# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0002071691-26-000066
**Filing Date:** 2026-1
**Character Count:** 1714788
**Document Hash:** 043227e4553d95ab644e0a5ab082ebc9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-000066.hdr.sgml**: 20260107

**ACCESSION NUMBER**: 0002071691-26-000066

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260107

**DATE AS OF CHANGE**: 20260107

**FILER**: 

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

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

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

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

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

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

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

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

## Series and Classes Contracts Data

### FEDFUND (Series ID: S000001475)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** FEDFUND

**LEI of Series:** 549300T8K043VZEOVK74

**EDGAR Series Identifier:** S000001475

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 43 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $202136574725.55

- **Amortized Cost of Portfolio Securities:** $202079936925.97

- **Cash:** $6282835274.43

- **Total Other Assets:** $469146026.96

- **Total Liabilities:** $1220912339.33

- **Net Assets of Series:** $207611005888.03

- **Number of Shares Outstanding (Series):** 207680303740.9900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $159211701529.73          | $171082668272.00           | 76.8000%                  | 82.5300%                   |
| 2025-12-02 | $156482678991.87          | $167316440255.98           | 76.8400%                  | 82.1600%                   |
| 2025-12-03 | $158233050149.74          | $169467003632.96           | 76.8900%                  | 82.3400%                   |
| 2025-12-04 | $153395576259.49          | $164179162239.58           | 76.5000%                  | 81.8800%                   |
| 2025-12-05 | $152497743396.85          | $162214566117.20           | 76.9900%                  | 81.9000%                   |
| 2025-12-08 | $151652169608.97          | $163068750723.48           | 76.2300%                  | 81.9700%                   |
| 2025-12-09 | $149288452543.83          | $161705057850.53           | 75.3600%                  | 81.6300%                   |
| 2025-12-10 | $149937403165.60          | $161015790513.80           | 75.2600%                  | 80.8200%                   |
| 2025-12-11 | $149074753425.37          | $159941652296.70           | 75.3200%                  | 80.8100%                   |
| 2025-12-12 | $150515619093.38          | $160392262463.52           | 75.9700%                  | 80.9500%                   |
| 2025-12-15 | $148694032989.12          | $159530353324.48           | 75.4900%                  | 80.9900%                   |
| 2025-12-16 | $150107958234.09          | $161375118001.15           | 75.6100%                  | 81.2900%                   |
| 2025-12-17 | $153468285386.56          | $164953102673.86           | 76.1000%                  | 81.8000%                   |
| 2025-12-18 | $154554132163.61          | $166384119760.00           | 75.9100%                  | 81.7200%                   |
| 2025-12-19 | $153329645066.16          | $164423712893.67           | 76.0400%                  | 81.5400%                   |
| 2025-12-22 | $157969157149.16          | $169915506687.78           | 76.5000%                  | 82.2800%                   |
| 2025-12-23 | $158348199145.59          | $170207728567.17           | 76.5700%                  | 82.3100%                   |
| 2025-12-24 | $160792470162.31          | $171701453127.45           | 77.2000%                  | 82.4400%                   |
| 2025-12-26 | $167132052553.93          | $177391190492.63           | 78.1100%                  | 82.9000%                   |
| 2025-12-29 | $159169585522.27          | $168795336951.39           | 77.2200%                  | 81.8900%                   |
| 2025-12-30 | $161758573374.55          | $172034442137.59           | 77.2600%                  | 82.1700%                   |
| 2025-12-31 | $159487195742.49          | $171013843712.44           | 76.4300%                  | 81.9500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0600%             |
| 2025-12-02 | 4.0600%             |
| 2025-12-03 | 4.0500%             |
| 2025-12-04 | 4.0400%             |
| 2025-12-05 | 4.0200%             |
| 2025-12-08 | 3.9800%             |
| 2025-12-09 | 3.9700%             |
| 2025-12-10 | 3.9700%             |
| 2025-12-11 | 3.9600%             |
| 2025-12-12 | 3.9300%             |
| 2025-12-15 | 3.8700%             |
| 2025-12-16 | 3.8500%             |
| 2025-12-17 | 3.8300%             |
| 2025-12-18 | 3.8200%             |
| 2025-12-19 | 3.8100%             |
| 2025-12-22 | 3.8000%             |
| 2025-12-23 | 3.8000%             |
| 2025-12-24 | 3.7900%             |
| 2025-12-26 | 3.7900%             |
| 2025-12-29 | 3.8000%             |
| 2025-12-30 | 3.8100%             |
| 2025-12-31 | 3.8100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 0.9998                      |
|  |  |
| 2025-12-02 | 0.9998                      |
|  |  |
| 2025-12-03 | 0.9999                      |
|  |  |
| 2025-12-04 | 0.9998                      |
|  |  |
| 2025-12-05 | 0.9999                      |
|  |  |
| 2025-12-08 | 0.9998                      |
|  |  |
| 2025-12-09 | 0.9998                      |
|  |  |
| 2025-12-10 | 0.9999                      |
|  |  |
| 2025-12-11 | 0.9999                      |
|  |  |
| 2025-12-12 | 1.0000                      |
|  |  |
| 2025-12-15 | 0.9999                      |
|  |  |
| 2025-12-16 | 0.9999                      |
|  |  |
| 2025-12-17 | 0.9999                      |
|  |  |
| 2025-12-18 | 1.0000                      |
|  |  |
| 2025-12-19 | 1.0000                      |
|  |  |
| 2025-12-22 | 0.9999                      |
|  |  |
| 2025-12-23 | 0.9999                      |
|  |  |
| 2025-12-24 | 1.0000                      |
|  |  |
| 2025-12-26 | 1.0000                      |
|  |  |
| 2025-12-29 | 0.9999                      |
|  |  |
| 2025-12-30 | 0.9999                      |
|  |  |
| 2025-12-31 | 0.9999                      |
|  |  |

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

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $8673132430.18

- **Number of Shares Outstanding:** 8676027063.3500

- **Expense Reimbursement/Waiver:** 110764.68

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 0.9999          |
|  |  |
| 2025-12-17 | 0.9999          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 0.9999          |
|  |  |
| 2025-12-23 | 0.9999          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 0.9999          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $82762271.97              | $15412037.27            |
| 2025-12-02 | $151732784.80             | $3325565.13             |
| 2025-12-03 | $123823015.78             | $202640.99              |
| 2025-12-04 | $81407346.42              | $24701860.46            |
| 2025-12-05 | $45354378.44              | $73989751.96            |
| 2025-12-08 | $40657850.89              | $103520.68              |
| 2025-12-09 | $165436532.73             | $2057835.40             |
| 2025-12-10 | $300770277.16             | $19878483.11            |
| 2025-12-11 | $126758708.27             | $205995848.16           |
| 2025-12-12 | $214982.16                | $93152367.08            |
| 2025-12-15 | $1603430.41               | $207421791.87           |
| 2025-12-16 | $1087138.33               | $100857851.75           |
| 2025-12-17 | $527500972.41             | $102276.65              |
| 2025-12-18 | $127515527.99             | $15070298.54            |
| 2025-12-19 | $30564900.33              | $52982505.11            |
| 2025-12-22 | $17341157.31              | $57584365.13            |
| 2025-12-23 | $50033299.50              | $418740007.41           |
| 2025-12-24 | $70924479.97              | $13163183.59            |
| 2025-12-26 | $800416.94                | $33974517.66            |
| 2025-12-29 | $61361021.76              | $39025.69               |
| 2025-12-30 | $65397522.79              | $169623841.57           |
| 2025-12-31 | $184437060.95             | $64864718.72            |

**Total Gross Subscriptions (Month):** $2257485077.31

**Total Gross Redemptions (Month):** $1573244293.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7900%           |
| 2025-12-02 | 3.7900%           |
| 2025-12-03 | 3.7800%           |
| 2025-12-04 | 3.7700%           |
| 2025-12-05 | 3.7500%           |
| 2025-12-08 | 3.7100%           |
| 2025-12-09 | 3.7000%           |
| 2025-12-10 | 3.7000%           |
| 2025-12-11 | 3.6900%           |
| 2025-12-12 | 3.6600%           |
| 2025-12-15 | 3.6000%           |
| 2025-12-16 | 3.5800%           |
| 2025-12-17 | 3.5600%           |
| 2025-12-18 | 3.5500%           |
| 2025-12-19 | 3.5400%           |
| 2025-12-22 | 3.5300%           |
| 2025-12-23 | 3.5300%           |
| 2025-12-24 | 3.5200%           |
| 2025-12-26 | 3.5200%           |
| 2025-12-29 | 3.5300%           |
| 2025-12-30 | 3.5400%           |
| 2025-12-31 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 36.7000%         | 0.0000%              |
| Depository institution or other banking institution |  | 60.2000%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $675824376.01

- **Number of Shares Outstanding:** 676050005.4600

- **Expense Reimbursement/Waiver:** 8768.57

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 0.9999          |
|  |  |
| 2025-12-17 | 0.9999          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 0.9999          |
|  |  |
| 2025-12-23 | 0.9999          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 0.9999          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $265261.89                | $34231.14               |
| 2025-12-02 | $56245.84                 | $369349.99              |
| 2025-12-03 | $128623.02                | $4518780.41             |
| 2025-12-04 | $99360.42                 | $200269.99              |
| 2025-12-05 | $140265.68                | $226779.80              |
| 2025-12-08 | $1828747.95               | $25388.14               |
| 2025-12-09 | $142159.17                | $347154.99              |
| 2025-12-10 | $249236.24                | $70689.11               |
| 2025-12-11 | $444836.72                | $100165.99              |
| 2025-12-12 | $56179.39                 | $4913361.06             |
| 2025-12-15 | $1248933.70               | $389553.02              |
| 2025-12-16 | $441652.39                | $58320.66               |
| 2025-12-17 | $107737.38                | $240066.92              |
| 2025-12-18 | $43079711.74              | $3525827.02             |
| 2025-12-19 | $10412985.10              | $441779.87              |
| 2025-12-22 | $274824.60                | $1660260.84             |
| 2025-12-23 | $10318708.82              | $1627014.74             |
| 2025-12-24 | $542095.32                | $39386325.11            |
| 2025-12-26 | $26183.27                 | $4519483.99             |
| 2025-12-29 | $129668.54                | $387416.77              |
| 2025-12-30 | $70430.75                 | $6630812.25             |
| 2025-12-31 | $2030954.75               | $0.00                   |

**Total Gross Subscriptions (Month):** $72094802.68

**Total Gross Redemptions (Month):** $69673031.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.3900%           |
| 2025-12-02 | 3.3900%           |
| 2025-12-03 | 3.3800%           |
| 2025-12-04 | 3.3700%           |
| 2025-12-05 | 3.3600%           |
| 2025-12-08 | 3.3200%           |
| 2025-12-09 | 3.3100%           |
| 2025-12-10 | 3.3000%           |
| 2025-12-11 | 3.2900%           |
| 2025-12-12 | 3.2700%           |
| 2025-12-15 | 3.2000%           |
| 2025-12-16 | 3.1800%           |
| 2025-12-17 | 3.1600%           |
| 2025-12-18 | 3.1500%           |
| 2025-12-19 | 3.1500%           |
| 2025-12-22 | 3.1400%           |
| 2025-12-23 | 3.1300%           |
| 2025-12-24 | 3.1300%           |
| 2025-12-26 | 3.1300%           |
| 2025-12-29 | 3.1400%           |
| 2025-12-30 | 3.1400%           |
| 2025-12-31 | 3.1500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 10.8000%         | 0.0000%              |
| Non-financial corporation |  | 9.6800%          | 0.0000%              |
| Non-financial corporation |  | 77.3500%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3626393467.42

- **Number of Shares Outstanding:** 3627605933.2700

- **Expense Reimbursement/Waiver:** 46381.58

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 0.9999          |
|  |  |
| 2025-12-17 | 0.9999          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 0.9999          |
|  |  |
| 2025-12-23 | 0.9999          |
|  |  |
| 2025-12-24 | 0.9999          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 0.9999          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $6404237.04               | $6225475.97             |
| 2025-12-02 | $4555201.04               | $35302922.18            |
| 2025-12-03 | $3262294.64               | $13194814.37            |
| 2025-12-04 | $4328290.78               | $4149794.15             |
| 2025-12-05 | $8204153.74               | $5556121.52             |
| 2025-12-08 | $6213631.46               | $5512762.06             |
| 2025-12-09 | $8889045.38               | $8642848.77             |
| 2025-12-10 | $4515307.78               | $5437701.25             |
| 2025-12-11 | $6249721.37               | $6829176.03             |
| 2025-12-12 | $21441305.52              | $4354366.53             |
| 2025-12-15 | $6547458.76               | $5295481.39             |
| 2025-12-16 | $5612271.70               | $5779328.51             |
| 2025-12-17 | $7455428.59               | $5733581.74             |
| 2025-12-18 | $6981173.26               | $3742159.30             |
| 2025-12-19 | $10169086.34              | $5690288.60             |
| 2025-12-22 | $7975598.96               | $4324529.09             |
| 2025-12-23 | $7060075.73               | $16059248.75            |
| 2025-12-24 | $4830013.00               | $2328602.36             |
| 2025-12-26 | $5377581.16               | $3216643.27             |
| 2025-12-29 | $7295346.96               | $4790053.25             |
| 2025-12-30 | $9310822.30               | $5327666.81             |
| 2025-12-31 | $1133009.88               | $0.00                   |

**Total Gross Subscriptions (Month):** $153811055.39

**Total Gross Redemptions (Month):** $157493565.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8900%           |
| 2025-12-02 | 3.8900%           |
| 2025-12-03 | 3.8800%           |
| 2025-12-04 | 3.8700%           |
| 2025-12-05 | 3.8500%           |
| 2025-12-08 | 3.8100%           |
| 2025-12-09 | 3.8000%           |
| 2025-12-10 | 3.8000%           |
| 2025-12-11 | 3.7900%           |
| 2025-12-12 | 3.7600%           |
| 2025-12-15 | 3.7000%           |
| 2025-12-16 | 3.6800%           |
| 2025-12-17 | 3.6600%           |
| 2025-12-18 | 3.6500%           |
| 2025-12-19 | 3.6400%           |
| 2025-12-22 | 3.6300%           |
| 2025-12-23 | 3.6300%           |
| 2025-12-24 | 3.6200%           |
| 2025-12-26 | 3.6200%           |
| 2025-12-29 | 3.6300%           |
| 2025-12-30 | 3.6400%           |
| 2025-12-31 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 89.7900%         | 0.0000%              |
| Broker-dealer |  | 9.8700%          | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $357759953.85

- **Number of Shares Outstanding:** 357879585.7600

- **Expense Reimbursement/Waiver:** 4701.34

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 0.9999          |
|  |  |
| 2025-12-17 | 0.9999          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 0.9999          |
|  |  |
| 2025-12-23 | 0.9999          |
|  |  |
| 2025-12-24 | 0.9999          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 0.9999          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $5707790.21               | $13776390.61            |
| 2025-12-02 | $3399670.22               | $2609223.38             |
| 2025-12-03 | $2346362.61               | $8682389.18             |
| 2025-12-04 | $6085457.29               | $2952572.68             |
| 2025-12-05 | $2073595.35               | $3176558.12             |
| 2025-12-08 | $3082743.26               | $2775213.22             |
| 2025-12-09 | $622102.73                | $4520420.44             |
| 2025-12-10 | $2343451.02               | $979012.12              |
| 2025-12-11 | $3354998.71               | $2346590.29             |
| 2025-12-12 | $2360262.29               | $1178979.91             |
| 2025-12-15 | $1390757.40               | $4266880.76             |
| 2025-12-16 | $4954496.09               | $2234653.94             |
| 2025-12-17 | $3268704.87               | $2342209.05             |
| 2025-12-18 | $3163097.97               | $3173558.72             |
| 2025-12-19 | $2829693.52               | $3489138.04             |
| 2025-12-22 | $2850027.73               | $8855010.19             |
| 2025-12-23 | $5670733.07               | $3896078.38             |
| 2025-12-24 | $994693.42                | $418831.59              |
| 2025-12-26 | $3655357.78               | $2368560.71             |
| 2025-12-29 | $2450510.70               | $5938759.56             |
| 2025-12-30 | $3774181.21               | $7927093.30             |
| 2025-12-31 | $2593016.61               | $1308678.15             |

**Total Gross Subscriptions (Month):** $68971704.06

**Total Gross Redemptions (Month):** $89216802.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8400%           |
| 2025-12-02 | 3.8400%           |
| 2025-12-03 | 3.8300%           |
| 2025-12-04 | 3.8200%           |
| 2025-12-05 | 3.8100%           |
| 2025-12-08 | 3.7700%           |
| 2025-12-09 | 3.7500%           |
| 2025-12-10 | 3.7500%           |
| 2025-12-11 | 3.7400%           |
| 2025-12-12 | 3.7100%           |
| 2025-12-15 | 3.6500%           |
| 2025-12-16 | 3.6300%           |
| 2025-12-17 | 3.6100%           |
| 2025-12-18 | 3.6000%           |
| 2025-12-19 | 3.5900%           |
| 2025-12-22 | 3.5800%           |
| 2025-12-23 | 3.5800%           |
| 2025-12-24 | 3.5700%           |
| 2025-12-26 | 3.5700%           |
| 2025-12-29 | 3.5800%           |
| 2025-12-30 | 3.5900%           |
| 2025-12-31 | 3.5900%           |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $181870496699.36

- **Number of Shares Outstanding:** 181931204200.6900

- **Expense Reimbursement/Waiver:** 2250099.82

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 0.9999          |
|  |  |
| 2025-12-17 | 0.9999          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 0.9999          |
|  |  |
| 2025-12-23 | 0.9999          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 0.9999          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $8118863256.86            | $6318442456.39          |
| 2025-12-02 | $4094558991.18            | $5650148770.71          |
| 2025-12-03 | $4249319404.80            | $3485145821.08          |
| 2025-12-04 | $3094265632.03            | $3879888165.23          |
| 2025-12-05 | $3812865877.31            | $5161123862.89          |
| 2025-12-08 | $4167604225.06            | $3558462510.74          |
| 2025-12-09 | $4842378530.17            | $4940568196.81          |
| 2025-12-10 | $4078121347.54            | $5340842010.84          |
| 2025-12-11 | $5048373528.22            | $3453407140.15          |
| 2025-12-12 | $3617897604.89            | $4642838349.83          |
| 2025-12-15 | $4908295535.98            | $6202106622.64          |
| 2025-12-16 | $4889470862.13            | $4081426614.76          |
| 2025-12-17 | $4353107700.53            | $3957760181.80          |
| 2025-12-18 | $4765623581.75            | $4697036073.78          |
| 2025-12-19 | $5447597123.40            | $6038301890.16          |
| 2025-12-22 | $7548224149.54            | $6021782708.56          |
| 2025-12-23 | $6245524272.85            | $6573753370.32          |
| 2025-12-24 | $5189536456.83            | $3076741847.14          |
| 2025-12-26 | $18496488505.15           | $5861152634.13          |
| 2025-12-29 | $2939403773.91            | $10578516514.46         |
| 2025-12-30 | $8030693068.62            | $4712562307.37          |
| 2025-12-31 | $5077782563.45            | $6344610623.48          |

**Total Gross Subscriptions (Month):** $123015995992.20

**Total Gross Redemptions (Month):** $114576618673.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8900%           |
| 2025-12-02 | 3.8900%           |
| 2025-12-03 | 3.8800%           |
| 2025-12-04 | 3.8700%           |
| 2025-12-05 | 3.8500%           |
| 2025-12-08 | 3.8100%           |
| 2025-12-09 | 3.8000%           |
| 2025-12-10 | 3.8000%           |
| 2025-12-11 | 3.7900%           |
| 2025-12-12 | 3.7600%           |
| 2025-12-15 | 3.7000%           |
| 2025-12-16 | 3.6800%           |
| 2025-12-17 | 3.6600%           |
| 2025-12-18 | 3.6500%           |
| 2025-12-19 | 3.6400%           |
| 2025-12-22 | 3.6300%           |
| 2025-12-23 | 3.6300%           |
| 2025-12-24 | 3.6200%           |
| 2025-12-26 | 3.6200%           |
| 2025-12-29 | 3.6300%           |
| 2025-12-30 | 3.6400%           |
| 2025-12-31 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 40.2500%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.0800%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.7400%          | 0.0000%              |

### Class: Private Client

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $147502.05

- **Number of Shares Outstanding:** 147551.4700

- **Expense Reimbursement/Waiver:** 46.61

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 0.9999          |
|  |  |
| 2025-12-17 | 0.9999          |
|  |  |
| 2025-12-18 | 0.9999          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 0.9999          |
|  |  |
| 2025-12-23 | 0.9999          |
|  |  |
| 2025-12-24 | 0.9999          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 0.9999          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $0.00                   |
| 2025-12-02 | $0.00                     | $0.00                   |
| 2025-12-03 | $0.00                     | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $0.00                   |
| 2025-12-11 | $0.00                     | $5.23                   |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $342.92                   | $342.92                 |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $2767.83                  | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $712.45                   | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $8455.18                |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $397.96                   | $0.00                   |

**Total Gross Subscriptions (Month):** $4221.16

**Total Gross Redemptions (Month):** $8803.33

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.3800%           |
| 2025-12-02 | 3.3800%           |
| 2025-12-03 | 3.3700%           |
| 2025-12-04 | 3.3600%           |
| 2025-12-05 | 3.3500%           |
| 2025-12-08 | 3.3100%           |
| 2025-12-09 | 3.3000%           |
| 2025-12-10 | 3.2900%           |
| 2025-12-11 | 3.2800%           |
| 2025-12-12 | 3.2500%           |
| 2025-12-15 | 3.1900%           |
| 2025-12-16 | 3.1700%           |
| 2025-12-17 | 3.1500%           |
| 2025-12-18 | 3.1400%           |
| 2025-12-19 | 3.1300%           |
| 2025-12-22 | 3.1200%           |
| 2025-12-23 | 3.1200%           |
| 2025-12-24 | 3.1100%           |
| 2025-12-26 | 3.1100%           |
| 2025-12-29 | 3.1200%           |
| 2025-12-30 | 3.1300%           |
| 2025-12-31 | 3.1300%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 54.3200%         | 0.0000%              |
| Retail investor |  | 18.3100%         | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4092779680.68

- **Number of Shares Outstanding:** 4094145989.6600

- **Expense Reimbursement/Waiver:** 52505.66

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 0.9999          |
|  |  |
| 2025-12-17 | 0.9999          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 0.9999          |
|  |  |
| 2025-12-23 | 0.9999          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 0.9999          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $171760369.22             | $17398763.04            |
| 2025-12-02 | $129317088.71             | $126939.25              |
| 2025-12-03 | $39301450.77              | $108810984.26           |
| 2025-12-04 | $85792645.20              | $21315216.59            |
| 2025-12-05 | $23193572.61              | $86585394.94            |
| 2025-12-08 | $26947798.53              | $5478473.06             |
| 2025-12-09 | $84758425.11              | $415000.00              |
| 2025-12-10 | $29437063.92              | $17760421.85            |
| 2025-12-11 | $16614344.03              | $107362679.77           |
| 2025-12-12 | $14732490.89              | $66855268.53            |
| 2025-12-15 | $6976041.70               | $31533480.12            |
| 2025-12-16 | $640271871.07             | $6285084.37             |
| 2025-12-17 | $2972250.21               | $437443013.39           |
| 2025-12-18 | $78310321.76              | $4212002.46             |
| 2025-12-19 | $13062783.43              | $38155912.61            |
| 2025-12-22 | $33823792.81              | $85541896.50            |
| 2025-12-23 | $85750961.96              | $0.00                   |
| 2025-12-24 | $18317305.60              | $100085309.38           |
| 2025-12-26 | $13919122.54              | $75141639.94            |
| 2025-12-29 | $64214749.16              | $15098417.28            |
| 2025-12-30 | $128124331.07             | $15721515.93            |
| 2025-12-31 | $23593459.52              | $160573762.72           |

**Total Gross Subscriptions (Month):** $1731192239.82

**Total Gross Redemptions (Month):** $1401901175.99

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.6400%           |
| 2025-12-02 | 3.6400%           |
| 2025-12-03 | 3.6300%           |
| 2025-12-04 | 3.6200%           |
| 2025-12-05 | 3.6000%           |
| 2025-12-08 | 3.5600%           |
| 2025-12-09 | 3.5500%           |
| 2025-12-10 | 3.5500%           |
| 2025-12-11 | 3.5400%           |
| 2025-12-12 | 3.5100%           |
| 2025-12-15 | 3.4500%           |
| 2025-12-16 | 3.4300%           |
| 2025-12-17 | 3.4100%           |
| 2025-12-18 | 3.4000%           |
| 2025-12-19 | 3.3900%           |
| 2025-12-22 | 3.3800%           |
| 2025-12-23 | 3.3800%           |
| 2025-12-24 | 3.3700%           |
| 2025-12-26 | 3.3700%           |
| 2025-12-29 | 3.3800%           |
| 2025-12-30 | 3.3900%           |
| 2025-12-31 | 3.3900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 5.4100%          | 0.0000%              |
| Depository institution or other banking institution |  | 16.4900%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.6700%          | 0.0000%              |
| Depository institution or other banking institution |  | 49.2400%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.7000%         | 0.0000%              |

### Class: Cash Reserve

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $5388795828.85

- **Number of Shares Outstanding:** 5390595160.5700

- **Expense Reimbursement/Waiver:** 64821.59

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 0.9999          |
|  |  |
| 2025-12-17 | 0.9999          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 0.9999          |
|  |  |
| 2025-12-23 | 0.9999          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 0.9999          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $294542073.20             | $193253055.71           |
| 2025-12-02 | $330474075.90             | $274279036.35           |
| 2025-12-03 | $214732042.17             | $244252726.27           |
| 2025-12-04 | $204824996.52             | $269486197.81           |
| 2025-12-05 | $297378703.91             | $202716715.19           |
| 2025-12-08 | $243772089.48             | $280507772.18           |
| 2025-12-09 | $269984258.75             | $355335958.77           |
| 2025-12-10 | $234345941.92             | $208565665.24           |
| 2025-12-11 | $216033043.18             | $237814590.00           |
| 2025-12-12 | $556115826.64             | $230100135.84           |
| 2025-12-15 | $306170609.73             | $382598602.79           |
| 2025-12-16 | $371349757.59             | $303021153.37           |
| 2025-12-17 | $300286577.79             | $280583162.25           |
| 2025-12-18 | $243865092.61             | $324276942.44           |
| 2025-12-19 | $367505330.42             | $186100033.42           |
| 2025-12-22 | $378672396.07             | $279867369.90           |
| 2025-12-23 | $431381947.17             | $265580344.67           |
| 2025-12-24 | $341420842.71             | $653078679.89           |
| 2025-12-26 | $263336021.56             | $209917768.00           |
| 2025-12-29 | $367808778.64             | $235102084.01           |
| 2025-12-30 | $303929001.69             | $270609021.13           |
| 2025-12-31 | $240225483.62             | $204013804.33           |

**Total Gross Subscriptions (Month):** $6778154891.27

**Total Gross Redemptions (Month):** $6091060819.56

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.4900%           |
| 2025-12-02 | 3.4900%           |
| 2025-12-03 | 3.4800%           |
| 2025-12-04 | 3.4700%           |
| 2025-12-05 | 3.4500%           |
| 2025-12-08 | 3.4100%           |
| 2025-12-09 | 3.4000%           |
| 2025-12-10 | 3.4000%           |
| 2025-12-11 | 3.3900%           |
| 2025-12-12 | 3.3600%           |
| 2025-12-15 | 3.3000%           |
| 2025-12-16 | 3.2800%           |
| 2025-12-17 | 3.2600%           |
| 2025-12-18 | 3.2500%           |
| 2025-12-19 | 3.2400%           |
| 2025-12-22 | 3.2300%           |
| 2025-12-23 | 3.2300%           |
| 2025-12-24 | 3.2200%           |
| 2025-12-26 | 3.2200%           |
| 2025-12-29 | 3.2300%           |
| 2025-12-30 | 3.2400%           |
| 2025-12-31 | 3.2400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.5900%         | 0.0000%              |

### Class: Select

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $462359251.01

- **Number of Shares Outstanding:** 462513650.9300

- **Expense Reimbursement/Waiver:** 13279.04

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 0.9999          |
|  |  |
| 2025-12-17 | 0.9999          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 0.9999          |
|  |  |
| 2025-12-23 | 0.9999          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 0.9999          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $14405200.95              | $7202600.54             |
| 2025-12-02 | $2972.80                  | $720546.88              |
| 2025-12-03 | $2.78                     | $9871298.10             |
| 2025-12-04 | $2466490.60               | $1213684.33             |
| 2025-12-05 | $22260.97                 | $11183.85               |
| 2025-12-08 | $12.00                    | $15552254.46            |
| 2025-12-09 | $7018619.09               | $24.82                  |
| 2025-12-10 | $9980648.99               | $0.00                   |
| 2025-12-11 | $1000.00                  | $12333668.00            |
| 2025-12-12 | $16699688.58              | $306549.90              |
| 2025-12-15 | $132.09                   | $21461065.86            |
| 2025-12-16 | $1799.97                  | $6781849.74             |
| 2025-12-17 | $14353257.75              | $99602.32               |
| 2025-12-18 | $4899112.51               | $10458507.83            |
| 2025-12-19 | $4300387.83               | $833713.66              |
| 2025-12-22 | $0.00                     | $14812116.92            |
| 2025-12-23 | $1698965.56               | $4148891.88             |
| 2025-12-24 | $696010.32                | $2449709.24             |
| 2025-12-26 | $1049050.00               | $22973.45               |
| 2025-12-29 | $9197480.64               | $136167.57              |
| 2025-12-30 | $13495369.72              | $1066900.36             |
| 2025-12-31 | $14972894.90              | $5259.51                |

**Total Gross Subscriptions (Month):** $115261358.05

**Total Gross Redemptions (Month):** $109488569.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.0600%           |
| 2025-12-02 | 3.0600%           |
| 2025-12-03 | 3.0500%           |
| 2025-12-04 | 3.0400%           |
| 2025-12-05 | 3.0200%           |
| 2025-12-08 | 2.9800%           |
| 2025-12-09 | 2.9700%           |
| 2025-12-10 | 2.9700%           |
| 2025-12-11 | 2.9600%           |
| 2025-12-12 | 2.9300%           |
| 2025-12-15 | 2.8700%           |
| 2025-12-16 | 2.8500%           |
| 2025-12-17 | 2.8300%           |
| 2025-12-18 | 2.8200%           |
| 2025-12-19 | 2.8100%           |
| 2025-12-22 | 2.8000%           |
| 2025-12-23 | 2.8000%           |
| 2025-12-24 | 2.7900%           |
| 2025-12-26 | 2.7900%           |
| 2025-12-29 | 2.8000%           |
| 2025-12-30 | 2.8100%           |
| 2025-12-31 | 2.8100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.3900%         | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $2325534957.31

- **Number of Shares Outstanding:** 2326307477.5800

- **Expense Reimbursement/Waiver:** 32726.75

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 0.9999          |
|  |  |
| 2025-12-17 | 0.9999          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 0.9999          |
|  |  |
| 2025-12-23 | 0.9999          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 0.9999          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $242750000.00             | $0.00                   |
| 2025-12-02 | $216000000.00             | $0.00                   |
| 2025-12-03 | $157000000.00             | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $1025500000.00          |
| 2025-12-08 | $48500000.00              | $0.00                   |
| 2025-12-09 | $0.00                     | $72200000.00            |
| 2025-12-10 | $50000000.00              | $0.00                   |
| 2025-12-11 | $0.00                     | $571000000.00           |
| 2025-12-12 | $980250000.00             | $0.00                   |
| 2025-12-15 | $0.00                     | $187575000.00           |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $1757000000.00            | $0.00                   |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $650000000.00           |
| 2025-12-22 | $0.00                     | $312500000.00           |
| 2025-12-23 | $0.00                     | $60000000.00            |
| 2025-12-24 | $0.00                     | $50037529.15            |
| 2025-12-26 | $0.00                     | $100000000.00           |
| 2025-12-29 | $0.00                     | $675000000.00           |
| 2025-12-30 | $0.00                     | $136000000.00           |
| 2025-12-31 | $405073034.06             | $0.00                   |

**Total Gross Subscriptions (Month):** $3856573034.06

**Total Gross Redemptions (Month):** $3839812529.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8900%           |
| 2025-12-02 | 3.8900%           |
| 2025-12-03 | 3.8800%           |
| 2025-12-04 | 3.8700%           |
| 2025-12-05 | 3.8500%           |
| 2025-12-08 | 3.8100%           |
| 2025-12-09 | 3.8000%           |
| 2025-12-10 | 3.8000%           |
| 2025-12-11 | 3.7900%           |
| 2025-12-12 | 3.7600%           |
| 2025-12-15 | 3.7000%           |
| 2025-12-16 | 3.6800%           |
| 2025-12-17 | 3.6600%           |
| 2025-12-18 | 3.6500%           |
| 2025-12-19 | 3.6400%           |
| 2025-12-22 | 3.6300%           |
| 2025-12-23 | 3.6300%           |
| 2025-12-24 | 3.6200%           |
| 2025-12-26 | 3.6200%           |
| 2025-12-29 | 3.6300%           |
| 2025-12-30 | 3.6400%           |
| 2025-12-31 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 22.3900%         | 0.0000%              |
| Depository institution or other banking institution |  | 57.2200%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.1600%         | 0.0000%              |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $109176.19

- **Number of Shares Outstanding:** 108767.4300

- **Expense Reimbursement/Waiver:** 128.59

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9999          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9999          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9999          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0040          |
|  |  |
| 2025-12-26 | 1.0041          |
|  |  |
| 2025-12-29 | 1.0040          |
|  |  |
| 2025-12-30 | 1.0040          |
|  |  |
| 2025-12-31 | 1.0040          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $0.03                   |
| 2025-12-02 | $2000000.00               | $0.00                   |
| 2025-12-03 | $0.00                     | $500000.00              |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $0.00                   |
| 2025-12-11 | $0.00                     | $2200000.00             |
| 2025-12-12 | $1500000.00               | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $1000000.00             |
| 2025-12-17 | $0.00                     | $6000000.00             |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $3000000.00               | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $1500000.00             |
| 2025-12-24 | $0.00                     | $9200000.00             |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $0.00                   |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $31636.88                 | $0.00                   |

**Total Gross Subscriptions (Month):** $6531636.88

**Total Gross Redemptions (Month):** $20400000.03

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8900%           |
| 2025-12-02 | 3.8900%           |
| 2025-12-03 | 3.8800%           |
| 2025-12-04 | 3.8700%           |
| 2025-12-05 | 3.8500%           |
| 2025-12-08 | 3.8100%           |
| 2025-12-09 | 3.8000%           |
| 2025-12-10 | 3.8000%           |
| 2025-12-11 | 3.7900%           |
| 2025-12-12 | 3.7600%           |
| 2025-12-15 | 3.7000%           |
| 2025-12-16 | 3.6800%           |
| 2025-12-17 | 3.6600%           |
| 2025-12-18 | 3.6500%           |
| 2025-12-19 | 3.6400%           |
| 2025-12-22 | 3.6300%           |
| 2025-12-23 | 3.6300%           |
| 2025-12-24 | 3.6200%           |
| 2025-12-26 | 3.6200%           |
| 2025-12-29 | 3.6300%           |
| 2025-12-30 | 3.6300%           |
| 2025-12-31 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.8800%          | 0.0000%              |
| Non-financial corporation                           |  | 92.1200%         | 0.0000%              |

### Class: WestCap Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $47655650.96

- **Number of Shares Outstanding:** 47671530.3000

- **Expense Reimbursement/Waiver:** 621.82

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 0.9999          |
|  |  |
| 2025-12-17 | 0.9999          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 0.9999          |
|  |  |
| 2025-12-23 | 0.9999          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 0.9999          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $0.00                   |
| 2025-12-02 | $0.00                     | $0.00                   |
| 2025-12-03 | $0.00                     | $0.00                   |
| 2025-12-04 | $0.00                     | $100000.00              |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $250000.00              |
| 2025-12-11 | $0.00                     | $0.00                   |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $0.00                     | $125000.00              |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $650000.00              |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $152082.74                | $0.00                   |

**Total Gross Subscriptions (Month):** $152082.74

**Total Gross Redemptions (Month):** $1125000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8900%           |
| 2025-12-02 | 3.8900%           |
| 2025-12-03 | 3.8800%           |
| 2025-12-04 | 3.8700%           |
| 2025-12-05 | 3.8500%           |
| 2025-12-08 | 3.8100%           |
| 2025-12-09 | 3.8000%           |
| 2025-12-10 | 3.8000%           |
| 2025-12-11 | 3.7900%           |
| 2025-12-12 | 3.7600%           |
| 2025-12-15 | 3.7000%           |
| 2025-12-16 | 3.6800%           |
| 2025-12-17 | 3.6600%           |
| 2025-12-18 | 3.6500%           |
| 2025-12-19 | 3.6400%           |
| 2025-12-22 | 3.6300%           |
| 2025-12-23 | 3.6300%           |
| 2025-12-24 | 3.6200%           |
| 2025-12-26 | 3.6200%           |
| 2025-12-29 | 3.6300%           |
| 2025-12-30 | 3.6400%           |
| 2025-12-31 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 44.1700%         | 0.0000%              |
| Non-financial corporation |  | 54.4200%         | 0.0000%              |

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $89858245.06

- **Number of Shares Outstanding:** 89888102.3400

- **Expense Reimbursement/Waiver:** 1197.59

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 0.9999          |
|  |  |
| 2025-12-17 | 0.9999          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 0.9999          |
|  |  |
| 2025-12-23 | 0.9999          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 0.9999          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $3304176.00               | $0.00                   |
| 2025-12-02 | $0.00                     | $2544713.00             |
| 2025-12-03 | $115264.00                | $0.00                   |
| 2025-12-04 | $0.00                     | $2282727.00             |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $7587562.00               | $0.00                   |
| 2025-12-09 | $586099.00                | $0.00                   |
| 2025-12-10 | $1804697.00               | $0.00                   |
| 2025-12-11 | $0.00                     | $3307159.00             |
| 2025-12-12 | $713104.00                | $0.00                   |
| 2025-12-15 | $1006229.00               | $0.00                   |
| 2025-12-16 | $806569.00                | $0.00                   |
| 2025-12-17 | $0.00                     | $1798081.00             |
| 2025-12-18 | $4066510.00               | $0.00                   |
| 2025-12-19 | $0.00                     | $8115802.00             |
| 2025-12-22 | $0.00                     | $833508.00              |
| 2025-12-23 | $0.00                     | $8045959.00             |
| 2025-12-24 | $984939.00                | $0.00                   |
| 2025-12-26 | $99777.00                 | $0.00                   |
| 2025-12-29 | $1074111.00               | $0.00                   |
| 2025-12-30 | $0.00                     | $43963.00               |
| 2025-12-31 | $2800638.79               | $0.00                   |

**Total Gross Subscriptions (Month):** $24949675.79

**Total Gross Redemptions (Month):** $26971912.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8900%           |
| 2025-12-02 | 3.8900%           |
| 2025-12-03 | 3.8800%           |
| 2025-12-04 | 3.8700%           |
| 2025-12-05 | 3.8500%           |
| 2025-12-08 | 3.8100%           |
| 2025-12-09 | 3.8000%           |
| 2025-12-10 | 3.8000%           |
| 2025-12-11 | 3.7900%           |
| 2025-12-12 | 3.7600%           |
| 2025-12-15 | 3.7000%           |
| 2025-12-16 | 3.6800%           |
| 2025-12-17 | 3.6600%           |
| 2025-12-18 | 3.6500%           |
| 2025-12-19 | 3.6400%           |
| 2025-12-22 | 3.6300%           |
| 2025-12-23 | 3.6300%           |
| 2025-12-24 | 3.6200%           |
| 2025-12-26 | 3.6200%           |
| 2025-12-29 | 3.6300%           |
| 2025-12-30 | 3.6400%           |
| 2025-12-31 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 27.7500%         | 0.0000%              |
| Depository institution or other banking institution |  | 72.0400%         | 0.0000%              |

### Class: Penserra Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $105779.21

- **Number of Shares Outstanding:** 105814.5400

- **Expense Reimbursement/Waiver:** 1.24

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 0.9999          |
|  |  |
| 2025-12-17 | 0.9999          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 0.9999          |
|  |  |
| 2025-12-23 | 0.9999          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 0.9999          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $0.00                   |
| 2025-12-02 | $0.00                     | $0.00                   |
| 2025-12-03 | $0.00                     | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $0.00                   |
| 2025-12-11 | $0.00                     | $0.00                   |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $0.00                     | $0.00                   |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $0.00                   |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $332.49                   | $0.00                   |

