5000%  | 0.0000% | $1486400.00        | $232818.25         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2035-04-15      | 6.0000%  | 0.0000% | $452243.60         | $470473.69         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2036-02-15      | 5.5000%  | 0.0000% | $1060472.00        | $1028253.81        | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2036-11-15      | 5.7500%  | 0.0000% | $2000000.00        | $745116.64         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2037-07-15      | 6.0000%  | 0.0000% | $552238.00         | $57593.02          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.5000%  | 0.0000% | $400.00            | $417.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.5000%  | 0.0000% | $400.00            | $418.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.5000%  | 0.0000% | $400.00            | $425.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.5000%  | 0.0000% | $400.00            | $407.43            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-10-01      | 3.7800%  | 0.0000% | $142852.80         | $137044.69         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-10-01      | 3.6900%  | 0.0000% | $935317.20         | $895250.93         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2028-12-01      | 3.9550%  | 0.0000% | $2441600.00        | $2443682.62        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2029-02-01      | 3.6800%  | 0.0000% | $409.60            | $407.69            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2029-02-01      | 3.5200%  | 0.0000% | $400.00            | $395.12            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-02-01      | 3.8700%  | 0.0000% | $677560.80         | $654595.22         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-05-01      | 3.5000%  | 0.0000% | $895888.00         | $824907.38         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2049-05-01      | 3.8300%  | 0.0000% | $719282.40         | $611922.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-01-01      | 2.0000%  | 0.0000% | $400.00            | $221.01            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2050-08-01      | 2.3600%  | 0.0000% | $902077.20         | $621030.72         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-12-01      | 1.6100%  | 0.0000% | $1887555.20        | $1495902.49        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2051-09-01      | 2.4900%  | 0.0000% | $400000.00         | $280852.98         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2041-12-01      | 2.4100%  | 0.0000% | $3647814.40        | $2691800.27        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2029-07-01      | 4.8600%  | 0.0000% | $5290.80           | $5458.39           | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2032-06-01      | 4.4650%  | 0.0000% | $400.00            | $406.27            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-06-01      | 5.2150%  | 0.0000% | $2304777.60        | $2421048.96        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2032-10-01      | 4.5900%  | 0.0000% | $15960800.00       | $16309695.11       | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-12-01      | 4.4650%  | 0.0000% | $2018787.20        | $2017064.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 4.5000%  | 0.0000% | $328559.60         | $224920.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 5.0000%  | 0.0000% | $25560640.00       | $18788202.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 4.5000%  | 0.0000% | $11232.40          | $7950.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 5.5000%  | 0.0000% | $400.00            | $399.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.5000%  | 0.0000% | $232003.60         | $207630.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 5.0000%  | 0.0000% | $8894387.20        | $8710321.83        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.5000%  | 0.0000% | $400.00            | $416.55            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 5.0000%  | 0.0000% | $276680.00         | $272175.28         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 5.5000%  | 0.0000% | $9199424.00        | $9127469.49        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.0000%  | 0.0000% | $400.00            | $410.10            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.0000%  | 0.0000% | $939637.60         | $963071.80         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 5.5000%  | 0.0000% | $409.60            | $380.62            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 5.5000%  | 0.0000% | $2048.00           | $2046.43           | Agency Mortgage-Backed Securities         |
| GNMA FIXED RATE REMIC                    | 2033-11-20      | 5.5000%  | 0.0000% | $7534875.60        | $647670.87         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2068-01-20      | 4.3908%  | 0.0000% | $1091600.00        | $412487.45         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2067-08-20      | 5.3817%  | 0.0000% | $6591492.00        | $1725657.57        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2067-04-20      | 5.5918%  | 0.0000% | $5600000.00        | $1430099.96        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2067-05-20      | 5.4250%  | 0.0000% | $4400000.00        | $1089147.46        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2067-06-20      | 5.2274%  | 0.0000% | $4000000.00        | $1099770.93        | Agency Collateralized Mortgage Obligation |
| GNMA FIXED RATE REMIC                    | 2045-12-20      | 3.0000%  | 0.0000% | $1600000.00        | $482461.25         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2068-03-20      | 4.9335%  | 0.0000% | $540000.00         | $233354.55         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2069-09-20      | 4.8816%  | 0.0000% | $6800000.00        | $1855837.43        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2068-11-20      | 4.2992%  | 0.0000% | $2240000.00        | $193574.81         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2071-05-20      | 5.0677%  | 0.0000% | $800000.00         | $657832.56         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2070-05-20      | 6.3225%  | 0.0000% | $6000000.00        | $1511985.87        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2070-09-20      | 4.9992%  | 0.0000% | $800000.00         | $402548.85         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2071-01-20      | 5.1492%  | 0.0000% | $400000.00         | $271220.08         | Agency Collateralized Mortgage Obligation |
| GNMA FIXED RATE REMIC                    | 2051-07-20      | 2.5000%  | 0.0000% | $444700.00         | $264877.06         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2072-07-20      | 4.5030%  | 0.0000% | $400.00            | $312.20            | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2072-10-20      | 4.8030%  | 0.0000% | $5232000.00        | $5295433.11        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2074-07-20      | 4.5030%  | 0.0000% | $7377945.60        | $6922254.17        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2074-08-20      | 4.5030%  | 0.0000% | $4631859.20        | $4331346.34        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2074-03-20      | 4.7530%  | 0.0000% | $2000000.00        | $1950789.04        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2075-10-20      | 4.4530%  | 0.0000% | $14000000.00       | $14156063.35       | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTHORITY BOND          | 2056-04-01      | 5.3750%  | 0.0000% | $148000.00         | $152405.72         | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTHORITY BOND          | 2065-09-15      | 4.2500%  | 0.0000% | $800000.00         | $670891.60         | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY PRINCIPAL COMPONENT     | 2056-04-01      | 0.0000%  | 0.0000% | $12537200.00       | $2346086.24        | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY PRINCIPAL COMPONENT     | 2065-09-15      | 0.0000%  | 0.0000% | $3885600.00        | $438377.28         | Agency Debentures and Agency Strips       |
| U.S. TREASURY BILL                       | 2026-03-12      | 0.0000%  | 0.0000% | $40.00             | $39.83             | U.S. Treasuries (including strips)        |
| TREASURY INFLATION BOND                  | 2028-04-15      | 3.6250%  | 0.0000% | $1195760.00        | $2557031.80        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2039-05-15      | 4.2500%  | 0.0000% | $40.00             | $39.49             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2041-11-15      | 3.1250%  | 0.0000% | $40.00             | $33.32             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2053-05-15      | 3.6250%  | 0.0000% | $1115840.00        | $912143.96         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2053-08-15      | 4.1250%  | 0.0000% | $160.00            | $144.81            | U.S. Treasuries (including strips)        |
| TREASURY INFLATION BOND                  | 2054-02-15      | 2.1250%  | 0.0000% | $584880.00         | $564710.97         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2045-05-15      | 5.0000%  | 0.0000% | $240.00            | $248.68            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2055-11-15      | 4.6250%  | 0.0000% | $400.00            | $389.49            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-05-31      | 3.6250%  | 0.0000% | $4720560.00        | $4753612.71        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-08-15      | 4.3750%  | 0.0000% | $11836600.00       | $12117409.44       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2031-09-30      | 3.6250%  | 0.0000% | $80.00             | $79.91             | U.S. Treasuries (including strips)        |

### Security 127: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EJ5B1, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9EJ5B1
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $11438125.00       | $10309165.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $41.67             | $55.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $6625.00           | $6604.57           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $16541.67          | $16553.13          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $14583333.33       | $17619594.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $32765166.67       | $33524353.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $21003291.67       | $22829366.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $114059125.00      | $116968440.55      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $51785000.00       | $53539849.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $182333.33         | $186030.24         | U.S. Treasuries (including strips) |

### Security 128: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EJR50, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV9EJR50
- **C.18 - Value (incl. sponsor support):** $871270952.40
- **C.18.a - Value (excl. sponsor support):** $871270952.40
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $395000000.00      | $283057000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $450000000.00      | $267030000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $645000000.00      | $364747500.00      | U.S. Treasuries (including strips) |

### Security 129: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQAP8, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BIV9EQAP8
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2054-11-15      | 0.0000%  | 0.0000% | $917300.00         | $222138.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $275578000.00      | $249409532.48      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $12603600.00       | $12013216.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $18556600.00       | $18305717.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $226295000.00      | $230049414.34      | U.S. Treasuries (including strips) |

### Security 130: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQAQ6, C.3 - LEI: N/A, C.5 - Other ID: BIV9EQAQ6
- **C.18 - Value (incl. sponsor support):** $2625000000.00
- **C.18.a - Value (excl. sponsor support):** $2625000000.00
- **C.19 - Percentage of Net Assets:** 3.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $515000000.00      | $374924299.13      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $419499900.00      | $384824129.46      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $425000000.00      | $375422419.57      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $385326900.00      | $364233524.31      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $380300000.00      | $378878864.87      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $32583400.00       | $33797006.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $375000000.00      | $381881332.87      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $375651600.00      | $383538426.10      | U.S. Treasuries (including strips) |

### Security 131: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQAS2, C.3 - LEI: N/A, C.5 - Other ID: BIV9EQAS2
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $557245000.00      | $466833784.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $299710000.00      | $261838581.48      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $583436900.00      | $474965185.10      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $82924500.00       | $74739729.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $575341000.00      | $557622766.78      | U.S. Treasuries (including strips) |

### Security 132: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQAT0, C.3 - LEI: N/A, C.5 - Other ID: BIV9EQAT0
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 7.9300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-02-15      | 0.0000%  | 0.0000% | $20000000.00       | $11175860.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 0.0000%  | 0.0000% | $130500000.00      | $68247063.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.0000%  | 0.0000% | $295000000.00      | $128821485.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 0.0000%  | 0.0000% | $123000000.00      | $52975977.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 0.0000%  | 0.0000% | $112000000.00      | $45550288.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $119000000.00      | $47705553.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 0.0000%  | 0.0000% | $115000000.00      | $45459960.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 0.0000%  | 0.0000% | $182000000.00      | $67338908.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 0.0000%  | 0.0000% | $87000000.00       | $31762047.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.0000%  | 0.0000% | $202000000.00      | $70834532.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 0.0000%  | 0.0000% | $82456700.00       | $27747998.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $1000000.00        | $288083.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $166000000.00      | $43566202.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $656860600.00      | $170042160.38      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 0.0000%  | 0.0000% | $202000000.00      | $48981364.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $94000000.00       | $88794727.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $333832500.00      | $347357560.45      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $702546100.00      | $710907788.24      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 3.6250%  | 0.0000% | $1316622700.00     | $1328041761.40     | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 0.0000%  | 0.0000% | $500633.78         | $338626.69         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 0.0000%  | 0.0000% | $146000000.00      | $96243784.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 0.0000%  | 0.0000% | $241000000.00      | $154685609.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 0.0000%  | 0.0000% | $391000000.00      | $237641589.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 0.0000%  | 0.0000% | $310000000.00      | $229537020.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 0.0000%  | 0.0000% | $395000000.00      | $285058070.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-11-15      | 0.0000%  | 0.0000% | $270000000.00      | $166447980.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-08-15      | 0.0000%  | 0.0000% | $272000000.00      | $160775664.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 0.0000%  | 0.0000% | $101005000.00      | $27111560.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-11-15      | 0.0000%  | 0.0000% | $265000000.00      | $154576620.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-08-15      | 0.0000%  | 0.0000% | $238500000.00      | $133158843.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.0000%  | 0.0000% | $111733054.00      | $29682779.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 0.0000%  | 0.0000% | $32335000.00       | $8461778.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 0.0000%  | 0.0000% | $17675000.00       | $4573653.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-11-15      | 0.0000%  | 0.0000% | $69000000.00       | $37988433.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 0.0000%  | 0.0000% | $155000000.00      | $82846880.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 0.0000%  | 0.0000% | $175000000.00      | $90786675.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $10190000.00       | $2605878.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $153646667.00      | $38895039.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 0.0000%  | 0.0000% | $115119000.00      | $28822228.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 0.0000%  | 0.0000% | $78666000.00       | $19469756.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 0.0000%  | 0.0000% | $154000000.00      | $74113886.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 0.0000%  | 0.0000% | $76000000.00       | $35509480.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.0000%  | 0.0000% | $280000000.00      | $126734440.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 0.0000%  | 0.0000% | $145000000.00      | $64710310.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 0.0000%  | 0.0000% | $187000000.00      | $82150222.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 0.0000%  | 0.0000% | $85000000.00       | $36833560.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 0.0000%  | 0.0000% | $235000000.00      | $97197645.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.0000%  | 0.0000% | $217000000.00      | $82556131.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 0.0000%  | 0.0000% | $85000000.00       | $29503840.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 0.0000%  | 0.0000% | $187000000.00      | $63276499.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.0000%  | 0.0000% | $8000.00           | $7954.54           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 0.0000%  | 0.0000% | $105000000.00      | $31589670.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $80000000.00       | $22555920.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.0000%  | 0.0000% | $46495000.00       | $12948532.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 0.0000%  | 0.0000% | $78965000.00       | $21724219.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 0.0000%  | 0.0000% | $48825000.00       | $13279911.75       | U.S. Treasuries (including strips) |

### Security 133: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQAU7, C.3 - LEI: N/A, C.5 - Other ID: BIV9EQAU7
- **C.18 - Value (incl. sponsor support):** $3850000000.00
- **C.18.a - Value (excl. sponsor support):** $3850000000.00
- **C.19 - Percentage of Net Assets:** 5.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T Bond 3.75 11/15/2043  | 2043-11-15      | 3.7500%  | 0.0000% | $3850000000.00     | $118498645.50      | U.S. Treasuries (including strips) |
| T Bond 3.125 05/15/2048 | 2048-05-15      | 3.1250%  | 0.0000% | $3850000000.00     | $18407771.28       | U.S. Treasuries (including strips) |
| T Bond 2.25 08/15/2049  | 2049-08-15      | 2.2500%  | 0.0000% | $3850000000.00     | $31915931.50       | U.S. Treasuries (including strips) |
| T Bond 1.25 05/15/2050  | 2050-05-15      | 1.2500%  | 0.0000% | $3850000000.00     | $19806815.87       | U.S. Treasuries (including strips) |
| T Bond 2 08/15/2051     | 2051-08-15      | 2.0000%  | 0.0000% | $3850000000.00     | $58358356.00       | U.S. Treasuries (including strips) |
| T Bond 2.875 05/15/2052 | 2052-05-15      | 2.8750%  | 0.0000% | $3850000000.00     | $35286171.00       | U.S. Treasuries (including strips) |
| T Bond 4.75 11/15/2043  | 2043-11-15      | 4.7500%  | 0.0000% | $3850000000.00     | $1965605121.47     | U.S. Treasuries (including strips) |
| T Bond 4.5 02/15/2044   | 2044-02-15      | 4.5000%  | 0.0000% | $3850000000.00     | $407074199.00      | U.S. Treasuries (including strips) |
| T Bond 4.125 08/15/2044 | 2044-08-15      | 4.1250%  | 0.0000% | $3850000000.00     | $206321947.41      | U.S. Treasuries (including strips) |
| T Bond 4.625 02/15/2055 | 2055-02-15      | 4.6250%  | 0.0000% | $3850000000.00     | $48239202.48       | U.S. Treasuries (including strips) |
| T Bond 4.75 02/15/2045  | 2045-02-15      | 4.7500%  | 0.0000% | $3850000000.00     | $305603097.09      | U.S. Treasuries (including strips) |
| T Bond 5 05/15/2045     | 2045-05-15      | 5.0000%  | 0.0000% | $3850000000.00     | $711882831.34      | U.S. Treasuries (including strips) |