**Total Gross Subscriptions (Month):** $332.49

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8900%           |
| 2025-12-02 | 3.8900%           |
| 2025-12-03 | 3.8800%           |
| 2025-12-04 | 3.8700%           |
| 2025-12-05 | 3.8600%           |
| 2025-12-08 | 3.8200%           |
| 2025-12-09 | 3.8100%           |
| 2025-12-10 | 3.8000%           |
| 2025-12-11 | 3.7900%           |
| 2025-12-12 | 3.7600%           |
| 2025-12-15 | 3.7000%           |
| 2025-12-16 | 3.6800%           |
| 2025-12-17 | 3.6600%           |
| 2025-12-18 | 3.6500%           |
| 2025-12-19 | 3.6400%           |
| 2025-12-22 | 3.6300%           |
| 2025-12-23 | 3.6300%           |
| 2025-12-24 | 3.6200%           |
| 2025-12-26 | 3.6200%           |
| 2025-12-29 | 3.6300%           |
| 2025-12-30 | 3.6400%           |
| 2025-12-31 | 3.6500%           |

**Beneficial/Record Owner Categories**
| Category   | Other Category       | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other      | Other - Partnerships | 100.0000%        | 0.0000%              |

### Class: Great Pacific Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $52889.89

- **Number of Shares Outstanding:** 52907.6400

- **Expense Reimbursement/Waiver:** 0.62

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 0.9998          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 0.9999          |
|  |  |
| 2025-12-17 | 0.9999          |
|  |  |
| 2025-12-18 | 0.9999          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 0.9999          |
|  |  |
| 2025-12-23 | 0.9999          |
|  |  |
| 2025-12-24 | 0.9999          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 0.9999          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $0.00                   |
| 2025-12-02 | $0.00                     | $0.00                   |
| 2025-12-03 | $0.00                     | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $0.00                   |
| 2025-12-11 | $0.00                     | $0.00                   |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $0.00                     | $0.00                   |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $0.00                   |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $166.16                   | $0.00                   |

**Total Gross Subscriptions (Month):** $166.16

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8800%           |
| 2025-12-02 | 3.8800%           |
| 2025-12-03 | 3.8800%           |
| 2025-12-04 | 3.8700%           |
| 2025-12-05 | 3.8500%           |
| 2025-12-08 | 3.8200%           |
| 2025-12-09 | 3.8100%           |
| 2025-12-10 | 3.8000%           |
| 2025-12-11 | 3.7900%           |
| 2025-12-12 | 3.7600%           |
| 2025-12-15 | 3.7000%           |
| 2025-12-16 | 3.6800%           |
| 2025-12-17 | 3.6600%           |
| 2025-12-18 | 3.6500%           |
| 2025-12-19 | 3.6400%           |
| 2025-12-22 | 3.6300%           |
| 2025-12-23 | 3.6200%           |
| 2025-12-24 | 3.6200%           |
| 2025-12-26 | 3.6200%           |
| 2025-12-29 | 3.6300%           |
| 2025-12-30 | 3.6400%           |
| 2025-12-31 | 3.6400%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYD952M08
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.0000%  | N/A     | $35706750.00       | $29949977.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $17324443.00       | $16802854.20       | Agency Mortgage-Backed Securities         |
| FNSTR_328                                            | 2032-12-01      | 0.0000%  | N/A     | $31330.00          | $47.24             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC-1980                               | 2027-07-15      | 7.5000%  | N/A     | $249016.00         | $1.80              | Agency Collateralized Mortgage Obligation |
| GNMA_11-121                                          | 2051-08-16      | 6.5000%  | N/A     | $1500000.00        | $2295110.96        | Agency Collateralized Mortgage Obligation |
| GNMA_12-111                                          | 2053-10-16      | 0.0008%  | N/A     | $12639270.00       | $38.43             | Agency Collateralized Mortgage Obligation |
| GNMA_19-151M                                         | 2049-12-20      | 4.5000%  | N/A     | $28907790.00       | $1331030.96        | Agency Collateralized Mortgage Obligation |
| GNMA_19-16C                                          | 2049-02-20      | 2.2016%  | N/A     | $48182959.00       | $1791430.36        | Agency Collateralized Mortgage Obligation |
| GNMA_20-029                                          | 2060-01-16      | 0.9318%  | N/A     | $33100000.00       | $1429171.17        | Agency Collateralized Mortgage Obligation |
| GNMA_20-082                                          | 2062-03-16      | 0.6500%  | N/A     | $177104516.00      | $3459900.00        | Agency Collateralized Mortgage Obligation |
| GNMA_20-103                                          | 2063-01-16      | 0.7500%  | N/A     | $225250845.00      | $3856000.44        | Agency Collateralized Mortgage Obligation |
| GNMA_20-105                                          | 2062-03-16      | 0.7641%  | N/A     | $43000000.00       | $1605415.12        | Agency Collateralized Mortgage Obligation |
| GNMA_20-158                                          | 2062-09-16      | 0.7853%  | N/A     | $33000000.00       | $1524664.25        | Agency Collateralized Mortgage Obligation |
| GNMA_20-182                                          | 2063-06-16      | 0.7000%  | N/A     | $8300000.00        | $171329.52         | Agency Collateralized Mortgage Obligation |
| GNMA_20-68                                           | 2060-05-16      | 1.6148%  | N/A     | $28200000.00       | $2586445.08        | Agency Collateralized Mortgage Obligation |
| GNMA_21-11                                           | 2062-12-16      | 1.1613%  | N/A     | $25000000.00       | $1730917.74        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116K                                         | 2051-07-20      | 3.5000%  | N/A     | $18895076.00       | $1447868.11        | Agency Collateralized Mortgage Obligation |
| GNMA_21-133                                          | 2063-07-16      | 0.8825%  | N/A     | $39000000.00       | $2213617.15        | Agency Collateralized Mortgage Obligation |
| GNMA_21-134                                          | 2061-06-16      | 1.4327%  | N/A     | $22500000.00       | $1661558.41        | Agency Collateralized Mortgage Obligation |
| GNMA_21-14                                           | 2063-06-16      | 1.3315%  | N/A     | $37000000.00       | $2376107.13        | Agency Collateralized Mortgage Obligation |
| GNMA_21-148                                          | 2063-10-16      | 1.0676%  | N/A     | $19000000.00       | $1480085.41        | Agency Collateralized Mortgage Obligation |
| GNMA_21-161E                                         | 2051-09-20      | 2.5000%  | N/A     | $44682800.00       | $3609331.33        | Agency Collateralized Mortgage Obligation |
| GNMA_21-164                                          | 2063-10-16      | 0.9491%  | N/A     | $23800000.00       | $1493405.22        | Agency Collateralized Mortgage Obligation |
| GNMA_21-180                                          | 2063-11-16      | 0.9155%  | N/A     | $26100000.00       | $1570059.62        | Agency Collateralized Mortgage Obligation |
| GNMA_21-186                                          | 2063-05-16      | 0.7632%  | N/A     | $28800000.00       | $1420961.40        | Agency Collateralized Mortgage Obligation |
| GNMA_21-7                                            | 2051-01-20      | 2.0000%  | N/A     | $30985000.00       | $2130316.77        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H12C                                         | 2071-08-20      | 0.0142%  | N/A     | $104179009.00      | $2422567.78        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H17C                                         | 2071-11-20      | 1.6490%  | N/A     | $49862267.00       | $1953476.75        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H19J                                         | 2071-12-20      | 1.6766%  | N/A     | $124846127.00      | $4731745.59        | Agency Collateralized Mortgage Obligation |
| GNMA_22-131                                          | 2064-06-16      | 0.5019%  | N/A     | $96000000.00       | $4162455.10        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137P                                         | 2052-08-20      | 0.0000%  | N/A     | $6105679.00        | $3716255.13        | Agency Collateralized Mortgage Obligation |
| GNMA_22-172A                                         | 2052-10-20      | 0.2324%  | N/A     | $100000000.00      | $1690741.67        | Agency Collateralized Mortgage Obligation |
| GNMA_22-179F                                         | 2052-10-20      | 2.2824%  | N/A     | $29166665.00       | $1739498.64        | Agency Collateralized Mortgage Obligation |
| GNMA_22-197P                                         | 2052-11-20      | 2.8824%  | N/A     | $32000000.00       | $1391909.59        | Agency Collateralized Mortgage Obligation |
| GNMA_22-198                                          | 2064-10-16      | 0.5114%  | N/A     | $47148730.00       | $2364753.39        | Agency Collateralized Mortgage Obligation |
| GNMA_22-216A                                         | 2065-07-16      | 0.7501%  | N/A     | $32300000.00       | $1792848.87        | Agency Collateralized Mortgage Obligation |
| GNMA_22-33                                           | 2063-09-16      | 0.6978%  | N/A     | $70414921.00       | $3510675.26        | Agency Collateralized Mortgage Obligation |
| GNMA_22-78                                           | 2052-04-20      | 0.0000%  | N/A     | $9428323.00        | $3486592.55        | Agency Collateralized Mortgage Obligation |
| GNMA_22-78G                                          | 2052-04-20      | 0.0000%  | N/A     | $4000000.00        | $1424684.88        | Agency Collateralized Mortgage Obligation |
| GNMA_22-78G                                          | 2052-04-20      | 0.0000%  | N/A     | $101829622.00      | $1471320.30        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H04B                                         | 2072-02-20      | 1.7518%  | N/A     | $89030436.00       | $3885173.21        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H11D                                         | 2072-05-20      | 1.6987%  | N/A     | $75589351.00       | $3390882.57        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H17C                                         | 2072-08-20      | 0.4748%  | N/A     | $35000000.00       | $2004435.33        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26C                                         | 2072-11-20      | 1.4419%  | N/A     | $140061917.00      | $4831167.63        | Agency Collateralized Mortgage Obligation |
| GNMA_23-103G                                         | 2053-07-20      | 2.0324%  | N/A     | $105000000.00      | $1555638.07        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113J                                         | 2053-08-20      | 1.8823%  | N/A     | $113819457.00      | $1933156.38        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152J                                         | 2053-10-20      | 2.3824%  | N/A     | $175000000.00      | $3098324.36        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173F                                         | 2053-11-20      | 2.3323%  | N/A     | $30000000.00       | $1788233.74        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173K                                         | 2053-11-20      | 2.9623%  | N/A     | $25000000.00       | $1412477.56        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182H                                         | 2053-12-20      | 3.2323%  | N/A     | $60000000.00       | $2297554.04        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183D                                         | 2053-12-20      | 1.7824%  | N/A     | $50342430.00       | $2461126.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                         | 2053-12-20      | 1.3323%  | N/A     | $100000000.00      | $1707038.99        | Agency Collateralized Mortgage Obligation |
| GNMA_23-43G                                          | 2053-03-20      | 1.6824%  | N/A     | $100000000.00      | $3080196.09        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10C                                         | 2073-04-20      | 2.0448%  | N/A     | $115485865.00      | $2782925.27        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H13E                                         | 2072-12-20      | 1.0581%  | N/A     | $41547073.00       | $1481390.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16B                                         | 2072-04-20      | 0.0500%  | N/A     | $70000000.00       | $2323359.60        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23D                                         | 2073-09-20      | 0.0089%  | N/A     | $77663932.00       | $3275811.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108L                                         | 2054-07-20      | 5.5000%  | N/A     | $2732561.00        | $2939903.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110J                                         | 2054-07-20      | 2.7323%  | N/A     | $42600000.00       | $4180060.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110K                                         | 2064-07-20      | 1.9824%  | N/A     | $230000000.00      | $3291206.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110L                                         | 2054-07-20      | 2.7323%  | N/A     | $90000000.00       | $3087052.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110L                                         | 2054-07-20      | 2.7323%  | N/A     | $50000000.00       | $4355193.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110M                                         | 2054-07-20      | 2.7323%  | N/A     | $21555943.00       | $1610714.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110P                                         | 2054-07-20      | 2.7323%  | N/A     | $75000000.00       | $4764813.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110U                                         | 2054-07-20      | 1.3823%  | N/A     | $200000000.00      | $4912894.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126M                                         | 2054-08-20      | 2.7323%  | N/A     | $85000000.00       | $3161467.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151J                                         | 2064-09-20      | 1.5124%  | N/A     | $90000000.00       | $1709588.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159X                                         | 2054-10-20      | 1.5124%  | N/A     | $75000000.00       | $3545446.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160A                                         | 2054-10-20      | 2.1324%  | N/A     | $43658507.00       | $2217754.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184A                                         | 2054-11-20      | 1.9824%  | N/A     | $60000000.00       | $1837887.43        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184J                                         | 2054-11-20      | 0.9324%  | N/A     | $60000000.00       | $1310565.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184S                                         | 2054-11-20      | 2.0823%  | N/A     | $55464420.00       | $3430621.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-20M                                          | 2054-02-20      | 7.5000%  | N/A     | $38021202.00       | $1823909.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30D                                          | 2064-02-20      | 2.9324%  | N/A     | $90000000.00       | $1517975.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30J                                          | 2064-02-20      | 4.1323%  | N/A     | $125000000.00      | $2512188.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30P                                          | 2054-02-20      | 2.2824%  | N/A     | $75000000.00       | $3130954.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30V                                          | 2054-02-20      | 3.0823%  | N/A     | $50000000.00       | $3362434.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30Z                                          | 2054-02-20      | 3.0823%  | N/A     | $50000000.00       | $2773970.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4G                                           | 2054-01-20      | 1.8323%  | N/A     | $35000000.00       | $1545986.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4L                                           | 2054-01-20      | 3.0823%  | N/A     | $50000000.00       | $1603655.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51L                                          | 2052-02-20      | 3.0000%  | N/A     | $11966168.00       | $1548262.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51U                                          | 2054-03-20      | 3.2624%  | N/A     | $50000000.00       | $1888206.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64BB                                         | 2054-04-20      | 3.2323%  | N/A     | $21605608.00       | $1844949.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64F                                          | 2064-04-20      | 3.1824%  | N/A     | $45000000.00       | $1371524.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L                                          | 2054-04-20      | 1.4824%  | N/A     | $125000000.00      | $3287675.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64M                                          | 2054-04-20      | 2.0823%  | N/A     | $90000000.00       | $2699941.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64N                                          | 2054-04-20      | 3.1824%  | N/A     | $77564189.00       | $3774913.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64N                                          | 2054-04-20      | 3.2824%  | N/A     | $53333333.00       | $2975141.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64Q                                          | 2054-04-20      | 2.1324%  | N/A     | $40000000.00       | $2026265.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64U                                          | 2054-04-20      | 1.9824%  | N/A     | $30000000.00       | $1634588.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64V                                          | 2054-04-20      | 1.2824%  | N/A     | $50000000.00       | $2503606.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 2.0823%  | N/A     | $50000000.00       | $2003851.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 3.3323%  | N/A     | $50000000.00       | $3365732.90        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 3.3323%  | N/A     | $50000000.00       | $1957466.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79E                                          | 2054-05-20      | 1.3323%  | N/A     | $50000000.00       | $1918720.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79X                                          | 2064-05-20      | 2.7323%  | N/A     | $82236891.00       | $2288326.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79Y                                          | 2064-05-20      | 1.9824%  | N/A     | $100000000.00      | $1379049.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-90                                           | 2066-07-16      | 1.1219%  | N/A     | $66500000.00       | $3993562.46        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97N                                          | 2054-06-20      | 3.3323%  | N/A     | $40000000.00       | $3348470.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97S                                          | 2064-06-20      | 1.9724%  | N/A     | $160000000.00      | $2162506.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97X                                          | 2054-06-20      | 1.4324%  | N/A     | $90000000.00       | $5057247.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97Z                                          | 2054-06-20      | 2.7323%  | N/A     | $80000000.00       | $3019924.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03F                                         | 2066-12-20      | 2.1469%  | N/A     | $124065942.00      | $2013160.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07D                                         | 2074-02-20      | 2.3262%  | N/A     | $114911184.00      | $3601718.41        | Agency Collateralized Mortgage Obligation |
| GNMA_25-103D                                         | 2055-06-20      | 0.5323%  | N/A     | $100000000.00      | $1652137.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105G                                         | 2055-06-20      | 0.5824%  | N/A     | $80516000.00       | $2278708.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116C                                         | 2065-07-20      | 1.2824%  | N/A     | $34138395.00       | $1608273.65        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124M                                         | 2055-07-20      | 0.5824%  | N/A     | $80000000.00       | $2361077.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-134H                                         | 2065-08-20      | 2.0324%  | N/A     | $47438278.00       | $1945116.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136E                                         | 2055-08-20      | 2.5823%  | N/A     | $64665784.00       | $3764374.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139A                                         | 2055-08-20      | 0.0000%  | N/A     | $3727273.00        | $2601607.66        | Agency Collateralized Mortgage Obligation |
| GNMA_25-152H                                         | 2055-09-20      | 2.6723%  | N/A     | $50000000.00       | $4102152.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-155C                                         | 2065-09-20      | 2.0823%  | N/A     | $60734477.00       | $2737408.54        | Agency Collateralized Mortgage Obligation |
| GNMA_25-169G                                         | 2065-10-20      | 2.0823%  | N/A     | $35226887.00       | $2138916.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-172H                                         | 2055-10-20      | 2.6824%  | N/A     | $21300000.00       | $1985864.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173W                                         | 2054-10-20      | 1.2824%  | N/A     | $53000000.00       | $1670106.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-181C                                         | 2066-03-16      | 0.2887%  | N/A     | $86599899.00       | $3990008.87        | Agency Collateralized Mortgage Obligation |
| GNMA_25-183                                          | 2065-02-16      | 0.8258%  | N/A     | $30000000.00       | $1814271.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-189F                                         | 2055-11-20      | 3.2824%  | N/A     | $16200000.00       | $1753206.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-190H                                         | 2065-09-20      | 2.0823%  | N/A     | $38768933.00       | $3579722.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-192A                                         | 2055-11-20      | 1.5324%  | N/A     | $30000000.00       | $1604410.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-192J                                         | 2055-11-20      | 6.0000%  | N/A     | $7474538.00        | $1388161.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-192Q                                         | 2055-11-20      | 6.0000%  | N/A     | $6218317.00        | $1291227.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1A                                           | 2055-01-20      | 2.6824%  | N/A     | $124053571.00      | $4020084.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1B                                           | 2054-11-20      | 1.9324%  | N/A     | $39024835.00       | $1914266.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1N                                           | 2055-01-20      | 1.2824%  | N/A     | $50000000.00       | $1403952.13        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Q                                           | 2055-01-20      | 2.0324%  | N/A     | $17276674.00       | $1021852.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Y                                           | 2055-01-20      | 2.0023%  | N/A     | $100000000.00      | $2496218.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Q                                          | 2055-02-20      | 1.9324%  | N/A     | $80000000.00       | $2799554.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25S                                          | 2055-02-20      | 1.3323%  | N/A     | $64166296.00       | $1959405.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25T                                          | 2055-02-20      | 5.5000%  | N/A     | $9090909.00        | $1680199.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25X                                          | 2065-02-20      | 1.3823%  | N/A     | $28838660.00       | $591006.79         | Agency Collateralized Mortgage Obligation |
| GNMA_25-31                                           | 2067-08-16      | 1.2758%  | N/A     | $35000000.00       | $1926510.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-61A                                          | 2065-04-20      | 2.0324%  | N/A     | $100706289.00      | $3278462.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62R                                          | 2065-04-20      | 1.8823%  | N/A     | $75000000.00       | $2161329.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69A                                          | 2055-04-20      | 2.0823%  | N/A     | $60000000.00       | $1751197.30        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                          | 2055-04-20      | 1.9324%  | N/A     | $80000000.00       | $4699184.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                          | 2055-04-20      | 1.2824%  | N/A     | $50000000.00       | $1999784.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69D                                          | 2065-04-20      | 0.9823%  | N/A     | $50000000.00       | $1801196.68        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69E                                          | 2065-04-20      | 2.0324%  | N/A     | $100000000.00      | $2642582.54        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69R                                          | 2055-04-20      | 0.3824%  | N/A     | $50562255.00       | $1846031.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69V                                          | 2055-04-20      | 3.1824%  | N/A     | $51026426.00       | $4530304.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69Y                                          | 2065-04-20      | 0.3323%  | N/A     | $360000000.00      | $3540973.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89G                                          | 2055-05-20      | 3.1324%  | N/A     | $45801545.00       | $3999467.33        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89L                                          | 2055-05-20      | 6.0000%  | N/A     | $1285153.00        | $1331758.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89T                                          | 2053-02-20      | 5.0000%  | N/A     | $3418451.00        | $3331240.82        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97C                                          | 2054-12-20      | 2.0823%  | N/A     | $100000000.00      | $4053950.07        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97G                                          | 2064-12-20      | 2.0324%  | N/A     | $135000000.00      | $3464332.55        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97V                                          | 2054-12-20      | 0.8324%  | N/A     | $75000000.00       | $2036927.68        | Agency Collateralized Mortgage Obligation |
| GNMA_51-56D                                          | 2055-09-20      | 2.0124%  | N/A     | $30000000.00       | $2817849.68        | Agency Collateralized Mortgage Obligation |
| GNMA_51-71M                                          | 2065-10-20      | 2.2323%  | N/A     | $50010000.00       | $2540889.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2058-08-16      | 0.7674%  | N/A     | $103924500.00      | $1399764.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2058-02-16      | 1.1380%  | N/A     | $110300000.00      | $1654870.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2059-02-16      | 0.5442%  | N/A     | $125765018.00      | $1376106.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-97  | 2035-12-20      | 5.5000%  | N/A     | $16000000.00       | $1841719.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-53  | 2061-06-16      | 0.7500%  | N/A     | $130000000.00      | $1597247.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-179 | 2062-09-16      | 1.0112%  | N/A     | $31860000.00       | $1918083.25        | Agency Collateralized Mortgage Obligation |

### Security 2: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYDWSJMY1
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 05/28/26 | 2026-05-28      | 0.0000%  | N/A     | $155200600.00      | $153000010.69      | U.S. Treasuries (including strips) |

### Security 3: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRT5BLUX4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE ACES FNMA_16-M3                           | 2026-02-25      | 2.7020%  | N/A     | $400000.00         | $89766.58          | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_16-M11                           | 2039-07-25      | 2.9440%  | N/A     | $4972.00           | $282.29            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 6.0000%  | N/A     | $2016.00           | $2094.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.0000%  | N/A     | $1021.00           | $527.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 5.5000%  | N/A     | $1002.00           | $1009.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-05-01      | 2.5000%  | N/A     | $66042.00          | $38403.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-01-01      | 6.5000%  | N/A     | $1000.00           | $49.79             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.5000%  | N/A     | $2016.00           | $2124.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2036-09-01      | 6.5000%  | N/A     | $1000.00           | $54.57             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 6.5000%  | N/A     | $3000.00           | $2123.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $936.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 3.0000%  | N/A     | $1000.00           | $777.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-05-01      | 3.0000%  | N/A     | $1000.00           | $135.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1008.00           | $1006.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $758.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $2000.00           | $1953.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 6.0000%  | N/A     | $5198.00           | $4714.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-02-01      | 6.0000%  | N/A     | $2001.00           | $2018.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-02-01      | 3.2600%  | N/A     | $2162393.00        | $1891418.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-05-01      | 5.0000%  | N/A     | $1008.00           | $194.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $875.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $978.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $985.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1024.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $3085.00           | $3053.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 2.5000%  | N/A     | $3039.00           | $2414.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $791.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-04-01      | 5.0000%  | N/A     | $1061.00           | $540.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-08-01      | 3.5000%  | N/A     | $2000.00           | $366.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-11-01      | 5.0000%  | N/A     | $1000.00           | $200.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $549.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1047.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $3016.00           | $3008.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 3.0000%  | N/A     | $1057.00           | $654.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-11-01      | 4.0000%  | N/A     | $2734.00           | $109.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1044.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $265.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 5.0000%  | N/A     | $2024.00           | $1478.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.0000%  | N/A     | $1013.00           | $1000.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 6.5000%  | N/A     | $2000.00           | $1765.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $657.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $701.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-03-01      | 3.0000%  | N/A     | $1006.00           | $117.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $689.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $734.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-11-01      | 2.0000%  | N/A     | $2000.00           | $1096.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $981.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1030.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $725.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-05-01      | 4.5000%  | N/A     | $33055.00          | $3573.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-03-01      | 4.5000%  | N/A     | $1064.00           | $290.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $850.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $1001.00           | $1040.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2030-04-01      | 2.5000%  | N/A     | $19375.00          | $1557.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $711.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1017.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1028.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $614.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 4.5000%  | N/A     | $4020.00           | $3086.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1039.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 3.5000%  | N/A     | $1000.00           | $928.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $1014.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $958.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $1054.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-06-01      | 3.5000%  | N/A     | $5947.00           | $967.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 4.0000%  | N/A     | $1000.00           | $865.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $864.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.5000%  | N/A     | $2000.00           | $2103.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.5000%  | N/A     | $2000.00           | $2092.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-11-01      | 2.5000%  | N/A     | $2000.00           | $424.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $1011.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $687.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $977.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1024.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $615.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 7.0000%  | N/A     | $1008.00           | $1067.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 6.0000%  | N/A     | $1014.00           | $958.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $885.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $247.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 6.5000%  | N/A     | $1008.00           | $802.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1018.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.5000%  | N/A     | $2000.00           | $2096.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $70.77             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $2059.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $137.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $862.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $983.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-08-01      | 6.5000%  | N/A     | $1001.00           | $10.92             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-05-01      | 3.5000%  | N/A     | $1001.00           | $220.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2038-05-01      | 5.5000%  | N/A     | $1040.00           | $8.99              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $353.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $2001.00           | $2074.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 4.2690%  | N/A     | $2214.00           | $1946.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $1020.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $169.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $456.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-08-01      | 2.0000%  | N/A     | $3000.00           | $2403.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1800983.00        | $1826665.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $968.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2034-05-01      | 5.0000%  | N/A     | $1002.00           | $26.01             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1043.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $629.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $539.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $829.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-10-01      | 4.0000%  | N/A     | $1000.00           | $78.15             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1046.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2027-04-01      | 3.0000%  | N/A     | $3685.00           | $30.79             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $965.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.5000%  | N/A     | $1001.00           | $628.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-01-01      | 2.0000%  | N/A     | $5007.00           | $3210.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1041.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-10-01      | 4.0000%  | N/A     | $1004.00           | $164.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $1031.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 7.5000%  | N/A     | $2000.00           | $1120.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-01-01      | 3.5000%  | N/A     | $2009.00           | $293.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 3.0000%  | N/A     | $1000.00           | $789.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $802.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 5.5000%  | N/A     | $2749.00           | $2386.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.5000%  | N/A     | $1031.00           | $1080.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $940.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $1001.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 6.5000%  | N/A     | $4057.00           | $3370.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1016.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $757.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $984.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-04-01      | 2.5000%  | N/A     | $1001.00           | $220.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 4.0000%  | N/A     | $1001.00           | $787.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $735.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 7.0000%  | N/A     | $1001.00           | $152.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-02-01      | 4.5000%  | N/A     | $3502.00           | $749.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1001.00           | $1026.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $629.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1001.00           | $1011.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $608.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $867.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 6.0000%  | N/A     | $1000.00           | $735.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $4000.00           | $3100.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-03-01      | 3.0000%  | N/A     | $1001.00           | $447.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-10-01      | 6.0000%  | N/A     | $1029.00           | $773.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $913.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-07-01      | 2.0000%  | N/A     | $3000.00           | $1822.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $555.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $990.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.5000%  | N/A     | $1014.00           | $945.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $631.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1051.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $970.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1021.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $976.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $499.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $891.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 6.5000%  | N/A     | $1001.00           | $1022.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $812.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $2000.00           | $1568.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.5000%  | N/A     | $2008.00           | $1755.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-04-01      | 2.0000%  | N/A     | $5052.00           | $3800.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.0000%  | N/A     | $3000.00           | $2827.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2031-02-01      | 7.0000%  | N/A     | $1000.00           | $8.26              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $117.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 6.0000%  | N/A     | $1878.00           | $1504.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.5000%  | N/A     | $2683.00           | $2736.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $2008.00           | $1918.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-07-01      | 5.0000%  | N/A     | $2042.00           | $543.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $686.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $173.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-03-01      | 6.0000%  | N/A     | $1000.00           | $850.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-01-01      | 3.0000%  | N/A     | $1136.00           | $699.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 7.0000%  | N/A     | $1000.00           | $1061.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-09-01      | 3.7900%  | N/A     | $1000.00           | $953.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $113816.00         | $109891.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $605.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $727.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $746.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $530.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $2000.00           | $2014.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-02-01      | 6.5000%  | N/A     | $5000.00           | $4818.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.0000%  | N/A     | $1007.00           | $985.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $4000.00           | $4189.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-10-01      | 4.5000%  | N/A     | $2010.00           | $1829.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $1012.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 5.5000%  | N/A     | $2000.00           | $1811.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $91.53             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $602.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $818.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $2022.00           | $1728.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $852.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1011.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1024.00           | $1048.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.0000%  | N/A     | $2004.00           | $1936.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $782.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $3000.00           | $2909.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $683.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $2016.00           | $2058.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-06-01      | 4.5000%  | N/A     | $3058.00           | $436.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $928.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1050.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1035.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $943.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-06-01      | 6.5000%  | N/A     | $1024.00           | $806.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $697.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 5.0000%  | N/A     | $3000.00           | $2062.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-10-01      | 3.5950%  | N/A     | $2000.00           | $1498.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.0000%  | N/A     | $7006.00           | $1265.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-09-01      | 5.0000%  | N/A     | $2000.00           | $1731.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 7.0000%  | N/A     | $1005.00           | $1068.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-07-01      | 6.5000%  | N/A     | $3000.00           | $3094.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $810.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 7.0000%  | N/A     | $1001.00           | $1061.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $3000.00           | $2813.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-02-01      | 7.0000%  | N/A     | $2004.00           | $2127.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-04-01      | 3.5100%  | N/A     | $1000.00           | $912.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $3010.00           | $3087.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $891.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-05-01      | 3.5000%  | N/A     | $1000.00           | $367.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 7.0000%  | N/A     | $1000.00           | $1059.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $638.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-07-01      | 5.1700%  | N/A     | $1306700.00        | $1326651.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $4001.00           | $4166.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1029.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-07-01      | 4.5000%  | N/A     | $2000.00           | $146.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $530.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $303.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-02-01      | 2.5000%  | N/A     | $2000.00           | $1708.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.5000%  | N/A     | $2000.00           | $1992.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $648.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 3.5000%  | N/A     | $1010.00           | $687.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $826.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $965.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 6.5000%  | N/A     | $5011.00           | $3419.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $1071.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-01-01      | 3.8800%  | N/A     | $1000.00           | $761.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-03-01      | 2.5000%  | N/A     | $1000.00           | $640.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1338.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-08-01      | 4.0000%  | N/A     | $6044.00           | $1338.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 6.5000%  | N/A     | $2008.00           | $2117.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $988.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-07-01      | 5.5000%  | N/A     | $1000.00           | $1006.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $997.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-02-01      | 5.5000%  | N/A     | $2000.00           | $1469.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-01-01      | 4.1850%  | N/A     | $19235.00          | $17869.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-11-01      | 6.5000%  | N/A     | $1001.00           | $1053.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-03-01      | 5.0000%  | N/A     | $5003.00           | $590.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1666.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $735.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1046.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $2000.00           | $2038.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $12001.00          | $2481.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1031.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-03-01      | 2.5000%  | N/A     | $1000.00           | $588.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-06-01      | 5.5000%  | N/A     | $2001.00           | $2007.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-05-01      | 4.0000%  | N/A     | $1000.00           | $723.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-08-01      | 5.0000%  | N/A     | $1000.00           | $28.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 5.5000%  | N/A     | $2500000.00        | $3986.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 3.0000%  | N/A     | $1000.00           | $574.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $732.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $728.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 5.5000%  | N/A     | $1001.00           | $828.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1042.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 6.5000%  | N/A     | $1024.00           | $809.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-03-01      | 5.2100%  | N/A     | $1000.00           | $1039.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.0000%  | N/A     | $3000.00           | $3084.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-06-01      | 3.5000%  | N/A     | $1000.00           | $393.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-05-01      | 5.0000%  | N/A     | $1001.00           | $514.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1019.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-10-01      | 3.0000%  | N/A     | $1000.00           | $597.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-07-01      | 4.0000%  | N/A     | $1000.00           | $293.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $763.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $611.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 5.5000%  | N/A     | $1003.00           | $949.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-08-01      | 2.5000%  | N/A     | $3000.00           | $1356.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-09-01      | 6.0000%  | N/A     | $3085.00           | $160.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-02-01      | 3.0000%  | N/A     | $1010.00           | $711.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-11-01      | 3.0000%  | N/A     | $10016.00          | $1719.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-04-01      | 3.5000%  | N/A     | $2005.00           | $1519.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $405.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.0000%  | N/A     | $2000.00           | $2007.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $765.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.5000%  | N/A     | $14204.00          | $1112.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-02-01      | 4.5000%  | N/A     | $1000.00           | $180.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-06-01      | 3.3700%  | N/A     | $6668403.00        | $6246682.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 1.9640%  | N/A     | $3137.00           | $2456.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-01-01      | 4.5000%  | N/A     | $1000.00           | $129.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-02-01      | 7.5000%  | N/A     | $1528.00           | $1638.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $1008.00           | $1029.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1030.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-12-01      | 3.0000%  | N/A     | $1000.00           | $267.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2069.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-01-01      | 7.5000%  | N/A     | $5000.00           | $3679.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $619.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-03-01      | 7.0000%  | N/A     | $3000.00           | $2475.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $650.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $733.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-06-01      | 6.0000%  | N/A     | $4000.00           | $3946.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $1003.00           | $1041.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-12-01      | 5.0000%  | N/A     | $1008.00           | $1026.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-11-01      | 5.0000%  | N/A     | $2000.00           | $1938.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 5.5000%  | N/A     | $3032.00           | $2770.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 3.5000%  | N/A     | $1008.00           | $693.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 3.0000%  | N/A     | $6001.00           | $4165.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-08-01      | 6.0000%  | N/A     | $2048.00           | $4.59              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $602.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1041.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-11-01      | 4.0000%  | N/A     | $1000.00           | $45.50             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-05-01      | 5.5000%  | N/A     | $1036.00           | $912.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-11-01      | 6.0000%  | N/A     | $4002.00           | $4046.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-02-01      | 5.0000%  | N/A     | $1872.00           | $1881.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-10-01      | 5.5000%  | N/A     | $2016.00           | $1616.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1049.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 6.5000%  | N/A     | $3517.00           | $2544.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 5.5000%  | N/A     | $1040.00           | $948.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 2.5000%  | N/A     | $1000.00           | $769.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-01-01      | 3.0000%  | N/A     | $15277.00          | $3119.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-04-01      | 5.5000%  | N/A     | $7248.00           | $44.47             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-03-01      | 6.0000%  | N/A     | $1087.00           | $778.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-02-01      | 4.0000%  | N/A     | $4000.00           | $587.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $990.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $1008.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-05-01      | 6.5000%  | N/A     | $4991.00           | $4437.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-03-01      | 6.5000%  | N/A     | $2008.00           | $2060.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-06-01      | 3.0000%  | N/A     | $2001.00           | $1043.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-05-01      | 2.5000%  | N/A     | $2000.00           | $1347.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-01-01      | 3.0000%  | N/A     | $1000.00           | $280.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1044.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-09-01      | 3.4700%  | N/A     | $1001.00           | $572.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $3000.00           | $3093.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-10-01      | 5.5000%  | N/A     | $2000.00           | $1586.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $617.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-02-01      | 5.0000%  | N/A     | $1000.00           | $137.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 3.0000%  | N/A     | $1000.00           | $730.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $673.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-05-01      | 3.2500%  | N/A     | $3000.00           | $2722.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $7190.00           | $735.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $3000.00           | $3125.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-12-01      | 6.0000%  | N/A     | $1062.00           | $1090.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-06-01      | 5.5000%  | N/A     | $3159.00           | $136.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-10-01      | 3.0000%  | N/A     | $5000.00           | $904.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $760.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-10-01      | 7.0000%  | N/A     | $2000.00           | $2109.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $1070.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 6.0000%  | N/A     | $2004.00           | $1861.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-04-01      | 5.0000%  | N/A     | $1008.00           | $782.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $1001.00           | $1020.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-01-01      | 4.5000%  | N/A     | $1000.00           | $27.77             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-01-01      | 5.6300%  | N/A     | $1099727.00        | $1183793.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 5.5000%  | N/A     | $3001.00           | $2948.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $770.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-10-01      | 5.0000%  | N/A     | $1040.00           | $861.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-01-01      | 7.0000%  | N/A     | $5000.00           | $4987.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-07-01      | 5.0000%  | N/A     | $4001.00           | $278.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-01-01      | 3.5000%  | N/A     | $7000.00           | $1997.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-07-01      | 2.5000%  | N/A     | $1000.00           | $331.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $518.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $698.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 6.5000%  | N/A     | $2002.00           | $1519.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-03-01      | 5.0000%  | N/A     | $2293.00           | $2296.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-12-01      | 4.5000%  | N/A     | $1037.00           | $88.53             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $979.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-12-01      | 4.0200%  | N/A     | $98377.00          | $96607.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-12-01      | 6.0000%  | N/A     | $3003.00           | $1234.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $762.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-04-01      | 4.0000%  | N/A     | $1000.00           | $138.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-08-01      | 4.5000%  | N/A     | $1001.00           | $36.34             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 7.0000%  | N/A     | $1008.00           | $1067.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $766.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1042.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-12-01      | 3.5000%  | N/A     | $1010.00           | $284.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-02-01      | 6.5000%  | N/A     | $1002.00           | $1053.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-03-01      | 7.5000%  | N/A     | $3001.00           | $3056.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-11-01      | 4.0000%  | N/A     | $2096.00           | $323.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 7.5000%  | N/A     | $1000.00           | $1076.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-04-01      | 5.0000%  | N/A     | $2000.00           | $1765.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-02-01      | 2.5000%  | N/A     | $1000.00           | $200.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-11-01      | 5.5000%  | N/A     | $1000.00           | $1008.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.0000%  | N/A     | $2000.00           | $2069.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1036.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-09-01      | 6.5000%  | N/A     | $1000.00           | $85.61             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1016.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1080.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-02-01      | 3.0000%  | N/A     | $2000.00           | $1740.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $702.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-08-01      | 5.5000%  | N/A     | $3024.00           | $3046.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 4.0000%  | N/A     | $1000.00           | $743.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 3.0000%  | N/A     | $1024.00           | $757.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-09-01      | 2.0000%  | N/A     | $7000.00           | $4075.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $1023.00           | $1005.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $268.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-10-01      | 4.0000%  | N/A     | $1007.00           | $42.61             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $532.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 2.4200%  | N/A     | $1136.00           | $767.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $684.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $616.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $1023.00           | $1042.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-11-01      | 6.0000%  | N/A     | $1014.00           | $4.38              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $243.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-12-01      | 4.0000%  | N/A     | $1008.00           | $328.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $825.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-06-01      | 4.0000%  | N/A     | $2005.00           | $660.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-02-01      | 5.5000%  | N/A     | $1003.00           | $839.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-12-01      | 5.0000%  | N/A     | $1000.00           | $674.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-06-01      | 7.5000%  | N/A     | $1000.00           | $1078.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-01-01      | 1.6100%  | N/A     | $8200000.00        | $5858345.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $14054.00          | $865.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 6.0000%  | N/A     | $3001.00           | $2256.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $777.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $634.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-07-01      | 4.5000%  | N/A     | $1000.00           | $60.20             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $827.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 7.0000%  | N/A     | $2000.00           | $2119.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-12-01      | 3.0000%  | N/A     | $2000.00           | $502.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $2031.00           | $2110.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 7.0000%  | N/A     | $4000.00           | $4228.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $430.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-02-01      | 6.0000%  | N/A     | $1024.00           | $10.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-02-01      | 4.0000%  | N/A     | $12265.00          | $3712.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-06-01      | 2.0000%  | N/A     | $1000.00           | $428.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $740.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-06-01      | 5.0000%  | N/A     | $1000.00           | $230.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-08-01      | 3.0000%  | N/A     | $1002.00           | $239.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 6.0000%  | N/A     | $3000.00           | $3103.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-06-01      | 5.0000%  | N/A     | $1002.00           | $43.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-05-01      | 2.0000%  | N/A     | $1000.00           | $738.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $3324.00           | $208.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-02-01      | 3.5600%  | N/A     | $1643.00           | $1296.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-01-01      | 7.0000%  | N/A     | $3000.00           | $3189.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 7.0000%  | N/A     | $4001.00           | $4059.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2072.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-12-01      | 5.0000%  | N/A     | $1000.00           | $219.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-10-01      | 4.0000%  | N/A     | $2000.00           | $1148.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 5.0000%  | N/A     | $4004.00           | $3308.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 7.0000%  | N/A     | $3004.00           | $3176.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-05-01      | 3.8300%  | N/A     | $1135.00           | $962.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1026.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $583.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-05-01      | 3.5000%  | N/A     | $1000.00           | $209.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-08-01      | 3.7500%  | N/A     | $182200.00         | $179985.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $780.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-02-01      | 6.5000%  | N/A     | $3020.00           | $3167.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-04-01      | 7.0000%  | N/A     | $4001.00           | $4236.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.0000%  | N/A     | $3001.00           | $3007.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 6.5000%  | N/A     | $4000.00           | $4158.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 2.0000%  | N/A     | $7010.00           | $4976.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-09-01      | 2.5000%  | N/A     | $7001.00           | $4112.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 6.0000%  | N/A     | $1001.00           | $1025.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-03-01      | 6.0000%  | N/A     | $1005.00           | $750.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $2038.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $10033.00          | $849.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.5000%  | N/A     | $3001.00           | $3136.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $684.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 7.0000%  | N/A     | $1000.00           | $1060.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 6.5000%  | N/A     | $1009.00           | $664.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-05-01      | 6.0000%  | N/A     | $1001.00           | $1036.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $104.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 7.0000%  | N/A     | $4001.00           | $4235.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $563.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $678.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1015.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-01-01      | 3.0000%  | N/A     | $2048.00           | $515.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-05-01      | 6.0000%  | N/A     | $2001.00           | $1957.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-05-01      | 2.0000%  | N/A     | $2000.00           | $1181.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-01-01      | 3.0000%  | N/A     | $12997.00          | $2475.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-04-01      | 5.5000%  | N/A     | $1008.00           | $79.80             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $3000.00           | $3111.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $81.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $505.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $796.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 2.0000%  | N/A     | $2003.00           | $1100.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-06-01      | 3.5000%  | N/A     | $8000.00           | $1866.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-09-01      | 3.0000%  | N/A     | $2003.00           | $444.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $595.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 3.0000%  | N/A     | $3000.00           | $2005.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-02-01      | 5.5000%  | N/A     | $5272.00           | $57.10             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-08-01      | 4.1700%  | N/A     | $1000.00           | $958.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $1007.00           | $633.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 5.5000%  | N/A     | $3000.00           | $2958.08           | Agency Mortgage-Backed Securities         |
| FHLMC_3990                                           | 2027-01-15      | 2.5517%  | N/A     | $128682.00         | $13.57             | Agency Collateralized Mortgage Obligation |
| FHLMC_5144D                                          | 2051-04-25      | 2.5000%  | N/A     | $8800000.00        | $695101.28         | Agency Collateralized Mortgage Obligation |
| FHLMC_5178G                                          | 2051-11-25      | 4.0000%  | N/A     | $41029039.00       | $4934423.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5196A                                          | 2051-07-25      | 2.5000%  | N/A     | $7861120.00        | $688941.48         | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 3.1558%  | N/A     | $98318962.00       | $4908342.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 0.0000%  | N/A     | $4032397.00        | $2356710.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502D                                          | 2055-02-25      | 0.0121%  | N/A     | $12529745.00       | $636.10            | Agency Collateralized Mortgage Obligation |
| FHLMC_5505C                                          | 2055-02-25      | 1.1758%  | N/A     | $121682473.00      | $4694539.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5571A                                          | 2036-07-25      | 5.0000%  | N/A     | $1000.00           | $989.78            | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.6758%  | N/A     | $28531570.00       | $1494948.75        | Agency Collateralized Mortgage Obligation |
| FNMA_10-113B                                         | 2040-10-25      | 2.6113%  | N/A     | $32968309.00       | $59060.44          | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                           | 2042-03-25      | 2.5113%  | N/A     | $5013437.00        | $42096.74          | Agency Collateralized Mortgage Obligation |
| FNMA_12-86A                                          | 2042-08-25      | 1.5113%  | N/A     | $119725333.00      | $821609.18         | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $809148.00         | $6.36              | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                          | 2048-07-25      | 1.7702%  | N/A     | $14683720.00       | $128772.00         | Agency Collateralized Mortgage Obligation |
| FNMA_18-76A                                          | 2045-06-25      | 2.1113%  | N/A     | $52096670.00       | $1433652.42        | Agency Collateralized Mortgage Obligation |
| FNMA_20-50A                                          | 2050-07-25      | 4.5000%  | N/A     | $16631000.00       | $1016437.55        | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                          | 2050-09-25      | 4.0000%  | N/A     | $19231935.00       | $1400382.25        | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                          | 2046-02-25      | 2.0258%  | N/A     | $18923538.00       | $384514.16         | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $146337.85         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61A                                          | 2051-09-25      | 2.5000%  | N/A     | $5615145.00        | $415632.05         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $5900001.00        | $687193.23         | Agency Collateralized Mortgage Obligation |
| FNMA_21-82C                                          | 2051-12-25      | 1.9847%  | N/A     | $21791806.00       | $511443.14         | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $15671258.00       | $1928280.96        | Agency Collateralized Mortgage Obligation |
| FNMA_22-3B                                           | 2052-02-25      | 1.9863%  | N/A     | $24793712.00       | $703679.35         | Agency Collateralized Mortgage Obligation |
| FNMA_22-86                                           | 2050-05-25      | 2.5000%  | N/A     | $617018.00         | $70717.61          | Agency Collateralized Mortgage Obligation |
| FNMA_23-20B                                          | 2061-03-25      | 1.7394%  | N/A     | $26145916.00       | $834238.54         | Agency Collateralized Mortgage Obligation |
| FNMA_23-39E                                          | 2053-05-25      | 0.0000%  | N/A     | $5769230.00        | $3060725.13        | Agency Collateralized Mortgage Obligation |
| FNMA_23-40E                                          | 2053-09-25      | 2.7258%  | N/A     | $107332910.00      | $5422700.61        | Agency Collateralized Mortgage Obligation |
| FNMA_23-43D                                          | 2053-05-25      | 0.0000%  | N/A     | $4048591.00        | $2169156.14        | Agency Collateralized Mortgage Obligation |
| FNMA_23-49D                                          | 2048-05-25      | 5.0000%  | N/A     | $46813628.00       | $4950971.55        | Agency Collateralized Mortgage Obligation |
| FNMA_23-49E                                          | 2061-09-25      | 5.5000%  | N/A     | $5618425.00        | $781989.52         | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                          | 2053-11-25      | 0.0000%  | N/A     | $31375184.00       | $16461137.35       | Agency Collateralized Mortgage Obligation |
| FNMA_24-20J                                          | 2046-03-25      | 5.5000%  | N/A     | $1762.00           | $1027.88           | Agency Collateralized Mortgage Obligation |
| FNMA_24-54D                                          | 2046-12-25      | 0.0000%  | N/A     | $110680678.00      | $1452.88           | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 3.2258%  | N/A     | $12930761.00       | $825533.68         | Agency Collateralized Mortgage Obligation |
| FNMA_24-80C                                          | 2054-11-25      | 2.0258%  | N/A     | $59647456.00       | $3576142.10        | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $168420.00         | $92939.71          | Agency Collateralized Mortgage Obligation |
| FNMA_24-M5B                                          | 2033-10-25      | 4.7150%  | N/A     | $1352.00           | $1364.97           | Agency Collateralized Mortgage Obligation |
| FNMA_25-112A                                         | 2048-02-25      | 5.0000%  | N/A     | $6031342.00        | $865380.97         | Agency Collateralized Mortgage Obligation |
| FNMA_25-43A                                          | 2036-06-25      | 5.0000%  | N/A     | $1000.00           | $977.86            | Agency Collateralized Mortgage Obligation |
| FNMA_25-50A                                          | 2055-07-25      | 0.0500%  | N/A     | $25000000.00       | $36221.46          | Agency Collateralized Mortgage Obligation |
| FNMA_25-82A                                          | 2052-08-25      | 5.5000%  | N/A     | $12787962.00       | $1356647.84        | Agency Collateralized Mortgage Obligation |
| FNSTR_429                                            | 2051-09-25      | 2.0000%  | N/A     | $1149984.00        | $127860.14         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5071                               | 2051-02-25      | 2.5000%  | N/A     | $299990.00         | $27552.65          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2040-06-01      | 4.5000%  | N/A     | $1019.00           | $59.40             | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2028-11-01      | 6.5000%  | N/A     | $5887950.00        | $2764.08           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2036-10-01      | 5.5000%  | N/A     | $87851.00          | $3087.01           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2045-08-01      | 3.5000%  | N/A     | $7003.00           | $1430.22           | Agency Mortgage-Backed Securities         |
| GNMA_12-106C                                         | 2042-09-20      | 4.4800%  | N/A     | $486374.00         | $11491.01          | Agency Collateralized Mortgage Obligation |
| GNMA_14-69                                           | 2037-09-20      | 1.0047%  | N/A     | $104785743.00      | $288654.00         | Agency Collateralized Mortgage Obligation |
| GNMA_15-57                                           | 2045-04-20      | 1.7516%  | N/A     | $136500000.00      | $1063368.46        | Agency Collateralized Mortgage Obligation |
| GNMA_17-60A                                          | 2038-10-20      | 2.6516%  | N/A     | $13891689.00       | $72107.63          | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                          | 2046-11-20      | 0.8731%  | N/A     | $25850465.00       | $103214.25         | Agency Collateralized Mortgage Obligation |
| GNMA_18-92A                                          | 2046-08-20      | 1.0362%  | N/A     | $68850447.00       | $366255.33         | Agency Collateralized Mortgage Obligation |
| GNMA_19-108C                                         | 2032-02-20      | 4.5000%  | N/A     | $19275832.00       | $39338.05          | Agency Collateralized Mortgage Obligation |
| GNMA_19-115E                                         | 2049-09-20      | 2.2016%  | N/A     | $1384962.00        | $58979.32          | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                         | 2046-02-20      | 0.7979%  | N/A     | $73811077.00       | $494339.08         | Agency Collateralized Mortgage Obligation |
| GNMA_19-69G                                          | 2044-07-20      | 0.9505%  | N/A     | $39767332.00       | $380994.72         | Agency Collateralized Mortgage Obligation |
| GNMA_19-84E                                          | 2049-07-20      | 2.2516%  | N/A     | $42947794.00       | $729625.10         | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                          | 2048-10-20      | 0.7900%  | N/A     | $2509218.00        | $15044.72          | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                          | 2050-05-20      | 2.2516%  | N/A     | $31245111.00       | $1264780.75        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116N                                         | 2051-06-20      | 3.5000%  | N/A     | $51842627.00       | $4607598.08        | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                         | 2051-08-20      | 2.4516%  | N/A     | $27093587.00       | $2510931.99        | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                         | 2051-07-20      | 2.4516%  | N/A     | $10500000.00       | $961235.51         | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $9102627.00        | $527796.77         | Agency Collateralized Mortgage Obligation |
| GNMA_21-77F                                          | 2051-05-20      | 3.0000%  | N/A     | $138276611.00      | $74263352.38       | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                          | 2051-06-20      | 3.5000%  | N/A     | $35764301.00       | $1956176.31        | Agency Collateralized Mortgage Obligation |
| GNMA_22-213F                                         | 2052-12-20      | 4.8177%  | N/A     | $4842428.00        | $3122292.28        | Agency Collateralized Mortgage Obligation |
| GNMA_22-81E                                          | 2052-05-20      | 4.5000%  | N/A     | $1223.00           | $844.99            | Agency Collateralized Mortgage Obligation |
| GNMA_23-120C                                         | 2053-08-20      | 5.0277%  | N/A     | $1000.00           | $440.27            | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                         | 2053-08-20      | 0.0300%  | N/A     | $20000000.00       | $5944.40           | Agency Collateralized Mortgage Obligation |
| GNMA_23-133G                                         | 2053-09-20      | 5.2176%  | N/A     | $1156.00           | $394.46            | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                         | 2053-10-20      | 0.0100%  | N/A     | $106747.00         | $8.92              | Agency Collateralized Mortgage Obligation |
| GNMA_23-164J                                         | 2053-11-20      | 3.1824%  | N/A     | $14514200.00       | $801399.72         | Agency Collateralized Mortgage Obligation |
| GNMA_23-187C                                         | 2053-12-20      | 5.2176%  | N/A     | $9327116.00        | $3031318.01        | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                         | 2053-12-20      | 5.1677%  | N/A     | $3835478.00        | $1742087.96        | Agency Collateralized Mortgage Obligation |
| GNMA_23-189A                                         | 2053-12-20      | 3.1324%  | N/A     | $762202.00         | $26104.36          | Agency Collateralized Mortgage Obligation |
| GNMA_23-22H                                          | 2053-02-20      | 4.8177%  | N/A     | $6641912.00        | $4825225.55        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48H                                          | 2053-03-20      | 4.9177%  | N/A     | $8330621.00        | $3398920.82        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76D                                          | 2053-05-20      | 4.9177%  | N/A     | $8986464.00        | $3492108.65        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76E                                          | 2053-05-20      | 4.9177%  | N/A     | $765500.00         | $419633.06         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                         | 2073-01-20      | 0.7598%  | N/A     | $12424359.00       | $969513.07         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                         | 2071-06-20      | 0.3992%  | N/A     | $100028.00         | $2017.35           | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16D                                         | 2073-06-20      | 0.1431%  | N/A     | $100000.00         | $3569.73           | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23E                                         | 2073-09-20      | 0.4996%  | N/A     | $20448560.00       | $1115040.97        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H28D                                         | 2073-12-20      | 0.4043%  | N/A     | $25510541.00       | $1608759.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117D                                         | 2054-07-20      | 5.2176%  | N/A     | $1130.00           | $606.14            | Agency Collateralized Mortgage Obligation |
| GNMA_24-134G                                         | 2053-08-20      | 2.5823%  | N/A     | $115248996.00      | $3987539.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142F                                         | 2054-09-20      | 2.7824%  | N/A     | $25859444.00       | $1674351.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-157B                                         | 2054-09-20      | 0.0500%  | N/A     | $49899915.00       | $68976.10          | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $10098509.00       | $5677869.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                         | 2054-10-20      | 4.9177%  | N/A     | $1000.00           | $846.24            | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                         | 2054-10-20      | 5.0176%  | N/A     | $3650649.00        | $2508742.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                         | 2054-10-20      | 5.0677%  | N/A     | $1000.00           | $714.67            | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                         | 2054-10-20      | 0.0000%  | N/A     | $17885480.00       | $12.75             | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                         | 2054-11-20      | 4.9676%  | N/A     | $40000000.00       | $20639296.26       | Agency Collateralized Mortgage Obligation |
| GNMA_24-200C                                         | 2054-12-20      | 2.1324%  | N/A     | $14803469.00       | $791518.81         | Agency Collateralized Mortgage Obligation |
| GNMA_24-28B                                          | 2054-02-20      | 6.5000%  | N/A     | $12941000.00       | $1767480.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                          | 2054-03-20      | 1.4824%  | N/A     | $8141312.00        | $390265.22         | Agency Collateralized Mortgage Obligation |
| GNMA_24-5B                                           | 2054-01-20      | 5.5000%  | N/A     | $2630859.00        | $2673958.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64X                                          | 2054-04-20      | 5.1677%  | N/A     | $35772317.00       | $21812537.09       | Agency Collateralized Mortgage Obligation |
| GNMA_24-7A                                           | 2054-01-20      | 5.0176%  | N/A     | $7912976.00        | $3291553.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $232296.00         | $238800.83         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 5.1177%  | N/A     | $13737686.00       | $6692268.38        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H02C                                         | 2074-01-20      | 0.4784%  | N/A     | $3514100.00        | $220103.45         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03J                                         | 2074-02-20      | 0.5449%  | N/A     | $30000000.00       | $2018735.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07                                          | 2074-04-20      | 0.5433%  | N/A     | $50000000.00       | $2873565.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H17D                                         | 2074-09-20      | 0.6541%  | N/A     | $73200000.00       | $5219057.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-10-20      | 0.6755%  | N/A     | $23892411.00       | $1702446.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20E                                         | 2074-11-20      | 0.6105%  | N/A     | $36000000.00       | $2347437.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-118A                                         | 2055-07-20      | 7.0853%  | N/A     | $26204843.00       | $27047117.08       | Agency Collateralized Mortgage Obligation |
| GNMA_25-118E                                         | 2055-07-20      | 2.0324%  | N/A     | $31809822.00       | $1579451.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-04-20      | 2.2824%  | N/A     | $95793666.00       | $6199647.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-26B                                          | 2055-02-20      | 2.0823%  | N/A     | $54715948.00       | $3420309.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-26C                                          | 2055-02-20      | 2.6524%  | N/A     | $33725024.00       | $2308044.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                           | 2055-01-20      | 0.0000%  | N/A     | $199554481.00      | $1599.51           | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                           | 2055-01-20      | 0.0000%  | N/A     | $190000000.00      | $830.69            | Agency Collateralized Mortgage Obligation |
| GNMA_25-82A                                          | 2065-05-20      | 1.0324%  | N/A     | $85482633.00       | $1655860.20        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97V                                          | 2054-12-20      | 4.9177%  | N/A     | $1026.00           | $879.73            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $7045632.00        | $1086.13           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-05-15      | 7.0000%  | N/A     | $1015.00           | $939.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-09-15      | 5.0000%  | N/A     | $2018.00           | $77.47             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2040-08-15      | 5.0000%  | N/A     | $238717.00         | $16733.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-05-15      | 4.7500%  | N/A     | $17274206.00       | $236804.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-09-15      | 7.0000%  | N/A     | $1040.00           | $1029.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2032-11-15      | 6.5000%  | N/A     | $19873.00          | $62.45             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-10-15      | 4.5000%  | N/A     | $1021.00           | $279.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-06-15      | 4.7500%  | N/A     | $1000.00           | $59.85             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-12-20      | 5.2290%  | N/A     | $337800.00         | $82866.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2033-08-15      | 5.5000%  | N/A     | $1111745.00        | $27182.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-07-15      | 3.5000%  | N/A     | $1000.00           | $67.08             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-07-15      | 7.0000%  | N/A     | $13287.00          | $13569.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-05-15      | 3.0000%  | N/A     | $1000.00           | $127.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-06-15      | 7.0000%  | N/A     | $3016.00           | $3105.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-09-15      | 6.5000%  | N/A     | $284192.00         | $288814.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-01-15      | 4.0000%  | N/A     | $110675514.00      | $5728612.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 6.5000%  | N/A     | $255000.00         | $26464.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-02-20      | 6.0000%  | N/A     | $177000.00         | $20570.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1063.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 6.0000%  | N/A     | $2000.00           | $1152.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.0000%  | N/A     | $2000.00           | $1960.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-11-20      | 3.0000%  | N/A     | $1000.00           | $115.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $2150.00           | $2147.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 5.5000%  | N/A     | $4198989.00        | $237532.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $2005.00           | $2093.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 7.5000%  | N/A     | $337329.00         | $362455.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-08-20      | 4.0000%  | N/A     | $1115508.00        | $848721.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $1001.00           | $1052.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 2.5000%  | N/A     | $1017.00           | $619.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 4.0000%  | N/A     | $583305.00         | $127419.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $688628.00         | $732207.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-02-20      | 6.0000%  | N/A     | $1002.00           | $159.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $1068.00           | $1106.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-03-20      | 5.5000%  | N/A     | $437086.00         | $59320.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-09-20      | 4.5000%  | N/A     | $319000.00         | $19964.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $9846520.00        | $9903521.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.5000%  | N/A     | $1000.00           | $322.52            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 6.5000%  | N/A     | $125000.00         | $19714.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.0000%  | N/A     | $2331764.00        | $2434553.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-06-20      | 5.0000%  | N/A     | $1000.00           | $78.42             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 3.5000%  | N/A     | $2000.00           | $234.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $1000.00           | $1019.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $1411944.00        | $1473520.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.0000%  | N/A     | $1000.00           | $1043.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $1000.00           | $1020.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-01-20      | 5.0000%  | N/A     | $1024.00           | $60.21             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $1001.00           | $1052.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.0000%  | N/A     | $2000.00           | $2066.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 6.0000%  | N/A     | $1000.00           | $997.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 7.5000%  | N/A     | $5000.00           | $5371.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-12-20      | 3.5000%  | N/A     | $1024.00           | $125.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 4.5000%  | N/A     | $310855.00         | $39098.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 5.4010%  | N/A     | $731641.00         | $503217.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $2035.00           | $2124.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-05-20      | 5.5000%  | N/A     | $1000.00           | $838.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-06-20      | 6.0000%  | N/A     | $44000.00          | $5132.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.0000%  | N/A     | $17020.00          | $17085.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 5.5000%  | N/A     | $6603813.00        | $5186798.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 5.5000%  | N/A     | $1000.00           | $1028.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-10-20      | 4.0000%  | N/A     | $49091047.00       | $2637515.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-12-20      | 5.0000%  | N/A     | $160000.00         | $17935.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 2.5000%  | N/A     | $1000.00           | $447.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 6.0000%  | N/A     | $1000.00           | $209.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 5.5000%  | N/A     | $29854.00          | $30622.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-04-20      | 3.0000%  | N/A     | $1000.00           | $101.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-06-20      | 4.0000%  | N/A     | $1002.00           | $53.72             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-10-20      | 6.5000%  | N/A     | $2008.00           | $2106.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-10-20      | 5.5000%  | N/A     | $65000.00          | $7463.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-10-20      | 4.0000%  | N/A     | $1000.00           | $748.63            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-12-20      | 6.0000%  | N/A     | $209000.00         | $27251.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 5.5000%  | N/A     | $459904.00         | $472560.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-04-20      | 6.0000%  | N/A     | $76000.00          | $5928.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 6.5000%  | N/A     | $1000.00           | $1050.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-11-20      | 5.0000%  | N/A     | $1000.00           | $448.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-06-20      | 6.5000%  | N/A     | $167000.00         | $18767.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 6.0000%  | N/A     | $126000.00         | $18214.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 3.5000%  | N/A     | $152371.00         | $17955.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 3.5000%  | N/A     | $2047.00           | $239.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-11-20      | 4.0000%  | N/A     | $316997.00         | $20595.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-07-20      | 2.5000%  | N/A     | $1000.00           | $563.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 5.5000%  | N/A     | $1024.00           | $687.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 7.5000%  | N/A     | $1000.00           | $1080.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-07-20      | 4.0000%  | N/A     | $114458.00         | $9920.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 5.5000%  | N/A     | $1035935.00        | $123979.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 5.5000%  | N/A     | $2213.00           | $1532.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 5.0000%  | N/A     | $1008.00           | $61.47             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $1019.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.5000%  | N/A     | $1000.00           | $1051.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-06-20      | 5.5000%  | N/A     | $996801.00         | $42497.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 7.0000%  | N/A     | $1049.00           | $1097.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-04-20      | 3.0000%  | N/A     | $1000.00           | $91.33             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 4.0000%  | N/A     | $2000.00           | $1335.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.0000%  | N/A     | $1000.00           | $1032.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-05-20      | 4.0000%  | N/A     | $831000.00         | $90806.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 6.0000%  | N/A     | $2000.00           | $2092.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 6.3140%  | N/A     | $5700075.00        | $948310.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-11-20      | 4.5000%  | N/A     | $2213324.00        | $147676.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-07-20      | 3.5000%  | N/A     | $3048.00           | $365.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 5.5000%  | N/A     | $2107.00           | $1818.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 6.5000%  | N/A     | $13570.00          | $14160.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 6.0000%  | N/A     | $1000.00           | $591.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-07-20      | 4.5000%  | N/A     | $275972.00         | $9975.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 4.5000%  | N/A     | $1525069.00        | $1492170.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $1000.00           | $1043.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 5.0000%  | N/A     | $501000.00         | $71600.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-02-20      | 5.5000%  | N/A     | $236252.00         | $90469.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 5.5000%  | N/A     | $7013.00           | $7176.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-05-20      | 6.0000%  | N/A     | $485000.00         | $36016.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-11-20      | 6.0000%  | N/A     | $48000.00          | $20149.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-07-20      | 6.5000%  | N/A     | $100000.00         | $10719.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 5.5000%  | N/A     | $1147.00           | $860.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-06-20      | 6.2500%  | N/A     | $966663.00         | $7237.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 3.0000%  | N/A     | $2483776.00        | $620957.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-04-20      | 6.0000%  | N/A     | $784000.00         | $58186.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-06-20      | 5.0000%  | N/A     | $968626.00         | $381201.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1046.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-06-20      | 6.0000%  | N/A     | $971000.00         | $98987.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 5.5000%  | N/A     | $1001.00           | $1026.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.0000%  | N/A     | $1000.00           | $1044.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-04-20      | 6.0000%  | N/A     | $558666.00         | $42498.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1064.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.5000%  | N/A     | $298923.00         | $17123.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.5000%  | N/A     | $1615518.00        | $1111587.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 4.0000%  | N/A     | $1093202.00        | $667654.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 4.0000%  | N/A     | $2000.00           | $1434.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1048.79           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-04-20      | 4.5000%  | N/A     | $425000.00         | $30989.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 2.0000%  | N/A     | $6488087.00        | $3806803.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-09-20      | 5.5000%  | N/A     | $415123.00         | $307823.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-08-20      | 4.0000%  | N/A     | $1000.00           | $58.21             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 5.0000%  | N/A     | $26000.00          | $9212.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-03-20      | 3.0000%  | N/A     | $1007.00           | $105.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 5.5000%  | N/A     | $2025.00           | $1650.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-05-20      | 5.0000%  | N/A     | $370451.00         | $34974.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-02-20      | 5.0000%  | N/A     | $108654.00         | $82588.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 3.0000%  | N/A     | $767100.00         | $108195.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 6.5000%  | N/A     | $120000.00         | $9604.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2031-02-20      | 2.5000%  | N/A     | $3012302.00        | $275646.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-10-20      | 5.0000%  | N/A     | $1000.00           | $269.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $1024.00           | $1017.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $2000.00           | $2094.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-02-20      | 6.5000%  | N/A     | $202459.00         | $210713.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 5.0000%  | N/A     | $1024.00           | $1005.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1051.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.0000%  | N/A     | $50000.00          | $17358.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 6.0000%  | N/A     | $730293.00         | $106190.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-01-20      | 6.0000%  | N/A     | $487610.00         | $132103.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2031-12-20      | 4.7500%  | N/A     | $8236606.00        | $19383.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1064.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 7.5000%  | N/A     | $1000.00           | $390.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 7.0000%  | N/A     | $1692.00           | $1801.05           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-07-20      | 5.0000%  | N/A     | $180000.00         | $16839.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-01-20      | 5.5000%  | N/A     | $85000.00          | $5522.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 4.5000%  | N/A     | $698954.00         | $77747.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.0000%  | N/A     | $1024.00           | $1010.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-02-20      | 6.5000%  | N/A     | $350000.00         | $39393.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.0000%  | N/A     | $4000.00           | $4097.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 4.7500%  | N/A     | $2175000.00        | $49172.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 3.0000%  | N/A     | $1000.00           | $176.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-09-20      | 3.0000%  | N/A     | $1256.00           | $708.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 6.0000%  | N/A     | $1000.00           | $136.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.5000%  | N/A     | $1002.00           | $669.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-09-20      | 4.5000%  | N/A     | $196000.00         | $18835.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.5000%  | N/A     | $2000.00           | $2097.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-03-20      | 4.5000%  | N/A     | $1000.00           | $73.12             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-09-20      | 6.5000%  | N/A     | $275000.00         | $43728.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 3.5000%  | N/A     | $1001.00           | $196.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.5000%  | N/A     | $1081301.00        | $838887.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-07-20      | 6.0000%  | N/A     | $386000.00         | $21275.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.0000%  | N/A     | $3000.00           | $3129.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 4.5000%  | N/A     | $317547.00         | $287663.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 8.0000%  | N/A     | $1000.00           | $150.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-05-20      | 6.0000%  | N/A     | $150000.00         | $108231.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-04-20      | 5.5000%  | N/A     | $553880.00         | $5759.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 6.5000%  | N/A     | $2000.00           | $2109.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $1000.00           | $1035.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-09-20      | 4.0000%  | N/A     | $552806.00         | $412805.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-04-20      | 4.5000%  | N/A     | $1000.00           | $65.22             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-04-20      | 5.6250%  | N/A     | $1000000.00        | $19787.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-10-20      | 6.5000%  | N/A     | $90999.00          | $14291.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 4.0000%  | N/A     | $667429.00         | $211215.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 6.5000%  | N/A     | $254373.00         | $223172.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-09-20      | 4.0000%  | N/A     | $2800000.00        | $156465.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 3.0000%  | N/A     | $1000.00           | $147.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 6.5000%  | N/A     | $133379.00         | $22244.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-10-20      | 4.5000%  | N/A     | $265999.00         | $11937.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $1026.00           | $1070.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.5000%  | N/A     | $1000.00           | $1044.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-08-20      | 4.5000%  | N/A     | $2054.00           | $73.71             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-10-20      | 4.5000%  | N/A     | $2000.00           | $129.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $2000.00           | $2121.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-08-20      | 5.5000%  | N/A     | $67000.00          | $5663.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 3.5000%  | N/A     | $1500.00           | $184.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 5.5000%  | N/A     | $1000.00           | $971.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1064.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 4.5000%  | N/A     | $3075.00           | $3002.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-04-20      | 4.5000%  | N/A     | $1000.00           | $71.48             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 4.0000%  | N/A     | $1000.00           | $74.94             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 5.0000%  | N/A     | $1327000.00        | $1027150.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-05-20      | 4.0000%  | N/A     | $1000.00           | $56.80             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-10-20      | 6.0000%  | N/A     | $1001.00           | $118.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-06-20      | 4.5000%  | N/A     | $320963.00         | $12940.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1049.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-02-20      | 4.0000%  | N/A     | $10078695.00       | $503379.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 5.5000%  | N/A     | $1037.00           | $1048.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-02-20      | 5.0000%  | N/A     | $2680483.00        | $387540.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 6.0000%  | N/A     | $100000.00         | $14178.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 5.5000%  | N/A     | $3288081.00        | $238940.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 3.0000%  | N/A     | $658844.00         | $100051.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-08-20      | 5.0000%  | N/A     | $1000.00           | $735.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 3.5000%  | N/A     | $5991992.00        | $422159.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-07-20      | 4.0000%  | N/A     | $1000.00           | $89.28             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.5000%  | N/A     | $1000.00           | $1050.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $1000.00           | $1020.45           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-12-20      | 6.5000%  | N/A     | $2750000.00        | $37435.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $3355252.00        | $3423685.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 5.3170%  | N/A     | $1047071.00        | $890951.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-01-20      | 4.0000%  | N/A     | $1000.00           | $60.03             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 5.5000%  | N/A     | $2328869.00        | $168247.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 7.5000%  | N/A     | $1000.00           | $1008.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.0000%  | N/A     | $2788597.00        | $2765253.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 4.7500%  | N/A     | $775000.00         | $18597.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $1000.00           | $1044.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 3.0000%  | N/A     | $1002.00           | $150.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.5000%  | N/A     | $4502432.00        | $3352033.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-05-20      | 4.0000%  | N/A     | $2626914.00        | $144391.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 5.0000%  | N/A     | $1000.00           | $125.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-12-20      | 4.0000%  | N/A     | $99998.00          | $8698.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-04-20      | 5.5000%  | N/A     | $1008.00           | $713.96            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-08-20      | 6.5000%  | N/A     | $64000.00          | $9635.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $2001.00           | $2072.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-10-20      | 3.0000%  | N/A     | $1008.00           | $331.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 7.5000%  | N/A     | $1002.00           | $1030.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-06-20      | 6.4390%  | N/A     | $4416377.00        | $259892.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-01-20      | 3.0000%  | N/A     | $1000.00           | $95.40             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 7.0000%  | N/A     | $1522666.00        | $1584782.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 6.5000%  | N/A     | $1000.00           | $99.94             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-08-20      | 3.0000%  | N/A     | $2002.00           | $193.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1053.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 6.0000%  | N/A     | $50019.00          | $26241.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 3.5000%  | N/A     | $8000.00           | $5946.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2037-12-20      | 6.5000%  | N/A     | $1000.00           | $256.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $2000.00           | $2071.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $1000.00           | $1020.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-06-20      | 6.0000%  | N/A     | $168000.00         | $20724.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-12-20      | 3.5000%  | N/A     | $79412.00          | $10040.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-08-20      | 6.0000%  | N/A     | $708000.00         | $99170.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-01-20      | 4.5000%  | N/A     | $1124860.00        | $72728.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 5.5000%  | N/A     | $190000.00         | $24434.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-09-20      | 5.5000%  | N/A     | $1000.00           | $140.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 7.5000%  | N/A     | $1478902.00        | $1589696.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-12-20      | 4.0000%  | N/A     | $1070612.00        | $78497.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 2.5000%  | N/A     | $2166616.00        | $1090912.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-08-20      | 5.5000%  | N/A     | $2000.00           | $1647.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.5000%  | N/A     | $3541254.00        | $738439.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-04-20      | 3.5000%  | N/A     | $232386.00         | $23599.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-11-20      | 5.5000%  | N/A     | $2000.00           | $1572.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.0000%  | N/A     | $1004.00           | $1047.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-11-20      | 4.6250%  | N/A     | $1616494.00        | $59937.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-11-20      | 4.0000%  | N/A     | $99000.00          | $7782.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 7.0000%  | N/A     | $1195994.00        | $1253475.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 7.0000%  | N/A     | $2000.00           | $2103.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 5.0000%  | N/A     | $200000.00         | $11952.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 5.0000%  | N/A     | $1000.00           | $630.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 6.0000%  | N/A     | $336898.00         | $37146.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 6.5000%  | N/A     | $1025326.00        | $488668.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1051.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-03-20      | 3.5000%  | N/A     | $1000.00           | $96.38             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-04-20      | 4.0000%  | N/A     | $80000.00          | $6305.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 5.5000%  | N/A     | $2057.00           | $2063.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 4.5000%  | N/A     | $1146897.00        | $1151807.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-08-20      | 7.0000%  | N/A     | $97466.00          | $99576.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-02-20      | 5.5000%  | N/A     | $2000.00           | $1363.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $1000.00           | $837.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 5.5000%  | N/A     | $27505.00          | $23701.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 4.5000%  | N/A     | $2974830.00        | $599467.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.0000%  | N/A     | $1000.00           | $1028.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-07-20      | 6.5000%  | N/A     | $1000.00           | $133.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 4.0000%  | N/A     | $2000.00           | $603.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-04-20      | 4.0000%  | N/A     | $3000.00           | $268.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 4.5000%  | N/A     | $4977000.00        | $690862.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 6.0000%  | N/A     | $2001.00           | $1261.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 5.5000%  | N/A     | $80000.00          | $27669.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-12-20      | 4.5000%  | N/A     | $1007.00           | $36.30             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 5.0000%  | N/A     | $2002.00           | $2000.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-09-20      | 6.0000%  | N/A     | $2032.00           | $1219.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 5.5000%  | N/A     | $1000.00           | $1004.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $1000.00           | $1019.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 6.0000%  | N/A     | $1000.00           | $128.52            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $1002.00           | $1049.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.0000%  | N/A     | $1451680.00        | $1486256.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 5.5000%  | N/A     | $500000.00         | $24622.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.5000%  | N/A     | $1000.00           | $1049.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 5.0000%  | N/A     | $1001.00           | $194.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 6.5000%  | N/A     | $208942.00         | $33323.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-10-20      | 4.5000%  | N/A     | $450000.00         | $47141.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-10-20      | 6.5000%  | N/A     | $1000.00           | $94.19             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-05-20      | 6.5000%  | N/A     | $158000.00         | $28410.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 6.5000%  | N/A     | $1040.00           | $1093.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $254070.00         | $213064.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 5.5000%  | N/A     | $1000.00           | $1018.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 6.5000%  | N/A     | $1000.00           | $1048.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-06-20      | 6.0000%  | N/A     | $1000.00           | $675.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $375997.00         | $394758.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 5.0000%  | N/A     | $1024.00           | $969.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 5.5000%  | N/A     | $1578.00           | $1618.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 5.0000%  | N/A     | $2000.00           | $1787.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $951900.00         | $1002761.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-09-20      | 5.0000%  | N/A     | $1054.00           | $779.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-07-20      | 4.0000%  | N/A     | $1629000.00        | $101437.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-10-20      | 3.5000%  | N/A     | $1000.00           | $118.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-11-20      | 6.0000%  | N/A     | $79000.00          | $6656.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 5.0000%  | N/A     | $1002.00           | $1002.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1062.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 4.5000%  | N/A     | $1003.00           | $203.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.5000%  | N/A     | $1000.00           | $838.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 5.5000%  | N/A     | $3014.00           | $2588.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-08-20      | 4.5000%  | N/A     | $2086804.00        | $159113.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 5.5000%  | N/A     | $373137.00         | $27917.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 7.5000%  | N/A     | $5004.00           | $5374.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $3394693.00        | $2649199.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 4.5000%  | N/A     | $1841562.00        | $1127063.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-12-20      | 5.5000%  | N/A     | $210000.00         | $20016.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-03-20      | 6.0000%  | N/A     | $1009.00           | $107.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 7.0000%  | N/A     | $4877131.00        | $4684286.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-09-20      | 4.0000%  | N/A     | $3585684.00        | $253118.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5   | 2033-06-20      | 2.6257%  | N/A     | $185158.00         | $10.09             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15  | 2049-02-20      | 2.2016%  | N/A     | $70798857.00       | $1316994.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 | 2050-10-20      | 2.5000%  | N/A     | $20384089.00       | $1687524.21        | Agency Collateralized Mortgage Obligation |