### Security 134: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQFH1, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: BIV9EQFH1
- **C.18 - Value (incl. sponsor support):** $1039042500.00
- **C.18.a - Value (excl. sponsor support):** $1039042500.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** No

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $46375000.00       | $47316500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $46375000.00       | $47316500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $23187500.00       | $23658250.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27000000.00       | $27507000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27000000.00       | $27507000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27000000.00       | $27507000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-NOV-2043 | 2043-11-15      | 0.0000%  | 0.0000% | $14850000.00       | $15125040.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14812500.00       | $15086000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14812500.00       | $15086000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14812500.00       | $15086000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14500000.00       | $14746000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14500000.00       | $14746000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14500000.00       | $14746000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14500000.00       | $14746000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $7250000.00        | $7373000.00        | U.S. Treasuries (including strips) |
| TREASURY BOND 2.75 15-NOV-2042           | 2042-11-15      | 2.7500%  | 0.0000% | $17451250.00       | $17799780.06       | U.S. Treasuries (including strips) |
| TREASURY BOND 3.375 15-MAY-2044          | 2044-05-15      | 3.3750%  | 0.0000% | $18802500.00       | $19163039.61       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $36562500.00       | $37270795.58       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $10968750.00       | $11181238.67       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2026-11-15      | 4.6250%  | 0.0000% | $49875000.00       | $50864497.24       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2026-11-15      | 4.6250%  | 0.0000% | $49875000.00       | $50864497.24       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-JUL-2026          | 2026-07-31      | 4.3750%  | 0.0000% | $50250000.00       | $51269305.71       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $50125000.00       | $51103108.70       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $50125000.00       | $51103108.70       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $25062500.00       | $25551554.35       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.625 31-AUG-2030          | 2030-08-31      | 3.6250%  | 0.0000% | $43505000.00       | $44367443.76       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $49375000.00       | $50383417.13       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2038  | 2038-02-15      | 0.0000%  | 0.0000% | $13560000.00       | $13836000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2037  | 2037-11-15      | 0.0000%  | 0.0000% | $28687500.00       | $29260500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038  | 2038-05-15      | 0.0000%  | 0.0000% | $27875000.00       | $28409000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12812500.00       | $13069500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12812500.00       | $13069500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12812500.00       | $13069500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12812500.00       | $13069500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2038  | 2038-11-15      | 0.0000%  | 0.0000% | $6781250.00        | $6905125.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2039  | 2039-05-15      | 0.0000%  | 0.0000% | $13187500.00       | $13443750.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2040  | 2040-02-15      | 0.0000%  | 0.0000% | $25187500.00       | $25660000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2041  | 2041-02-15      | 0.0000%  | 0.0000% | $23687500.00       | $24167000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2041  | 2041-11-15      | 0.0000%  | 0.0000% | $18150000.00       | $18507600.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2042  | 2042-02-15      | 0.0000%  | 0.0000% | $20973750.00       | $21381240.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2042  | 2042-08-15      | 0.0000%  | 0.0000% | $21687500.00       | $22073000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2050  | 2050-02-15      | 0.0000%  | 0.0000% | $14562500.00       | $14831500.00       | U.S. Treasuries (including strips) |

### Security 135: ING Financial Markets, LLC

- **C.1 - Title:** ING Financial Markets LLC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQHP1, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BIV9EQHP1
- **C.18 - Value (incl. sponsor support):** $1700000703.00
- **C.18.a - Value (excl. sponsor support):** $1700000703.00
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47793375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47793375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47793375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47793375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47793375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47793375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47793375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47793375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47793375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47793375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47793375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47793375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47793375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47793375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $8000000.00        | $7646940.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52354050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52354050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52354050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52354050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52354050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52354050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52354050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52354050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52354050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52354050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52354050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52354050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52354050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $35422000.00       | $37089703.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50729700.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50729700.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50729700.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50729700.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50729700.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50729700.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $34670000.00       | $35175973.98       | U.S. Treasuries (including strips) |

### Security 136: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.690000%
- **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: BIV9EQHT3, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9EQHT3
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $150000000.00      | $156056866.65      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $265555653.00      | $191300810.86      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $122864451.00      | $121123584.59      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $153351935.00      | $154151784.65      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $157862368.00      | $158685743.07      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $6674667.00        | $6760218.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $23000.00          | $11063.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-20      | 7.0000%  | 0.0000% | $30548.00          | $18597.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-15      | 4.8000%  | 0.0000% | $917490.00         | $898032.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-07-15      | 5.5900%  | 0.0000% | $3934926.00        | $4133010.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $14104.00          | $9304.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-05-15      | 6.2500%  | 0.0000% | $995876.00         | $1043848.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-15      | 6.6100%  | 0.0000% | $3834692.00        | $4084064.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 7.0000%  | 0.0000% | $50000.00          | $54250.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-09-15      | 6.0900%  | 0.0000% | $4442360.00        | $4613403.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-10-15      | 5.7200%  | 0.0000% | $2742244.00        | $2860733.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-09-15      | 5.7000%  | 0.0000% | $3060960.00        | $3228965.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-07-15      | 5.9000%  | 0.0000% | $6683457.00        | $6822932.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $50000.00          | $53186.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $329300.00         | $350285.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $277830.00         | $295535.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $50000.00          | $53186.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-05-20      | 6.3040%  | 0.0000% | $3087341.00        | $3113187.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $240000.00         | $251169.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 6.5000%  | 0.0000% | $35518.00          | $31631.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $82962336.00       | $81037838.31       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $66264812.00       | $67956767.20       | Agency Mortgage-Backed Securities |

### Security 137: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQJ53, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV9EQJ53
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $248795200.00      | $255000021.70      | U.S. Treasuries (including strips) |

### Security 138: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQJ79, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV9EQJ79
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $104.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $2700.00           | $2741.70           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $133800.00         | $141234.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $7107000.00        | $7200404.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $361355400.00      | $367221691.91      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-01-15      | 1.8750%  | 0.0000% | $135765100.00      | $135433794.97      | U.S. Treasuries (including strips) |

### Security 139: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.670000%
- **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: BIV9EQJB0, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9EQJB0
- **C.18 - Value (incl. sponsor support):** $1784250000.00
- **C.18.a - Value (excl. sponsor support):** $1784250000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $117789808.49      | $9741514.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $336650943.40      | $24675207.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $194034502.04      | $18832786.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $456703490.61      | $91521486.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $94085312.00       | $21842035.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $163222379.34      | $36392594.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $10838109.16       | $2360574.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $12599019.83       | $5375937.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $606114.10         | $451469.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $152156185.46      | $114690965.77      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $36509422.14       | $3812409.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1009952830.19     | $97470244.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $97117064.15       | $9380322.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $279348239.72      | $187491991.92      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $109341882.65      | $80418622.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $45550678.10       | $34490547.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $51550869.81       | $38890141.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $21517290.47       | $15989963.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $52646245.46       | $39679352.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $2270837.19        | $995791.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $228461548.89      | $187273101.22      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $187365262.03      | $187885182.76      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $72793451.08       | $63643741.70       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $350158928.18      | $293459707.46      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $167586372.39      | $138556775.66      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $121449032.89      | $121583180.95      | Agency Mortgage-Backed Securities |