### Security 4: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWX5W460
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE ACES FNMA_16-M3                           | 2026-02-25      | 2.7020%  | N/A     | $2120.00           | $475.76            | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_23-2                                 | 2050-10-25      | 2.0000%  | N/A     | $4100003.00        | $415074.45         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_23-56                                | 2053-11-25      | 5.2742%  | N/A     | $19447998.00       | $8698019.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1025.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 5.5000%  | N/A     | $3001.00           | $2292.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-03-01      | 4.5000%  | N/A     | $1000.00           | $272.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-05-01      | 2.5000%  | N/A     | $1000.00           | $270.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $2033.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $548.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $846.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $135.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $687.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 5.0000%  | N/A     | $1008.00           | $811.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $861.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 4.0000%  | N/A     | $1008.00           | $872.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1497.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $830.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-10-01      | 3.5000%  | N/A     | $1003.00           | $432.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $694.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $843.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $897.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $2048.00           | $1937.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2033-04-01      | 3.0000%  | N/A     | $1000.00           | $109.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 6.0000%  | N/A     | $2000.00           | $1743.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1470.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 7.0000%  | N/A     | $1000.00           | $882.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1017.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $640.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $976.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 3.0000%  | N/A     | $1000.00           | $777.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $652.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2039-09-01      | 6.5000%  | N/A     | $2000.00           | $114.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $660.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $873.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-06-01      | 2.0000%  | N/A     | $1000.00           | $497.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-05-01      | 3.5000%  | N/A     | $1000.00           | $220.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2038-03-01      | 6.0000%  | N/A     | $2000.00           | $29.50             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $2001.00           | $2033.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $918.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2086.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1012.00           | $967.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2034-06-01      | 3.0000%  | N/A     | $1000.00           | $89.25             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $919.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $1068.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $1039.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $707.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 5.5000%  | N/A     | $2000.00           | $1625.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 5.0000%  | N/A     | $1081.00           | $704.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 7.0000%  | N/A     | $1011.00           | $664.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $748.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $247.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 3.0000%  | N/A     | $1025.00           | $834.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1022.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $581.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1031.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $654.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $791.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-11-01      | 4.0000%  | N/A     | $1991.00           | $146.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.0000%  | N/A     | $2000.00           | $1663.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-12-01      | 5.0000%  | N/A     | $1000.00           | $35.93             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $910.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $1008.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $729.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $126.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $963.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $675.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $871.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 5.5000%  | N/A     | $1008.00           | $1029.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 7.0000%  | N/A     | $1044.00           | $1100.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-04-01      | 4.5000%  | N/A     | $1000.00           | $89.99             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $971.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-07-01      | 2.0000%  | N/A     | $2000.00           | $1140.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2044-09-01      | 3.5000%  | N/A     | $2000.00           | $304.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-10-01      | 4.0000%  | N/A     | $2000.00           | $242.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-04-01      | 3.0000%  | N/A     | $1000.00           | $176.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-06-01      | 2.0000%  | N/A     | $1000.00           | $441.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $717.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $615.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $683.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 6.0000%  | N/A     | $2016.00           | $1941.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $953.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1018.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-11-01      | 3.0000%  | N/A     | $1068.00           | $362.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $980.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2030-06-01      | 4.6650%  | N/A     | $1094.00           | $0.30              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $204.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $2000.00           | $1099.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1034.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.0000%  | N/A     | $2000.00           | $1968.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1001.00           | $1004.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 5.0000%  | N/A     | $1999.00           | $1607.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $515.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-12-01      | 4.5000%  | N/A     | $1000.00           | $69.56             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $955.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $763.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $953.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-03-01      | 3.0000%  | N/A     | $2000.00           | $232.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 5.0000%  | N/A     | $2000.00           | $1103.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $720.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.0000%  | N/A     | $3000.00           | $2437.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 6.0000%  | N/A     | $2000.00           | $2043.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1022.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $733.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $686.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1622.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $91.53             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-08-01      | 3.0000%  | N/A     | $1000.00           | $357.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.0000%  | N/A     | $2000.00           | $1937.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $772.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $829.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.5000%  | N/A     | $1022.00           | $1077.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $631.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1007.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $265.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $1024.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-10-01      | 4.0000%  | N/A     | $1000.00           | $78.15             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 6.5000%  | N/A     | $1008.00           | $802.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $94.90             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2031-02-01      | 4.0000%  | N/A     | $1000.00           | $67.64             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $842.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $602.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $2015.00           | $1882.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1051.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 6.5000%  | N/A     | $1001.00           | $1021.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $524.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 6.5000%  | N/A     | $1011.00           | $817.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1482.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 3.0000%  | N/A     | $2000.00           | $1458.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $963.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $687.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-06-01      | 5.0000%  | N/A     | $1004.00           | $10.41             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $720.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $742.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $1014.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $539.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $716.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $634.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-09-01      | 2.5000%  | N/A     | $2000.00           | $1213.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $1036.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2039-06-01      | 4.5000%  | N/A     | $1000.00           | $71.26             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $865.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-01-01      | 6.5000%  | N/A     | $2007.00           | $99.91             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2044-04-01      | 4.5000%  | N/A     | $1000.00           | $142.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 6.0000%  | N/A     | $1023.00           | $1062.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $464.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 3.0000%  | N/A     | $1000.00           | $731.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $889.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-09-01      | 2.0000%  | N/A     | $1000.00           | $594.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $794.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-01-01      | 6.5000%  | N/A     | $21947.00          | $219.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 3.0000%  | N/A     | $2000.00           | $1500.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $92.03             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 6.0000%  | N/A     | $1006.00           | $1031.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $798.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $476.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $924.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-12-01      | 3.0000%  | N/A     | $2000.00           | $318.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $771.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $904.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $120.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $2000.00           | $1243.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $994.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $1017.00           | $1052.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $2046.00           | $2061.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-07-01      | 4.5000%  | N/A     | $2000.00           | $71.10             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $551.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $992.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $95.25             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-03-01      | 3.0500%  | N/A     | $1061.00           | $988.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $854.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-02-01      | 6.3450%  | N/A     | $2398.00           | $132.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $926.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-11-01      | 3.0000%  | N/A     | $2000.00           | $723.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1017.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-12-01      | 6.5000%  | N/A     | $1006.00           | $5.94              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-04-01      | 7.0000%  | N/A     | $1000.00           | $3.94              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $532.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $653.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $522.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $887.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $4000.00           | $3714.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2030-11-01      | 5.4500%  | N/A     | $2929.00           | $0.38              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $833.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $648.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-08-01      | 6.5000%  | N/A     | $2000.00           | $8.76              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $1007.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $936.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 3.0000%  | N/A     | $1000.00           | $789.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 2.5000%  | N/A     | $1032.00           | $738.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2031-12-01      | 7.0000%  | N/A     | $1000.00           | $69.51             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-10-01      | 3.0000%  | N/A     | $1000.00           | $302.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-04-01      | 3.0000%  | N/A     | $1000.00           | $207.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $534.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 6.5000%  | N/A     | $2001.00           | $1327.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $838.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $271.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-11-01      | 6.0000%  | N/A     | $1000.00           | $19.16             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $2044.00           | $1566.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $998.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $710.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $530.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $220.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 4.0000%  | N/A     | $1000.00           | $122.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $768.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $770.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $856.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $733.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $182.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1004.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1036.00           | $893.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $796.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-06-01      | 4.5000%  | N/A     | $1000.00           | $102.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-05-01      | 3.0000%  | N/A     | $1000.00           | $778.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $531.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-10-01      | 6.0000%  | N/A     | $1025.00           | $770.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $1014.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-10-01      | 6.0000%  | N/A     | $1420.00           | $1435.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 5.0000%  | N/A     | $2000.00           | $1992.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $616.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 6.5000%  | N/A     | $2000.00           | $1966.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $925.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $2021.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2039-03-01      | 6.4390%  | N/A     | $3160.00           | $21.31             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2033-05-01      | 4.5000%  | N/A     | $1000.00           | $34.04             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $944.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 5.5000%  | N/A     | $1000.00           | $103.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $657.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1047.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $938.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 2.0000%  | N/A     | $2239.00           | $1410.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $973.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 7.0000%  | N/A     | $1000.00           | $1061.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $288.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $711.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $199.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 5.5000%  | N/A     | $1065.00           | $949.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $462.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-04-01      | 3.0000%  | N/A     | $1000.00           | $361.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 7.0000%  | N/A     | $1000.00           | $152.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.5000%  | N/A     | $2001.00           | $2041.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 2.5000%  | N/A     | $2000.00           | $951.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $374.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $163.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $137.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-11-01      | 5.0000%  | N/A     | $1000.00           | $200.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $905.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $831.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-05-01      | 2.5000%  | N/A     | $1000.00           | $683.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $85331.00          | $87389.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $759.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $532.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1037.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1010.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $1011.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-11-01      | 5.0000%  | N/A     | $1001.00           | $781.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.5000%  | N/A     | $2000.00           | $2083.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $615.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 4.5000%  | N/A     | $1008.00           | $851.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1008.00           | $874.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 4.5000%  | N/A     | $1089.00           | $1065.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $2000.00           | $1230.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $1101.00           | $1067.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $864.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4941    | 2049-07-25      | 3.0000%  | N/A     | $1310.00           | $274.15            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5293    | 2051-03-25      | 2.0000%  | N/A     | $6000000.00        | $626280.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-01-01      | 4.5900%  | N/A     | $690549.00         | $126.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-08-01      | 4.7370%  | N/A     | $2172.00           | $11.92             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-12-01      | 5.2230%  | N/A     | $439704.00         | $22.78             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-11-01      | 6.1300%  | N/A     | $6011.00           | $50.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-11-01      | 4.6800%  | N/A     | $650000.00         | $491436.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-10-01      | 5.4280%  | N/A     | $46667.00          | $28.72             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-08-01      | 4.8230%  | N/A     | $500000.00         | $4274.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-11-01      | 5.4070%  | N/A     | $556794.00         | $4434.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-02-01      | 5.0660%  | N/A     | $2686.00           | $1.98              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-12-01      | 6.1050%  | N/A     | $10035.00          | $154.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-05-01      | 6.0610%  | N/A     | $4473.00           | $331.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-03-01      | 6.3850%  | N/A     | $258282.00         | $808.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-11-01      | 6.4090%  | N/A     | $1185.00           | $1069.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-06-01      | 6.3790%  | N/A     | $8000.00           | $46.96             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-03-01      | 6.1970%  | N/A     | $1000.00           | $2.73              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-08-01      | 6.4700%  | N/A     | $1000.00           | $4.90              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-04-01      | 5.3980%  | N/A     | $2052.00           | $59.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-02-01      | 5.2280%  | N/A     | $2625000.00        | $4500.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-09-01      | 5.4610%  | N/A     | $10400000.00       | $4629.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $706.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-06-01      | 6.2150%  | N/A     | $2023.00           | $42.03             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-10-01      | 5.5130%  | N/A     | $1126.00           | $6.50              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-01-01      | 5.7880%  | N/A     | $900000.00         | $2064.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-11-01      | 5.4280%  | N/A     | $4045000.00        | $3213.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 4.6640%  | N/A     | $5000.00           | $61.12             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 6.3400%  | N/A     | $500000.00         | $609.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 5.6200%  | N/A     | $1000.00           | $5.44              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-10-01      | 5.1870%  | N/A     | $287037.00         | $69.15             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-04-01      | 4.2420%  | N/A     | $5725.00           | $197.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-12-01      | 6.3420%  | N/A     | $13881.00          | $279.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-11-01      | 6.5370%  | N/A     | $1850000.00        | $2243.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-07-01      | 5.2280%  | N/A     | $171656.00         | $823.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-09-01      | 6.6360%  | N/A     | $1396000.00        | $4272.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-12-01      | 6.3590%  | N/A     | $1058.00           | $13.90             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-06-01      | 6.2430%  | N/A     | $1000.00           | $43.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-05-01      | 6.2950%  | N/A     | $6012.00           | $176.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-01-01      | 4.9100%  | N/A     | $194785.00         | $177.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-05-01      | 5.4890%  | N/A     | $242056.00         | $45.63             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-07-01      | 6.3910%  | N/A     | $1000.00           | $7.58              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-08-01      | 4.7410%  | N/A     | $138912.00         | $30.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $1052.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-09-01      | 5.8120%  | N/A     | $51694.00          | $533.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-05-01      | 5.0910%  | N/A     | $393000.00         | $4198.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-02-01      | 6.3070%  | N/A     | $4129.00           | $59.89             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-10-01      | 6.4440%  | N/A     | $2834.00           | $35.08             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-02-01      | 5.7860%  | N/A     | $443000.00         | $2843.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-08-01      | 5.8290%  | N/A     | $1005.00           | $67.35             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-10-01      | 4.2780%  | N/A     | $27310.00          | $190.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 5.0980%  | N/A     | $11263.00          | $30.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-04-01      | 5.2280%  | N/A     | $1170.00           | $10.16             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 5.8990%  | N/A     | $7127.00           | $58.62             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-03-01      | 5.4850%  | N/A     | $84170.00          | $23.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 3.2500%  | N/A     | $1000.00           | $936.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 5.9810%  | N/A     | $30958.00          | $302.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-03-01      | 5.5180%  | N/A     | $490831.00         | $300.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-05-01      | 6.3540%  | N/A     | $82000.00          | $1797.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-08-01      | 4.5020%  | N/A     | $96830.00          | $4.53              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-09-01      | 4.7310%  | N/A     | $120289.00         | $53.55             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-05-01      | 6.1290%  | N/A     | $1250000.00        | $4583.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 4.4190%  | N/A     | $16940.00          | $126.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 6.7490%  | N/A     | $1385000.00        | $2622.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-04-01      | 6.5580%  | N/A     | $38395.00          | $1894.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-10-01      | 5.2280%  | N/A     | $1001.00           | $15.81             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-11-01      | 6.0690%  | N/A     | $6416.00           | $276.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-12-01      | 5.0920%  | N/A     | $3332.00           | $1.95              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-09-01      | 5.6250%  | N/A     | $8345.00           | $0.95              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-02-01      | 6.3850%  | N/A     | $4007.00           | $37.39             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-07-01      | 5.2360%  | N/A     | $548569.00         | $86.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-04-01      | 6.6250%  | N/A     | $101506.00         | $82.50             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-11-01      | 6.3400%  | N/A     | $9022.00           | $18.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-01-01      | 6.1290%  | N/A     | $10099.00          | $17.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-12-01      | 6.0950%  | N/A     | $1000.00           | $13.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-12-01      | 4.8200%  | N/A     | $1324.00           | $430.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-04-01      | 6.0000%  | N/A     | $2805641.00        | $3224.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 4.0270%  | N/A     | $6002.00           | $32.34             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-03-01      | 5.4480%  | N/A     | $1026.00           | $4.23              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-02-01      | 5.5680%  | N/A     | $1745.00           | $1.48              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-02-01      | 6.4650%  | N/A     | $1075000.00        | $2704.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-05-01      | 4.7210%  | N/A     | $64295053.00       | $3800.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-09-01      | 6.2240%  | N/A     | $39934.00          | $1131.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-08-01      | 6.4930%  | N/A     | $600000.00         | $2377.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 4.7920%  | N/A     | $1090000.00        | $4303.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-05-01      | 5.2970%  | N/A     | $1059.00           | $974.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-01-01      | 6.0440%  | N/A     | $1023.00           | $113.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-07-01      | 6.3080%  | N/A     | $1744.00           | $1.05              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-11-01      | 4.3960%  | N/A     | $17472.00          | $149.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 4.1150%  | N/A     | $2609.00           | $49.77             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-04-01      | 6.3950%  | N/A     | $408080.00         | $1904.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-11-01      | 4.9460%  | N/A     | $208329.00         | $184.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-01-01      | 6.0000%  | N/A     | $5002.00           | $17.11             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-06-01      | 2.6400%  | N/A     | $5000.00           | $4974.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-07-01      | 6.7800%  | N/A     | $1339.00           | $4.77              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-11-01      | 4.3740%  | N/A     | $21670.00          | $179.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-12-01      | 6.1040%  | N/A     | $550000.00         | $3782.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 4.0280%  | N/A     | $25292.00          | $196.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 4.3870%  | N/A     | $211000.00         | $2312.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-07-01      | 5.0880%  | N/A     | $1000.00           | $218.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-08-01      | 6.1970%  | N/A     | $1065.00           | $24.83             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-02-01      | 5.7490%  | N/A     | $135000.00         | $889.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-09-01      | 4.3900%  | N/A     | $466596.00         | $256.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-03-01      | 5.4950%  | N/A     | $32299.00          | $280.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-01-01      | 4.8220%  | N/A     | $25221.00          | $373.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $985.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-04-01      | 6.7500%  | N/A     | $22449.00          | $433.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-07-01      | 6.1270%  | N/A     | $139406.00         | $17.21             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-06-01      | 6.1100%  | N/A     | $36410.00          | $27.53             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-08-01      | 5.2280%  | N/A     | $12005.00          | $135.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-01-01      | 5.7830%  | N/A     | $250000.00         | $768.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-10-01      | 6.1370%  | N/A     | $1000000.00        | $3780.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-05-01      | 6.7340%  | N/A     | $37000.00          | $129.19            | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070  | 2027-11-25      | 3.3030%  | N/A     | $1000.00           | $993.89            | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159  | 2029-12-25      | 3.9500%  | N/A     | $1808.00           | $397.19            | Agency Collateralized Mortgage Obligation |
| FHLMC_3632                                           | 2040-02-15      | 3.8389%  | N/A     | $2800000.00        | $495046.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_3747                                           | 2040-10-15      | 2.4017%  | N/A     | $48956061.00       | $169592.91         | Agency Collateralized Mortgage Obligation |
| FHLMC_3990                                           | 2027-01-15      | 2.5517%  | N/A     | $104170.00         | $10.98             | Agency Collateralized Mortgage Obligation |
| FHLMC_433                                            | 2044-02-15      | 2.5517%  | N/A     | $100062.00         | $948.81            | Agency Collateralized Mortgage Obligation |
| FHLMC_4448                                           | 2040-05-15      | 1.9538%  | N/A     | $113880121.00      | $415315.71         | Agency Collateralized Mortgage Obligation |
| FHLMC_45-50                                          | 2046-02-15      | 1.9517%  | N/A     | $13250000.00       | $347860.62         | Agency Collateralized Mortgage Obligation |
| FHLMC_4521                                           | 2041-05-15      | 1.8382%  | N/A     | $119167399.00      | $464003.48         | Agency Collateralized Mortgage Obligation |
| FHLMC_4657                                           | 2047-02-15      | 1.9017%  | N/A     | $36091396.00       | $866867.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_4770C                                          | 2043-08-15      | 1.9648%  | N/A     | $76400829.00       | $655611.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_4794B                                          | 2043-03-15      | 1.9341%  | N/A     | $200002.00         | $1631.20           | Agency Collateralized Mortgage Obligation |
| FHLMC_4908E                                          | 2042-12-15      | 1.6781%  | N/A     | $43734086.00       | $551447.42         | Agency Collateralized Mortgage Obligation |
| FHLMC_5038J                                          | 2050-10-25      | 2.5000%  | N/A     | $110000.00         | $11317.89          | Agency Collateralized Mortgage Obligation |
| FHLMC_5056B                                          | 2050-12-25      | 2.5000%  | N/A     | $15378983.00       | $1105592.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5064B                                          | 2033-09-25      | 3.0000%  | N/A     | $29295347.00       | $663195.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | N/A     | $6659452.00        | $616015.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | N/A     | $10000000.00       | $1138581.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5092Q                                          | 2050-09-25      | 3.0000%  | N/A     | $23269999.00       | $2590688.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5135C                                          | 2048-05-25      | 2.5000%  | N/A     | $25600000.00       | $2530337.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5149R                                          | 2051-10-25      | 3.0000%  | N/A     | $6967534.00        | $612378.91         | Agency Collateralized Mortgage Obligation |
| FHLMC_5175A                                          | 2051-12-25      | 2.5000%  | N/A     | $5237500.00        | $414221.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_5196D                                          | 2052-02-25      | 0.0000%  | N/A     | $1772142.00        | $22.60             | Agency Collateralized Mortgage Obligation |
| FHLMC_5293C                                          | 2051-04-25      | 2.5000%  | N/A     | $7892009.00        | $1014292.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5371F                                          | 2054-01-25      | 0.0000%  | N/A     | $5357143.00        | $2706293.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5431A                                          | 2054-07-25      | 11.8549% | N/A     | $6858780.00        | $6642144.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 0.0000%  | N/A     | $5583107.00        | $3263014.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5479A                                          | 2054-12-25      | 0.0000%  | N/A     | $150000000.00      | $4884.75           | Agency Collateralized Mortgage Obligation |
| FHLMC_5507B                                          | 2055-02-25      | 1.1258%  | N/A     | $38835923.00       | $855924.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_5588C                                          | 2054-07-25      | 0.0000%  | N/A     | $34186165.00       | $25171663.65       | Agency Collateralized Mortgage Obligation |
| FHLMC_5588E                                          | 2052-01-25      | 2.5000%  | N/A     | $141288.00         | $23517.59          | Agency Collateralized Mortgage Obligation |
| FHLMC_5605A                                          | 2052-12-25      | 5.5000%  | N/A     | $20472076.00       | $2255408.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605A                                          | 2036-10-25      | 5.5000%  | N/A     | $1024.00           | $1054.87           | Agency Collateralized Mortgage Obligation |
| FHLMC_5605A                                          | 2051-11-25      | 5.5000%  | N/A     | $2852763.00        | $409100.44         | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.6758%  | N/A     | $100000.00         | $5239.63           | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.6758%  | N/A     | $187862262.00      | $10503811.53       | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 4.5000%  | N/A     | $2015280.00        | $1912524.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.6758%  | N/A     | $71771900.00       | $5738615.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.6758%  | N/A     | $67677172.00       | $3792310.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 0.9258%  | N/A     | $148628067.00      | $5347088.23        | Agency Collateralized Mortgage Obligation |
| FHMS_16-K058                                         | 2026-07-25      | 2.3400%  | N/A     | $1862.00           | $275.81            | Agency Collateralized Mortgage Obligation |
| FNMA_01-55                                           | 2031-10-25      | 6.0000%  | N/A     | $60000.00          | $292.81            | Agency Collateralized Mortgage Obligation |
| FNMA_03-69A                                          | 2033-07-25      | 3.5000%  | N/A     | $498716.00         | $152.72            | Agency Collateralized Mortgage Obligation |
| FNMA_06-44H                                          | 2036-06-25      | 2.6113%  | N/A     | $42412200.00       | $54186.84          | Agency Collateralized Mortgage Obligation |
| FNMA_07-22E                                          | 2037-03-25      | 2.7613%  | N/A     | $94696183.00       | $311955.63         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                          | 2040-12-25      | 2.0113%  | N/A     | $118886400.00      | $649780.12         | Agency Collateralized Mortgage Obligation |
| FNMA_10-150                                          | 2041-01-25      | 2.5013%  | N/A     | $27857143.00       | $378544.01         | Agency Collateralized Mortgage Obligation |
| FNMA_11-110                                          | 2041-04-25      | 2.6613%  | N/A     | $100000000.00      | $35971.95          | Agency Collateralized Mortgage Obligation |
| FNMA_11-41                                           | 2041-05-25      | 2.5913%  | N/A     | $31287088.00       | $81230.77          | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                          | 2042-11-25      | 2.1613%  | N/A     | $30000000.00       | $365876.34         | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                           | 2042-03-25      | 2.5113%  | N/A     | $40416958.00       | $339372.43         | Agency Collateralized Mortgage Obligation |
| FNMA_12-2                                            | 2042-02-25      | 2.5113%  | N/A     | $15333333.00       | $192154.08         | Agency Collateralized Mortgage Obligation |
| FNMA_13-22                                           | 2042-12-25      | 2.5000%  | N/A     | $2228.00           | $240.79            | Agency Collateralized Mortgage Obligation |
| FNMA_13-6E                                           | 2043-02-25      | 1.5000%  | N/A     | $3806.00           | $377.47            | Agency Collateralized Mortgage Obligation |
| FNMA_14-14                                           | 2044-04-25      | 3.0000%  | N/A     | $8729397.00        | $6206043.33        | Agency Collateralized Mortgage Obligation |
| FNMA_14-24                                           | 2044-05-25      | 2.0613%  | N/A     | $33000000.00       | $158619.56         | Agency Collateralized Mortgage Obligation |
| FNMA_15-2                                            | 2045-02-25      | 2.1113%  | N/A     | $12881613.00       | $163105.81         | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $105948.00         | $0.83              | Agency Collateralized Mortgage Obligation |
| FNMA_15-91                                           | 2045-12-25      | 1.8264%  | N/A     | $82366191.00       | $368223.25         | Agency Collateralized Mortgage Obligation |
| FNMA_16-1                                            | 2046-02-25      | 2.1613%  | N/A     | $69174285.00       | $959432.17         | Agency Collateralized Mortgage Obligation |
| FNMA_16-40J                                          | 2046-07-25      | 1.3771%  | N/A     | $157677272.00      | $502141.46         | Agency Collateralized Mortgage Obligation |
| FNMA_16-65A                                          | 2046-09-25      | 2.1113%  | N/A     | $31164258.00       | $446796.82         | Agency Collateralized Mortgage Obligation |
| FNMA_17-10C                                          | 2047-03-25      | 1.7412%  | N/A     | $129096691.00      | $595193.95         | Agency Collateralized Mortgage Obligation |
| FNMA_17-23A                                          | 2047-04-25      | 2.1113%  | N/A     | $38000000.00       | $488560.25         | Agency Collateralized Mortgage Obligation |
| FNMA_17-54E                                          | 2047-07-25      | 1.8222%  | N/A     | $167805375.00      | $1092054.52        | Agency Collateralized Mortgage Obligation |
| FNMA_17-74B                                          | 2047-10-25      | 2.2113%  | N/A     | $13709000.00       | $378243.82         | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                          | 2048-07-25      | 1.7702%  | N/A     | $4368808.00        | $38313.19          | Agency Collateralized Mortgage Obligation |
| FNMA_19-35J                                          | 2059-07-25      | 1.7667%  | N/A     | $57174809.00       | $637448.57         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59C                                          | 2049-10-25      | 2.0813%  | N/A     | $6405661.00        | $302871.69         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59F                                          | 2049-10-25      | 1.8257%  | N/A     | $63684502.00       | $692057.96         | Agency Collateralized Mortgage Obligation |
| FNMA_19-65                                           | 2059-11-25      | 1.5387%  | N/A     | $32166333.00       | $366130.46         | Agency Collateralized Mortgage Obligation |
| FNMA_19-M12                                          | 2029-06-25      | 0.5610%  | N/A     | $19004000.00       | $287617.85         | Agency Collateralized Mortgage Obligation |
| FNMA_20-50A                                          | 2050-07-25      | 4.5000%  | N/A     | $100000.00         | $6111.70           | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                          | 2050-09-25      | 4.0000%  | N/A     | $31231236.00       | $2274116.92        | Agency Collateralized Mortgage Obligation |
| FNMA_20-63D                                          | 2050-09-25      | 2.5000%  | N/A     | $4000000.00        | $65931.04          | Agency Collateralized Mortgage Obligation |
| FNMA_20-72F                                          | 2050-10-25      | 3.5000%  | N/A     | $20706496.00       | $981150.63         | Agency Collateralized Mortgage Obligation |
| FNMA_20-77A                                          | 2050-11-25      | 2.5000%  | N/A     | $5184745.00        | $474166.42         | Agency Collateralized Mortgage Obligation |
| FNMA_20-M13A                                         | 2030-09-25      | 1.2190%  | N/A     | $9500000.00        | $206863.19         | Agency Collateralized Mortgage Obligation |
| FNMA_21-26C                                          | 2041-05-25      | 3.5000%  | N/A     | $42700000.00       | $2122627.42        | Agency Collateralized Mortgage Obligation |
| FNMA_21-34G                                          | 2049-12-25      | 2.0113%  | N/A     | $40090629.00       | $1540421.96        | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                          | 2046-02-25      | 2.0258%  | N/A     | $10436192.00       | $212056.73         | Agency Collateralized Mortgage Obligation |
| FNMA_21-43C                                          | 2051-06-25      | 2.5000%  | N/A     | $3700000.00        | $419938.04         | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $146337.85         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $3600000.00        | $419304.27         | Agency Collateralized Mortgage Obligation |
| FNMA_21-M23                                          | 2031-11-25      | 0.5310%  | N/A     | $23373703.00       | $382095.13         | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $19120021.00       | $2352636.42        | Agency Collateralized Mortgage Obligation |
| FNMA_23-58G                                          | 2053-12-25      | 0.0000%  | N/A     | $7739685.00        | $4550571.94        | Agency Collateralized Mortgage Obligation |
| FNMA_24-11C                                          | 2054-03-25      | 4.2258%  | N/A     | $100038.00         | $7193.63           | Agency Collateralized Mortgage Obligation |
| FNMA_24-2D                                           | 2053-12-25      | 6.0000%  | N/A     | $1466798.00        | $267091.79         | Agency Collateralized Mortgage Obligation |
| FNMA_24-38A                                          | 2054-06-25      | 2.0758%  | N/A     | $19793856.00       | $554005.43         | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 3.2258%  | N/A     | $100224.00         | $6398.56           | Agency Collateralized Mortgage Obligation |
| FNMA_24-65A                                          | 2054-09-25      | 0.0500%  | N/A     | $39812460.00       | $65878.85          | Agency Collateralized Mortgage Obligation |
| FNMA_24-65B                                          | 2054-09-25      | 0.1000%  | N/A     | $100984.00         | $260.34            | Agency Collateralized Mortgage Obligation |
| FNMA_24-7                                            | 2053-09-25      | 1.9258%  | N/A     | $33658623.00       | $1147470.17        | Agency Collateralized Mortgage Obligation |
| FNMA_24-80C                                          | 2054-11-25      | 2.0258%  | N/A     | $252544.00         | $15141.19          | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $33556300.00       | $18517472.07       | Agency Collateralized Mortgage Obligation |
| FNMA_24-M5B                                          | 2033-10-25      | 4.7150%  | N/A     | $132085.00         | $133351.88         | Agency Collateralized Mortgage Obligation |
| FNMA_25-43A                                          | 2036-06-25      | 5.0000%  | N/A     | $1000.00           | $977.86            | Agency Collateralized Mortgage Obligation |
| FNMA_25-50B                                          | 2051-11-25      | 5.5000%  | N/A     | $4966801.00        | $4452709.94        | Agency Collateralized Mortgage Obligation |
| FNMA_25-75B                                          | 2053-06-25      | 5.5000%  | N/A     | $9395127.00        | $977922.89         | Agency Collateralized Mortgage Obligation |
| FNR_23-21                                            | 2053-04-25      | 6.0000%  | N/A     | $10620166.00       | $1441702.35        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5071                               | 2051-02-25      | 2.5000%  | N/A     | $600000.00         | $55107.13          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5085                               | 2051-03-25      | 2.0000%  | N/A     | $100000.00         | $9245.39           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $101.15            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2044-01-01      | 3.5000%  | N/A     | $2613607.00        | $209865.08         | Agency Mortgage-Backed Securities         |
| GNMA_09-106                                          | 2036-04-20      | 2.2516%  | N/A     | $161210059.00      | $194853.70         | Agency Collateralized Mortgage Obligation |
| GNMA_09-13E                                          | 2039-03-16      | 2.1513%  | N/A     | $50000000.00       | $172840.10         | Agency Collateralized Mortgage Obligation |
| GNMA_10-42                                           | 2040-04-20      | 1.8516%  | N/A     | $273000000.00      | $990163.30         | Agency Collateralized Mortgage Obligation |
| GNMA_11-80                                           | 2041-06-20      | 2.8216%  | N/A     | $150000000.00      | $498482.74         | Agency Collateralized Mortgage Obligation |
| GNMA_12-133B                                         | 2042-10-20      | 0.0000%  | N/A     | $114751391.00      | $56121.65          | Agency Collateralized Mortgage Obligation |
| GNMA_13-188                                          | 2043-12-16      | 1.7013%  | N/A     | $88104086.00       | $906617.39         | Agency Collateralized Mortgage Obligation |
| GNMA_14-118F                                         | 2044-08-16      | 1.7513%  | N/A     | $35501323.00       | $761321.49         | Agency Collateralized Mortgage Obligation |
| GNMA_14-152                                          | 2044-10-20      | 1.7516%  | N/A     | $57000000.00       | $495169.54         | Agency Collateralized Mortgage Obligation |
| GNMA_14-56                                           | 2039-12-16      | 2.2513%  | N/A     | $299424.00         | $2142.63           | Agency Collateralized Mortgage Obligation |
| GNMA_14-8                                            | 2044-01-16      | 0.6513%  | N/A     | $198453000.00      | $392582.00         | Agency Collateralized Mortgage Obligation |
| GNMA_15-82                                           | 2045-06-20      | 7.0000%  | N/A     | $14100000.00       | $119511.95         | Agency Collateralized Mortgage Obligation |
| GNMA_16-17                                           | 2046-02-20      | 2.2516%  | N/A     | $25777777.00       | $414968.64         | Agency Collateralized Mortgage Obligation |
| GNMA_16-61                                           | 2046-05-20      | 2.2016%  | N/A     | $7000000.00        | $210317.32         | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                          | 2046-11-20      | 0.8731%  | N/A     | $2029944.00        | $8105.04           | Agency Collateralized Mortgage Obligation |
| GNMA_19-115E                                         | 2049-09-20      | 2.2016%  | N/A     | $49222590.00       | $2096169.37        | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                         | 2046-02-20      | 4.3872%  | N/A     | $3413.00           | $604.18            | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                          | 2048-10-20      | 0.7900%  | N/A     | $100044.00         | $599.84            | Agency Collateralized Mortgage Obligation |
| GNMA_20-126A                                         | 2050-08-20      | 3.0000%  | N/A     | $18485964.00       | $1484565.24        | Agency Collateralized Mortgage Obligation |
| GNMA_20-165L                                         | 2050-08-20      | 3.0000%  | N/A     | $27694635.00       | $1866608.39        | Agency Collateralized Mortgage Obligation |
| GNMA_20-36A                                          | 2050-03-20      | 0.0000%  | N/A     | $186282629.00      | $368814.60         | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                          | 2050-05-20      | 2.2516%  | N/A     | $15622546.00       | $632389.99         | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                         | 2051-08-20      | 2.4516%  | N/A     | $12133094.00       | $1124449.63        | Agency Collateralized Mortgage Obligation |
| GNMA_21-137P                                         | 2051-07-20      | 0.0000%  | N/A     | $89365000.00       | $141845.38         | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                         | 2051-08-20      | 3.0000%  | N/A     | $461825.00         | $58633.57          | Agency Collateralized Mortgage Obligation |
| GNMA_21-146F                                         | 2051-08-20      | 2.5000%  | N/A     | $9058640.00        | $855419.78         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                         | 2051-07-20      | 2.4516%  | N/A     | $7000000.00        | $640823.67         | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 0.0000%  | N/A     | $162049.00         | $13.88             | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $18156983.00       | $1052794.64        | Agency Collateralized Mortgage Obligation |
| GNMA_21-49J                                          | 2051-03-20      | 2.4516%  | N/A     | $100522.00         | $4512.65           | Agency Collateralized Mortgage Obligation |
| GNMA_21-50E                                          | 2050-07-20      | 2.5000%  | N/A     | $23356444.00       | $1821111.90        | Agency Collateralized Mortgage Obligation |
| GNMA_21-64M                                          | 2051-04-20      | 4.8819%  | N/A     | $4300000.00        | $1897688.99        | Agency Collateralized Mortgage Obligation |
| GNMA_21-76C                                          | 2050-08-20      | 3.0000%  | N/A     | $19186066.00       | $1375670.35        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77C                                          | 2050-08-20      | 3.0000%  | N/A     | $6666667.00        | $556569.92         | Agency Collateralized Mortgage Obligation |
| GNMA_21-86J                                          | 2051-05-20      | 4.7271%  | N/A     | $300431.00         | $170571.57         | Agency Collateralized Mortgage Obligation |
| GNMA_22-103D                                         | 2052-06-20      | 2.1623%  | N/A     | $3796015.00        | $236711.62         | Agency Collateralized Mortgage Obligation |
| GNMA_22-153D                                         | 2052-09-20      | 4.8677%  | N/A     | $52000.00          | $39585.41          | Agency Collateralized Mortgage Obligation |
| GNMA_22-197F                                         | 2048-03-20      | 2.3016%  | N/A     | $4587781.00        | $427487.02         | Agency Collateralized Mortgage Obligation |
| GNMA_22-197J                                         | 2043-12-16      | 2.1513%  | N/A     | $687021.00         | $38827.65          | Agency Collateralized Mortgage Obligation |
| GNMA_22-208C                                         | 2052-12-20      | 2.3523%  | N/A     | $32384320.00       | $1637408.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135D                                         | 2053-09-20      | 0.2000%  | N/A     | $50000000.00       | $55366.85          | Agency Collateralized Mortgage Obligation |
| GNMA_23-151F                                         | 2053-10-20      | 3.0823%  | N/A     | $33152702.00       | $2049548.18        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164J                                         | 2053-11-20      | 3.1824%  | N/A     | $14694534.00       | $811356.84         | Agency Collateralized Mortgage Obligation |
| GNMA_23-176A                                         | 2053-11-20      | 5.8177%  | N/A     | $1728895.00        | $581627.26         | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                         | 2053-12-20      | 5.1677%  | N/A     | $1649203.00        | $749073.96         | Agency Collateralized Mortgage Obligation |
| GNMA_23-43G                                          | 2053-03-20      | 1.7124%  | N/A     | $83400000.00       | $1625300.30        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54K                                          | 2053-04-20      | 2.2824%  | N/A     | $30299593.00       | $1665244.20        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70A                                          | 2053-05-20      | 4.9177%  | N/A     | $512023.00         | $371665.88         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                         | 2073-01-20      | 0.7598%  | N/A     | $15464060.00       | $1206710.81        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                         | 2071-06-20      | 0.3992%  | N/A     | $26399972.00       | $532430.07         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16D                                         | 2073-06-20      | 0.1431%  | N/A     | $17900000.00       | $638980.23         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23E                                         | 2073-09-20      | 0.4996%  | N/A     | $37811798.00       | $2061842.20        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H28D                                         | 2073-12-20      | 0.4043%  | N/A     | $30517545.00       | $1924513.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-144J                                         | 2054-01-20      | 1.8323%  | N/A     | $35412870.00       | $1658380.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $6716768.00        | $3776491.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                         | 2054-10-20      | 4.9177%  | N/A     | $836726.00         | $708076.82         | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                         | 2054-10-20      | 5.0176%  | N/A     | $762026.00         | $523667.76         | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                         | 2054-10-20      | 0.0000%  | N/A     | $5047166.00        | $3.60              | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                         | 2054-11-20      | 5.5176%  | N/A     | $6256.00           | $4303.20           | Agency Collateralized Mortgage Obligation |
| GNMA_24-186E                                         | 2053-02-20      | 1.6323%  | N/A     | $67725263.00       | $3546978.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-200C                                         | 2054-12-20      | 2.1324%  | N/A     | $36404091.00       | $1946470.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21F                                          | 2053-07-20      | 0.1000%  | N/A     | $5259471.00        | $4448.33           | Agency Collateralized Mortgage Obligation |
| GNMA_24-30R                                          | 2054-02-20      | 2.0823%  | N/A     | $30720000.00       | $593938.05         | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 5.7500%  | N/A     | $362231.00         | $372407.40         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64A                                          | 2054-04-20      | 1.7824%  | N/A     | $17877846.00       | $1052341.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                          | 2054-04-20      | 5.0476%  | N/A     | $1165255.00        | $766374.68         | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $1052186.00        | $1081649.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-96E                                          | 2054-06-20      | 2.7323%  | N/A     | $20158749.00       | $1224005.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 5.1177%  | N/A     | $2253552.00        | $1097810.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08D                                         | 2074-05-20      | 0.5966%  | N/A     | $29282264.00       | $1930758.46        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H14A                                         | 2074-08-20      | 0.6535%  | N/A     | $21852326.00       | $1564890.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-09-20      | 0.5873%  | N/A     | $33500000.00       | $2067907.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115F                                         | 2055-07-20      | 0.5824%  | N/A     | $99038859.00       | $1427638.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-118D                                         | 2052-03-20      | 6.0000%  | N/A     | $1666666.00        | $109490.90         | Agency Collateralized Mortgage Obligation |
| GNMA_25-118E                                         | 2055-07-20      | 2.0324%  | N/A     | $58159680.00       | $2887800.41        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146A                                         | 2055-08-20      | 2.0324%  | N/A     | $250000000.00      | $15064419.17       | Agency Collateralized Mortgage Obligation |
| GNMA_25-146B                                         | 2055-08-20      | 1.4324%  | N/A     | $100000000.00      | $4376057.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-02-20      | 0.0900%  | N/A     | $20375261.00       | $44698.90          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-03-20      | 0.1000%  | N/A     | $30617387.00       | $66434.68          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-02-20      | 0.0500%  | N/A     | $33370779.00       | $39324.54          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-04-20      | 0.0200%  | N/A     | $21285519.00       | $13602.97          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-01-20      | 0.1600%  | N/A     | $31344687.00       | $161678.72         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-05-20      | 2.0324%  | N/A     | $104260319.00      | $5138496.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2053-03-20      | 0.3500%  | N/A     | $18400213.00       | $123858.35         | Agency Collateralized Mortgage Obligation |
| GNMA_25-164C                                         | 2054-08-20      | 2.6824%  | N/A     | $918795.00         | $74532.44          | Agency Collateralized Mortgage Obligation |
| GNMA_25-203B                                         | 2053-06-20      | 0.0000%  | N/A     | $27450989.00       | $19857438.22       | Agency Collateralized Mortgage Obligation |
| GNMA_25-203C                                         | 2055-11-20      | 5.5000%  | N/A     | $10054374.00       | $2223826.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-48A                                          | 2055-03-20      | 2.0324%  | N/A     | $37959533.00       | $2426569.71        | Agency Collateralized Mortgage Obligation |
| GNMA_25-48A                                          | 2055-03-20      | 2.1524%  | N/A     | $3725504.00        | $236264.28         | Agency Collateralized Mortgage Obligation |
| GNMA_25-48B                                          | 2055-03-20      | 2.1423%  | N/A     | $341802.00         | $19728.47          | Agency Collateralized Mortgage Obligation |
| GNMA_25-5K                                           | 2055-01-20      | 1.2324%  | N/A     | $42173500.00       | $1945136.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-61G                                          | 2065-04-20      | 1.3823%  | N/A     | $31441819.00       | $699143.77         | Agency Collateralized Mortgage Obligation |
| GNMA_25-63J                                          | 2055-04-20      | 1.2624%  | N/A     | $49900000.00       | $1893571.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 0.0500%  | N/A     | $62500000.00       | $42212.46          | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 0.1000%  | N/A     | $50000000.00       | $67588.18          | Agency Collateralized Mortgage Obligation |
| GNMA_25-82C                                          | 2065-05-20      | 1.8823%  | N/A     | $50623112.00       | $1190833.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-95C                                          | 2055-05-20      | 1.2124%  | N/A     | $10890423.00       | $469582.70         | Agency Collateralized Mortgage Obligation |
| GNMA_25-98B                                          | 2055-06-20      | 4.9877%  | N/A     | $645586.00         | $637377.93         | Agency Collateralized Mortgage Obligation |
| GNMA_25-98L                                          | 2055-06-20      | 5.3177%  | N/A     | $1043.00           | $927.37            | Agency Collateralized Mortgage Obligation |
| GNMA_51-71R                                          | 2055-10-20      | 5.0176%  | N/A     | $152664.00         | $152848.06         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $103601.00         | $15.97             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-10-20      | 3.0000%  | N/A     | $485818.00         | $576264.58         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-06-15      | 7.0000%  | N/A     | $432435.00         | $445302.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-06-15      | 3.5000%  | N/A     | $1149000.00        | $55983.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-01-15      | 3.5000%  | N/A     | $177490.00         | $15870.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-09-15      | 5.0000%  | N/A     | $4616987.00        | $177240.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-05-15      | 4.7500%  | N/A     | $1024.00           | $14.03             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-05-15      | 3.0000%  | N/A     | $1810.00           | $230.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-10-15      | 5.0000%  | N/A     | $33685722.00       | $551502.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-01-15      | 3.5000%  | N/A     | $1000.00           | $55.83             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-01-20      | 6.0000%  | N/A     | $1000.00           | $532.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $1000.00           | $916.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $1000.00           | $1020.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-05-20      | 5.5000%  | N/A     | $23810.00          | $941.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-05-20      | 3.5000%  | N/A     | $49980456.00       | $3881709.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-09-20      | 3.0000%  | N/A     | $1024.00           | $578.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 4.0000%  | N/A     | $1024.00           | $76.74             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 5.0000%  | N/A     | $1253.00           | $1247.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-12-20      | 3.5000%  | N/A     | $4295713.00        | $543136.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $390162.00         | $409193.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-01-20      | 4.0000%  | N/A     | $24432960.00       | $2042799.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-09-20      | 5.0000%  | N/A     | $110939.00         | $25198.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 5.5000%  | N/A     | $104273.00         | $8801.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-11-20      | 6.2500%  | N/A     | $441492.00         | $89518.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 4.0000%  | N/A     | $1024.00           | $776.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1064.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-07-20      | 2.0000%  | N/A     | $1000.00           | $554.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-06-20      | 4.0000%  | N/A     | $10643202.00       | $570595.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-10-20      | 4.7500%  | N/A     | $3178468.00        | $71057.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 5.5000%  | N/A     | $2083.00           | $1562.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 3.0000%  | N/A     | $47000.00          | $30771.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-01-20      | 5.6250%  | N/A     | $1000000.00        | $19299.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.0000%  | N/A     | $1000.00           | $1044.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 5.5000%  | N/A     | $1000.00           | $971.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 5.5000%  | N/A     | $1600888.00        | $1641980.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 3.0000%  | N/A     | $944128.00         | $227777.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1032.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 4.0000%  | N/A     | $1000.00           | $88.76             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.0000%  | N/A     | $1008.00           | $360.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 5.0000%  | N/A     | $1008.00           | $954.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $1019.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-06-20      | 5.5000%  | N/A     | $3199.00           | $136.39            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 5.5000%  | N/A     | $2032.00           | $2038.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 5.5000%  | N/A     | $2048.00           | $1608.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-10-20      | 4.7500%  | N/A     | $222875.00         | $2820.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-01-20      | 5.6250%  | N/A     | $1023.00           | $21.24             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 6.0000%  | N/A     | $8563.00           | $8878.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-08-20      | 5.3750%  | N/A     | $1719.00           | $22.54             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 5.8750%  | N/A     | $2500055.00        | $39864.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 7.0000%  | N/A     | $23496.00          | $25010.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 3.5000%  | N/A     | $2174.00           | $256.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $9273.00           | $7236.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 4.0000%  | N/A     | $1403134.00        | $444036.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-01-20      | 5.7500%  | N/A     | $1000000.00        | $30240.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $2000.00           | $2071.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-10-20      | 4.5000%  | N/A     | $5879320.00        | $379811.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 5.5000%  | N/A     | $874136.00         | $898192.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.0000%  | N/A     | $2424.00           | $2528.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 5.5000%  | N/A     | $5535200.00        | $5664469.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 5.3170%  | N/A     | $7104820.00        | $6045482.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.5000%  | N/A     | $585749.00         | $436086.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-11-20      | 4.6250%  | N/A     | $284707.00         | $10556.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 6.0000%  | N/A     | $1005.00           | $527.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-09-20      | 5.5000%  | N/A     | $201998.00         | $28288.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-01-20      | 2.0000%  | N/A     | $224768.00         | $110052.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 5.5000%  | N/A     | $1024.00           | $709.17            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $1024.00           | $1022.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 2.5000%  | N/A     | $1000.00           | $608.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 3.5000%  | N/A     | $1040.00           | $204.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 6.0000%  | N/A     | $1024.00           | $609.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 5.5000%  | N/A     | $1572096.00        | $1356791.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.0000%  | N/A     | $1843470.00        | $1924289.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-11-20      | 5.8750%  | N/A     | $3976188.00        | $129527.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.5000%  | N/A     | $1000.00           | $1053.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 5.5000%  | N/A     | $1000.00           | $72.24             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.5000%  | N/A     | $2000.00           | $1376.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 4.0000%  | N/A     | $1023.00           | $93.21             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-03-20      | 4.0000%  | N/A     | $8000.00           | $5305.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 5.5000%  | N/A     | $2000.00           | $1342.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 4.5000%  | N/A     | $1024.00           | $999.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-12-20      | 4.7500%  | N/A     | $10114223.00       | $138211.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-08-20      | 5.3750%  | N/A     | $3319057.00        | $13090.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.5000%  | N/A     | $1000.00           | $1046.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $1056.00           | $1048.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 7.0000%  | N/A     | $1024.00           | $1070.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-05-20      | 5.6250%  | N/A     | $1500000.00        | $32890.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-11-20      | 5.8750%  | N/A     | $743870.00         | $12208.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 7.0000%  | N/A     | $1000.00           | $980.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 4.0000%  | N/A     | $1087581.00        | $241457.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 6.0000%  | N/A     | $1406668.00        | $177070.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-07-20      | 6.5000%  | N/A     | $1024.00           | $535.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-06-20      | 5.0000%  | N/A     | $122316.00         | $40890.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-01-20      | 5.5000%  | N/A     | $13517.00          | $333.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 6.3140%  | N/A     | $150901.00         | $25105.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $1232.00           | $1286.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-10-20      | 5.0000%  | N/A     | $1957314.00        | $1939124.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-10-20      | 4.0000%  | N/A     | $213536.00         | $11472.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 4.5000%  | N/A     | $85536.00          | $85902.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1046.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-10-20      | 5.7500%  | N/A     | $6945.00           | $382.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $1116913.00        | $1165687.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-08-20      | 6.5000%  | N/A     | $1024.00           | $548.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2029-04-20      | 5.6250%  | N/A     | $10342197.00       | $10903.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 5.5000%  | N/A     | $1000.00           | $815.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 4.5000%  | N/A     | $440473.00         | $430971.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.5000%  | N/A     | $193680.00         | $202996.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5   | 2033-06-20      | 2.6257%  | N/A     | $79814842.00       | $4347.21           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39  | 2035-06-20      | 2.3516%  | N/A     | $50000000.00       | $32073.71          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47  | 2036-08-16      | 2.9513%  | N/A     | $207160131.00      | $289626.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17  | 2037-04-16      | 2.7013%  | N/A     | $40000000.00       | $70416.57          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12  | 2040-01-16      | 2.5513%  | N/A     | $24000000.00       | $47478.20          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14  | 2040-02-16      | 2.7013%  | N/A     | $25000000.00       | $57282.50          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 | 2049-09-20      | 2.2016%  | N/A     | $29150000.00       | $1224221.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 | 2050-10-20      | 2.5000%  | N/A     | $16767591.00       | $1388127.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 | 2051-10-20      | 2.0000%  | N/A     | $52763.00          | $24176.50          | Agency Collateralized Mortgage Obligation |