### Security 140: Banco Santander

- **C.1 - Title:** Banco Santander 3.670000%
- **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: BIV9EQJE4, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV9EQJE4
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2038-07-01      | 6.0500%  | 0.0000% | $40192.50          | $1476.10           | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-03-01      | 4.5000%  | 0.0000% | $5162638.50        | $199337.55         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-11-01      | 3.5000%  | 0.0000% | $2061000.00        | $249156.21         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2046-03-01      | 3.5000%  | 0.0000% | $2381250.00        | $248185.60         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-04-01      | 5.0000%  | 0.0000% | $753.75            | $20.13             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-05-01      | 5.0000%  | 0.0000% | $750.00            | $23.65             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2036-11-01      | 3.0000%  | 0.0000% | $893259.00         | $169022.66         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-03-01      | 3.5000%  | 0.0000% | $22284288.75       | $2333734.24        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-06-01      | 4.5000%  | 0.0000% | $3792.00           | $964.23            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-05-01      | 4.5000%  | 0.0000% | $750.00            | $142.32            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-04-01      | 3.5000%  | 0.0000% | $750.00            | $131.46            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2033-04-01      | 3.5000%  | 0.0000% | $521250.00         | $103068.98         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-03-01      | 2.0000%  | 0.0000% | $750.00            | $688.67            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-08-01      | 2.5000%  | 0.0000% | $35250.00          | $22116.56          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2039-06-01      | 5.5000%  | 0.0000% | $10500.00          | $6344.26           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2040-01-01      | 5.5000%  | 0.0000% | $6741.75           | $4941.41           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2039-09-01      | 5.0000%  | 0.0000% | $9000.00           | $6128.95           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $702750.00         | $420579.55         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-02-01      | 3.5000%  | 0.0000% | $768.00            | $330.78            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $39000.00          | $26909.16          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-11-01      | 3.5000%  | 0.0000% | $32250.00          | $21881.69          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $4296084.00        | $3731986.65        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $768.00            | $663.65            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.5000%  | 0.0000% | $15105.00          | $11526.18          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.5000%  | 0.0000% | $1506.00           | $1239.81           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 3.0000%  | 0.0000% | $2880276.00        | $2089939.18        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 5.5000%  | 0.0000% | $1524.00           | $1146.68           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.5000%  | 0.0000% | $756.00            | $495.12            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 6.5000%  | 0.0000% | $750.00            | $565.49            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-03-01      | 2.5000%  | 0.0000% | $116745.75         | $83514.73          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $17325576.75       | $13633733.75       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $52405476.00       | $44627912.29       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 5.5000%  | 0.0000% | $786.00            | $646.71            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-01-01      | 4.5000%  | 0.0000% | $12835918.50       | $10982218.52       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.5000%  | 0.0000% | $27556983.00       | $22544294.47       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 5.0000%  | 0.0000% | $450000.00         | $390763.51         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $1199151.00        | $1021859.05        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 6.0000%  | 0.0000% | $185484.00         | $164891.94         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-06-01      | 3.5000%  | 0.0000% | $750.00            | $155.48            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-11-01      | 5.0000%  | 0.0000% | $24666615.00       | $23225666.77       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.0000%  | 0.0000% | $22500.00          | $20279.76          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 3.0000%  | 0.0000% | $875802.00         | $594065.56         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $34335301.50       | $32402404.56       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.5000%  | 0.0000% | $18894.00          | $12083.80          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 2.5000%  | 0.0000% | $291750.00         | $184698.00         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.5000%  | 0.0000% | $20250.00          | $15033.06          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.0000%  | 0.0000% | $2320460.25        | $1666347.38        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-11-01      | 5.0000%  | 0.0000% | $114093475.50      | $89986492.19       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 5.5000%  | 0.0000% | $768.00            | $643.73            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 5.5000%  | 0.0000% | $750.00            | $577.98            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.0000%  | 0.0000% | $2077846.50        | $1666650.07        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-04-01      | 5.0000%  | 0.0000% | $778.50            | $95.37             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-07-01      | 5.0000%  | 0.0000% | $750.00            | $61.97             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-05-01      | 4.0000%  | 0.0000% | $1521.75           | $297.67            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-05-01      | 4.0000%  | 0.0000% | $3048.00           | $410.27            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $756.00            | $128.24            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-07-01      | 4.0000%  | 0.0000% | $3834.00           | $595.64            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-03-01      | 4.0000%  | 0.0000% | $3120.00           | $522.67            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-04-01      | 4.5000%  | 0.0000% | $1500.00           | $288.82            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-02-01      | 3.5000%  | 0.0000% | $1512.00           | $366.87            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-07-01      | 4.0000%  | 0.0000% | $768.00            | $207.54            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-05-01      | 4.5000%  | 0.0000% | $756.00            | $162.70            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2046-08-01      | 3.5000%  | 0.0000% | $750.00            | $135.37            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $2304.00           | $1562.23           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $768.00            | $511.16            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $1500.00           | $1022.21           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $967.50            | $639.50            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $768.00            | $527.26            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $2286.00           | $1545.57           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 3.0000%  | 0.0000% | $756.00            | $569.78            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.5000%  | 0.0000% | $2304.00           | $1594.08           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.5000%  | 0.0000% | $756.00            | $539.45            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $1506.00           | $1100.22           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $768.00            | $579.36            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $750.00            | $447.26            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $750.00            | $485.91            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.0000%  | 0.0000% | $5078406.00        | $4531637.50        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 5.0000%  | 0.0000% | $2619096.00        | $2045151.99        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 5.0000%  | 0.0000% | $1812156.00        | $1419955.46        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-07-01      | 4.0000%  | 0.0000% | $746721.75         | $655919.78         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-03-01      | 3.0000%  | 0.0000% | $3042.00           | $2154.40           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 3.5000%  | 0.0000% | $750.00            | $633.35            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $768.00            | $574.45            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $1536.00           | $1168.74           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $750.00            | $523.04            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.5000%  | 0.0000% | $2250.00           | $1806.58           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 3.0000%  | 0.0000% | $756.00            | $411.73            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 6.0000%  | 0.0000% | $8465604.00        | $6773055.11        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-08-25      | 4.8473%  | 0.0000% | $61518989.25       | $60945572.89       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2052-02-25      | 2.5000%  | 0.0000% | $149988462.00      | $90339498.34       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 5.0000%  | 0.0000% | $792.00            | $84.23             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-06-01      | 4.0000%  | 0.0000% | $750.00            | $113.46            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-05-01      | 3.5000%  | 0.0000% | $768.00            | $65.46             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-03-01      | 3.5000%  | 0.0000% | $3084.00           | $726.15            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-07-01      | 3.0000%  | 0.0000% | $55604187.00       | $8143602.31        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-05-01      | 4.0000%  | 0.0000% | $750.00            | $166.68            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-06-01      | 4.0000%  | 0.0000% | $750.00            | $114.72            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-09-01      | 3.5000%  | 0.0000% | $8408730.00        | $1956118.62        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-02-01      | 4.5000%  | 0.0000% | $750.00            | $150.48            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-02-01      | 4.5000%  | 0.0000% | $750.00            | $107.47            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 7.0000%  | 0.0000% | $2250.00           | $1874.24           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $1453284.00        | $1253843.53        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 4.0000%  | 0.0000% | $750.00            | $374.19            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.5000%  | 0.0000% | $750.00            | $715.88            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.5000%  | 0.0000% | $750.00            | $670.91            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.5000%  | 0.0000% | $2291292.00        | $1383786.94        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $750.00            | $783.39            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.5000%  | 0.0000% | $1500.00           | $1558.96           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $750.00            | $523.04            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 6.0000%  | 0.0000% | $750.75            | $707.95            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $3572.25           | $3755.52           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $750.00            | $769.27            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $1500.00           | $1531.51           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $750.00            | $768.03            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $1500.00           | $1555.16           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $1501.50           | $1557.43           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $750.00            | $776.45            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $1500.00           | $1555.26           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $750.00            | $691.14            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $750.00            | $765.45            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 4.0000%  | 0.0000% | $32767.50          | $31493.37          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $3916162.50        | $3905196.27        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.0000%  | 0.0000% | $1100832.00        | $1140888.11        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 5.5000%  | 0.0000% | $750.00            | $588.13            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.5000%  | 0.0000% | $2235915.00        | $2295991.40        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 4.5000%  | 0.0000% | $1147758.00        | $1134202.09        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 6.0000%  | 0.0000% | $835125.00         | $858764.66         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 4.5000%  | 0.0000% | $1052267.25        | $1041755.96        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $756.00            | $759.66            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $756.00            | $761.37            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.5000%  | 0.0000% | $6264921.00        | $6387794.48        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $1512.00           | $1521.71           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 4.5000%  | 0.0000% | $801.00            | $789.32            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-02-01      | 4.0000%  | 0.0000% | $1506.00           | $332.86            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-01-01      | 3.5000%  | 0.0000% | $2306.25           | $563.49            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2057-01-01      | 4.0000%  | 0.0000% | $2642148.00        | $913203.25         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2057-09-01      | 3.5000%  | 0.0000% | $1518.00           | $530.88            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $487111.50         | $172379.76         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 4.0000%  | 0.0000% | $2292.00           | $730.34            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-02-01      | 3.5000%  | 0.0000% | $1926766.50        | $801893.69         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2063-06-01      | 3.5000%  | 0.0000% | $2250.00           | $1639.31           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-08-01      | 3.5000%  | 0.0000% | $2410551.75        | $491419.09         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-07-01      | 4.5000%  | 0.0000% | $456480.00         | $40674.20          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 2.5000%  | 0.0000% | $1536.00           | $695.08            | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-07-01      | 2.9800%  | 0.0000% | $1500.00           | $1347.92           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-06-01      | 4.0000%  | 0.0000% | $521924.25         | $139636.46         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.5000%  | 0.0000% | $110467681.50      | $29156095.62       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-12-01      | 4.5000%  | 0.0000% | $1536.00           | $233.21            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-07-01      | 4.0000%  | 0.0000% | $86873420.25       | $24950622.13       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-07-01      | 4.3601%  | 0.0000% | $1536.00           | $1532.84           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2059-01-01      | 4.5000%  | 0.0000% | $750.00            | $711.57            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.5000%  | 0.0000% | $750.00            | $106.97            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-09-01      | 4.0000%  | 0.0000% | $756.75            | $250.17            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.5000%  | 0.0000% | $768.00            | $243.43            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-11-01      | 3.0000%  | 0.0000% | $4231259.25        | $1486787.64        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.5000%  | 0.0000% | $2304.00           | $1113.08           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $8859570.00        | $7801403.53        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $15424067.25       | $12123955.90       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-05-01      | 4.5000%  | 0.0000% | $1407282.00        | $876446.34         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.5000%  | 0.0000% | $750.00            | $774.17            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $1545.00           | $1605.02           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.5000%  | 0.0000% | $1500.00           | $1116.02           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $768.00            | $574.53            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.0000%  | 0.0000% | $750.00            | $537.26            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 4.5000%  | 0.0000% | $768.00            | $579.07            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 5.0000%  | 0.0000% | $1500.00           | $1043.91           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 4.5000%  | 0.0000% | $1536.00           | $1252.10           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.0000%  | 0.0000% | $1500.00           | $1450.61           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $750.00            | $554.51            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $1500.00           | $1089.97           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.0000%  | 0.0000% | $750.00            | $560.35            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.0000%  | 0.0000% | $756.00            | $592.57            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $1500.00           | $923.08            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.0000%  | 0.0000% | $750.00            | $716.37            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $3078.00           | $2127.12           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $2250.00           | $2023.88           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $750.00            | $570.79            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $750.00            | $642.85            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $756.00            | $607.59            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $748489.50         | $745567.50         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $750.00            | $625.40            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 5.5000%  | 0.0000% | $3943191.75        | $3933442.05        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-10-01      | 3.9100%  | 0.0000% | $1518.00           | $1511.53           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-08-01      | 3.5000%  | 0.0000% | $3288.00           | $734.38            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.0000%  | 0.0000% | $1536.00           | $446.06            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 5.0000%  | 0.0000% | $2286.00           | $672.15            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-04-01      | 4.0000%  | 0.0000% | $2471.25           | $479.26            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.0000%  | 0.0000% | $3012.00           | $1473.72           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.0000%  | 0.0000% | $1680.00           | $703.29            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-07-01      | 3.0000%  | 0.0000% | $750.75            | $225.93            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-08-01      | 3.0000%  | 0.0000% | $1731750.00        | $669317.83         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-09-01      | 2.5000%  | 0.0000% | $29147835.00       | $11893535.59       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.5000%  | 0.0000% | $1518.00           | $631.16            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $1539.00           | $758.53            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $846647.25         | $425670.01         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-02-01      | 2.5000%  | 0.0000% | $750.00            | $481.27            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 4.5000%  | 0.0000% | $2304.00           | $1589.02           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $1500.00           | $1185.99           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.5000%  | 0.0000% | $825.00            | $641.78            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 4.5000%  | 0.0000% | $2047.50           | $1672.88           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $816.00            | $592.31            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $9912.00           | $7561.02           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $3036.00           | $2129.68           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 6.0000%  | 0.0000% | $1530.00           | $1055.88           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $1547.25           | $1252.19           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $768.00            | $708.85            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 6.0000%  | 0.0000% | $750.75            | $596.85            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $3018.00           | $2603.39           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 6.0000%  | 0.0000% | $2304.00           | $1847.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 6.5000%  | 0.0000% | $3030.00           | $2295.12           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 4.5000%  | 0.0000% | $1500.00           | $1283.25           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-04-01      | 6.5000%  | 0.0000% | $750.00            | $517.70            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 6.0000%  | 0.0000% | $206175.00         | $164121.06         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 6.5000%  | 0.0000% | $2268.00           | $1876.56           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $768.00            | $733.96            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $750.00            | $624.46            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $1536.00           | $1433.52           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 5.0000%  | 0.0000% | $986051.25         | $960957.89         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.5000%  | 0.0000% | $750.75            | $772.01            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $756.00            | $760.41            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $750.00            | $753.34            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $1536.00           | $1283.81           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-03-01      | 5.0000%  | 0.0000% | $750.00            | $716.44            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 5.5000%  | 0.0000% | $750.00            | $722.55            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 2.5000%  | 0.0000% | $23220.00          | $18784.23          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 4.5000%  | 0.0000% | $750.00            | $699.83            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $750.00            | $727.70            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 5.5000%  | 0.0000% | $1296.75           | $1292.28           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 5.5000%  | 0.0000% | $768.00            | $782.30            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 4.0000%  | 0.0000% | $1500.00           | $1416.30           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 3.5000%  | 0.0000% | $1530.00           | $1433.83           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 3.0000%  | 0.0000% | $1500.00           | $1337.09           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 4.5000%  | 0.0000% | $750.00            | $556.76            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $768.00            | $580.49            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-08-01      | 3.5000%  | 0.0000% | $768.00            | $583.67            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 5.5000%  | 0.0000% | $750.00            | $673.06            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 5.0000%  | 0.0000% | $1536.00           | $1322.84           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-25      | 6.5000%  | 0.0000% | $3370788.75        | $2913953.03        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.0000%  | 0.0000% | $1500.00           | $1556.68           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 5.5000%  | 0.0000% | $1536.00           | $1563.84           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-02-01      | 5.5000%  | 0.0000% | $1500.00           | $21.14             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-11-01      | 4.0000%  | 0.0000% | $750.00            | $40.69             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 4.5000%  | 0.0000% | $750.00            | $568.77            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $1824.00           | $1425.75           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $3018.00           | $2504.66           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-03-01      | 5.5000%  | 0.0000% | $4644.00           | $278.42            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 6.5000%  | 0.0000% | $4512.00           | $4111.58           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $768.00            | $679.82            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $768.00            | $735.07            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.0000%  | 0.0000% | $2304.00           | $2308.57           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.5000%  | 0.0000% | $756.00            | $768.12            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 5.5000%  | 0.0000% | $1536.00           | $1545.05           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 6.5000%  | 0.0000% | $750.00            | $782.54            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.0000%  | 0.0000% | $3000.00           | $3104.95           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.0000%  | 0.0000% | $1507.50           | $1508.46           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.5000%  | 0.0000% | $1536.00           | $1528.64           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.5000%  | 0.0000% | $37557024.00       | $37562799.87       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.0000%  | 0.0000% | $2286.00           | $2217.37           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.0000%  | 0.0000% | $3150.00           | $3155.90           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.5000%  | 0.0000% | $756.00            | $763.92            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $3810.00           | $3637.80           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2425.64           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-12-01      | 6.0000%  | 0.0000% | $1536.00           | $1590.40           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-01-01      | 5.5000%  | 0.0000% | $6528.00           | $6707.30           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.0000%  | 0.0000% | $5479392.00        | $5331294.36        | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-03-15      | 4.0000%  | 0.0000% | $7887.00           | $302.85            | Agency Mortgage-Backed Securities   |
| GNMA II BUY-DOWN LOAN POOL               | 2041-07-20      | 4.0000%  | 0.0000% | $176337.00         | $8346.81           | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-09-15      | 4.5000%  | 0.0000% | $3000.00           | $318.27            | Agency Mortgage-Backed Securities   |
| GNMA I LIMITED MARKET                    | 2026-08-15      | 1.6600%  | 0.0000% | $753.75            | $36.54             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-03-20      | 3.5000%  | 0.0000% | $1500.00           | $144.76            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-09-20      | 4.0000%  | 0.0000% | $3000.00           | $210.09            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-01-20      | 4.0000%  | 0.0000% | $3750.00           | $311.43            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-04-20      | 4.0000%  | 0.0000% | $2250.00           | $198.25            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2032-02-20      | 3.5000%  | 0.0000% | $750.00            | $64.87             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-06-20      | 4.0000%  | 0.0000% | $3006.00           | $288.56            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-09-20      | 4.0000%  | 0.0000% | $3000.00           | $314.72            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-04-20      | 3.0000%  | 0.0000% | $750.00            | $114.84            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-12-20      | 4.5000%  | 0.0000% | $16186081.50       | $1078453.69        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-01-20      | 5.5000%  | 0.0000% | $1271968.50        | $95908.82          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-01-20      | 4.5000%  | 0.0000% | $2620164.00        | $168438.69         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-04-20      | 3.0000%  | 0.0000% | $1426500.00        | $188826.89         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-04-20      | 4.5000%  | 0.0000% | $156000.00         | $13122.00          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-06-20      | 5.5000%  | 0.0000% | $39750.00          | $4202.75           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-07-20      | 3.0000%  | 0.0000% | $1061424.00        | $142077.08         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2036-01-20      | 2.0000%  | 0.0000% | $10500.00          | $4276.72           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2036-01-20      | 2.5000%  | 0.0000% | $321740.25         | $115249.53         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-01-20      | 2.0000%  | 0.0000% | $3744.00           | $1826.88           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-01-20      | 3.5000%  | 0.0000% | $4748595.75        | $1750725.74        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-09-20      | 2.0000%  | 0.0000% | $1500.00           | $673.22            | Agency Mortgage-Backed Securities   |