### Security 5: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDWSJLP1
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $24.95             | $12.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 0.0000%  | N/A     | $200.00            | $60.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $100.00            | $101.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 0.0000%  | N/A     | $0.30              | $0.12              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $1090200.00        | $1131126.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | N/A     | $0.83              | $0.43              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $0.62              | $0.27              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 0.0000%  | N/A     | $0.91              | $0.66              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 0.0000%  | N/A     | $73.12             | $69.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $200.00            | $197.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 0.0000%  | N/A     | $4.97              | $2.37              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | N/A     | $100.00            | $94.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | N/A     | $1.46              | $1.33              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 0.0000%  | N/A     | $0.18              | $0.06              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | N/A     | $50.65             | $49.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | N/A     | $3064700.00        | $3060032.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $889600.00         | $907054.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $1200.00           | $1226.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | N/A     | $3.76              | $2.55              | U.S. Treasuries (including strips) |

### Security 6: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDWSJLQ9
- **C.18 - Value (incl. sponsor support):** $107000000.00
- **C.18.a - Value (excl. sponsor support):** $107000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $175.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-08-01      | 5.0000%  | N/A     | $213824.00         | $181206.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-03-01      | 5.0000%  | N/A     | $1992000.00        | $1679711.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-09-01      | 5.5000%  | N/A     | $14534404.00       | $14737788.03       | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_2066                     | 2028-06-15      | 6.5000%  | N/A     | $24.00             | $0.03              | Agency Collateralized Mortgage Obligation |
| GNMA_25-218A                               | 2055-12-20      | 4.9925%  | N/A     | $11380.00          | $11286.67          | Agency Collateralized Mortgage Obligation |
| GNMA_25-98B                                | 2055-06-20      | 4.9877%  | N/A     | $23262844.00       | $22967077.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-05-15      | 7.0000%  | N/A     | $1022.00           | $945.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 4.0000%  | N/A     | $2023.00           | $169.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1002.00           | $1050.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $1000.00           | $1054.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-04-20      | 3.5000%  | N/A     | $3878000.00        | $401208.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1064.45           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 4.0000%  | N/A     | $1000.00           | $667.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | N/A     | $1024.00           | $882.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 7.0000%  | N/A     | $1694768.00        | $1804049.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.0000%  | N/A     | $15907312.00       | $16037465.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-10-20      | 4.7500%  | N/A     | $6777045.00        | $85767.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 5.5000%  | N/A     | $1024.00           | $709.17            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.0000%  | N/A     | $1008.00           | $745.52            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | N/A     | $26453504.00       | $23657600.27       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $1086752.00        | $1109415.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 5.5000%  | N/A     | $1718272.00        | $1482948.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $5963.00           | $6273.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 3.5000%  | N/A     | $1000.00           | $118.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 3.5000%  | N/A     | $1000.00           | $116.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $2024.00           | $2010.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 7.5000%  | N/A     | $7002.00           | $7202.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.5000%  | N/A     | $1000.00           | $123.12            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $8237645.00        | $8262674.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | N/A     | $485000.00         | $447420.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 3.0000%  | N/A     | $1608410.00        | $466330.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 3.5000%  | N/A     | $1659.00           | $195.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 5.5000%  | N/A     | $1024.00           | $687.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 6.0000%  | N/A     | $2128508.00        | $1116662.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1063.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 7.5000%  | N/A     | $1235540.00        | $1331749.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-04-20      | 3.5000%  | N/A     | $1000.00           | $196.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-04-20      | 5.0000%  | N/A     | $1209586.00        | $762262.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-03-20      | 3.5000%  | N/A     | $1000.00           | $96.38             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 4.0000%  | N/A     | $2024.00           | $1534.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | N/A     | $1000.00           | $1052.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $1000.00           | $1043.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 3.5000%  | N/A     | $1001.00           | $96.96             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 5.3170%  | N/A     | $1833410.00        | $1560046.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-05-20      | 3.5000%  | N/A     | $1000.00           | $77.66             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 5.5000%  | N/A     | $1024.00           | $768.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-07-20      | 5.3750%  | N/A     | $1659461.00        | $86764.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-06-30      | 5.3750%  | N/A     | $11182384.00       | $575911.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.0000%  | N/A     | $1024.00           | $578.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-12-20      | 4.0000%  | N/A     | $103775713.00      | $9455254.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.0000%  | N/A     | $3058000.00        | $1695925.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 7.0000%  | N/A     | $1000.00           | $1051.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $1024.00           | $1022.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 5.5000%  | N/A     | $3536.00           | $2777.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $1000.00           | $1014.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.0000%  | N/A     | $2032.00           | $1923.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | N/A     | $1269.00           | $1338.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.5000%  | N/A     | $1967.00           | $1197.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 3.5000%  | N/A     | $1000.00           | $126.44            | Agency Mortgage-Backed Securities         |

### Security 7: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDHZDTM8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE FNMA_12-89                                 | 2042-08-25      | 1.5613%  | N/A     | $79393536.00       | $359869.32         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-66                                 | 2045-09-25      | 2.2613%  | N/A     | $110051520.00      | $769041.36         | Agency Collateralized Mortgage Obligation |
| FANNIEMAE WHOLE LOAN FNMA FNMA_06-43                  | 2036-06-25      | 2.7113%  | N/A     | $54534000.00       | $142101.33         | Agency Collateralized Mortgage Obligation |
| FANNIEMAE WHOLE LOAN FNW_07-W7                        | 2037-07-25      | 2.5413%  | N/A     | $52453375.00       | $40815.44          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5352     | 2053-11-25      | 2.1858%  | N/A     | $100000000.00      | $2766838.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_3964B                                           | 2041-11-15      | 1.9017%  | N/A     | $56750784.00       | $319272.44         | Agency Collateralized Mortgage Obligation |
| FHLMC_4096                                            | 2042-08-15      | 0.2062%  | N/A     | $3900360.00        | $1525237.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_42-48                                           | 2041-05-15      | 0.0000%  | N/A     | $13848000.00       | $1892565.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_43-47                                           | 2054-06-15      | 1.9017%  | N/A     | $66018944.00       | $1236843.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_44-94                                           | 2045-07-15      | 2.0817%  | N/A     | $8284064.00        | $157557.79         | Agency Collateralized Mortgage Obligation |
| FHLMC_4716A                                           | 2047-10-15      | 2.0517%  | N/A     | $38171760.00       | $1120295.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_4750C                                           | 2048-01-15      | 2.1017%  | N/A     | $50000000.00       | $880900.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_4758D                                           | 2048-02-15      | 2.1017%  | N/A     | $53650944.00       | $1105899.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_4839A                                           | 2056-08-15      | 2.0017%  | N/A     | $26045408.00       | $1072614.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_4915B                                           | 2049-09-25      | 2.0813%  | N/A     | $7004592.00        | $359085.09         | Agency Collateralized Mortgage Obligation |
| FHLMC_4919B                                           | 2049-09-25      | 2.0613%  | N/A     | $6000000.00        | $162930.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_5009E                                           | 2050-06-25      | 2.1613%  | N/A     | $41463168.00       | $2107068.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080A                                           | 2051-03-25      | 0.4058%  | N/A     | $63745408.00       | $1048956.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5192A                                           | 2052-02-25      | 0.0000%  | N/A     | $72897408.00       | $78062.24          | Agency Collateralized Mortgage Obligation |
| FHLMC_5225F                                           | 2045-03-25      | 1.6113%  | N/A     | $34469888.00       | $2472601.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5235C                                           | 2052-06-25      | 0.0000%  | N/A     | $50000000.00       | $490733.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_5258A                                           | 2052-09-25      | 1.4258%  | N/A     | $100000000.00      | $4196064.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5269E                                           | 2052-10-25      | 1.3058%  | N/A     | $82672000.00       | $2134197.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5325A                                           | 2052-11-25      | 1.8258%  | N/A     | $21555680.00       | $1961617.31        | Agency Collateralized Mortgage Obligation |
| FHLMC_5329C                                           | 2053-08-25      | 2.1758%  | N/A     | $56262592.00       | $1550239.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5348                                            | 2053-10-25      | 2.6258%  | N/A     | $150000000.00      | $5485388.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5354B                                           | 2053-10-25      | 2.1758%  | N/A     | $102874112.00      | $3647851.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                           | 2053-11-25      | 2.1758%  | N/A     | $125000000.00      | $4109519.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                           | 2053-11-25      | 2.1758%  | N/A     | $125000000.00      | $4432421.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5387D                                           | 2054-03-25      | 1.9258%  | N/A     | $66666624.00       | $2392035.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5408C                                           | 2054-05-25      | 3.2258%  | N/A     | $150312448.00      | $8207022.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5409A                                           | 2054-05-25      | 2.0758%  | N/A     | $103500000.00      | $3287072.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5411E                                           | 2054-05-25      | 2.6758%  | N/A     | $100000000.00      | $2595945.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5411F                                           | 2054-05-25      | 2.7258%  | N/A     | $179168256.00      | $4727592.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5425B                                           | 2054-06-25      | 1.9258%  | N/A     | $78348672.00       | $2871863.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5438D                                           | 2054-08-25      | 2.0258%  | N/A     | $147517184.00      | $3906403.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5438G                                           | 2054-08-25      | 1.0000%  | N/A     | $15000000.00       | $135860.77         | Agency Collateralized Mortgage Obligation |
| FHLMC_5438G                                           | 2054-08-25      | 1.8758%  | N/A     | $150000000.00      | $4420145.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5438H                                           | 2054-08-25      | 1.3258%  | N/A     | $150000000.00      | $3251388.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5439E                                           | 2054-08-25      | 3.2258%  | N/A     | $75000000.00       | $3366054.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_5446C                                           | 2054-08-25      | 1.8758%  | N/A     | $86449280.00       | $3133173.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449B                                           | 2054-07-25      | 2.0258%  | N/A     | $108000000.00      | $3613266.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5451C                                           | 2054-09-25      | 2.0258%  | N/A     | $121147904.00      | $3290450.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5452E                                           | 2054-09-25      | 2.0258%  | N/A     | $100000000.00      | $4000952.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5470A                                           | 2054-11-25      | 1.5258%  | N/A     | $251783168.00      | $9335393.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473C                                           | 2054-11-25      | 0.8258%  | N/A     | $236500000.00      | $5313889.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473D                                           | 2054-11-25      | 0.6315%  | N/A     | $261135040.00      | $5371000.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473G                                           | 2054-11-25      | 1.3435%  | N/A     | $113352960.00      | $4253884.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473H                                           | 2054-11-25      | 1.3758%  | N/A     | $72974592.00       | $1960292.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473L                                           | 2054-11-25      | 1.9758%  | N/A     | $50000000.00       | $2010987.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                           | 2054-12-25      | 1.1258%  | N/A     | $201000000.00      | $3885204.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5483B                                           | 2054-12-25      | 1.3258%  | N/A     | $100000000.00      | $3043796.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5484A                                           | 2054-12-25      | 1.9258%  | N/A     | $85000000.00       | $3283114.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5484F                                           | 2054-12-25      | 1.9758%  | N/A     | $65857280.00       | $2754790.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                           | 2055-02-25      | 1.0000%  | N/A     | $9100000.00        | $143973.43         | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                           | 2055-02-25      | 1.0000%  | N/A     | $4350000.00        | $68904.07          | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                           | 2055-02-25      | 1.0758%  | N/A     | $252000000.00      | $4751310.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499B                                           | 2055-02-25      | 1.1758%  | N/A     | $180465000.00      | $4573472.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499B                                           | 2055-02-25      | 1.0000%  | N/A     | $4023250.00        | $60118.96          | Agency Collateralized Mortgage Obligation |
| FHLMC_5499C                                           | 2055-02-25      | 1.1258%  | N/A     | $162000000.00      | $3117945.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499E                                           | 2055-02-25      | 1.0000%  | N/A     | $3850000.00        | $60509.34          | Agency Collateralized Mortgage Obligation |
| FHLMC_5499F                                           | 2055-02-25      | 1.4258%  | N/A     | $50000000.00       | $1636249.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                           | 2055-02-25      | 1.9467%  | N/A     | $438898688.00      | $17040684.33       | Agency Collateralized Mortgage Obligation |
| FHLMC_5513C                                           | 2054-11-25      | 3.2758%  | N/A     | $58524800.00       | $3743106.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516B                                           | 2055-03-25      | 1.2306%  | N/A     | $420000000.00      | $12312101.18       | Agency Collateralized Mortgage Obligation |
| FHLMC_5526C                                           | 2054-12-25      | 11.2242% | N/A     | $4384360.00        | $4393228.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5529B                                           | 2055-03-25      | 1.4258%  | N/A     | $50000000.00       | $1254069.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                            | 2055-05-25      | 0.0258%  | N/A     | $185000000.00      | $1741999.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                            | 2055-05-25      | 0.0000%  | N/A     | $249999.00         | $488.33            | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                            | 2055-05-25      | 0.4258%  | N/A     | $307000000.00      | $4370137.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                            | 2055-05-25      | 0.4758%  | N/A     | $100000000.00      | $1696123.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5545B                                           | 2055-06-25      | 1.1762%  | N/A     | $352869376.00      | $10956035.03       | Agency Collateralized Mortgage Obligation |
| FHLMC_5545B                                           | 2055-06-25      | 0.0000%  | N/A     | $249856.00         | $182.89            | Agency Collateralized Mortgage Obligation |
| FHLMC_5567B                                           | 2055-08-25      | 0.3758%  | N/A     | $135000000.00      | $2480434.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_5567C                                           | 2051-06-25      | 7.0000%  | N/A     | $758640.00         | $30399.26          | Agency Collateralized Mortgage Obligation |
| FHLMC_5576A                                           | 2055-09-25      | 1.3758%  | N/A     | $35000000.00       | $1233129.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5580F                                           | 2055-09-25      | 2.0258%  | N/A     | $49180480.00       | $2376850.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_5584L                                           | 2055-10-25      | 1.5258%  | N/A     | $100000000.00      | $5029954.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5611C                                           | 2055-02-25      | 1.0000%  | N/A     | $7811300.00        | $144817.26         | Agency Collateralized Mortgage Obligation |
| FHR_43-72                                             | 2044-08-15      | 2.0017%  | N/A     | $121841120.00      | $1097106.83        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 2.1758%  | N/A     | $100000000.00      | $3547482.57        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 2.3258%  | N/A     | $90000000.00       | $3323120.49        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.8258%  | N/A     | $125255000.00      | $3630552.58        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 3.3258%  | N/A     | $50000000.00       | $2530371.05        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL003TS R23F003                             | 2052-12-25      | 0.0000%  | N/A     | $65864240.00       | $2804429.48        | Agency Mortgage-Backed Securities         |
| FNMA_07-1                                             | 2037-02-25      | 2.5113%  | N/A     | $257335296.00      | $129501.56         | Agency Collateralized Mortgage Obligation |
| FNMA_10-141E                                          | 2040-12-25      | 0.7613%  | N/A     | $39173568.00       | $95516.41          | Agency Collateralized Mortgage Obligation |
| FNMA_11-97                                            | 2041-10-25      | 2.6113%  | N/A     | $162365440.00      | $132673.65         | Agency Collateralized Mortgage Obligation |
| FNMA_12-40                                            | 2042-04-25      | 2.5113%  | N/A     | $36642816.00       | $583388.29         | Agency Collateralized Mortgage Obligation |
| FNMA_13-18                                            | 2033-03-25      | 0.6736%  | N/A     | $20641344.00       | $7544879.95        | Agency Collateralized Mortgage Obligation |
| FNMA_14-70C                                           | 2044-11-25      | 2.1613%  | N/A     | $100000000.00      | $1169286.44        | Agency Collateralized Mortgage Obligation |
| FNMA_17-35A                                           | 2047-05-25      | 2.1613%  | N/A     | $21000000.00       | $653432.54         | Agency Collateralized Mortgage Obligation |
| FNMA_18-19C                                           | 2048-04-25      | 2.2113%  | N/A     | $20327840.00       | $512787.50         | Agency Collateralized Mortgage Obligation |
| FNMA_19-15A                                           | 2049-04-25      | 2.0113%  | N/A     | $16014240.00       | $228210.94         | Agency Collateralized Mortgage Obligation |
| FNMA_19-8C                                            | 2049-03-25      | 1.8113%  | N/A     | $15739808.00       | $271126.27         | Agency Collateralized Mortgage Obligation |
| FNMA_20-17A                                           | 2050-03-25      | 2.0613%  | N/A     | $98996992.00       | $1907307.63        | Agency Collateralized Mortgage Obligation |
| FNMA_20-1F                                            | 2050-02-25      | 2.0113%  | N/A     | $100770944.00      | $2009748.19        | Agency Collateralized Mortgage Obligation |
| FNMA_20-54C                                           | 2050-08-25      | 2.1613%  | N/A     | $25000000.00       | $1277251.78        | Agency Collateralized Mortgage Obligation |
| FNMA_21-41F                                           | 2051-07-25      | 0.0000%  | N/A     | $30000000.00       | $32262.73          | Agency Collateralized Mortgage Obligation |
| FNMA_21-45L                                           | 2051-07-25      | 0.0000%  | N/A     | $99860224.00       | $177868.90         | Agency Collateralized Mortgage Obligation |
| FNMA_22-49C                                           | 2052-08-25      | 1.4758%  | N/A     | $50000000.00       | $3431935.85        | Agency Collateralized Mortgage Obligation |
| FNMA_22-57A                                           | 2052-09-25      | 1.4258%  | N/A     | $200000000.00      | $8264185.35        | Agency Collateralized Mortgage Obligation |
| FNMA_22-60A                                           | 2052-09-25      | 1.4258%  | N/A     | $193190399.00      | $8001255.76        | Agency Collateralized Mortgage Obligation |
| FNMA_22-64B                                           | 2052-10-25      | 1.3258%  | N/A     | $25000000.00       | $978434.96         | Agency Collateralized Mortgage Obligation |
| FNMA_22-66C                                           | 2052-10-25      | 1.3258%  | N/A     | $75000000.00       | $2865729.20        | Agency Collateralized Mortgage Obligation |
| FNMA_22-69A                                           | 2052-10-25      | 0.6758%  | N/A     | $75000000.00       | $2124362.71        | Agency Collateralized Mortgage Obligation |
| FNMA_22-69B                                           | 2052-10-25      | 1.3058%  | N/A     | $56750272.00       | $2547383.75        | Agency Collateralized Mortgage Obligation |
| FNMA_23-51C                                           | 2053-11-25      | 2.0758%  | N/A     | $143872000.00      | $3509101.29        | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                           | 2053-11-25      | 2.1758%  | N/A     | $275000000.00      | $8957552.17        | Agency Collateralized Mortgage Obligation |
| FNMA_23-56B                                           | 2053-11-25      | 3.0258%  | N/A     | $50000000.00       | $2094016.51        | Agency Collateralized Mortgage Obligation |
| FNMA_24-1                                             | 2053-11-25      | 1.0000%  | N/A     | $681165.00         | $6009.69           | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                          | 2055-01-25      | 2.6758%  | N/A     | $74500000.00       | $2784996.67        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103G                                          | 2055-01-25      | 1.1792%  | N/A     | $71761664.00       | $1698395.96        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103K                                          | 2055-01-25      | 1.1558%  | N/A     | $50000000.00       | $1014195.50        | Agency Collateralized Mortgage Obligation |
| FNMA_24-11B                                           | 2054-03-25      | 3.1258%  | N/A     | $50500000.00       | $2460412.39        | Agency Collateralized Mortgage Obligation |
| FNMA_24-11B                                           | 2054-03-25      | 2.4758%  | N/A     | $4000000.00        | $159122.99         | Agency Collateralized Mortgage Obligation |
| FNMA_24-23A                                           | 2054-05-25      | 2.0258%  | N/A     | $100000000.00      | $2579413.20        | Agency Collateralized Mortgage Obligation |
| FNMA_24-36C                                           | 2054-06-25      | 1.9758%  | N/A     | $62844000.00       | $2124430.37        | Agency Collateralized Mortgage Obligation |
| FNMA_24-36E                                           | 2054-06-25      | 2.0258%  | N/A     | $50000000.00       | $1755724.77        | Agency Collateralized Mortgage Obligation |
| FNMA_24-54B                                           | 2054-08-25      | 3.1558%  | N/A     | $140208640.00      | $5295753.98        | Agency Collateralized Mortgage Obligation |
| FNMA_24-61D                                           | 2053-03-25      | 1.6258%  | N/A     | $40621440.00       | $1311994.14        | Agency Collateralized Mortgage Obligation |
| FNMA_24-61E                                           | 2054-09-25      | 3.3258%  | N/A     | $34441344.00       | $2467234.45        | Agency Collateralized Mortgage Obligation |
| FNMA_24-64G                                           | 2054-09-25      | 1.3758%  | N/A     | $92109184.00       | $2223608.52        | Agency Collateralized Mortgage Obligation |
| FNMA_24-72C                                           | 2054-10-25      | 1.0258%  | N/A     | $25000000.00       | $520975.32         | Agency Collateralized Mortgage Obligation |
| FNMA_24-82A                                           | 2054-11-25      | 0.7258%  | N/A     | $179000000.00      | $3638010.78        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                           | 2054-11-25      | 0.5758%  | N/A     | $200000000.00      | $2680396.53        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                           | 2054-11-25      | 2.0633%  | N/A     | $200000000.00      | $6114031.69        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82E                                           | 2054-11-25      | 2.1869%  | N/A     | $113165696.00      | $4528257.95        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82H                                           | 2054-11-25      | 1.3258%  | N/A     | $80000000.00       | $2397974.85        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88A                                           | 2054-12-25      | 0.3758%  | N/A     | $50000000.00       | $752262.02         | Agency Collateralized Mortgage Obligation |
| FNMA_24-88B                                           | 2054-12-25      | 2.6258%  | N/A     | $238951424.00      | $9411527.29        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88E                                           | 2054-12-25      | 1.9400%  | N/A     | $130500000.00      | $4803894.74        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88F                                           | 2054-12-25      | 2.0758%  | N/A     | $25000000.00       | $1047584.52        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88G                                           | 2054-12-25      | 2.0758%  | N/A     | $46953856.00       | $1970037.20        | Agency Collateralized Mortgage Obligation |
| FNMA_24-90B                                           | 2053-11-25      | 1.8758%  | N/A     | $82000000.00       | $3170599.84        | Agency Collateralized Mortgage Obligation |
| FNMA_24-95G                                           | 2054-12-25      | 1.1758%  | N/A     | $216500000.00      | $4675605.05        | Agency Collateralized Mortgage Obligation |
| FNMA_25-13C                                           | 2055-03-25      | 1.3258%  | N/A     | $198948000.00      | $6283161.59        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                            | 2055-02-25      | 1.0000%  | N/A     | $1000000.00        | $14070.03          | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                            | 2055-02-25      | 1.0000%  | N/A     | $7575750.00        | $106526.75         | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                            | 2055-02-25      | 1.2258%  | N/A     | $200000000.00      | $4111736.75        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1C                                            | 2055-02-25      | 0.2001%  | N/A     | $100000000.00      | $1241973.45        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                            | 2055-02-25      | 1.1758%  | N/A     | $152000000.00      | $3072412.65        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                            | 2055-02-25      | 1.0758%  | N/A     | $75000000.00       | $1442300.73        | Agency Collateralized Mortgage Obligation |
| FNMA_25-20A                                           | 2055-03-25      | 0.5758%  | N/A     | $135000000.00      | $2408463.58        | Agency Collateralized Mortgage Obligation |
| FNMA_25-32C                                           | 2055-05-25      | 6.0000%  | N/A     | $5750000.00        | $578273.19         | Agency Collateralized Mortgage Obligation |
| FNMA_25-6A                                            | 2055-02-25      | 1.1258%  | N/A     | $40000000.00       | $882409.23         | Agency Collateralized Mortgage Obligation |
| FNMA_25-77A                                           | 2055-05-25      | 3.2758%  | N/A     | $31365000.00       | $3455523.05        | Agency Collateralized Mortgage Obligation |
| FNMA_25-7A                                            | 2055-02-25      | 1.2258%  | N/A     | $101000000.00      | $2361280.65        | Agency Collateralized Mortgage Obligation |
| FNMA_25-7E                                            | 2054-06-25      | 2.0258%  | N/A     | $93671040.00       | $3040365.81        | Agency Collateralized Mortgage Obligation |
| FNMA_25-84G                                           | 2055-10-25      | 3.2758%  | N/A     | $69834624.00       | $7217420.46        | Agency Collateralized Mortgage Obligation |
| FNMA_25-93B                                           | 2055-11-25      | 1.5258%  | N/A     | $86206848.00       | $3788361.78        | Agency Collateralized Mortgage Obligation |
| FNMA_25-93C                                           | 2055-01-25      | 1.0000%  | N/A     | $1906176.00        | $28746.40          | Agency Collateralized Mortgage Obligation |
| FNMA_25-93D                                           | 2055-01-25      | 1.0000%  | N/A     | $16458976.00       | $300632.37         | Agency Collateralized Mortgage Obligation |
| FNMA_25-M6                                            | 2035-10-25      | 0.6560%  | N/A     | $348500992.00      | $17922060.58       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3631                                | 2040-02-15      | 2.1417%  | N/A     | $76754688.00       | $169434.71         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4635                                | 2046-12-15      | 2.0017%  | N/A     | $106139904.00      | $933154.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-01O CI                                 | 2073-01-20      | 0.0000%  | N/A     | $154000000.00      | $10134071.95       | Agency Mortgage-Backed Securities         |
| GNMA/FNMA                                             | 2067-06-20      | 1.8964%  | N/A     | $42006272.00       | $275614.76         | Agency Collateralized Mortgage Obligation |
| GNMA_09-79                                            | 2039-08-20      | 6.0000%  | N/A     | $67659000.00       | $86217.79          | Agency Collateralized Mortgage Obligation |
| GNMA_09-87                                            | 2035-02-20      | 2.9016%  | N/A     | $50013056.00       | $74400.71          | Agency Collateralized Mortgage Obligation |
| GNMA_10-H01                                           | 2060-01-20      | 1.8554%  | N/A     | $62160768.00       | $91541.60          | Agency Collateralized Mortgage Obligation |
| GNMA_11-141                                           | 2041-10-16      | 2.2513%  | N/A     | $15000000.00       | $208037.79         | Agency Collateralized Mortgage Obligation |
| GNMA_12-8                                             | 2041-05-20      | 4.0000%  | N/A     | $10502000.00       | $17293.60          | Agency Collateralized Mortgage Obligation |
| GNMA_12-H24                                           | 2062-10-20      | 1.8343%  | N/A     | $30784192.00       | $99167.06          | Agency Collateralized Mortgage Obligation |
| GNMA_13-106F                                          | 2043-07-20      | 2.3016%  | N/A     | $120785664.00      | $1055354.69        | Agency Collateralized Mortgage Obligation |
| GNMA_13-14                                            | 2042-12-20      | 3.5000%  | N/A     | $22012512.00       | $139630.26         | Agency Collateralized Mortgage Obligation |
| GNMA_13-152                                           | 2043-10-16      | 2.3013%  | N/A     | $72603264.00       | $638893.35         | Agency Collateralized Mortgage Obligation |
| GNMA_13-167                                           | 2043-11-20      | 2.3016%  | N/A     | $53430000.00       | $403344.26         | Agency Collateralized Mortgage Obligation |
| GNMA_13-182C                                          | 2043-12-16      | 4.5000%  | N/A     | $3775000.00        | $54419.82          | Agency Collateralized Mortgage Obligation |
| GNMA_14-183                                           | 2044-12-16      | 1.6128%  | N/A     | $32907456.00       | $299645.15         | Agency Collateralized Mortgage Obligation |
| GNMA_14-21                                            | 2044-02-16      | 1.7013%  | N/A     | $124834176.00      | $1024956.51        | Agency Collateralized Mortgage Obligation |
| GNMA_14-H14A                                          | 2064-07-20      | 1.5245%  | N/A     | $7033576.00        | $7783.07           | Agency Collateralized Mortgage Obligation |
| GNMA_15-106A                                          | 2039-08-20      | 5.5000%  | N/A     | $12309904.00       | $98725.10          | Agency Collateralized Mortgage Obligation |
| GNMA_15-125                                           | 2055-07-16      | 0.5048%  | N/A     | $179062528.00      | $483515.08         | Agency Collateralized Mortgage Obligation |
| GNMA_15-148C                                          | 2045-10-20      | 1.8316%  | N/A     | $33333312.00       | $616064.41         | Agency Collateralized Mortgage Obligation |
| GNMA_15-52                                            | 2045-04-20      | 3.5000%  | N/A     | $11929040.00       | $190068.69         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H06A                                          | 2065-02-20      | 1.7924%  | N/A     | $43487680.00       | $103266.96         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H11                                           | 2065-05-20      | 2.1775%  | N/A     | $10094000.00       | $44151.33          | Agency Collateralized Mortgage Obligation |
| GNMA_16-18A                                           | 2046-02-20      | 2.2716%  | N/A     | $25989728.00       | $704266.58         | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                           | 2046-03-20      | 2.2016%  | N/A     | $45319616.00       | $753020.07         | Agency Collateralized Mortgage Obligation |
| GNMA_16-4                                             | 2046-01-20      | 1.8016%  | N/A     | $206000000.00      | $2471266.58        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H06F                                          | 2066-02-20      | 2.0069%  | N/A     | $1425000.00        | $3583.06           | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24J                                          | 2066-09-20      | 2.0844%  | N/A     | $3732000.00        | $70567.86          | Agency Collateralized Mortgage Obligation |
| GNMA_17-26                                            | 2047-02-20      | 2.2516%  | N/A     | $24630080.00       | $501955.76         | Agency Collateralized Mortgage Obligation |
| GNMA_17-60A                                           | 2039-11-20      | 2.4016%  | N/A     | $19234048.00       | $277402.80         | Agency Collateralized Mortgage Obligation |
| GNMA_17-60A                                           | 2038-09-20      | 2.1516%  | N/A     | $15945904.00       | $111209.28         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03D                                          | 2067-01-20      | 1.5453%  | N/A     | $4832000.00        | $18169.08          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H15                                           | 2067-07-20      | 2.2807%  | N/A     | $1100000.00        | $21074.83          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H16A                                          | 2067-08-20      | 1.9443%  | N/A     | $12932000.00       | $86061.68          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H22                                           | 2067-11-20      | 2.6619%  | N/A     | $23850000.00       | $146840.51         | Agency Collateralized Mortgage Obligation |
| GNMA_18-113A                                          | 2048-08-20      | 0.7516%  | N/A     | $70000000.00       | $1000488.03        | Agency Collateralized Mortgage Obligation |
| GNMA_18-141                                           | 2060-08-16      | 0.6602%  | N/A     | $75000000.00       | $601577.66         | Agency Collateralized Mortgage Obligation |
| GNMA_18-148A                                          | 2048-10-20      | 0.0000%  | N/A     | $50000000.00       | $149768.08         | Agency Collateralized Mortgage Obligation |
| GNMA_18-155C                                          | 2048-11-20      | 2.3016%  | N/A     | $54123000.00       | $1436561.79        | Agency Collateralized Mortgage Obligation |
| GNMA_18-91E                                           | 2048-07-20      | 2.4016%  | N/A     | $29233248.00       | $701710.75         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02A                                          | 2068-01-20      | 2.1839%  | N/A     | $813000.00         | $12623.88          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H11A                                          | 2068-02-20      | 2.2692%  | N/A     | $550990.00         | $4675.74           | Agency Collateralized Mortgage Obligation |
| GNMA_18-H12B                                          | 2068-08-20      | 1.4190%  | N/A     | $47852992.00       | $224372.73         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13F                                          | 2068-08-20      | 2.4138%  | N/A     | $76651264.00       | $883638.68         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H19F                                          | 2068-11-20      | 2.4576%  | N/A     | $5286000.00        | $57098.03          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H20D                                          | 2068-12-20      | 2.4190%  | N/A     | $7448000.00        | $88715.81          | Agency Collateralized Mortgage Obligation |
| GNMA_19-119F                                          | 2049-09-16      | 2.2013%  | N/A     | $17339000.00       | $1206231.96        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128G                                          | 2049-10-20      | 0.6516%  | N/A     | $30000000.00       | $313458.86         | Agency Collateralized Mortgage Obligation |
| GNMA_19-133B                                          | 2049-10-20      | 0.0000%  | N/A     | $50000000.00       | $226792.54         | Agency Collateralized Mortgage Obligation |
| GNMA_19-23N                                           | 2049-02-20      | 2.2016%  | N/A     | $41953984.00       | $828129.78         | Agency Collateralized Mortgage Obligation |
| GNMA_19-36B                                           | 2049-03-20      | 2.2016%  | N/A     | $34000000.00       | $697218.34         | Agency Collateralized Mortgage Obligation |
| GNMA_19-96D                                           | 2049-08-20      | 2.2516%  | N/A     | $15387232.00       | $630636.41         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H08                                           | 2069-05-20      | 1.1147%  | N/A     | $24408544.00       | $619135.71         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H13D                                          | 2068-07-20      | 1.9577%  | N/A     | $30949888.00       | $188720.14         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H13D                                          | 2068-07-20      | 1.9577%  | N/A     | $30949888.00       | $188720.14         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16C                                          | 2069-10-20      | 1.4324%  | N/A     | $21360672.00       | $683291.67         | Agency Collateralized Mortgage Obligation |
| GNMA_20-116G                                          | 2050-08-20      | 2.3516%  | N/A     | $9000000.00        | $503216.43         | Agency Collateralized Mortgage Obligation |
| GNMA_20-181B                                          | 2050-12-20      | 2.5000%  | N/A     | $17405440.00       | $1437496.01        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                            | 2049-02-20      | 2.1516%  | N/A     | $48323000.00       | $1548210.62        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H01C                                          | 2070-01-20      | 1.6459%  | N/A     | $30304064.00       | $158749.02         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H03B                                          | 2069-03-20      | 1.2513%  | N/A     | $16319680.00       | $323826.29         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H03B                                          | 2069-03-20      | 1.2513%  | N/A     | $16319680.00       | $323826.29         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H06B                                          | 2069-04-20      | 1.3292%  | N/A     | $15731696.00       | $284275.70         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H06B                                          | 2069-04-20      | 1.3292%  | N/A     | $15731696.00       | $284275.70         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H06C                                          | 2068-02-20      | 1.9387%  | N/A     | $9147088.00        | $247421.11         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H06D                                          | 2069-01-20      | 1.3925%  | N/A     | $12415616.00       | $329671.08         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H07A                                          | 2070-03-20      | 1.5270%  | N/A     | $62193024.00       | $1464244.85        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H07C                                          | 2070-04-20      | 1.5932%  | N/A     | $25974208.00       | $143089.63         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H09H                                          | 2070-04-20      | 0.8901%  | N/A     | $19517472.00       | $108297.55         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H16D                                          | 2070-09-20      | 1.2469%  | N/A     | $26350400.00       | $1084998.61        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H16D                                          | 2070-09-20      | 1.3113%  | N/A     | $142978048.00      | $5910378.14        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H21B                                          | 2068-09-01      | 1.5257%  | N/A     | $20435136.00       | $785154.36         | Agency Collateralized Mortgage Obligation |
| GNMA_21-104F                                          | 2051-06-20      | 0.0000%  | N/A     | $32668672.00       | $732381.63         | Agency Collateralized Mortgage Obligation |
| GNMA_21-139Z                                          | 2051-08-20      | 0.0000%  | N/A     | $155389000.00      | $197182.64         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155Q                                          | 2051-09-20      | 0.5000%  | N/A     | $39795008.00       | $667350.47         | Agency Collateralized Mortgage Obligation |
| GNMA_21-160P                                          | 2051-09-20      | 2.4516%  | N/A     | $67568640.00       | $6149475.57        | Agency Collateralized Mortgage Obligation |
| GNMA_21-162J                                          | 2051-09-20      | 2.5000%  | N/A     | $17047200.00       | $1898960.58        | Agency Collateralized Mortgage Obligation |
| GNMA_21-205B                                          | 2051-11-20      | 0.0000%  | N/A     | $85000000.00       | $378559.74         | Agency Collateralized Mortgage Obligation |
| GNMA_21-213D                                          | 2051-12-20      | 0.0000%  | N/A     | $200000000.00      | $1095232.17        | Agency Collateralized Mortgage Obligation |
| GNMA_21-59D                                           | 2051-04-20      | 0.0000%  | N/A     | $111599232.00      | $228646.83         | Agency Collateralized Mortgage Obligation |
| GNMA_21-98S                                           | 2051-03-20      | 0.0000%  | N/A     | $85896000.00       | $161295.81         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H01A                                          | 2070-12-20      | 1.9205%  | N/A     | $26296416.00       | $196034.23         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H08B                                          | 2070-09-20      | 0.7645%  | N/A     | $3092664.00        | $55122.48          | Agency Collateralized Mortgage Obligation |
| GNMA_22-100C                                          | 2052-06-20      | 0.0000%  | N/A     | $200000000.00      | $1157699.71        | Agency Collateralized Mortgage Obligation |
| GNMA_22-103E                                          | 2050-05-20      | 4.7978%  | N/A     | $37900416.00       | $24579951.52       | Agency Collateralized Mortgage Obligation |
| GNMA_22-108A                                          | 2052-06-20      | 0.2823%  | N/A     | $60000000.00       | $1811339.53        | Agency Collateralized Mortgage Obligation |
| GNMA_22-108D                                          | 2052-06-20      | 0.0000%  | N/A     | $500000000.00      | $1481709.31        | Agency Collateralized Mortgage Obligation |
| GNMA_22-119A                                          | 2052-07-20      | 0.0000%  | N/A     | $100000000.00      | $1413952.48        | Agency Collateralized Mortgage Obligation |
| GNMA_22-124E                                          | 2052-07-20      | 0.0000%  | N/A     | $350000000.00      | $4948833.67        | Agency Collateralized Mortgage Obligation |
| GNMA_22-138A                                          | 2052-08-20      | 0.0323%  | N/A     | $250000000.00      | $3838825.89        | Agency Collateralized Mortgage Obligation |
| GNMA_22-151A                                          | 2052-09-20      | 2.0823%  | N/A     | $70101760.00       | $4294040.67        | Agency Collateralized Mortgage Obligation |
| GNMA_22-159G                                          | 2052-09-20      | 0.7823%  | N/A     | $12500000.00       | $339370.72         | Agency Collateralized Mortgage Obligation |
| GNMA_22-172D                                          | 2052-10-20      | 4.9117%  | N/A     | $9232000.00        | $6576591.08        | Agency Collateralized Mortgage Obligation |
| GNMA_22-178C                                          | 2052-10-20      | 0.7823%  | N/A     | $100000000.00      | $3029012.89        | Agency Collateralized Mortgage Obligation |
| GNMA_22-188A                                          | 2052-11-20      | 7.0529%  | N/A     | $3967728.00        | $2571408.68        | Agency Collateralized Mortgage Obligation |
| GNMA_22-19                                            | 2052-01-20      | 0.0000%  | N/A     | $302070000.00      | $514046.99         | Agency Collateralized Mortgage Obligation |
| GNMA_22-19B                                           | 2052-01-20      | 0.0000%  | N/A     | $166903552.00      | $1407690.52        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1B                                            | 2052-01-20      | 0.0000%  | N/A     | $168729600.00      | $423882.10         | Agency Collateralized Mortgage Obligation |
| GNMA_22-1N                                            | 2052-01-20      | 0.0000%  | N/A     | $59837376.00       | $1301587.06        | Agency Collateralized Mortgage Obligation |
| GNMA_22-207F                                          | 2052-12-20      | 0.9823%  | N/A     | $150000000.00      | $2620151.58        | Agency Collateralized Mortgage Obligation |
| GNMA_22-50A                                           | 2052-03-20      | 0.0000%  | N/A     | $50000000.00       | $382079.44         | Agency Collateralized Mortgage Obligation |
| GNMA_22-50B                                           | 2052-03-20      | 0.0000%  | N/A     | $250000000.00      | $849344.99         | Agency Collateralized Mortgage Obligation |
| GNMA_22-50B                                           | 2052-03-20      | 0.0000%  | N/A     | $250000000.00      | $857514.91         | Agency Collateralized Mortgage Obligation |
| GNMA_22-50C                                           | 2052-03-20      | 0.0000%  | N/A     | $57850000.00       | $577799.09         | Agency Collateralized Mortgage Obligation |
| GNMA_22-50C                                           | 2052-03-20      | 0.0000%  | N/A     | $109150000.00      | $1639717.06        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63G                                           | 2050-04-20      | 0.0000%  | N/A     | $123290368.00      | $1209087.72        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H02A                                          | 2072-01-20      | 0.2317%  | N/A     | $23228128.00       | $47245.37          | Agency Collateralized Mortgage Obligation |
| GNMA_22-H04A                                          | 2067-05-20      | 0.4420%  | N/A     | $47214592.00       | $192462.61         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H18A                                          | 2072-09-20      | 0.5694%  | N/A     | $50000000.00       | $3331124.60        | Agency Collateralized Mortgage Obligation |
| GNMA_23-103D                                          | 2053-07-20      | 2.0324%  | N/A     | $101610880.00      | $3899569.65        | Agency Collateralized Mortgage Obligation |
| GNMA_23-112H                                          | 2053-08-20      | 1.7824%  | N/A     | $80558208.00       | $2873665.78        | Agency Collateralized Mortgage Obligation |
| GNMA_23-127                                           | 2057-07-16      | 0.3995%  | N/A     | $200000000.00      | $2833037.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131M                                          | 2053-09-20      | 0.7823%  | N/A     | $20000000.00       | $235437.06         | Agency Collateralized Mortgage Obligation |
| GNMA_23-133C                                          | 2053-09-20      | 1.6824%  | N/A     | $100000000.00      | $1306299.72        | Agency Collateralized Mortgage Obligation |
| GNMA_23-136E                                          | 2053-09-20      | 1.6323%  | N/A     | $34085000.00       | $1047287.19        | Agency Collateralized Mortgage Obligation |
| GNMA_23-141A                                          | 2053-09-20      | 2.5823%  | N/A     | $50000000.00       | $1407496.95        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147B                                          | 2053-10-20      | 2.5823%  | N/A     | $100000000.00      | $1815398.55        | Agency Collateralized Mortgage Obligation |
| GNMA_23-150C                                          | 2053-10-20      | 3.2323%  | N/A     | $39375000.00       | $944043.69         | Agency Collateralized Mortgage Obligation |
| GNMA_23-152G                                          | 2053-10-20      | 1.3823%  | N/A     | $20000000.00       | $942506.87         | Agency Collateralized Mortgage Obligation |
| GNMA_23-153A                                          | 2053-10-20      | 1.7824%  | N/A     | $100000000.00      | $2131426.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-154G                                          | 2053-10-20      | 1.7824%  | N/A     | $50000000.00       | $643998.84         | Agency Collateralized Mortgage Obligation |
| GNMA_23-164F                                          | 2053-11-20      | 2.2824%  | N/A     | $75000000.00       | $3783786.21        | Agency Collateralized Mortgage Obligation |
| GNMA_23-165A                                          | 2053-11-20      | 1.2824%  | N/A     | $25000000.00       | $282343.80         | Agency Collateralized Mortgage Obligation |
| GNMA_23-167A                                          | 2053-11-20      | 3.4324%  | N/A     | $33333312.00       | $809129.00         | Agency Collateralized Mortgage Obligation |
| GNMA_23-167A                                          | 2053-11-20      | 2.0823%  | N/A     | $100000000.00      | $1511928.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-176C                                          | 2053-11-20      | 1.5823%  | N/A     | $100000000.00      | $1235453.59        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183E                                          | 2053-12-20      | 1.8823%  | N/A     | $150000000.00      | $2618732.45        | Agency Collateralized Mortgage Obligation |
| GNMA_23-195B                                          | 2053-12-20      | 3.1324%  | N/A     | $105300000.00      | $4529363.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-195C                                          | 2053-12-20      | 1.8323%  | N/A     | $80000000.00       | $1430350.18        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19B                                           | 2053-02-20      | 1.0823%  | N/A     | $100000000.00      | $2964638.48        | Agency Collateralized Mortgage Obligation |
| GNMA_23-40J                                           | 2053-03-20      | 1.5823%  | N/A     | $140000000.00      | $2610074.29        | Agency Collateralized Mortgage Obligation |
| GNMA_23-79J                                           | 2053-06-20      | 1.4324%  | N/A     | $24422800.00       | $413872.79         | Agency Collateralized Mortgage Obligation |
| GNMA_23-85B                                           | 2053-06-20      | 2.1324%  | N/A     | $50000000.00       | $1071059.12        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H12                                           | 2073-05-20      | 0.4636%  | N/A     | $100321664.00      | $5841183.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108A                                          | 2054-07-20      | 2.6824%  | N/A     | $200000000.00      | $5553257.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108D                                          | 2054-07-20      | 2.6824%  | N/A     | $200000000.00      | $3930338.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117B                                          | 2054-07-20      | 2.6324%  | N/A     | $63682240.00       | $4479030.90        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126Y                                          | 2054-08-20      | 1.4324%  | N/A     | $100000000.00      | $2251531.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151K                                          | 2054-09-20      | 2.0524%  | N/A     | $150000000.00      | $7862886.52        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160J                                          | 2054-09-20      | 0.8823%  | N/A     | $200000000.00      | $4767682.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160M                                          | 2054-10-20      | 2.1324%  | N/A     | $56238976.00       | $2946954.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160P                                          | 2054-01-20      | 1.5324%  | N/A     | $88419328.00       | $3463741.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164B                                          | 2054-10-20      | 1.5324%  | N/A     | $333273088.00      | $8842234.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164C                                          | 2054-10-20      | 0.8823%  | N/A     | $400000000.00      | $6198719.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164D                                          | 2054-10-20      | 1.5324%  | N/A     | $738826240.00      | $29539560.64       | Agency Collateralized Mortgage Obligation |
| GNMA_24-164F                                          | 2054-06-20      | 1.4824%  | N/A     | $136855360.00      | $5356435.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                          | 2054-10-20      | 1.5596%  | N/A     | $512685056.00      | $23944380.59       | Agency Collateralized Mortgage Obligation |
| GNMA_24-171A                                          | 2054-10-20      | 1.6023%  | N/A     | $40096512.00       | $1871844.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180D                                          | 2054-11-20      | 0.2823%  | N/A     | $100000000.00      | $1164307.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-199A                                          | 2054-12-20      | 0.4324%  | N/A     | $50000000.00       | $630569.78         | Agency Collateralized Mortgage Obligation |
| GNMA_24-23H                                           | 2054-02-20      | 2.0823%  | N/A     | $116395008.00      | $4200866.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30S                                           | 2054-02-20      | 1.8123%  | N/A     | $100000000.00      | $2301658.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30T                                           | 2054-02-20      | 1.8823%  | N/A     | $140000000.00      | $4112289.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-42B                                           | 2054-03-20      | 1.2921%  | N/A     | $205000000.00      | $3462856.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43K                                           | 2054-03-20      | 2.1324%  | N/A     | $82843648.00       | $1856588.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D                                           | 2054-04-20      | 1.5324%  | N/A     | $200000000.00      | $7421966.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                           | 2054-04-20      | 2.0823%  | N/A     | $114978560.00      | $3074689.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59J                                           | 2054-04-20      | 1.3323%  | N/A     | $113253760.00      | $4308488.24        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                           | 2054-04-20      | 7.6717%  | N/A     | $5848704.00        | $3837604.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61Q                                           | 2053-08-20      | 1.0000%  | N/A     | $5759608.00        | $49587.23          | Agency Collateralized Mortgage Obligation |
| GNMA_24-62A                                           | 2054-04-20      | 1.5324%  | N/A     | $70000000.00       | $1951270.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                           | 2054-04-20      | 1.4524%  | N/A     | $130000000.00      | $4154268.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-6A                                            | 2054-01-20      | 2.5324%  | N/A     | $50000000.00       | $2401752.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-7A                                            | 2054-01-20      | 1.4824%  | N/A     | $100000000.00      | $1684962.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-81E                                           | 2054-05-20      | 1.4324%  | N/A     | $99900000.00       | $3772699.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-8E                                            | 2053-08-20      | 0.3500%  | N/A     | $21970656.00       | $200019.66         | Agency Collateralized Mortgage Obligation |
| GNMA_24-91A                                           | 2054-05-20      | 2.0324%  | N/A     | $54540032.00       | $2451670.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-92F                                           | 2054-04-20      | 1.3823%  | N/A     | $99361536.00       | $2775626.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-94F                                           | 2054-06-20      | 1.4324%  | N/A     | $100000000.00      | $1741911.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95G                                           | 2054-06-20      | 1.4324%  | N/A     | $100000000.00      | $3336436.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                           | 2054-06-20      | 1.3323%  | N/A     | $180000000.00      | $3370007.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-104B                                          | 2055-06-20      | 1.2824%  | N/A     | $85000000.00       | $3125142.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-104F                                          | 2055-06-20      | 6.5029%  | N/A     | $11208127.00       | $11302542.34       | Agency Collateralized Mortgage Obligation |
| GNMA_25-104H                                          | 2055-06-20      | 1.2324%  | N/A     | $168521728.00      | $7151222.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105N                                          | 2055-06-20      | 1.2324%  | N/A     | $180000000.00      | $7905520.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                          | 2055-07-20      | 1.2624%  | N/A     | $50000000.00       | $1964443.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                          | 2055-07-20      | 1.9529%  | N/A     | $170000000.00      | $9838160.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                          | 2055-07-20      | 3.1824%  | N/A     | $40000000.00       | $3370035.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                          | 2055-07-20      | 2.5823%  | N/A     | $83333248.00       | $6049701.30        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117C                                          | 2050-01-20      | 6.5000%  | N/A     | $1239948.00        | $13757.46          | Agency Collateralized Mortgage Obligation |
| GNMA_25-124E                                          | 2055-07-20      | 1.2824%  | N/A     | $50000000.00       | $2166162.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-137C                                          | 2055-08-20      | 17.0453% | N/A     | $11538448.00       | $14026893.62       | Agency Collateralized Mortgage Obligation |
| GNMA_25-137E                                          | 2055-08-20      | 2.6324%  | N/A     | $55555600.00       | $4378246.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140C                                          | 2055-08-20      | 0.6824%  | N/A     | $200000000.00      | $6146631.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-148                                           | 2064-12-16      | 0.7949%  | N/A     | $75000000.00       | $5452942.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-154B                                          | 2055-09-20      | 0.6824%  | N/A     | $30000000.00       | $947223.00         | Agency Collateralized Mortgage Obligation |
| GNMA_25-154F                                          | 2055-09-20      | 0.0000%  | N/A     | $100000000.00      | $1438720.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-164A                                          | 2055-09-20      | 2.1623%  | N/A     | $140000000.00      | $12031623.17       | Agency Collateralized Mortgage Obligation |
| GNMA_25-170A                                          | 2055-10-20      | 1.5324%  | N/A     | $133333248.00      | $7908551.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-170B                                          | 2055-10-20      | 0.7823%  | N/A     | $25000000.00       | $931704.21         | Agency Collateralized Mortgage Obligation |
| GNMA_25-170E                                          | 2055-10-20      | 0.4824%  | N/A     | $80000000.00       | $1116150.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-170K                                          | 2055-03-20      | 2.0823%  | N/A     | $275846144.00      | $12240821.87       | Agency Collateralized Mortgage Obligation |
| GNMA_25-170L                                          | 2053-12-20      | 1.7824%  | N/A     | $146323456.00      | $5803222.91        | Agency Collateralized Mortgage Obligation |
| GNMA_25-170M                                          | 2054-11-20      | 1.0000%  | N/A     | $973578.00         | $28247.40          | Agency Collateralized Mortgage Obligation |
| GNMA_25-170M                                          | 2054-11-20      | 0.7227%  | N/A     | $224701952.00      | $4104023.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-170N                                          | 2055-06-20      | 1.2824%  | N/A     | $169691904.00      | $5646473.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-170P                                          | 2052-05-20      | 1.0000%  | N/A     | $1348376.00        | $20624.12          | Agency Collateralized Mortgage Obligation |
| GNMA_25-170P                                          | 2052-07-20      | 2.0823%  | N/A     | $43596800.00       | $3134180.54        | Agency Collateralized Mortgage Obligation |
| GNMA_25-170Q                                          | 2054-04-20      | 1.0000%  | N/A     | $1303130.00        | $24409.75          | Agency Collateralized Mortgage Obligation |
| GNMA_25-172G                                          | 2055-10-20      | 3.2824%  | N/A     | $65510656.00       | $7943936.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-187E                                          | 2055-11-20      | 2.1824%  | N/A     | $31000000.00       | $2653714.97        | Agency Collateralized Mortgage Obligation |
| GNMA_25-193B                                          | 2055-11-20      | 1.5324%  | N/A     | $100000000.00      | $5549559.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-193C                                          | 2055-11-20      | 0.8823%  | N/A     | $40000000.00       | $1391788.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-193D                                          | 2055-11-20      | 0.8823%  | N/A     | $70000000.00       | $2335427.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-193F                                          | 2055-11-20      | 0.1323%  | N/A     | $290000000.00      | $3497140.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Y                                            | 2055-01-20      | 2.6324%  | N/A     | $259000000.00      | $8605692.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-210A                                          | 2055-12-20      | 0.6500%  | N/A     | $180000000.00      | $5420810.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-210C                                          | 2055-12-20      | 0.0000%  | N/A     | $120000000.00      | $1499040.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-210G                                          | 2055-04-20      | 6.0000%  | N/A     | $833333.00         | $149984.95         | Agency Collateralized Mortgage Obligation |
| GNMA_25-210H                                          | 2055-12-20      | 0.7500%  | N/A     | $47919680.00       | $2164731.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25G                                           | 2055-02-20      | 1.4824%  | N/A     | $497300000.00      | $12317346.63       | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                           | 2055-02-20      | 0.4123%  | N/A     | $250000000.00      | $2542731.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-43E                                           | 2055-03-20      | 1.4324%  | N/A     | $150000000.00      | $8519990.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-50B                                           | 2055-03-20      | 1.4324%  | N/A     | $150000000.00      | $6301662.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-55D                                           | 2055-03-20      | 1.3823%  | N/A     | $38620352.00       | $1948072.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60C                                           | 2065-03-20      | 1.5324%  | N/A     | $201500000.00      | $4349941.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66C                                           | 2055-04-20      | 1.3823%  | N/A     | $25000000.00       | $995845.94         | Agency Collateralized Mortgage Obligation |
| GNMA_25-66D                                           | 2055-04-20      | 1.9023%  | N/A     | $175000000.00      | $5383182.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66E                                           | 2055-04-20      | 1.3523%  | N/A     | $80000000.00       | $2636847.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81L                                           | 2052-05-20      | 1.0000%  | N/A     | $4693952.00        | $155137.66         | Agency Collateralized Mortgage Obligation |
| GNMA_25-81M                                           | 2055-04-20      | 0.6323%  | N/A     | $181870080.00      | $4284040.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81N                                           | 2055-02-20      | 1.9824%  | N/A     | $47178624.00       | $2511361.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81Q                                           | 2054-07-20      | 1.2824%  | N/A     | $118763264.00      | $3632755.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81R                                           | 2054-08-20      | 1.9824%  | N/A     | $125217152.00      | $5574832.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-8E                                            | 2054-08-20      | 1.3323%  | N/A     | $109033600.00      | $2214148.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9C                                            | 2055-01-20      | 0.5824%  | N/A     | $50000000.00       | $536513.28         | Agency Collateralized Mortgage Obligation |
| GNMA_25-9D                                            | 2055-01-20      | 1.2736%  | N/A     | $283165760.00      | $7113442.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9F                                            | 2055-01-20      | 2.0074%  | N/A     | $100000000.00      | $2548757.00        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97DD                                          | 2054-12-20      | 2.7323%  | N/A     | $40000000.00       | $3259392.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2041-01-16      | 2.1013%  | N/A     | $75200000.00       | $307286.56         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2040-01-20      | 1.9416%  | N/A     | $99200000.00       | $323301.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2044-08-20      | 1.7516%  | N/A     | $121075000.00      | $1158747.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2041-09-20      | 2.3016%  | N/A     | $85356544.00       | $1348121.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2041-06-20      | 2.2716%  | N/A     | $20000000.00       | $146640.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2038-03-20      | 2.6216%  | N/A     | $33619520.00       | $168743.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2045-09-20      | 2.4016%  | N/A     | $15000000.00       | $490721.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2039-12-20      | 2.5516%  | N/A     | $7062864.00        | $69441.37          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2061-01-20      | 1.6714%  | N/A     | $3997695.00        | $673.29            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2062-01-20      | 0.9997%  | N/A     | $186769408.00      | $108869.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2061-05-20      | 1.5421%  | N/A     | $27450000.00       | $47291.06          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2045-04-20      | 1.7516%  | N/A     | $31361664.00       | $549595.95         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2035-03-20      | 2.3316%  | N/A     | $146636792.00      | $11734.94          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2066-04-20      | 1.4210%  | N/A     | $1416000.00        | $3628.06           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-90   | 2051-04-16      | 0.7491%  | N/A     | $82637440.00       | $86297.58          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-64   | 2040-05-20      | 2.6516%  | N/A     | $76600000.00       | $316030.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-68   | 2040-06-20      | 2.7316%  | N/A     | $170503936.00      | $510673.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H17  | 2060-07-20      | 1.5991%  | N/A     | $50402240.00       | $102118.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H23  | 2062-10-20      | 1.5794%  | N/A     | $35789184.00       | $45878.63          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-147  | 2039-12-20      | 2.2016%  | N/A     | $30000000.00       | $259408.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H07  | 2063-03-20      | 1.7183%  | N/A     | $52894656.00       | $105129.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H07  | 2063-03-20      | 1.8044%  | N/A     | $25224064.00       | $40029.00          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H17  | 2067-09-20      | 1.9421%  | N/A     | $2892000.00        | $25337.46          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H24  | 2067-12-20      | 1.8566%  | N/A     | $33225344.00       | $219289.76         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_14-H08 | 2064-03-20      | 1.6223%  | N/A     | $7959000.00        | $10602.92          | Agency Collateralized Mortgage Obligation |