| GNMA TYPE II                             | 2050-08-20      | 2.0000%  | 0.0000% | $1500.00           | $657.24            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-04-20      | 3.0000%  | 0.0000% | $2250.00           | $1001.86           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 2.5000%  | 0.0000% | $5889.75           | $3056.50           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 3.0000%  | 0.0000% | $49912.50          | $24009.14          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 3.5000%  | 0.0000% | $1506.00           | $693.34            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 3.0000%  | 0.0000% | $4014136.50        | $2119055.74        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 3.5000%  | 0.0000% | $2250.00           | $1238.66           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-06-20      | 4.0000%  | 0.0000% | $15996535.50       | $7598101.46        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 4.5000%  | 0.0000% | $114602.25         | $48575.32          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 5.0000%  | 0.0000% | $327954.75         | $92197.24          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2036-09-20      | 3.5000%  | 0.0000% | $133560.00         | $57744.55          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $4852194.00        | $2812310.96        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.5000%  | 0.0000% | $187499.25         | $115087.96         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-11-20      | 3.5000%  | 0.0000% | $1121878.50        | $716793.37         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-12-20      | 5.0000%  | 0.0000% | $17089.50          | $8415.86           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-07-20      | 5.0000%  | 0.0000% | $45750.00          | $26541.44          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.0000%  | 0.0000% | $750.00            | $604.18            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-06-20      | 5.5000%  | 0.0000% | $29342596.50       | $21719627.35       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-02-20      | 2.5000%  | 0.0000% | $3024.00           | $1878.95           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-09-20      | 5.5000%  | 0.0000% | $750.00            | $485.84            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.5000%  | 0.0000% | $1512.00           | $1014.82           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 4.0000%  | 0.0000% | $768.00            | $572.37            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.0000%  | 0.0000% | $1536.00           | $1129.70           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 2.0000%  | 0.0000% | $750.00            | $431.39            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 5.5000%  | 0.0000% | $2250.00           | $1463.28           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 6.0000%  | 0.0000% | $3000.00           | $1647.00           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2039-08-20      | 4.5000%  | 0.0000% | $1500.00           | $1277.78           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $1500.00           | $969.08            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 5.0000%  | 0.0000% | $750.00            | $666.00            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2039-04-20      | 5.5000%  | 0.0000% | $1500.00           | $932.07            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-04-20      | 4.0000%  | 0.0000% | $4496.25           | $4008.76           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 4.5000%  | 0.0000% | $1500.00           | $1392.70           | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2048-01-15      | 4.0000%  | 0.0000% | $1500.00           | $694.13            | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-01-15      | 4.4500%  | 0.0000% | $750.00            | $713.43            | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-01-15      | 5.5000%  | 0.0000% | $1500.00           | $1514.47           | Agency Mortgage-Backed Securities   |
| GNMA I CONSTRUCTION LOAN POOL            | 2067-03-15      | 5.5800%  | 0.0000% | $1500.00           | $1566.77           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-05-20      | 5.0000%  | 0.0000% | $756.00            | $65.74             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-02-20      | 3.5000%  | 0.0000% | $2250.00           | $515.03            | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2049-11-15      | 3.0000%  | 0.0000% | $1500.00           | $550.28            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-09-20      | 4.5000%  | 0.0000% | $750.00            | $282.33            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-03-20      | 3.0000%  | 0.0000% | $750.00            | $268.48            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-12-20      | 2.5000%  | 0.0000% | $3000.00           | $1699.96           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2036-04-20      | 5.5000%  | 0.0000% | $3000.00           | $960.14            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 4.0000%  | 0.0000% | $1500.00           | $493.30            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-12-20      | 2.0000%  | 0.0000% | $750.00            | $365.52            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 2.5000%  | 0.0000% | $1500.00           | $821.01            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 4.5000%  | 0.0000% | $750.00            | $695.68            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2043-01-20      | 3.0000%  | 0.0000% | $3000.00           | $764.22            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2043-04-20      | 3.0000%  | 0.0000% | $1500.00           | $356.07            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2043-12-20      | 4.0000%  | 0.0000% | $1500.00           | $175.20            | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2044-02-15      | 4.0000%  | 0.0000% | $4500.00           | $475.21            | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2045-03-15      | 4.0000%  | 0.0000% | $3750.00           | $499.31            | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2052-09-15      | 4.5000%  | 0.0000% | $3000.00           | $2360.35           | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2057-04-15      | 3.9300%  | 0.0000% | $1500.00           | $1377.74           | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-01-15      | 5.5300%  | 0.0000% | $750.00            | $769.20            | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2053-01-15      | 5.6700%  | 0.0000% | $750.00            | $723.96            | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-04-15      | 4.6700%  | 0.0000% | $2250.00           | $2175.58           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-02-20      | 5.5000%  | 0.0000% | $5250.00           | $3529.88           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-03-20      | 5.5000%  | 0.0000% | $2250.00           | $2234.48           | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.8400%  | 0.0000% | $1500.00           | $1582.06           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-07-20      | 6.0000%  | 0.0000% | $750.00            | $588.42            | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-04-15      | 5.7900%  | 0.0000% | $3750.00           | $3935.03           | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-01-15      | 6.2000%  | 0.0000% | $1500.00           | $1608.75           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $4500.00           | $2969.23           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.5000%  | 0.0000% | $2250.00           | $2345.86           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.5000%  | 0.0000% | $750.00            | $782.97            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $2250.00           | $2348.10           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $750.00            | $782.45            | Agency Mortgage-Backed Securities   |
| GNMA TYPE II                             | 2065-06-20      | 6.5000%  | 0.0000% | $2250.00           | $2344.29           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $2250.00           | $2023.82           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $1512.00           | $972.89            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $2250.00           | $2212.98           | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 4.9200%  | 0.0000% | $2250.00           | $2206.05           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 5.0000%  | 0.0000% | $2250.00           | $2048.28           | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-09-15      | 4.5300%  | 0.0000% | $1500.00           | $1455.66           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-10-20      | 5.0000%  | 0.0000% | $1500.00           | $1489.24           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $750.00            | $781.17            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-08-20      | 6.5000%  | 0.0000% | $750.00            | $710.58            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $5250.00           | $5468.36           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.5000%  | 0.0000% | $1500.00           | $1569.98           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-08-20      | 6.5000%  | 0.0000% | $3750.00           | $2971.23           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $3750.00           | $3913.14           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $2250.00           | $2292.53           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $1500.00           | $1566.93           | Agency Mortgage-Backed Securities   |
| GNMA TYPE II                             | 2065-07-20      | 6.5000%  | 0.0000% | $3750.00           | $3910.08           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.5000%  | 0.0000% | $5295.00           | $5003.29           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $2250.00           | $2394.54           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.0000%  | 0.0000% | $1500.00           | $1553.85           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $1500.00           | $1565.92           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $4500.00           | $4603.21           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $3000.00           | $3130.97           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-08-20      | 6.5000%  | 0.0000% | $2250.00           | $2350.17           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-08-20      | 6.5000%  | 0.0000% | $4500.00           | $4696.47           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-08-20      | 6.5000%  | 0.0000% | $2250.00           | $2160.54           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 6.5000%  | 0.0000% | $2250.00           | $2358.13           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 6.5000%  | 0.0000% | $1500.00           | $1572.19           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $2250.00           | $2348.68           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-07-20      | 6.5000%  | 0.0000% | $750.00            | $780.43            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 5.0000%  | 0.0000% | $2250.00           | $2267.23           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.5000%  | 0.0000% | $750.00            | $768.21            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 6.0000%  | 0.0000% | $1500.00           | $1594.93           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 5.5000%  | 0.0000% | $750.00            | $771.11            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.5000%  | 0.0000% | $4500.00           | $4658.58           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-08-20      | 6.5000%  | 0.0000% | $750.00            | $535.38            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $1500.00           | $1563.81           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-09-20      | 6.0000%  | 0.0000% | $3750.00           | $3801.81           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-09-20      | 5.0000%  | 0.0000% | $2250.00           | $2255.13           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 6.5000%  | 0.0000% | $1500.00           | $1598.51           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.5000%  | 0.0000% | $4500.00           | $4785.19           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-09-20      | 6.5000%  | 0.0000% | $2250.00           | $2382.98           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.5000%  | 0.0000% | $1500.00           | $1600.27           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.0000%  | 0.0000% | $3750.00           | $3765.79           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.5000%  | 0.0000% | $3750.00           | $3958.82           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 6.0000%  | 0.0000% | $2250.00           | $2369.26           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.0000%  | 0.0000% | $750.00            | $755.47            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 5.0000%  | 0.0000% | $4500.00           | $4531.20           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $756.00            | $776.10            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $756.00            | $776.10            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.5000%  | 0.0000% | $1500.00           | $1545.67           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 6.5000%  | 0.0000% | $3000.00           | $3082.94           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.5000%  | 0.0000% | $2250.00           | $2351.82           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 5.5000%  | 0.0000% | $1500.00           | $1538.34           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 5.0000%  | 0.0000% | $750.00            | $754.86            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 5.5000%  | 0.0000% | $2250.00           | $2316.07           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 5.5000%  | 0.0000% | $1500.00           | $1541.46           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 6.0000%  | 0.0000% | $750.00            | $780.70            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $11076337.50       | $11289895.45       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 4.5000%  | 0.0000% | $3750.00           | $3470.13           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2040-01-20      | 5.5000%  | 0.0000% | $2250.00           | $1778.38           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $3774.00           | $3158.04           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 5.5000%  | 0.0000% | $139834843.50      | $117192191.78      | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.0000%  | 0.0000% | $2878020.75        | $1960159.70        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.0000%  | 0.0000% | $768.00            | $731.28            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $200475.00         | $199810.69         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2056-01-20      | 4.7500%  | 0.0000% | $2297184.00        | $2295000.27        | Agency Mortgage-Backed Securities   |
| U.S. TREASURY NOTE                       | 2028-06-15      | 3.8750%  | 0.0000% | $2775.00           | $2808.03           | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-12-15      | 3.5000%  | 0.0000% | $294300.00         | $294783.56         | U.S. Treasuries (including strips)  |

### Security 141: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQJF1, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV9EQJF1
- **C.18 - Value (incl. sponsor support):** $525550000.00
- **C.18.a - Value (excl. sponsor support):** $525550000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-04-16      | 0.0000%  | 0.0000% | $193072.05         | $191669.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-26      | 0.0000%  | 0.0000% | $51530327.66       | $51405778.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-26      | 0.0000%  | 0.0000% | $340526.37         | $338745.08         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-02      | 0.0000%  | 0.0000% | $12012571.43       | $11941505.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-03      | 0.0000%  | 0.0000% | $10360.84          | $10330.63          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-10      | 0.0000%  | 0.0000% | $120726.34         | $120289.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-07      | 0.0000%  | 0.0000% | $352508.91         | $350265.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $1501571.43        | $3078854.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $3002872.57        | $3223968.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $3766902.15        | $5929505.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $30.03             | $30.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $1899427.79        | $2854551.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $28434897.77       | $24826819.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $119344.90         | $99154.20          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $60.06             | $43.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $30.03             | $23.23             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $30.03             | $22.87             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $30.03             | $20.95             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $30.03             | $21.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $60.06             | $45.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $60.06             | $56.10             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $30.03             | $19.09             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $150.16            | $89.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $30.03             | $21.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $120.13            | $63.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $30.03             | $17.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $30.03             | $21.02             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $8408800.00        | $5912537.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $90454.66          | $75778.68          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $2057272.98        | $1854217.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $150.16            | $148.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $30.03             | $29.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $340856.71         | $330359.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 4.8750%  | 0.0000% | $9995300.31        | $10283449.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $60.06             | $59.79             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $575161.92         | $759982.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $7453680.45        | $7386714.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $1768731.02        | $1763124.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $575942.74         | $573683.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $1393638.47        | $1780291.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 2.2500%  | 0.0000% | $30.03             | $30.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $30.03             | $29.00             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $3182790.86        | $4253469.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $17859750.63       | $23026663.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $30.03             | $28.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $30.03             | $29.41             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $3663.83           | $3503.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $1109781.41        | $1054787.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $309594.00         | $293209.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $600418.35         | $574362.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $29994129.54       | $26921998.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $9846434.52        | $11165803.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $30.03             | $29.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $2225148.67        | $2404717.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $30031.43          | $26972.00          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $5075641.77        | $5026128.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $11682.23          | $11640.83          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $3603771.43        | $4097250.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $7597.95           | $7540.34           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $90.09             | $89.99             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $7507857.14        | $7350572.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $3167174.52        | $3205975.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $3489922.28        | $3520987.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $3003142.86        | $3168523.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $15015714.29       | $14765105.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $7507827.11        | $7609713.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $6907168.51        | $6900464.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $16307065.71       | $15723266.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $2998878.39        | $3099553.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $807605.18         | $831344.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $30.03             | $30.97             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $25594675.41       | $28333355.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $5946.22           | $6162.85           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $13125115.73       | $13285122.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $5480705.68        | $5635407.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $71444.77          | $73176.16          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $282295.43         | $294889.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $26380477.77       | $26968817.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $3284687.50        | $3314193.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $2497563.76        | $2530279.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $30.03             | $31.71             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $254966.83         | $261943.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $4977318.88        | $5051396.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $4181606.15        | $4407394.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $51231514.94       | $52432153.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $5621222.74        | $5714909.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $12012541.40       | $12192049.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $30.03             | $30.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $161689.21         | $163437.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $16471728.04       | $16730231.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $13703671.20       | $13928853.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $9501613.65        | $9575463.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $3003142.86        | $3046503.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $5478783.67        | $5575439.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $627356.54         | $637708.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-09-30      | 3.8750%  | 0.0000% | $9601047.71        | $9655050.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $12913514.29       | $13057303.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 3.5000%  | 0.0000% | $12733325.71       | $12832014.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.5000%  | 0.0000% | $2965633.60        | $2979326.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $3338503.82        | $3347724.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 3.5000%  | 0.0000% | $4064483.57        | $4058018.10        | U.S. Treasuries (including strips) |