### Security 8: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDWSJLG1
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-11-15      | 0.0000%  | N/A     | $1573000.00        | $794017.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $672851.73         | $225982.64         | U.S. Treasuries (including strips) |

### Security 9: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDWSJLJ5
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-05-15      | 0.0000%  | N/A     | $719457.28         | $661709.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | N/A     | $2910100.00        | $1809380.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 0.0000%  | N/A     | $1106090.00        | $259854.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | N/A     | $305281.99         | $118305.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 0.0000%  | N/A     | $9169499.71        | $2230810.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.0000%  | N/A     | $19998.68          | $19939.18          | U.S. Treasuries (including strips) |

### Security 10: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDWSJLL0
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE FNMA_09-2                                 | 2037-04-25      | 0.0000%  | N/A     | $23019827.00       | $0.31              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-2                                 | 2036-07-25      | 0.0000%  | N/A     | $14420183.00       | $1.58              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-22                                | 2037-02-25      | 0.0000%  | N/A     | $5654180.00        | $0.16              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-3                                 | 2037-01-25      | 0.0000%  | N/A     | $46460176.00       | $9.03              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-36                                | 2037-06-25      | 0.0000%  | N/A     | $16108173.00       | $3.52              | Agency Collateralized Mortgage Obligation |
| FHLMC_41-94                                          | 2043-04-15      | 0.0000%  | N/A     | $19760200.00       | $16.44             | Agency Collateralized Mortgage Obligation |
| FHLMC_5411G                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $7.66              | Agency Collateralized Mortgage Obligation |
| FHLMC_5473D                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $98.62             | Agency Collateralized Mortgage Obligation |
| FHLMC_5473G                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $58.27             | Agency Collateralized Mortgage Obligation |
| FHLMC_5491B                                          | 2055-01-25      | 0.0000%  | N/A     | $150000.00         | $12.74             | Agency Collateralized Mortgage Obligation |
| FHLMC_5491C                                          | 2055-01-25      | 0.0000%  | N/A     | $100000.00         | $43.01             | Agency Collateralized Mortgage Obligation |
| FHLMC_5499F                                          | 2055-02-25      | 1.0758%  | N/A     | $50000000.00       | $1359145.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                          | 2055-02-25      | 0.0000%  | N/A     | $250000.00         | $78.64             | Agency Collateralized Mortgage Obligation |
| FHLMC_5516B                                          | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $90.72             | Agency Collateralized Mortgage Obligation |
| FHLMC_5516C                                          | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $6.86              | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 0.0000%  | N/A     | $250000.00         | $47.38             | Agency Collateralized Mortgage Obligation |
| FHLMC_5576A                                          | 2055-09-25      | 3.2758%  | N/A     | $21088639.00       | $1554911.57        | Agency Collateralized Mortgage Obligation |
| FHSTR_413                                            | 2054-05-25      | 2.0258%  | N/A     | $100000000.00      | $2551530.72        | Agency Collateralized Mortgage Obligation |
| FNMA_19-78B                                          | 2050-01-25      | 2.0613%  | N/A     | $108445952.00      | $2011282.99        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103G                                         | 2055-01-25      | 0.0000%  | N/A     | $312000.00         | $78.61             | Agency Collateralized Mortgage Obligation |
| FNMA_24-22J                                          | 2054-05-25      | 0.0000%  | N/A     | $249999.00         | $79.60             | Agency Collateralized Mortgage Obligation |
| FNMA_24-22K                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $9.47              | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $8.17              | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $1.47              | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $58.29             | Agency Collateralized Mortgage Obligation |
| FNMA_24-82E                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $4.16              | Agency Collateralized Mortgage Obligation |
| FNMA_24-88C                                          | 2054-12-25      | 0.0000%  | N/A     | $250000.00         | $27.78             | Agency Collateralized Mortgage Obligation |
| FNMA_24-88E                                          | 2054-12-25      | 0.0000%  | N/A     | $250000.00         | $3.17              | Agency Collateralized Mortgage Obligation |
| FNMA_24-95A                                          | 2054-12-25      | 1.1258%  | N/A     | $120025983.00      | $1255712.09        | Agency Collateralized Mortgage Obligation |
| FNMA_25-100B                                         | 2055-12-25      | 0.0000%  | N/A     | $250000.00         | $78.33             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3320                               | 2036-09-15      | 0.0000%  | N/A     | $95058510.00       | $12.62             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3472                               | 2036-08-15      | 0.0000%  | N/A     | $79982750.00       | $0.92              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3519                               | 2037-07-15      | 0.0000%  | N/A     | $21475526.00       | $2.07              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3523                               | 2036-08-15      | 0.0000%  | N/A     | $5938329.00        | $0.04              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3533                               | 2036-07-15      | 0.0000%  | N/A     | $12224948.00       | $0.38              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3533                               | 2036-06-15      | 0.0000%  | N/A     | $150000000.00      | $17.70             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3538                               | 2036-06-15      | 0.0000%  | N/A     | $10000000.00       | $9.62              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3538                               | 2036-07-15      | 0.0000%  | N/A     | $77242219.00       | $8.09              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHR_3364                          | 2032-05-15      | 0.0000%  | N/A     | $79890963.00       | $1.14              | Agency Collateralized Mortgage Obligation |
| FREDDIE_MAC FHLMC_3247                               | 2036-08-15      | 0.0000%  | N/A     | $25000000.00       | $0.93              | Agency Collateralized Mortgage Obligation |
| GM_02-83                                             | 2042-10-16      | 0.0001%  | N/A     | $112652320.00      | $0.05              | Agency Collateralized Mortgage Obligation |
| GNH_12-H25                                           | 2061-12-20      | 0.3786%  | N/A     | $5193727.00        | $2514.96           | Agency Collateralized Mortgage Obligation |
| GNMA_13-H10                                          | 2063-04-20      | 0.4566%  | N/A     | $21413883.00       | $4031.57           | Agency Collateralized Mortgage Obligation |
| GNMA_13-H10                                          | 2063-01-20      | 1.0810%  | N/A     | $42482543.00       | $42.40             | Agency Collateralized Mortgage Obligation |
| GNMA_14-H07                                          | 2064-05-20      | 1.4721%  | N/A     | $6447122.00        | $10434.44          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H01H                                         | 2067-12-20      | 2.0542%  | N/A     | $25000000.00       | $433959.94         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H17E                                         | 2068-09-20      | 1.8365%  | N/A     | $23335500.00       | $483586.84         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H02F                                         | 2070-01-20      | 1.2465%  | N/A     | $30723800.00       | $840183.48         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H12K                                         | 2070-07-20      | 1.8638%  | N/A     | $40130048.00       | $1577359.21        | Agency Collateralized Mortgage Obligation |
| GNMA_21-205D                                         | 2051-11-20      | 0.0000%  | N/A     | $376125000.00      | $2263767.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-103A                                         | 2054-06-20      | 1.2824%  | N/A     | $150000000.00      | $4521163.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110P                                         | 2054-07-20      | 2.7323%  | N/A     | $150000000.00      | $8120135.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                         | 2054-10-20      | 0.0000%  | N/A     | $250000.00         | $28.76             | Agency Collateralized Mortgage Obligation |
| GNMA_24-180B                                         | 2054-11-20      | 0.0000%  | N/A     | $250000.00         | $1.67              | Agency Collateralized Mortgage Obligation |
| GNMA_24-19J                                          | 2054-02-20      | 1.5324%  | N/A     | $41132480.00       | $1645664.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-42B                                          | 2054-03-20      | 0.0000%  | N/A     | $250000.00         | $0.57              | Agency Collateralized Mortgage Obligation |
| GNMA_24-61B                                          | 2054-04-20      | 1.4324%  | N/A     | $150000000.00      | $2724224.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.52              | Agency Collateralized Mortgage Obligation |
| GNMA_24-61H                                          | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.67              | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                          | 2054-05-20      | 0.0000%  | N/A     | $250000.00         | $5.74              | Agency Collateralized Mortgage Obligation |
| GNMA_24-H15B                                         | 2074-04-20      | 1.5203%  | N/A     | $37755840.00       | $2103133.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                         | 2055-07-20      | 0.0000%  | N/A     | $250000.00         | $1.22              | Agency Collateralized Mortgage Obligation |
| GNMA_25-117E                                         | 2054-02-20      | 0.0000%  | N/A     | $250000.00         | $1.22              | Agency Collateralized Mortgage Obligation |
| GNMA_25-137J                                         | 2055-08-20      | 0.0000%  | N/A     | $250000.00         | $0.25              | Agency Collateralized Mortgage Obligation |
| GNMA_25-190B                                         | 2055-11-20      | 1.5324%  | N/A     | $75041151.00       | $4450948.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66D                                          | 2055-04-20      | 0.0000%  | N/A     | $250000.00         | $2.39              | Agency Collateralized Mortgage Obligation |
| GNMA_25-81B                                          | 2055-05-20      | 0.0000%  | N/A     | $250000.00         | $16.90             | Agency Collateralized Mortgage Obligation |
| GNMA_25-81L                                          | 2052-05-20      | 0.3824%  | N/A     | $78025216.00       | $2874766.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9A                                           | 2055-01-20      | 7.8779%  | N/A     | $10895903.00       | $9849900.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9D                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $28.19             | Agency Collateralized Mortgage Obligation |
| GNMA_25-9F                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $0.43              | Agency Collateralized Mortgage Obligation |
| GNMA_25-9J                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $15.09             | Agency Collateralized Mortgage Obligation |
| GNMA_25-H02B                                         | 2074-11-20      | 1.6496%  | N/A     | $22864448.00       | $1258943.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2062-04-20      | 3.1050%  | N/A     | $235000.00         | $58.88             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2060-08-20      | 0.8297%  | N/A     | $42696886.00       | $48.69             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_02-26  | 2042-03-16      | 0.0000%  | N/A     | $125000000.00      | $2.18              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-96  | 2047-01-16      | 0.0000%  | N/A     | $328812515.00      | $1.58              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40  | 2037-07-16      | 0.0000%  | N/A     | $10000000.00       | $0.20              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-59  | 2047-11-16      | 0.1752%  | N/A     | $227119159.00      | $53.54             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-115 | 2051-11-16      | 0.7501%  | N/A     | $28000000.00       | $4.86              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-42  | 2037-04-20      | 0.0000%  | N/A     | $77574754.00       | $1.09              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55  | 2038-02-20      | 0.0000%  | N/A     | $112275765.00      | $1.76              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55  | 2036-04-20      | 0.0000%  | N/A     | $5650739.00        | $0.12              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93  | 2039-10-16      | 0.0000%  | N/A     | $100000000.00      | $5.81              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93  | 2039-10-16      | 0.0000%  | N/A     | $125000000.00      | $14.54             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-36  | 2052-01-16      | 0.0000%  | N/A     | $75000000.00       | $23.19             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-46  | 2037-05-20      | 0.0000%  | N/A     | $66987289.00       | $2.17              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H23 | 2062-10-20      | 0.8698%  | N/A     | $2594291.00        | $71.05             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H28 | 2061-11-20      | 0.5063%  | N/A     | $5193728.00        | $745.01            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-135 | 2046-10-20      | 2.2516%  | N/A     | $21466688.00       | $501930.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H24 | 2067-11-20      | 2.0120%  | N/A     | $6315000.00        | $98709.00          | Agency Collateralized Mortgage Obligation |

### Security 11: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDWSJNC8
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-11-15      | 0.0000%  | N/A     | $40200.00          | $19028.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 0.0000%  | N/A     | $13625131.00       | $5069202.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.0000%  | N/A     | $200589840.00      | $57574700.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $103872000.00      | $140357154.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 0.0000%  | N/A     | $28786696.00       | $26948492.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $88522654.00       | $35734116.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | N/A     | $49976574.00       | $16391716.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 0.0000%  | N/A     | $68650402.00       | $64840235.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 0.0000%  | N/A     | $112803840.00      | $35415555.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 0.0000%  | N/A     | $272499360.00      | $87794661.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 0.0000%  | N/A     | $292800.00         | $140750.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 0.0000%  | N/A     | $25505280.00       | $12443694.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.0000%  | N/A     | $32178242.00       | $11077617.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | N/A     | $2479200.00        | $2408691.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 0.0000%  | N/A     | $128272761.00      | $115784381.38      | U.S. Treasuries (including strips) |

### Security 12: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDWSJLM8
- **C.18 - Value (incl. sponsor support):** $44000000.00
- **C.18.a - Value (excl. sponsor support):** $44000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 01/27/26 | 2026-01-27      | 0.0000%  | N/A     | $5809800.00        | $5794578.32        | U.S. Treasuries (including strips) |
| BILL 02/03/26 | 2026-02-03      | 0.0000%  | N/A     | $15744400.00       | $15692915.81       | U.S. Treasuries (including strips) |
| BILL 06/11/26 | 2026-06-11      | 0.0000%  | N/A     | $8092200.00        | $7965880.76        | U.S. Treasuries (including strips) |
| BILL 10/29/26 | 2026-10-29      | 0.0000%  | N/A     | $15875800.00       | $15426673.62       | U.S. Treasuries (including strips) |

### Security 13: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDWSJLN6
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CLRJ5597 | 2055-12-01      | 5.0000%  | N/A     | $9635132.00        | $9687293.40        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  | N/A     | $132449152.00      | $66975558.37       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5549 | 2054-12-01      | 3.5000%  | N/A     | $93106.00          | $82176.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | N/A     | $71619718.00       | $64212274.25       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | N/A     | $71444366.00       | $63780671.60       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5906 | 2055-12-01      | 3.5000%  | N/A     | $73839692.00       | $68476781.78       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6852 | 2053-08-01      | 4.5000%  | N/A     | $71268217.00       | $61535243.96       | Agency Mortgage-Backed Securities |

### Security 14: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYDWSJLS5
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $97.76             | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | N/A     | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  | N/A     | $100.00            | $147.07            | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  | N/A     | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | N/A     | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | N/A     | $1000.00           | $1011.86           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | N/A     | $200.00            | $200.33            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $600.00            | $601.61            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $700.00            | $713.73            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | N/A     | $1985000.00        | $2035937.02        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $500.00            | $498.17            | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $1000.00           | $1024.68           | U.S. Treasuries (including strips) |