### Security 142: Societe Generale

- **C.1 - Title:** Societe Generale 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQLF8, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9EQLF8
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $79753590.00       | $78405012.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $84789320.00       | $80583504.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $87579380.00       | $82971032.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $80067470.00       | $79768267.54       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $2171330.00        | $2054069.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $70840420.00       | $70777537.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $61047210.00       | $62845740.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $62812610.00       | $65636654.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $64017800.00       | $66415619.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $66317300.00       | $66352297.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 4.8750%  | 0.0000% | $69856710.00       | $70682740.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $63639730.00       | $64469018.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $66959830.00       | $69672674.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $70985040.00       | $73307824.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $66990350.00       | $67386781.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 3.6250%  | 0.0000% | $69303290.00       | $69671271.43       | U.S. Treasuries (including strips) |

### Security 143: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.780000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQTK9, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV9EQTK9
- **C.18 - Value (incl. sponsor support):** $874061428.60
- **C.18.a - Value (excl. sponsor support):** $874061428.60
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $395000000.00      | $283926000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $450000000.00      | $267930000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $645000000.00      | $365908500.00      | U.S. Treasuries (including strips) |

### Security 144: Fixed Income Clearing Corp. - Bank of Nova Scotia

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of Nova Scotia 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9ER7N5, C.3 - LEI: N/A, C.5 - Other ID: BIV9ER7N5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-09-03      | 0.0000%  | 0.0000% | $600.00            | $587.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-01      | 0.0000%  | 0.0000% | $47261800.00       | $46174636.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $200.00            | $204.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.48             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 4.3750%  | 0.0000% | $200.00            | $197.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $83.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $200.00            | $174.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $200.00            | $155.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $69.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $49995900.00       | $36267293.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $4500.00           | $3223.08           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $12900.00          | $9705.50           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $2075500.00        | $1340613.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $676900.00         | $402522.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $400.00            | $192.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $300.00            | $189.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $105.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $70.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $1400.00           | $1033.24           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $83720000.00       | $56978922.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $74.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $424400.00         | $370772.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $200.00            | $184.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $1700.00           | $1554.74           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $84757000.00       | $76517887.22       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.13             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $194.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $151200.00         | $149521.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $800.00            | $787.98            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $1000.00           | $986.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $23616400.00       | $23401795.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $123200.00         | $123542.78         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $429000.00         | $414275.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $94.04             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $9900.00           | $9831.11           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $2122000.00        | $2094993.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $160000.00         | $156679.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $10232900.00       | $8990269.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $23999700.00       | $23083173.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.59             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $49998500.00       | $47520869.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $141100.00         | $134044.21         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.66             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $22500.00          | $22452.34          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $15599800.00       | $15419170.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $51089900.00       | $44722336.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $200.00            | $188.92            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $19889800.00       | $18823979.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $310100.00         | $291458.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $98.04             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $6001300.00        | $5737089.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $200.00            | $198.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $48380000.00       | $47596109.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $1000500.00        | $1002751.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $59761200.00       | $56267820.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $64200.00          | $65483.45          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $5979000.00        | $6051554.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $49999900.00       | $50612439.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $400.00            | $393.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $200.00            | $201.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 3.6250%  | 0.0000% | $2811400.00        | $2832065.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 4.6250%  | 0.0000% | $69869100.00       | $71284960.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $83295900.00       | $86330495.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $8705400.00        | $8793349.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $148986000.00      | $154520279.23      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $150000000.00      | $155370795.58      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 4.8750%  | 0.0000% | $105000.00         | $106227.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $25000100.00       | $25557654.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $58727900.00       | $59497176.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $3200.00           | $3235.30           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $8565300.00        | $8724616.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $165336200.00      | $168281627.16      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $13301900.00       | $13478721.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $11702500.00       | $12102202.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $25406000.00       | $26554100.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $27033600.00       | $28471845.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $99818000.00       | $101945226.91      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $7361200.00        | $7532484.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $24800.00          | $25105.99          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $102.42            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $101.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $27369200.00       | $27820819.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.11            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 3.5000%  | 0.0000% | $200.00            | $198.57            | U.S. Treasuries (including strips) |

### Security 145: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9ETDM6, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV9ETDM6
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $99869000.00       | $72351586.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $6515100.00        | $4147394.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $800.00            | $724.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.66             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $201.87            | U.S. Treasuries (including strips) |

### Security 146: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9ETEE3, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9ETEE3
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $64161000.00       | $60672368.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $28615700.00       | $28587923.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $65067900.00       | $65519584.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $83949500.00       | $85348655.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-10-31      | 3.7500%  | 0.0000% | $66259500.00       | $65871470.82       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** SHORT TERM INVESTMENTS TRUST

**Date:** 2026-02-06

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

**Title of Signing Officer:** Principal Financial Officer and Treasurer