### Security 15: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.4000%  | N/A     | $7565.00           | $7844.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-11-15      | 6.0000%  | N/A     | $6197.00           | $104.78            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-03-15      | 5.6900%  | N/A     | $550000.00         | $574391.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-03-15      | 5.7000%  | N/A     | $4721055.00        | $4938653.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-05-15      | 5.6800%  | N/A     | $550000.00         | $574985.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-08-15      | 6.0000%  | N/A     | $465509.00         | $7083.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-09-15      | 3.0200%  | N/A     | $2894419.00        | $1845618.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-01-15      | 5.5200%  | N/A     | $552670.00         | $569365.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-01-15      | 5.6000%  | N/A     | $550000.00         | $569958.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-11-15      | 4.0000%  | N/A     | $95000.00          | $11697.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 4.2000%  | N/A     | $800000.00         | $757520.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-01-15      | 5.3800%  | N/A     | $650000.00         | $665567.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-04-15      | 5.5000%  | N/A     | $3922527.00        | $10401.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-04-15      | 6.0000%  | N/A     | $123072.00         | $7595.95           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-12-15      | 5.4500%  | N/A     | $620000.00         | $641469.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-02-15      | 6.0000%  | N/A     | $2026.00           | $42.22             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-06-15      | 4.5000%  | N/A     | $13000000.00       | $406643.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-09-15      | 5.6000%  | N/A     | $5500000.00        | $5735239.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-05-15      | 5.0000%  | N/A     | $1532047.00        | $10266.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-10-15      | 4.3400%  | N/A     | $445000.00         | $440353.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-01-15      | 4.5000%  | N/A     | $17561612.00       | $538775.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-04-15      | 2.5000%  | N/A     | $428166.00         | $135198.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-04-15      | 5.5200%  | N/A     | $650000.00         | $670852.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-09-15      | 5.5000%  | N/A     | $2185594.00        | $8970.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-08-15      | 5.0500%  | N/A     | $700000.00         | $702757.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-12-15      | 5.9800%  | N/A     | $1139000.00        | $1190963.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-06-15      | 4.5000%  | N/A     | $116770.00         | $5474.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-11-15      | 4.5000%  | N/A     | $189197.00         | $7815.68           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-12-15      | 4.5000%  | N/A     | $10000000.00       | $294213.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-01-15      | 4.3500%  | N/A     | $195000.00         | $191390.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-04-15      | 4.5000%  | N/A     | $103424.00         | $25428.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 3.8000%  | N/A     | $5572700.00        | $5156746.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-02-15      | 4.9000%  | N/A     | $550000.00         | $547032.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-07-15      | 6.1400%  | N/A     | $1300300.00        | $1401847.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-07-15      | 5.3500%  | N/A     | $97229.00          | $99662.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-04-15      | 5.7500%  | N/A     | $3491196.00        | $3631118.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-06-15      | 4.8600%  | N/A     | $4990381.00        | $4936083.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-05-15      | 5.6800%  | N/A     | $550000.00         | $574985.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-05-15      | 5.5900%  | N/A     | $650000.00         | $682295.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-12-15      | 4.3900%  | N/A     | $195000.00         | $187730.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-02-15      | 4.5000%  | N/A     | $232496.00         | $21921.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-10-15      | 5.5300%  | N/A     | $700000.00         | $726698.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-07-15      | 5.3500%  | N/A     | $187342.00         | $189377.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-03-15      | 2.5000%  | N/A     | $59115.00          | $18285.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-09-15      | 5.8300%  | N/A     | $1128.00           | $1185.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-08-15      | 5.0000%  | N/A     | $4786322.00        | $72810.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-07-15      | 5.3500%  | N/A     | $265000.00         | $267879.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-12-15      | 5.7400%  | N/A     | $1264116.00        | $1337657.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-12-15      | 5.5000%  | N/A     | $1702622.00        | $10000.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-08-15      | 3.8300%  | N/A     | $142359.00         | $131241.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-09-15      | 6.5000%  | N/A     | $2612635.00        | $59727.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-04-15      | 5.5000%  | N/A     | $1090.00           | $2.05              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-04-15      | 5.7400%  | N/A     | $148002.00         | $149403.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2055-01-15      | 5.5100%  | N/A     | $2500000.00        | $2565670.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-04-15      | 5.6000%  | N/A     | $648999.00         | $673737.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-04-15      | 4.4500%  | N/A     | $315000.00         | $301042.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-09-15      | 2.4100%  | N/A     | $292204.00         | $242768.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-01-15      | 6.1600%  | N/A     | $800000.00         | $846997.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-06-15      | 5.0000%  | N/A     | $10870.00          | $239.26            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-03-15      | 4.5000%  | N/A     | $378046.00         | $111192.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-12-15      | 5.5900%  | N/A     | $570000.00         | $589807.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-09-15      | 4.0000%  | N/A     | $550000.00         | $95486.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-04-15      | 5.7100%  | N/A     | $650000.00         | $680245.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-05-20      | 6.0000%  | N/A     | $881673.00         | $843390.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $5473100.00        | $5675319.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-10-20      | 7.0000%  | N/A     | $771856.00         | $806604.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.0000%  | N/A     | $5892273.00        | $5547377.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $1133663.00        | $1165776.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 3.0000%  | N/A     | $19799996.00       | $1150566.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $1222117.00        | $1236245.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $4861271.00        | $5026891.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 4.5000%  | N/A     | $163055320.00      | $151684806.79      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-11-20      | 4.0000%  | N/A     | $58213846.00       | $4576306.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.0000%  | N/A     | $3374620.00        | $3414271.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 3.0000%  | N/A     | $1427944.00        | $344501.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 4.0000%  | N/A     | $12660000.00       | $9375592.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-10-20      | 5.5000%  | N/A     | $1140453.00        | $1161525.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $5492926.00        | $5530210.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-11-20      | 6.0000%  | N/A     | $2010267.00        | $2062230.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-12-20      | 7.0000%  | N/A     | $3748095.00        | $3918241.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $1145823.00        | $1176518.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.5000%  | N/A     | $275013.00         | $33715.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $23779341.00       | $24416373.69       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $5570.00           | $5610.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $875810.00         | $899271.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $1938.00           | $1996.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-10-20      | 7.0000%  | N/A     | $2286716.00        | $2388963.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.0000%  | N/A     | $70000.00          | $52001.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $3078355.00        | $3111118.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-11-20      | 6.5000%  | N/A     | $2901903.00        | $3032316.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $14281236.00       | $14419150.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-11-20      | 6.0000%  | N/A     | $3248828.00        | $3332803.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $4892098.00        | $5023154.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $1284058.00        | $1298712.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-01-20      | 5.5000%  | N/A     | $580278.00         | $20835.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $1062645.00        | $1092746.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $4901823.00        | $5020069.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $4689906.00        | $4734505.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 4.5000%  | N/A     | $178693091.00      | $165873572.27      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-12-20      | 6.0000%  | N/A     | $335401.00         | $344070.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 3.0000%  | N/A     | $734479469.00      | $115538467.02      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $3062351.00        | $3142316.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-11-20      | 5.5000%  | N/A     | $870066.00         | $882398.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $4303498.00        | $4528414.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $4507618.00        | $4743220.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-11-20      | 7.0000%  | N/A     | $2686461.00        | $2811163.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $5670546.00        | $5822450.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-06-20      | 5.0000%  | N/A     | $1256220.00        | $1177603.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-11-20      | 4.5000%  | N/A     | $2535169.00        | $90022.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-05-20      | 3.0000%  | N/A     | $6238.00           | $577.64            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.0000%  | N/A     | $27186654.00       | $24737377.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $7352537.00        | $6929380.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 6.0000%  | N/A     | $8000000.00        | $5556133.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 7.5000%  | N/A     | $95328.00          | $20607.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $2030590.00        | $2084988.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-03-20      | 2.5000%  | N/A     | $1547281.00        | $243066.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 4.0000%  | N/A     | $11000000.00       | $1036789.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 4.0000%  | N/A     | $119052855.00      | $108834023.33      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-11-20      | 3.0000%  | N/A     | $107431936.00      | $17601736.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-11-20      | 6.0000%  | N/A     | $1395671.00        | $1431747.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $3858409.00        | $4008113.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 4.0000%  | N/A     | $388669045.00      | $354249989.95      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $4681363.00        | $4737812.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $4815073.00        | $4847756.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $5707924.00        | $5810752.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $4383755.00        | $4488787.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 3.0000%  | N/A     | $369869952.00      | $248602388.83      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-11-20      | 7.0000%  | N/A     | $3593020.00        | $3756126.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $4451842.00        | $4575484.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $4579891.00        | $4621836.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-12-20      | 6.0000%  | N/A     | $1277603.00        | $1310627.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $5733143.00        | $5886730.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-11-20      | 6.5000%  | N/A     | $2780043.00        | $2904977.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-12-20      | 6.0000%  | N/A     | $3937478.00        | $4039257.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $1079481.00        | $1091959.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 7.0000%  | N/A     | $10142341.00       | $5702218.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-11-20      | 4.0000%  | N/A     | $3090000.00        | $150746.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $642268.00         | $675836.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $404962.00         | $419847.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 2.5000%  | N/A     | $3843915.00        | $1684940.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $1135648.00        | $1166071.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-06-20      | 4.5000%  | N/A     | $1292000.00        | $46581.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $4841445.00        | $4906075.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 3.5000%  | N/A     | $85000.00          | $61142.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-11-20      | 7.0000%  | N/A     | $3684759.00        | $3844661.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $5641144.00        | $5843003.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $4465501.00        | $4698897.85        | Agency Mortgage-Backed Securities |

### Security 16: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDWSJLH9
- **C.18 - Value (incl. sponsor support):** $11000000.00
- **C.18.a - Value (excl. sponsor support):** $11000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $100.00            | $98.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $100.00            | $98.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $19688800.00       | $11219825.12       | U.S. Treasuries (including strips) |

### Security 17: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRYAC9P76
- **C.18 - Value (incl. sponsor support):** $799000000.00
- **C.18.a - Value (excl. sponsor support):** $799000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE FNMA_00-32                              | 2030-10-18      | 4.5012%  | N/A     | $200000.00         | $88.22             | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-76                              | 2036-08-25      | 4.3887%  | N/A     | $4769000.00        | $97466.68          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-82                              | 2036-09-25      | 4.5587%  | N/A     | $18691166.00       | $26004.02          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_12-103                             | 2042-09-25      | 4.3887%  | N/A     | $226474.00         | $22202.63          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_14-70                              | 2041-04-25      | 3.0000%  | N/A     | $640000.00         | $76350.79          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_24-93                              | 2054-12-25      | 5.3742%  | N/A     | $5500000.00        | $3806448.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_43-84 | 2043-08-15      | 3.5000%  | N/A     | $9400000.00        | $4572804.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M01  | 2031-10-25      | 1.6680%  | N/A     | $10710000.00       | $9381510.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-46   | 2054-07-25      | 5.0000%  | N/A     | $1892428.00        | $1734163.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-69   | 2055-08-25      | 5.0000%  | N/A     | $2500000.00        | $2431841.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999R                                        | 2050-06-25      | 2.1613%  | N/A     | $99019090.00       | $5190391.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5005A                                        | 2050-08-25      | 3.0000%  | N/A     | $50042183.00       | $4638407.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5018                                         | 2050-10-25      | 4.0000%  | N/A     | $79857336.00       | $5731383.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_5077                                         | 2051-02-25      | 3.5000%  | N/A     | $107082581.00      | $8574421.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080M                                        | 2049-08-25      | 4.0000%  | N/A     | $61584249.00       | $5036302.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083C                                        | 2051-03-25      | 3.5000%  | N/A     | $1980418.00        | $1044870.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5123C                                        | 2050-05-25      | 3.5000%  | N/A     | $75076104.00       | $6835013.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5131E                                        | 2051-08-25      | 3.0000%  | N/A     | $111364000.00      | $11842618.91       | Agency Collateralized Mortgage Obligation |
| FHLMC_5131F                                        | 2051-08-25      | 1.5000%  | N/A     | $10000000.00       | $4723590.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5210A                                        | 2051-09-25      | 3.0000%  | N/A     | $6489000.00        | $3525757.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5273A                                        | 2052-11-25      | 0.8758%  | N/A     | $170645534.00      | $4782945.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440K                                        | 2054-07-25      | 3.2258%  | N/A     | $43563267.00       | $4385243.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5471L                                        | 2054-11-25      | 1.2258%  | N/A     | $310000000.00      | $7081665.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502D                                        | 2035-12-25      | 5.5000%  | N/A     | $1200000.00        | $1155899.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5522A                                        | 2055-03-25      | 2.0758%  | N/A     | $202044975.00      | $7974235.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                         | 2055-05-25      | 1.3758%  | N/A     | $204158667.00      | $7772801.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                        | 2055-07-25      | 0.0000%  | N/A     | $45957448.00       | $32927697.35       | Agency Collateralized Mortgage Obligation |
| FHLMC_5562                                         | 2055-07-25      | 1.9758%  | N/A     | $68201552.00       | $5223821.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5564A                                        | 2055-08-25      | 1.9258%  | N/A     | $136000000.00      | $9598636.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5566J                                        | 2051-10-25      | 2.6758%  | N/A     | $28822756.00       | $4835823.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5579A                                        | 2045-09-25      | 4.5000%  | N/A     | $1870167.00        | $1766928.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5588A                                        | 2055-10-25      | 1.4758%  | N/A     | $105485266.00      | $7219725.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                         | 2055-10-25      | 2.1758%  | N/A     | $140000000.00      | $7963585.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617B                                        | 2056-01-25      | 4.5000%  | N/A     | $5294118.00        | $5027781.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617D                                        | 2051-08-25      | 4.0000%  | N/A     | $47489788.00       | $9710822.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617E                                        | 2050-02-25      | 2.0613%  | N/A     | $75167131.00       | $8470099.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617F                                        | 2049-09-25      | 2.0613%  | N/A     | $64502160.00       | $6607250.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617G                                        | 2049-07-15      | 1.9017%  | N/A     | $66465405.00       | $6535090.42        | Agency Collateralized Mortgage Obligation |
| FHSTR_402                                          | 2053-09-25      | 1.8258%  | N/A     | $273858212.00      | $8122746.79        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                          | 2053-10-25      | 1.7258%  | N/A     | $200000000.00      | $5544916.27        | Agency Collateralized Mortgage Obligation |
| FNMA_12-80                                         | 2042-08-25      | 4.4887%  | N/A     | $150000.00         | $14395.44          | Agency Collateralized Mortgage Obligation |
| FNMA_16-16B                                        | 2046-04-25      | 3.0000%  | N/A     | $7287340.00        | $3816818.86        | Agency Collateralized Mortgage Obligation |
| FNMA_17-54                                         | 2046-05-25      | 3.0000%  | N/A     | $9425000.00        | $2484155.16        | Agency Collateralized Mortgage Obligation |
| FNMA_20-77                                         | 2050-11-25      | 2.5000%  | N/A     | $117856800.00      | $9487165.55        | Agency Collateralized Mortgage Obligation |
| FNMA_21-53E                                        | 2050-11-25      | 3.0000%  | N/A     | $107041666.00      | $11134253.91       | Agency Collateralized Mortgage Obligation |
| FNMA_21-59C                                        | 2051-09-25      | 4.0000%  | N/A     | $146323282.00      | $19342420.27       | Agency Collateralized Mortgage Obligation |
| FNMA_21-67M                                        | 2051-10-25      | 3.0000%  | N/A     | $75425232.00       | $7899373.28        | Agency Collateralized Mortgage Obligation |
| FNMA_21-69F                                        | 2051-10-25      | 2.0000%  | N/A     | $8422000.00        | $5173278.07        | Agency Collateralized Mortgage Obligation |
| FNMA_22-10                                         | 2040-05-25      | 2.2500%  | N/A     | $250000.00         | $131945.08         | Agency Collateralized Mortgage Obligation |
| FNMA_22-11A                                        | 2047-07-25      | 2.5000%  | N/A     | $3051000.00        | $1730165.49        | Agency Collateralized Mortgage Obligation |
| FNMA_22-53A                                        | 2048-03-25      | 4.0000%  | N/A     | $4630000.00        | $3309011.60        | Agency Collateralized Mortgage Obligation |
| FNMA_22-62                                         | 2052-09-25      | 3.2500%  | N/A     | $6700000.00        | $4200771.30        | Agency Collateralized Mortgage Obligation |
| FNMA_23-13C                                        | 2052-12-25      | 1.6758%  | N/A     | $175000000.00      | $4695422.69        | Agency Collateralized Mortgage Obligation |
| FNMA_24-84C                                        | 2054-11-25      | 2.1258%  | N/A     | $139195380.00      | $6610915.13        | Agency Collateralized Mortgage Obligation |
| FNMA_24-93D                                        | 2054-12-25      | 1.2258%  | N/A     | $282000000.00      | $6107111.87        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102A                                       | 2055-12-25      | 4.5000%  | N/A     | $1691000.00        | $1540859.49        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102A                                       | 2055-07-25      | 4.5000%  | N/A     | $6619000.00        | $6554984.92        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102C                                       | 2055-12-25      | 1.5758%  | N/A     | $164996762.00      | $8735351.57        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102D                                       | 2055-12-25      | 4.5000%  | N/A     | $260830.00         | $226588.50         | Agency Collateralized Mortgage Obligation |
| FNMA_25-18F                                        | 2054-09-25      | 3.2258%  | N/A     | $100000000.00      | $6032007.15        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33D                                        | 2055-04-25      | 1.9258%  | N/A     | $83012302.00       | $7340406.26        | Agency Collateralized Mortgage Obligation |
| FNMA_25-35A                                        | 2055-05-25      | 1.3758%  | N/A     | $241325752.00      | $9457937.17        | Agency Collateralized Mortgage Obligation |
| FNMA_25-41B                                        | 2055-06-25      | 1.1258%  | N/A     | $178080180.00      | $4859013.65        | Agency Collateralized Mortgage Obligation |
| FNMA_25-41E                                        | 2055-06-25      | 1.1258%  | N/A     | $251027590.00      | $6751800.89        | Agency Collateralized Mortgage Obligation |
| FNMA_25-88A                                        | 2055-09-25      | 3.2258%  | N/A     | $54702204.00       | $6317683.97        | Agency Collateralized Mortgage Obligation |
| FNMA_25-97A                                        | 2055-11-25      | 4.5000%  | N/A     | $3705137.00        | $3592585.04        | Agency Collateralized Mortgage Obligation |
| GNMA_20-181P                                       | 2050-12-20      | 5.0000%  | N/A     | $97454478.00       | $7769126.55        | Agency Collateralized Mortgage Obligation |
| GNMA_20-69                                         | 2062-04-16      | 1.2990%  | N/A     | $80000000.00       | $5322391.44        | Agency Collateralized Mortgage Obligation |
| GNMA_21-140                                        | 2051-08-20      | 2.5000%  | N/A     | $19100000.00       | $7723254.79        | Agency Collateralized Mortgage Obligation |
| GNMA_21-161                                        | 2051-09-20      | 3.0000%  | N/A     | $127866666.00      | $15163366.77       | Agency Collateralized Mortgage Obligation |
| GNMA_21-177M                                       | 2051-10-20      | 3.5000%  | N/A     | $64957500.00       | $5012512.32        | Agency Collateralized Mortgage Obligation |
| GNMA_21-1B                                         | 2051-01-20      | 2.5000%  | N/A     | $161401848.00      | $14060502.58       | Agency Collateralized Mortgage Obligation |
| GNMA_21-73B                                        | 2051-04-20      | 3.0000%  | N/A     | $122499999.00      | $8906652.79        | Agency Collateralized Mortgage Obligation |
| GNMA_21-96H                                        | 2051-06-20      | 1.0000%  | N/A     | $6405000.00        | $2557947.87        | Agency Collateralized Mortgage Obligation |
| GNMA_22-140B                                       | 2050-06-20      | 4.0000%  | N/A     | $46845778.00       | $6635084.77        | Agency Collateralized Mortgage Obligation |
| GNMA_22-9G                                         | 2052-01-20      | 3.5000%  | N/A     | $227000000.00      | $14628831.29       | Agency Collateralized Mortgage Obligation |
| GNMA_23-146G                                       | 2053-10-20      | 2.4324%  | N/A     | $138461541.00      | $6438573.41        | Agency Collateralized Mortgage Obligation |
| GNMA_23-149E                                       | 2053-10-20      | 2.4823%  | N/A     | $250000000.00      | $10991154.48       | Agency Collateralized Mortgage Obligation |
| GNMA_23-23A                                        | 2053-02-20      | 2.3323%  | N/A     | $200000000.00      | $6522861.15        | Agency Collateralized Mortgage Obligation |
| GNMA_23-60D                                        | 2053-04-20      | 1.6824%  | N/A     | $200000000.00      | $5501033.34        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109A                                       | 2054-07-20      | 2.5324%  | N/A     | $150000000.00      | $6400834.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-113C                                       | 2054-07-20      | 7.0000%  | N/A     | $43659442.00       | $9420202.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117E                                       | 2054-07-20      | 1.3323%  | N/A     | $300000000.00      | $6250350.46        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                       | 2047-05-20      | 2.2016%  | N/A     | $151753785.00      | $14593574.38       | Agency Collateralized Mortgage Obligation |
| GNMA_24-142A                                       | 2054-09-20      | 1.9724%  | N/A     | $100000000.00      | $5064888.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-144K                                       | 2054-09-20      | 2.7824%  | N/A     | $66820527.00       | $7003734.48        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151P                                       | 2054-09-20      | 2.1324%  | N/A     | $75000000.00       | $4658716.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-175B                                       | 2054-10-20      | 2.1023%  | N/A     | $84347826.00       | $7181617.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-188A                                       | 2054-11-20      | 1.2824%  | N/A     | $268702694.00      | $8531160.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22F                                        | 2050-08-20      | 4.0000%  | N/A     | $30879976.00       | $5141242.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                         | 2054-01-20      | 3.0324%  | N/A     | $136017000.00      | $6214984.72        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77G                                        | 2054-05-20      | 3.2824%  | N/A     | $80603656.00       | $5414723.38        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79B                                        | 2054-05-20      | 1.2824%  | N/A     | $450000000.00      | $7624270.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97F                                        | 2054-06-20      | 3.3824%  | N/A     | $100000000.00      | $9156089.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97M                                        | 2054-06-20      | 1.3323%  | N/A     | $250000000.00      | $6909600.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-106                                        | 2067-07-16      | 0.7358%  | N/A     | $125000000.00      | $8694018.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110J                                       | 2055-06-20      | 4.5000%  | N/A     | $2760250.00        | $2342133.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-113A                                       | 2055-06-20      | 1.2324%  | N/A     | $102572408.00      | $4635556.86        | Agency Collateralized Mortgage Obligation |
| GNMA_25-113C                                       | 2055-07-20      | 1.9824%  | N/A     | $145036036.00      | $7356979.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-133C                                       | 2055-08-20      | 10.4177% | N/A     | $11654871.00       | $12411339.55       | Agency Collateralized Mortgage Obligation |
| GNMA_25-133H                                       | 2055-07-20      | 5.0000%  | N/A     | $9915000.00        | $3529676.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-135A                                       | 2052-04-20      | 5.0000%  | N/A     | $12000000.00       | $11842471.20       | Agency Collateralized Mortgage Obligation |
| GNMA_25-137D                                       | 2055-08-20      | 2.5823%  | N/A     | $50435334.00       | $5782014.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139C                                       | 2055-08-20      | 1.9824%  | N/A     | $100000000.00      | $5788601.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173V                                       | 2055-03-20      | 1.3723%  | N/A     | $147725026.00      | $5774473.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1P                                         | 2055-01-20      | 1.9824%  | N/A     | $267283678.00      | $24050679.74       | Agency Collateralized Mortgage Obligation |
| GNMA_25-208A                                       | 2055-12-20      | 1.3511%  | N/A     | $100000000.00      | $6041284.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208B                                       | 2055-12-20      | 2.1000%  | N/A     | $100000000.00      | $8313766.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208B                                       | 2055-12-20      | 4.5000%  | N/A     | $3670434.00        | $3364246.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208B                                       | 2055-12-20      | 1.5500%  | N/A     | $100000000.00      | $6546461.11        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208G                                       | 2055-12-20      | 4.7000%  | N/A     | $10885093.00       | $10917205.23       | Agency Collateralized Mortgage Obligation |
| GNMA_25-208N                                       | 2055-12-20      | 4.5000%  | N/A     | $1158616.00        | $1046375.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-221                                        | 2040-06-16      | 4.5000%  | N/A     | $8498440.00        | $8647655.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-221                                        | 2067-09-16      | 0.9581%  | N/A     | $109198355.00      | $8499126.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-221                                        | 2067-09-16      | 4.5000%  | N/A     | $9321303.00        | $9271704.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25F                                        | 2055-02-20      | 2.0324%  | N/A     | $210000000.00      | $5514303.65        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                        | 2067-01-16      | 5.0000%  | N/A     | $328571.00         | $338042.94         | Agency Mortgage-Backed Securities         |
| GNMA_25-43B                                        | 2055-03-20      | 3.1824%  | N/A     | $75000000.00       | $6131161.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-55A                                        | 2055-03-20      | 1.3623%  | N/A     | $190000000.00      | $7972714.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-63A                                        | 2055-04-20      | 3.2824%  | N/A     | $91390760.00       | $6770652.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-99E                                        | 2055-06-20      | 0.0000%  | N/A     | $47661421.00       | $34123515.09       | Agency Collateralized Mortgage Obligation |
| GNMA_25-99E                                        | 2055-06-20      | 2.4823%  | N/A     | $71492130.00       | $6750210.15        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97BB                                       | 2054-12-20      | 2.7323%  | N/A     | $92045335.00       | $7831537.04        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97H                                        | 2054-12-20      | 1.3623%  | N/A     | $320000000.00      | $8126685.48        | Agency Collateralized Mortgage Obligation |
| GNMA_51-71E                                        | 2055-10-20      | 0.0024%  | N/A     | $1000000000.00     | $11552831.75       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-9 | 2051-01-20      | 2.5000%  | N/A     | $71997207.00       | $6397056.91        | Agency Collateralized Mortgage Obligation |

### Security 18: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYDWTCSS2
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FERA 04912S 06/25/49                                   | 2049-06-25      | 2.0613%  | N/A     | $21189621.00       | $743864.50         | Agency Collateralized Mortgage Obligation |
| FERA 04918S 10/25/49                                   | 2049-10-25      | 2.0613%  | N/A     | $37957596.00       | $782438.65         | Agency Collateralized Mortgage Obligation |
| FERA 05319S 07/25/53                                   | 2053-07-25      | 2.0758%  | N/A     | $100000000.00      | $2890329.22        | Agency Collateralized Mortgage Obligation |
| FERA 05358S 11/25/53                                   | 2053-11-25      | 2.4758%  | N/A     | $63461538.00       | $3370126.83        | Agency Collateralized Mortgage Obligation |
| FERA 05537S 05/25/55                                   | 2055-05-25      | 1.0258%  | N/A     | $54700000.00       | $1379515.81        | Agency Collateralized Mortgage Obligation |
| FERA 4908PS 08/25/49                                   | 2049-08-25      | 2.0613%  | N/A     | $28287714.00       | $820140.33         | Agency Collateralized Mortgage Obligation |
| FERA 4923NS 11/25/49                                   | 2049-11-25      | 2.0113%  | N/A     | $13000000.00       | $627098.93         | Agency Collateralized Mortgage Obligation |
| FERA 4923QS 11/25/49                                   | 2049-11-25      | 2.0113%  | N/A     | $22870000.00       | $1246757.93        | Agency Collateralized Mortgage Obligation |
| FERA 4923WS 11/25/49                                   | 2049-11-25      | 2.0113%  | N/A     | $24148291.00       | $1368172.58        | Agency Collateralized Mortgage Obligation |
| FERA 4924DS 10/25/49                                   | 2049-10-25      | 2.0613%  | N/A     | $45076729.00       | $1377943.11        | Agency Collateralized Mortgage Obligation |
| FERA 4929SA 10/25/49                                   | 2049-10-25      | 1.9613%  | N/A     | $50404811.00       | $3205127.50        | Agency Collateralized Mortgage Obligation |
| FERA 4933SA 12/25/49                                   | 2049-12-25      | 2.0113%  | N/A     | $40777284.00       | $1491863.65        | Agency Collateralized Mortgage Obligation |
| FERA 4938SK 12/25/49                                   | 2049-12-25      | 2.0113%  | N/A     | $46553866.00       | $2191996.94        | Agency Collateralized Mortgage Obligation |
| FERA 4942NS 01/25/50                                   | 2050-01-25      | 2.0113%  | N/A     | $23332918.00       | $924726.91         | Agency Collateralized Mortgage Obligation |
| FERA 4954SL 02/25/50                                   | 2050-02-25      | 2.0613%  | N/A     | $136016008.00      | $4287863.54        | Agency Collateralized Mortgage Obligation |
| FERA 4962SP 03/25/50                                   | 2050-03-25      | 2.0613%  | N/A     | $8977500.00        | $310995.15         | Agency Collateralized Mortgage Obligation |
| FERA 4975DS 05/25/50                                   | 2050-05-25      | 2.0113%  | N/A     | $16666666.00       | $761712.73         | Agency Collateralized Mortgage Obligation |
| FERA 4979SN 06/25/50                                   | 2050-06-25      | 2.0613%  | N/A     | $65266187.00       | $2306912.46        | Agency Collateralized Mortgage Obligation |
| FERA 4979YS 06/25/50                                   | 2050-06-25      | 2.0613%  | N/A     | $15000000.00       | $525775.51         | Agency Collateralized Mortgage Obligation |
| FERA 4983SW 06/25/50                                   | 2050-06-25      | 2.0613%  | N/A     | $23147541.00       | $2031481.11        | Agency Collateralized Mortgage Obligation |
| FERA 4990AS 07/25/50                                   | 2050-07-25      | 2.1113%  | N/A     | $29142400.00       | $1952033.37        | Agency Collateralized Mortgage Obligation |
| FERA 4998KS 08/25/50                                   | 2050-08-25      | 2.2758%  | N/A     | $25942664.00       | $1600067.93        | Agency Collateralized Mortgage Obligation |
| FERA 4999PS 03/25/44                                   | 2044-03-25      | 1.9613%  | N/A     | $43898226.00       | $1256576.43        | Agency Collateralized Mortgage Obligation |
| FERA 5003AS 08/25/50                                   | 2050-08-25      | 2.1113%  | N/A     | $17800000.00       | $1854084.49        | Agency Collateralized Mortgage Obligation |
| FERA 5003BS 08/25/50                                   | 2050-08-25      | 2.1113%  | N/A     | $10000000.00       | $644451.94         | Agency Collateralized Mortgage Obligation |
| FERA 5007SK 08/25/50                                   | 2050-08-25      | 2.1113%  | N/A     | $4500000.00        | $291981.42         | Agency Collateralized Mortgage Obligation |
| FERA 5045AS 11/25/50                                   | 2050-11-25      | 2.3758%  | N/A     | $8909091.00        | $767321.57         | Agency Collateralized Mortgage Obligation |
| FERA 5056SA 12/25/50                                   | 2050-12-25      | 2.4258%  | N/A     | $21000000.00       | $2103058.98        | Agency Collateralized Mortgage Obligation |
| FERA 5062BS 01/25/51                                   | 2051-01-25      | 2.4258%  | N/A     | $17850000.00       | $1968956.41        | Agency Collateralized Mortgage Obligation |
| FERA 5070CS 02/25/51                                   | 2051-02-25      | 0.4058%  | N/A     | $173779557.00      | $3018293.36        | Agency Collateralized Mortgage Obligation |
| FERA 5142SH 09/25/51                                   | 2051-09-25      | 1.9758%  | N/A     | $17311159.00       | $1124030.26        | Agency Collateralized Mortgage Obligation |
| FERA 5245CS 08/25/52                                   | 2052-08-25      | 1.4258%  | N/A     | $50477142.00       | $3395989.45        | Agency Collateralized Mortgage Obligation |
| FERA 5249PS 08/25/52                                   | 2052-08-25      | 2.0758%  | N/A     | $50085972.00       | $3707449.65        | Agency Collateralized Mortgage Obligation |
| FERA 5257SB 09/25/52                                   | 2052-09-25      | 1.4258%  | N/A     | $60739852.00       | $4106738.66        | Agency Collateralized Mortgage Obligation |
| FERA 5320SA 07/25/53                                   | 2053-07-25      | 1.8258%  | N/A     | $47000000.00       | $1626165.39        | Agency Collateralized Mortgage Obligation |
| FERA 5349SG 10/25/53                                   | 2053-10-25      | 3.1758%  | N/A     | $50000000.00       | $1895637.19        | Agency Collateralized Mortgage Obligation |
| FERA 5363SA 12/25/53                                   | 2053-12-25      | 2.9758%  | N/A     | $75000000.00       | $2816130.93        | Agency Collateralized Mortgage Obligation |
| FERA 5363SD 12/25/53                                   | 2053-12-25      | 3.1758%  | N/A     | $25288459.00       | $1538958.89        | Agency Collateralized Mortgage Obligation |
| FERA 5364SB 12/25/53                                   | 2053-12-25      | 3.1258%  | N/A     | $50000000.00       | $1543002.45        | Agency Collateralized Mortgage Obligation |
| FERA 5366SA 12/25/53                                   | 2053-12-25      | 2.3258%  | N/A     | $141356296.00      | $4248000.15        | Agency Collateralized Mortgage Obligation |
| FERA 5367SA 12/25/53                                   | 2053-12-25      | 2.5958%  | N/A     | $62302519.00       | $2527596.01        | Agency Collateralized Mortgage Obligation |
| FERA 5391SB 03/25/54                                   | 2054-03-25      | 2.6258%  | N/A     | $100000000.00      | $2214672.93        | Agency Collateralized Mortgage Obligation |
| FERA 5398SD 04/25/54                                   | 2054-04-25      | 2.6758%  | N/A     | $100000000.00      | $2215668.28        | Agency Collateralized Mortgage Obligation |
| FERA 5400SB 04/25/54                                   | 2054-04-25      | 2.0258%  | N/A     | $73405076.00       | $2369272.65        | Agency Collateralized Mortgage Obligation |
| FERA 5400SD 04/25/54                                   | 2054-04-25      | 2.3758%  | N/A     | $62000000.00       | $2273981.64        | Agency Collateralized Mortgage Obligation |
| FERA 5408LS 12/25/53                                   | 2053-12-25      | 1.2258%  | N/A     | $60000000.00       | $1516906.96        | Agency Collateralized Mortgage Obligation |
| FERA 5410PS 05/25/54                                   | 2054-05-25      | 1.1258%  | N/A     | $50000000.00       | $1431811.25        | Agency Collateralized Mortgage Obligation |
| FERA 5415SB 05/25/54                                   | 2054-05-25      | 3.2758%  | N/A     | $38559235.00       | $1978529.28        | Agency Collateralized Mortgage Obligation |
| FERA 5416SM 06/25/54                                   | 2054-06-25      | 1.9258%  | N/A     | $50000000.00       | $1386649.09        | Agency Collateralized Mortgage Obligation |
| FERA 5417SN 06/25/54                                   | 2054-06-25      | 1.2758%  | N/A     | $28400000.00       | $531331.52         | Agency Collateralized Mortgage Obligation |
| FERA 5419CS 06/25/54                                   | 2054-06-25      | 3.2758%  | N/A     | $45000000.00       | $3155044.77        | Agency Collateralized Mortgage Obligation |
| FERA 5420SM 06/25/54                                   | 2054-06-25      | 1.2258%  | N/A     | $74000000.00       | $2167747.53        | Agency Collateralized Mortgage Obligation |
| FERA 5424SA 06/25/54                                   | 2054-06-25      | 1.9258%  | N/A     | $96642475.00       | $2659341.81        | Agency Collateralized Mortgage Obligation |
| FERA 5437SA 08/25/54                                   | 2054-08-25      | 1.1758%  | N/A     | $51662435.00       | $1127143.33        | Agency Collateralized Mortgage Obligation |
| FERA 5440SV 07/25/54                                   | 2054-07-25      | 3.2258%  | N/A     | $2277867.00        | $229298.70         | Agency Collateralized Mortgage Obligation |
| FERA 5441SB 08/25/54                                   | 2054-08-25      | 1.1558%  | N/A     | $70000000.00       | $1874748.17        | Agency Collateralized Mortgage Obligation |
| FERA 5441SD 08/25/54                                   | 2054-08-25      | 1.2558%  | N/A     | $17564171.00       | $591593.05         | Agency Collateralized Mortgage Obligation |
| FERA 5443SA 08/25/54                                   | 2054-08-25      | 1.9258%  | N/A     | $100000000.00      | $2498578.02        | Agency Collateralized Mortgage Obligation |
| FERA 5449SL 08/25/54                                   | 2054-08-25      | 1.2758%  | N/A     | $6571000.00        | $291994.91         | Agency Collateralized Mortgage Obligation |
| FERA 5457GS 10/25/54                                   | 2054-10-25      | 1.5258%  | N/A     | $135326134.00      | $4119825.17        | Agency Collateralized Mortgage Obligation |
| FERA 5458SA 09/25/54                                   | 2054-09-25      | 1.4258%  | N/A     | $60000000.00       | $3983181.95        | Agency Collateralized Mortgage Obligation |
| FERA 5458SH 10/25/54                                   | 2054-10-25      | 2.2758%  | N/A     | $8104064.00        | $758105.15         | Agency Collateralized Mortgage Obligation |
| FERA 5458SJ 10/25/54                                   | 2054-10-25      | 2.1258%  | N/A     | $9506621.00        | $661043.38         | Agency Collateralized Mortgage Obligation |
| FERA 5460SD 10/25/54                                   | 2054-10-25      | 2.1258%  | N/A     | $5405656.00        | $510427.16         | Agency Collateralized Mortgage Obligation |
| FERA 5460SH 10/25/54                                   | 2054-10-25      | 1.5258%  | N/A     | $55008659.00       | $1970129.99        | Agency Collateralized Mortgage Obligation |
| FERA 5470SG 11/25/54                                   | 2054-11-25      | 1.4258%  | N/A     | $77784860.00       | $2441302.55        | Agency Collateralized Mortgage Obligation |
| FERA 5471SA 11/25/54                                   | 2054-11-25      | 0.8258%  | N/A     | $174753955.00      | $4062276.20        | Agency Collateralized Mortgage Obligation |
| FERA 5475CS 11/25/54                                   | 2054-11-25      | 0.6758%  | N/A     | $118341176.00      | $2439250.30        | Agency Collateralized Mortgage Obligation |
| FERA 5476SA 11/25/54                                   | 2054-11-25      | 1.5258%  | N/A     | $49973910.00       | $2118895.07        | Agency Collateralized Mortgage Obligation |
| FERA 5478SD 02/25/54                                   | 2054-02-25      | 1.2258%  | N/A     | $25500000.00       | $537145.34         | Agency Collateralized Mortgage Obligation |
| FERA 5478SE 02/25/54                                   | 2054-02-25      | 1.1758%  | N/A     | $200000000.00      | $4098883.73        | Agency Collateralized Mortgage Obligation |
| FERA 5478SH 04/25/54                                   | 2054-04-25      | 1.1758%  | N/A     | $156000000.00      | $3115863.62        | Agency Collateralized Mortgage Obligation |
| FERA 5481HS 12/25/54                                   | 2054-12-25      | 1.1758%  | N/A     | $125000000.00      | $2786337.64        | Agency Collateralized Mortgage Obligation |
| FERA 5481SJ 12/25/54                                   | 2054-12-25      | 1.9758%  | N/A     | $75000000.00       | $3200306.47        | Agency Collateralized Mortgage Obligation |
| FERA 5481TA 12/25/54                                   | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $23276.25          | Agency Collateralized Mortgage Obligation |
| FERA 5481TB 12/25/54                                   | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $23276.25          | Agency Collateralized Mortgage Obligation |
| FERA 5481TC 12/25/54                                   | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $23276.25          | Agency Collateralized Mortgage Obligation |
| FERA 5481TG 12/25/54                                   | 2054-12-25      | 0.1000%  | N/A     | $38010000.00       | $42754.04          | Agency Collateralized Mortgage Obligation |
| FERA 5481TI 12/25/54                                   | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $23276.25          | Agency Collateralized Mortgage Obligation |
| FERA 5483SB 12/25/54                                   | 2054-12-25      | 1.1958%  | N/A     | $98513675.00       | $1314516.72        | Agency Collateralized Mortgage Obligation |
| FERA 5500DS 10/25/54                                   | 2054-10-25      | 1.2758%  | N/A     | $50000000.00       | $1497879.88        | Agency Collateralized Mortgage Obligation |
| FERA 5500SE 02/25/55                                   | 2055-02-25      | 1.2258%  | N/A     | $75000000.00       | $1679239.28        | Agency Collateralized Mortgage Obligation |
| FERA 5501KS 02/25/55                                   | 2055-02-25      | 1.9758%  | N/A     | $72995812.00       | $4383845.35        | Agency Collateralized Mortgage Obligation |
| FERA 5502SG 02/25/55                                   | 2055-02-25      | 1.6626%  | N/A     | $132000000.00      | $3637974.44        | Agency Collateralized Mortgage Obligation |
| FERA 5504SC 02/25/55                                   | 2055-02-25      | 1.9758%  | N/A     | $48073146.00       | $3135390.00        | Agency Collateralized Mortgage Obligation |
| FERA 5508SB 02/25/55                                   | 2055-02-25      | 1.6258%  | N/A     | $100000000.00      | $3202587.39        | Agency Collateralized Mortgage Obligation |
| FERA 5511SC 03/25/55                                   | 2055-03-25      | 2.0258%  | N/A     | $8740989.00        | $619469.45         | Agency Collateralized Mortgage Obligation |
| FERA 5512EZ 03/25/55                                   | 2055-03-25      | 5.0000%  | N/A     | $2238000.00        | $2271826.83        | Agency Collateralized Mortgage Obligation |
| FERA 5515SM 03/25/55                                   | 2055-03-25      | 1.2758%  | N/A     | $119155146.00      | $3120783.81        | Agency Collateralized Mortgage Obligation |
| FERA 5531DS 04/25/55                                   | 2055-04-25      | 1.2258%  | N/A     | $31500000.00       | $1101628.50        | Agency Collateralized Mortgage Obligation |
| FERA 5536SD 05/25/54                                   | 2054-05-25      | 1.4258%  | N/A     | $20000000.00       | $670399.94         | Agency Collateralized Mortgage Obligation |
| FERA 5543BI 06/25/55                                   | 2055-06-25      | 0.1000%  | N/A     | $27000000.00       | $38993.80          | Agency Collateralized Mortgage Obligation |
| FERA 5547AS 06/25/55                                   | 2055-06-25      | 0.1258%  | N/A     | $100000000.00      | $1346991.05        | Agency Collateralized Mortgage Obligation |
| FERA 5549AS 06/25/55                                   | 2055-06-25      | 0.0000%  | N/A     | $395000000.00      | $3327015.08        | Agency Collateralized Mortgage Obligation |
| FERA 5551SE 06/25/55                                   | 2055-06-25      | 1.2258%  | N/A     | $150000000.00      | $4587498.01        | Agency Collateralized Mortgage Obligation |
| FERA 5563SA 08/25/55                                   | 2055-08-25      | 1.2758%  | N/A     | $40625000.00       | $1535800.22        | Agency Collateralized Mortgage Obligation |
| FERA 5568SD 08/25/55                                   | 2055-08-25      | 1.2258%  | N/A     | $115377154.00      | $3214908.41        | Agency Collateralized Mortgage Obligation |
| FERA 5579SC 09/25/55                                   | 2055-09-25      | 1.3758%  | N/A     | $20000000.00       | $1035625.43        | Agency Collateralized Mortgage Obligation |
| FERA 5585SC 10/25/55                                   | 2055-10-25      | 1.5258%  | N/A     | $15000000.00       | $813917.31         | Agency Collateralized Mortgage Obligation |
| FERA 5585SM 10/25/55                                   | 2055-10-25      | 2.0758%  | N/A     | $25000000.00       | $1773090.10        | Agency Collateralized Mortgage Obligation |
| FERA 5596CI 11/25/55                                   | 2055-11-25      | 0.0500%  | N/A     | $98872753.00       | $117063.22         | Agency Collateralized Mortgage Obligation |
| FERA 5596SH 11/25/55                                   | 2055-11-25      | 0.9258%  | N/A     | $61000000.00       | $2218362.80        | Agency Collateralized Mortgage Obligation |
| FERA 5606DS 12/25/55                                   | 2055-12-25      | 0.9258%  | N/A     | $50000000.00       | $1714719.63        | Agency Collateralized Mortgage Obligation |
| FERA 5606IG 02/25/55                                   | 2054-10-25      | 0.0368%  | N/A     | $36159866.00       | $21673.19          | Agency Collateralized Mortgage Obligation |
| FERA 5606SA 12/25/55                                   | 2055-12-25      | 0.9258%  | N/A     | $58962602.00       | $2029820.94        | Agency Collateralized Mortgage Obligation |
| FERA 5606SC 12/25/55                                   | 2055-12-25      | 0.9258%  | N/A     | $40426519.00       | $1181901.71        | Agency Collateralized Mortgage Obligation |
| FERA 5606SG 11/25/55                                   | 2055-12-25      | 0.9258%  | N/A     | $50000000.00       | $1471773.59        | Agency Collateralized Mortgage Obligation |
| FERA 5617LI 09/25/49                                   | 2049-09-25      | 4.5000%  | N/A     | $423524.00         | $71221.49          | Agency Collateralized Mortgage Obligation |
| FERA RP4553 10/25/53                                   | 2053-10-25      | 1.6758%  | N/A     | $110435000.00      | $2992150.93        | Agency Collateralized Mortgage Obligation |
| FERA RP4563 10/25/53                                   | 2053-10-25      | 2.1758%  | N/A     | $75000000.00       | $2660611.93        | Agency Collateralized Mortgage Obligation |
| FERA RP7785 05/25/54                                   | 2054-05-25      | 1.9258%  | N/A     | $135500000.00      | $3235238.55        | Agency Collateralized Mortgage Obligation |
| FERM 4940PI 07/25/49                                   | 2049-07-25      | 4.0000%  | N/A     | $56566666.00       | $2207806.75        | Agency Collateralized Mortgage Obligation |
| FERM 4941IM 07/25/49                                   | 2049-07-25      | 4.5000%  | N/A     | $32180993.00       | $1364090.96        | Agency Collateralized Mortgage Obligation |
| FERM 4958HI 03/25/50                                   | 2050-03-25      | 3.5000%  | N/A     | $24192432.00       | $914414.90         | Agency Collateralized Mortgage Obligation |
| FERM 4976DI 05/25/50                                   | 2050-05-25      | 3.5000%  | N/A     | $13100000.00       | $994335.56         | Agency Collateralized Mortgage Obligation |
| FERM 4977IO 05/25/50                                   | 2050-05-25      | 4.5000%  | N/A     | $53072318.00       | $3337242.15        | Agency Collateralized Mortgage Obligation |
| FERM 4988LI 07/25/50                                   | 2050-07-25      | 4.0000%  | N/A     | $33100000.00       | $2729974.44        | Agency Collateralized Mortgage Obligation |
| FERM 4988VI 07/25/50                                   | 2050-07-25      | 3.5000%  | N/A     | $17087913.00       | $1248362.82        | Agency Collateralized Mortgage Obligation |
| FERM 4988WI 06/25/50                                   | 2050-06-25      | 3.0000%  | N/A     | $34686251.00       | $3777021.18        | Agency Collateralized Mortgage Obligation |
| FERM 4990BI 07/25/50                                   | 2050-07-25      | 4.0000%  | N/A     | $28600000.00       | $2586360.13        | Agency Collateralized Mortgage Obligation |
| FERM 4992DI 07/25/50                                   | 2050-07-25      | 2.5000%  | N/A     | $38175343.00       | $2548312.33        | Agency Collateralized Mortgage Obligation |
| FERM 4995BI 06/25/50                                   | 2050-06-25      | 4.5000%  | N/A     | $53714422.00       | $3408247.59        | Agency Collateralized Mortgage Obligation |
| FERM 4996BI 06/25/50                                   | 2050-06-25      | 2.5000%  | N/A     | $13500000.00       | $1154452.21        | Agency Collateralized Mortgage Obligation |
| FERM 5000IA 05/25/48                                   | 2048-05-25      | 5.0000%  | N/A     | $19466144.00       | $792860.38         | Agency Collateralized Mortgage Obligation |
| FERM 5003KI 08/25/50                                   | 2050-08-25      | 2.5000%  | N/A     | $17226325.00       | $1289553.00        | Agency Collateralized Mortgage Obligation |
| FERM 5009NI 07/25/50                                   | 2050-07-25      | 3.5000%  | N/A     | $19357142.00       | $2418103.28        | Agency Collateralized Mortgage Obligation |
| FERM 5021PI 03/25/50                                   | 2050-03-25      | 2.0000%  | N/A     | $23155000.00       | $1670023.88        | Agency Collateralized Mortgage Obligation |
| FERM 5037DI 11/25/50                                   | 2050-11-25      | 2.0000%  | N/A     | $8750000.00        | $657176.83         | Agency Collateralized Mortgage Obligation |
| FERM 5038IU 11/25/50                                   | 2050-11-25      | 2.5000%  | N/A     | $12500000.00       | $865702.78         | Agency Collateralized Mortgage Obligation |
| FERM 5039JI 11/25/50                                   | 2050-11-25      | 2.0000%  | N/A     | $27125000.00       | $2101958.43        | Agency Collateralized Mortgage Obligation |
| FERM 5050IP 10/25/50                                   | 2050-10-25      | 3.0000%  | N/A     | $1816856.00        | $173361.88         | Agency Collateralized Mortgage Obligation |
| FERM 5050PI 10/25/50                                   | 2050-10-25      | 3.0000%  | N/A     | $5368180.00        | $447241.18         | Agency Collateralized Mortgage Obligation |
| FERM 5053GI 12/25/50                                   | 2050-12-25      | 2.5000%  | N/A     | $12500000.00       | $1112467.25        | Agency Collateralized Mortgage Obligation |
| FERM 5053IL 12/25/50                                   | 2050-12-25      | 3.0000%  | N/A     | $11644739.00       | $1317583.79        | Agency Collateralized Mortgage Obligation |
| FERM 5054AI 12/25/35                                   | 2035-12-25      | 1.5000%  | N/A     | $33333333.00       | $677832.39         | Agency Collateralized Mortgage Obligation |
| FERM 5056PI 12/25/50                                   | 2050-12-25      | 2.5000%  | N/A     | $22198242.00       | $1895394.10        | Agency Collateralized Mortgage Obligation |
| FERM 5058IJ 04/25/50                                   | 2050-04-25      | 2.0000%  | N/A     | $15140396.00       | $909765.74         | Agency Collateralized Mortgage Obligation |
| FERM 5060IP 11/25/50                                   | 2050-11-25      | 3.0000%  | N/A     | $12302666.00       | $1323352.18        | Agency Collateralized Mortgage Obligation |
| FERM 5060PI 12/25/50                                   | 2050-12-25      | 3.0000%  | N/A     | $37732666.00       | $4552474.32        | Agency Collateralized Mortgage Obligation |
| FERM 5065IG 01/25/51                                   | 2051-01-25      | 3.0000%  | N/A     | $21222181.00       | $2243988.55        | Agency Collateralized Mortgage Obligation |
| FERM 5068GI 11/25/50                                   | 2050-11-25      | 3.0000%  | N/A     | $21700000.00       | $1542076.06        | Agency Collateralized Mortgage Obligation |
| FERM 5069IP 02/25/51                                   | 2051-02-25      | 3.0000%  | N/A     | $8159241.00        | $980971.85         | Agency Collateralized Mortgage Obligation |
| FERM 5069PI 02/25/51                                   | 2051-02-25      | 3.0000%  | N/A     | $22000000.00       | $2536505.63        | Agency Collateralized Mortgage Obligation |
| FERM 5070IE 09/25/50                                   | 2050-09-25      | 3.0000%  | N/A     | $25000000.00       | $2846453.17        | Agency Collateralized Mortgage Obligation |
| FERM 5070MI 02/25/51                                   | 2051-02-25      | 3.5000%  | N/A     | $55000000.00       | $3968599.30        | Agency Collateralized Mortgage Obligation |
| FERM 5071IO 02/25/51                                   | 2051-02-25      | 2.5000%  | N/A     | $12076634.00       | $890689.71         | Agency Collateralized Mortgage Obligation |
| FERM 5072YI 01/25/51                                   | 2051-01-25      | 3.0000%  | N/A     | $35859000.00       | $3523452.77        | Agency Collateralized Mortgage Obligation |
| FERM 5076IL 02/25/51                                   | 2051-02-25      | 3.0000%  | N/A     | $19310978.00       | $1863718.13        | Agency Collateralized Mortgage Obligation |
| FERM 5080IG 11/25/48                                   | 2048-11-25      | 4.0000%  | N/A     | $21300000.00       | $2627000.14        | Agency Collateralized Mortgage Obligation |
| FERM 5080IP 01/25/50                                   | 2050-01-25      | 3.0000%  | N/A     | $15244249.00       | $1128786.05        | Agency Collateralized Mortgage Obligation |
| FERM 5080IQ 04/25/50                                   | 2050-04-25      | 3.5000%  | N/A     | $5000000.00        | $562851.62         | Agency Collateralized Mortgage Obligation |
| FERM 5083JI 03/25/51                                   | 2051-03-25      | 2.0000%  | N/A     | $31718171.00       | $2425274.95        | Agency Collateralized Mortgage Obligation |
| FERM 5084NI 10/25/44                                   | 2044-10-25      | 4.0000%  | N/A     | $39870250.00       | $3551099.65        | Agency Collateralized Mortgage Obligation |
| FERM 5087IL 03/25/51                                   | 2051-03-25      | 3.0000%  | N/A     | $35000000.00       | $2892791.08        | Agency Collateralized Mortgage Obligation |
| FERM 5087IP 03/25/51                                   | 2051-03-25      | 3.0000%  | N/A     | $14000000.00       | $1497099.33        | Agency Collateralized Mortgage Obligation |
| FERM 5093EI 05/25/50                                   | 2050-05-25      | 4.0000%  | N/A     | $57947062.00       | $4441759.92        | Agency Collateralized Mortgage Obligation |
| FERM 5093PI 01/25/51                                   | 2051-01-25      | 3.0000%  | N/A     | $21000000.00       | $2328079.19        | Agency Collateralized Mortgage Obligation |
| FERM 5095BI 04/25/41                                   | 2041-04-25      | 3.5000%  | N/A     | $38764420.00       | $1844591.34        | Agency Collateralized Mortgage Obligation |
| FERM 5103BI 05/25/51                                   | 2051-05-25      | 4.0000%  | N/A     | $18000000.00       | $2200631.60        | Agency Collateralized Mortgage Obligation |
| FERM 5104GI 06/25/49                                   | 2049-06-25      | 3.5000%  | N/A     | $12500000.00       | $1067419.93        | Agency Collateralized Mortgage Obligation |
| FERM 5115HI 06/25/49                                   | 2049-06-25      | 3.5000%  | N/A     | $41935638.00       | $3616472.26        | Agency Collateralized Mortgage Obligation |
| FERM 5115IK 12/25/50                                   | 2050-12-25      | 4.5000%  | N/A     | $8869000.00        | $1153082.69        | Agency Collateralized Mortgage Obligation |
| FERM 5115IM 06/25/51                                   | 2051-06-25      | 4.0000%  | N/A     | $14000000.00       | $1211871.41        | Agency Collateralized Mortgage Obligation |
| FERM 5121KI 09/25/48                                   | 2051-06-25      | 4.0000%  | N/A     | $3873000.00        | $426436.43         | Agency Collateralized Mortgage Obligation |
| FERM 5128IE 07/25/51                                   | 2051-07-25      | 4.5000%  | N/A     | $13509000.00       | $1420367.35        | Agency Collateralized Mortgage Obligation |
| FERM 5138JI 03/25/50                                   | 2050-03-25      | 3.5000%  | N/A     | $18863683.00       | $1595506.16        | Agency Collateralized Mortgage Obligation |
| FERM 5140JI 12/25/50                                   | 2050-12-25      | 4.5000%  | N/A     | $26016935.00       | $3180146.67        | Agency Collateralized Mortgage Obligation |
| FERM 5144GI 09/25/51                                   | 2051-09-25      | 3.0000%  | N/A     | $11250000.00       | $1071869.25        | Agency Collateralized Mortgage Obligation |
| FERM 5179HI 12/25/51                                   | 2051-12-25      | 3.0000%  | N/A     | $29457333.00       | $1832943.08        | Agency Collateralized Mortgage Obligation |
| FERM 5183IC 01/25/52                                   | 2052-01-25      | 3.0000%  | N/A     | $8075000.00        | $967199.06         | Agency Collateralized Mortgage Obligation |
| FERM 5326UO 10/25/50                                   | 2050-10-25      | 0.0000%  | N/A     | $1637000.00        | $938642.06         | Agency Collateralized Mortgage Obligation |
| FERM 5402IO 06/25/51                                   | 2051-06-25      | 4.0000%  | N/A     | $16086759.00       | $2820456.46        | Agency Collateralized Mortgage Obligation |
| FERM 5414CI 05/25/54                                   | 2054-05-25      | 6.5000%  | N/A     | $39919303.00       | $3926943.47        | Agency Collateralized Mortgage Obligation |
| FERM 5507EI 11/25/35                                   | 2035-11-25      | 6.0000%  | N/A     | $5240167.00        | $643108.92         | Agency Collateralized Mortgage Obligation |
| FERM 5606PO 12/25/55                                   | 2055-12-25      | 0.0000%  | N/A     | $1678497.00        | $1331294.55        | Agency Collateralized Mortgage Obligation |
| FGRA 3152SY 03/15/36                                   | 2036-03-15      | 2.3817%  | N/A     | $117787959.00      | $366697.48         | Agency Collateralized Mortgage Obligation |
| FGRA 3471SG 08/15/35                                   | 2035-08-15      | 1.9517%  | N/A     | $200000000.00      | $188580.27         | Agency Collateralized Mortgage Obligation |
| FGRA 3762SE 11/15/40                                   | 2040-11-15      | 2.5017%  | N/A     | $21863608.00       | $267026.41         | Agency Collateralized Mortgage Obligation |
| FGRA 3780SM 12/15/40                                   | 2040-12-15      | 2.4017%  | N/A     | $46000000.00       | $260485.56         | Agency Collateralized Mortgage Obligation |
| FGRA 3801SA 02/15/31                                   | 2031-02-15      | 0.8423%  | N/A     | $6000000.00        | $1116125.62        | Agency Collateralized Mortgage Obligation |
| FGRA 3838PS 04/15/41                                   | 2041-04-15      | 2.4517%  | N/A     | $21899370.00       | $306580.04         | Agency Collateralized Mortgage Obligation |
| FGRA 3842PS 04/15/41                                   | 2041-04-15      | 2.5017%  | N/A     | $74504333.00       | $162539.96         | Agency Collateralized Mortgage Obligation |
| FGRA 3864NS 03/15/39                                   | 2039-03-15      | 1.9017%  | N/A     | $135757553.00      | $256512.18         | Agency Collateralized Mortgage Obligation |
| FGRA 4016SC 03/15/42                                   | 2042-03-15      | 2.4017%  | N/A     | $120553652.00      | $748682.13         | Agency Collateralized Mortgage Obligation |
| FGRA 4030DS 04/15/42                                   | 2042-04-15      | 2.3517%  | N/A     | $62000000.00       | $258531.80         | Agency Collateralized Mortgage Obligation |
| FGRA 4057LS 06/15/42                                   | 2042-06-15      | 2.4517%  | N/A     | $88571428.00       | $821396.27         | Agency Collateralized Mortgage Obligation |
| FGRA 4064SA 06/15/42                                   | 2042-06-15      | 1.9017%  | N/A     | $133333333.00      | $1316273.70        | Agency Collateralized Mortgage Obligation |
| FGRA 4076SG 07/15/42                                   | 2042-07-15      | 2.6017%  | N/A     | $23218083.00       | $171334.45         | Agency Collateralized Mortgage Obligation |
| FGRA 4077HS 07/15/42                                   | 2042-07-15      | 2.0017%  | N/A     | $110603899.00      | $513208.76         | Agency Collateralized Mortgage Obligation |
| FGRA 4094SK 08/15/42                                   | 2042-08-15      | 1.9517%  | N/A     | $15661571.00       | $327082.22         | Agency Collateralized Mortgage Obligation |
| FGRA 4240SA 08/15/43                                   | 2043-08-15      | 1.9017%  | N/A     | $300300000.00      | $4608831.41        | Agency Collateralized Mortgage Obligation |
| FGRA 4281CS 12/15/43                                   | 2043-12-15      | 1.9017%  | N/A     | $14600000.00       | $91395.05          | Agency Collateralized Mortgage Obligation |
| FGRA 4425SA 01/15/45                                   | 2045-01-15      | 1.9517%  | N/A     | $52600000.00       | $978718.88         | Agency Collateralized Mortgage Obligation |
| FGRA 4427SA 01/15/45                                   | 2045-01-15      | 1.5017%  | N/A     | $82000000.00       | $675317.09         | Agency Collateralized Mortgage Obligation |
| FGRA 4473AS 05/15/45                                   | 2045-05-15      | 1.5017%  | N/A     | $36726000.00       | $326026.99         | Agency Collateralized Mortgage Obligation |
| FGRA 4631SA 11/15/46                                   | 2046-11-15      | 1.9017%  | N/A     | $107147046.00      | $4015496.13        | Agency Collateralized Mortgage Obligation |
| FGRA 4701SB 07/15/47                                   | 2047-07-15      | 0.0000%  | N/A     | $100864805.00      | $689540.14         | Agency Collateralized Mortgage Obligation |
| FGRA 4753HS 02/15/48                                   | 2048-02-15      | 2.1017%  | N/A     | $20000000.00       | $559184.93         | Agency Collateralized Mortgage Obligation |
| FGRA 4754QS 02/15/48                                   | 2048-02-15      | 2.0517%  | N/A     | $11000000.00       | $297317.81         | Agency Collateralized Mortgage Obligation |
| FGRA 4818SC 04/15/48                                   | 2048-04-15      | 2.1017%  | N/A     | $16498631.00       | $287151.20         | Agency Collateralized Mortgage Obligation |
| FGRA 4820ES 03/15/48                                   | 2048-03-15      | 2.1017%  | N/A     | $25941382.00       | $413984.99         | Agency Collateralized Mortgage Obligation |
| FGRA 4853SA 02/15/49                                   | 2049-02-15      | 2.5017%  | N/A     | $37968899.00       | $1062392.36        | Agency Collateralized Mortgage Obligation |
| FGRA 4898SA 07/15/49                                   | 2049-07-15      | 2.0017%  | N/A     | $56459014.00       | $1251198.28        | Agency Collateralized Mortgage Obligation |
| FGRA 4999DS 03/15/43                                   | 2043-03-15      | 2.1017%  | N/A     | $18925757.00       | $711622.26         | Agency Collateralized Mortgage Obligation |
| FGRA 5051SX 11/15/48                                   | 2048-11-15      | 0.2661%  | N/A     | $174000000.00      | $2506141.16        | Agency Collateralized Mortgage Obligation |
| FGRA 5114SI 06/15/47                                   | 2047-06-15      | 1.9017%  | N/A     | $62164503.00       | $3477018.30        | Agency Collateralized Mortgage Obligation |
| FGRA 5617TI 07/15/49                                   | 2049-07-15      | 5.0000%  | N/A     | $718445.00         | $128932.30         | Agency Collateralized Mortgage Obligation |
| FGRM 2635IE 06/15/33                                   | 2033-06-15      | 5.5000%  | N/A     | $163636363.00      | $107425.80         | Agency Collateralized Mortgage Obligation |
| FGRM 4194GI 04/15/43                                   | 2043-04-15      | 4.0000%  | N/A     | $53867746.00       | $1087686.73        | Agency Collateralized Mortgage Obligation |
| FGRM 4274KI 02/15/36                                   | 2036-02-15      | 5.0000%  | N/A     | $10368000.00       | $2981.75           | Agency Collateralized Mortgage Obligation |
| FGRM 4385IA 09/15/44                                   | 2044-09-15      | 4.5000%  | N/A     | $54151458.00       | $826246.73         | Agency Collateralized Mortgage Obligation |
| FGRM 4491IP 03/15/40                                   | 2040-03-15      | 6.0000%  | N/A     | $12467233.00       | $86986.86          | Agency Collateralized Mortgage Obligation |
| FGRM 4585DI 06/15/45                                   | 2045-06-15      | 4.0000%  | N/A     | $7651750.00        | $219225.34         | Agency Collateralized Mortgage Obligation |
| FGRM 4601IC 12/15/45                                   | 2045-12-15      | 4.0000%  | N/A     | $11966000.00       | $199603.23         | Agency Collateralized Mortgage Obligation |
| FGRM 4617IP 05/15/46                                   | 2046-05-15      | 3.5000%  | N/A     | $33920285.00       | $329674.76         | Agency Collateralized Mortgage Obligation |
| FGRM 4621QI 10/15/46                                   | 2046-10-15      | 3.5000%  | N/A     | $33242142.00       | $680399.65         | Agency Collateralized Mortgage Obligation |
| FGRM 4678IP 01/15/46                                   | 2046-01-15      | 4.0000%  | N/A     | $15842693.00       | $197535.12         | Agency Collateralized Mortgage Obligation |
| FGRM 4698IO 07/15/47                                   | 2047-07-15      | 6.0000%  | N/A     | $6841485.00        | $189889.54         | Agency Collateralized Mortgage Obligation |
| FGRM 4734IO 12/15/47                                   | 2047-12-15      | 4.0000%  | N/A     | $2048914.00        | $92906.19          | Agency Collateralized Mortgage Obligation |
| FGRM 4877BI 04/15/49                                   | 2049-04-15      | 4.0000%  | N/A     | $5931012.00        | $134723.39         | Agency Collateralized Mortgage Obligation |
| FGRM 5305IO 07/15/49                                   | 2049-07-15      | 4.0000%  | N/A     | $26101907.00       | $3944269.18        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.8914%  | N/A     | $11000000.00       | $722668.70         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-062       X3     20450125 FLT     | 2045-01-25      | 2.0799%  | N/A     | $7831000.00        | $174459.03         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-067       A-1    20270325 2.89500 | 2027-03-25      | 2.8950%  | N/A     | $575000.00         | $120406.37         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-071       X3     20451125 FLT     | 2045-11-25      | 2.0098%  | N/A     | $99774000.00       | $3697311.95        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-083       X3     20461125 FLT     | 2046-11-25      | 2.2933%  | N/A     | $28128058.00       | $1748301.22        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-084       X3     20461125 FLT     | 2046-11-25      | 2.2427%  | N/A     | $30930260.00       | $1825408.49        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-086       X3     20461125 FLT     | 2046-11-25      | 2.3013%  | N/A     | $31623689.00       | $1985295.44        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-098       A-1    20290425 2.04600 | 2029-04-25      | 2.0460%  | N/A     | $500000.00         | $301621.50         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-104       X3     20470225 FLT     | 2047-02-25      | 1.8933%  | N/A     | $7599992.00        | $535196.89         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-117       X3     20481025 FLT     | 2048-10-25      | 2.8675%  | N/A     | $33917073.00       | $3914390.36        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-120       X3     20481125 FLT     | 2048-11-25      | 2.7405%  | N/A     | $6714000.00        | $759344.80         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-123       X3     20490225 FLT     | 2049-02-25      | 2.6261%  | N/A     | $655000.00         | $73000.00          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-124       X3     20490225 FLT     | 2049-02-25      | 2.6192%  | N/A     | $786000.00         | $88554.41          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-138       X3     20500125 FLT     | 2050-01-25      | 2.9797%  | N/A     | $5775000.00        | $855168.02         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-146       X3     20490625 FLT     | 2049-06-25      | 3.5645%  | N/A     | $6549068.00        | $1246827.53        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-1509      A-3    20331125 FLT     | 2033-11-25      | 3.9500%  | N/A     | $100000.00         | $97876.07          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-1513      A-3    20340825 2.79700 | 2034-08-25      | 2.7970%  | N/A     | $27000.00          | $23997.92          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-153       A-1    20311125 4.10300 | 2031-11-25      | 4.1030%  | N/A     | $400000.00         | $398896.39         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-163       X3     20570225 FLT     | 2057-02-25      | 5.6872%  | N/A     | $12979557.00       | $4662325.73        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-165       X3     20561025 FLT     | 2056-10-25      | 5.4934%  | N/A     | $10636777.00       | $3876050.09        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-170       X3     20580225 FLT     | 2058-02-25      | 5.5890%  | N/A     | $3531092.00        | $1353328.02        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-737       X3     20480125 FLT     | 2048-01-25      | 1.7826%  | N/A     | $5198000.00        | $88145.19          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-740       X3     20471125 FLT     | 2047-11-25      | 2.4815%  | N/A     | $4899000.00        | $203528.37         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-758       A-M    20311025 FLT     | 2031-10-25      | 4.6800%  | N/A     | $5000000.00        | $5137240.00        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G03       X3     20330725 FLT     | 2033-07-25      | 2.9652%  | N/A     | $21909170.00       | $2385602.02        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-J49       A-2    20340625 FLT     | 2034-06-25      | 4.8500%  | N/A     | $500000.00         | $512917.33         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-J50       A-2    20341025 FLT     | 2034-10-25      | 4.2280%  | N/A     | $250000.00         | $250186.83         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-S15       A      20330825 5.26400 | 2033-08-25      | 5.2640%  | N/A     | $500000.00         | $525322.33         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-SG1       X3     20300925 FLT     | 2030-09-25      | 2.9327%  | N/A     | $23715480.00       | $2678091.97        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-W02       X3     20300125 FLT     | 2030-01-25      | 2.8149%  | N/A     | $2268000.00        | $66272.59          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-014       X      20551025 FLT     | 2055-10-25      | 2.7703%  | N/A     | $7432000.00        | $949022.02         | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        X3     20451225 FLT     | 2045-12-25      | 2.3141%  | N/A     | $28530506.00       | $1755864.71        | Agency Collateralized Mortgage Obligation |
| FNRA CL001MS R18F001                                   | 2048-02-25      | 2.1613%  | N/A     | $50000000.00       | $733666.08         | Agency Collateralized Mortgage Obligation |
| FNRA CL002S R20F002                                    | 2059-07-25      | 2.0613%  | N/A     | $15000000.00       | $616296.26         | Agency Collateralized Mortgage Obligation |
| FNRA CL005SD R25F005                                   | 2055-02-25      | 1.2758%  | N/A     | $80550000.00       | $3867612.87        | Agency Collateralized Mortgage Obligation |
| FNRA CL006TC R25F006                                   | 2055-02-25      | 0.1500%  | N/A     | $70000000.00       | $88772.45          | Agency Collateralized Mortgage Obligation |
| FNRA CL006TD R25F006                                   | 2055-02-25      | 0.2500%  | N/A     | $70000000.00       | $228365.50         | Agency Collateralized Mortgage Obligation |
| FNRA CL007SB R24F007                                   | 2053-09-25      | 1.9258%  | N/A     | $79000000.00       | $2693221.99        | Agency Collateralized Mortgage Obligation |
| FNRA CL007WS R25F007                                   | 2054-09-25      | 1.2258%  | N/A     | $101000000.00      | $2097911.70        | Agency Collateralized Mortgage Obligation |
| FNRA CL008SB R25F008                                   | 2055-02-25      | 1.2258%  | N/A     | $77000000.00       | $1662027.60        | Agency Collateralized Mortgage Obligation |
| FNRA CL009SD R24F009                                   | 2050-03-25      | 2.0113%  | N/A     | $27901889.00       | $2549391.04        | Agency Collateralized Mortgage Obligation |
| FNRA CL012SA R25F012                                   | 2055-03-25      | 1.2258%  | N/A     | $23953010.00       | $1134117.48        | Agency Collateralized Mortgage Obligation |
| FNRA CL014KS R25F014                                   | 2055-03-25      | 2.0258%  | N/A     | $17363731.00       | $976626.20         | Agency Collateralized Mortgage Obligation |
| FNRA CL015S R12F015                                    | 2042-03-25      | 1.9613%  | N/A     | $85000000.00       | $740676.52         | Agency Collateralized Mortgage Obligation |
| FNRA CL015SA R19F015                                   | 2049-04-25      | 2.0113%  | N/A     | $22000000.00       | $657733.28         | Agency Collateralized Mortgage Obligation |
| FNRA CL015SB R24F015                                   | 2054-04-25      | 1.8258%  | N/A     | $60000000.00       | $1819683.25        | Agency Collateralized Mortgage Obligation |
| FNRA CL018SG R25F018                                   | 2055-03-25      | 1.9758%  | N/A     | $37982080.00       | $2248497.75        | Agency Collateralized Mortgage Obligation |
| FNRA CL020SL R12F020                                   | 2042-03-25      | 2.4613%  | N/A     | $91164018.00       | $652490.43         | Agency Collateralized Mortgage Obligation |
| FNRA CL020SY R13F020                                   | 2043-03-25      | 2.1113%  | N/A     | $13066000.00       | $223484.24         | Agency Collateralized Mortgage Obligation |
| FNRA CL025SA R19F025                                   | 2049-06-25      | 2.0613%  | N/A     | $118240000.00      | $3959536.25        | Agency Collateralized Mortgage Obligation |
| FNRA CL026KL R16F026                                   | 2042-11-25      | 0.0510%  | N/A     | $4820101.00        | $1449495.90        | Agency Collateralized Mortgage Obligation |
| FNRA CL026KS R24F026                                   | 2054-05-25      | 2.5758%  | N/A     | $109913370.00      | $2488024.05        | Agency Collateralized Mortgage Obligation |
| FNRA CL026SA R20F026                                   | 2050-05-25      | 1.9613%  | N/A     | $11870512.00       | $540980.62         | Agency Collateralized Mortgage Obligation |
| FNRA CL026SK R25F026                                   | 2054-06-25      | 1.4258%  | N/A     | $75000000.00       | $2282901.51        | Agency Collateralized Mortgage Obligation |
| FNRA CL027SD R15F027                                   | 2045-05-25      | 1.6113%  | N/A     | $85000000.00       | $1178303.44        | Agency Collateralized Mortgage Obligation |
| FNRA CL027SD R20F027                                   | 2050-05-25      | 2.0613%  | N/A     | $22318291.00       | $1376725.19        | Agency Collateralized Mortgage Obligation |
| FNRA CL027SH R25F027                                   | 2049-03-25      | 1.9613%  | N/A     | $50544901.00       | $4373385.56        | Agency Collateralized Mortgage Obligation |
| FNRA CL027SJ R22F027                                   | 2052-06-25      | 2.2258%  | N/A     | $50000000.00       | $3223753.96        | Agency Collateralized Mortgage Obligation |
| FNRA CL027TG R25F027                                   | 2049-08-25      | 4.5000%  | N/A     | $535378.00         | $111757.46         | Agency Collateralized Mortgage Obligation |
| FNRA CL028HS R21F028                                   | 2051-05-25      | 0.0000%  | N/A     | $25000000.00       | $614085.05         | Agency Collateralized Mortgage Obligation |
| FNRA CL029MI R25F029                                   | 2055-05-25      | 0.3000%  | N/A     | $50000000.00       | $348702.70         | Agency Collateralized Mortgage Obligation |
| FNRA CL030SJ R15F030                                   | 2045-05-25      | 1.6113%  | N/A     | $41575000.00       | $347621.96         | Agency Collateralized Mortgage Obligation |
| FNRA CL032KT R16F032                                   | 2042-11-25      | 0.0510%  | N/A     | $2724659.00        | $757946.32         | Agency Collateralized Mortgage Obligation |
| FNRA CL033SC R25F033                                   | 2054-08-25      | 1.0258%  | N/A     | $24200000.00       | $607713.27         | Agency Collateralized Mortgage Obligation |
| FNRA CL034SC R25F034                                   | 2055-05-25      | 1.9258%  | N/A     | $100000000.00      | $3719567.40        | Agency Collateralized Mortgage Obligation |
| FNRA CL035AS R15F035                                   | 2045-06-25      | 1.4609%  | N/A     | $53140421.00       | $530788.31         | Agency Collateralized Mortgage Obligation |
| FNRA CL035SA R15F035                                   | 2045-06-25      | 1.6113%  | N/A     | $160000000.00      | $1320525.24        | Agency Collateralized Mortgage Obligation |
| FNRA CL037ST R15F037                                   | 2045-06-25      | 1.6313%  | N/A     | $59885082.00       | $714480.69         | Agency Collateralized Mortgage Obligation |
| FNRA CL038NT R20F038                                   | 2050-06-25      | 1.0500%  | N/A     | $34769874.00       | $925806.89         | Agency Collateralized Mortgage Obligation |
| FNRA CL038SP R18F038                                   | 2048-06-25      | 2.2113%  | N/A     | $80378666.00       | $1471716.92        | Agency Collateralized Mortgage Obligation |
| FNRA CL038TW R20F038                                   | 2050-06-25      | 1.0500%  | N/A     | $40019492.00       | $1066121.80        | Agency Collateralized Mortgage Obligation |
| FNRA CL041SA R20F041                                   | 2050-06-25      | 2.1113%  | N/A     | $14861349.00       | $722343.26         | Agency Collateralized Mortgage Obligation |
| FNRA CL043SC R19F043                                   | 2049-08-25      | 2.1113%  | N/A     | $44514530.00       | $1443257.39        | Agency Collateralized Mortgage Obligation |
| FNRA CL044AS R25F044                                   | 2055-06-25      | 0.1258%  | N/A     | $50000000.00       | $649513.45         | Agency Collateralized Mortgage Obligation |
| FNRA CL044SA R13F044                                   | 2043-05-25      | 2.7613%  | N/A     | $69433333.00       | $928117.85         | Agency Collateralized Mortgage Obligation |
| FNRA CL045AS R16F045                                   | 2046-07-25      | 2.0113%  | N/A     | $20000000.00       | $610903.89         | Agency Collateralized Mortgage Obligation |
| FNRA CL045BS R19F045                                   | 2049-08-25      | 2.0613%  | N/A     | $15504710.00       | $451049.40         | Agency Collateralized Mortgage Obligation |
| FNRA CL045SA R18F045                                   | 2048-06-25      | 2.2113%  | N/A     | $55413670.00       | $892880.21         | Agency Collateralized Mortgage Obligation |
| FNRA CL045SE R19F045                                   | 2049-08-25      | 2.0613%  | N/A     | $104126044.00      | $3723467.55        | Agency Collateralized Mortgage Obligation |
| FNRA CL047SA R24F047                                   | 2054-07-25      | 1.3258%  | N/A     | $30000000.00       | $537020.21         | Agency Collateralized Mortgage Obligation |
| FNRA CL050SD R24F050                                   | 2054-08-25      | 3.2258%  | N/A     | $75000000.00       | $2697482.58        | Agency Collateralized Mortgage Obligation |
| FNRA CL053AS R16F053                                   | 2046-08-25      | 2.0113%  | N/A     | $38400349.00       | $1341077.14        | Agency Collateralized Mortgage Obligation |
| FNRA CL053SP R23F053                                   | 2053-11-25      | 2.0758%  | N/A     | $74472971.00       | $2656753.91        | Agency Collateralized Mortgage Obligation |
| FNRA CL055SK R16F055                                   | 2046-08-25      | 2.0113%  | N/A     | $44785000.00       | $1702187.38        | Agency Collateralized Mortgage Obligation |
| FNRA CL057NS R19F057                                   | 2049-10-25      | 2.0113%  | N/A     | $22607858.00       | $526762.71         | Agency Collateralized Mortgage Obligation |
| FNRA CL057SC R23F057                                   | 2049-10-25      | 2.0113%  | N/A     | $54205919.00       | $4243878.52        | Agency Collateralized Mortgage Obligation |
| FNRA CL057SC R24F057                                   | 2054-08-25      | 1.8758%  | N/A     | $115000000.00      | $3448575.01        | Agency Collateralized Mortgage Obligation |
| FNRA CL057SG R19F057                                   | 2049-10-25      | 2.0613%  | N/A     | $55888578.00       | $1235987.68        | Agency Collateralized Mortgage Obligation |
| FNRA CL058SN R23F058                                   | 2053-12-25      | 3.1258%  | N/A     | $48409043.00       | $1175457.55        | Agency Collateralized Mortgage Obligation |
| FNRA CL059HS R19F059                                   | 2049-10-25      | 2.0113%  | N/A     | $31112500.00       | $1418702.18        | Agency Collateralized Mortgage Obligation |
| FNRA CL059MS R25F059                                   | 2055-08-25      | 0.0000%  | N/A     | $92668685.00       | $90.21             | Agency Collateralized Mortgage Obligation |
| FNRA CL059NI R25F059                                   | 2055-08-25      | 1.0000%  | N/A     | $500000.00         | $8001.67           | Agency Collateralized Mortgage Obligation |
| FNRA CL060SD R24F060                                   | 2054-08-25      | 1.3258%  | N/A     | $9503195.00        | $610922.39         | Agency Collateralized Mortgage Obligation |
| FNRA CL060SK R18F060                                   | 2048-08-25      | 1.7113%  | N/A     | $23967000.00       | $478607.31         | Agency Collateralized Mortgage Obligation |
| FNRA CL064SB R25F064                                   | 2055-08-25      | 1.2258%  | N/A     | $102844085.00      | $2898385.87        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SN R19F064                                   | 2049-11-25      | 2.0113%  | N/A     | $12825500.00       | $697865.51         | Agency Collateralized Mortgage Obligation |
| FNRA CL067SA R24F067                                   | 2054-09-25      | 1.4558%  | N/A     | $125000000.00      | $3597472.20        | Agency Collateralized Mortgage Obligation |
| FNRA CL068SC R19F068                                   | 2049-11-25      | 2.0113%  | N/A     | $32999250.00       | $1195197.01        | Agency Collateralized Mortgage Obligation |
| FNRA CL068SC R21F068                                   | 2051-10-25      | 0.0000%  | N/A     | $141714000.00      | $337067.23         | Agency Collateralized Mortgage Obligation |
| FNRA CL071PS R19F071                                   | 2049-11-25      | 2.0613%  | N/A     | $33282680.00       | $1159170.53        | Agency Collateralized Mortgage Obligation |
| FNRA CL073SA R24F073                                   | 2054-10-25      | 1.3758%  | N/A     | $55425000.00       | $1611974.82        | Agency Collateralized Mortgage Obligation |
| FNRA CL073SC R24F073                                   | 2054-10-25      | 2.1258%  | N/A     | $43700638.00       | $4040482.39        | Agency Collateralized Mortgage Obligation |
| FNRA CL073SG R24F073                                   | 2054-10-25      | 1.5258%  | N/A     | $17023597.00       | $1194593.61        | Agency Collateralized Mortgage Obligation |
| FNRA CL074CS R14F074                                   | 2044-06-25      | 2.2113%  | N/A     | $32328000.00       | $252045.89         | Agency Collateralized Mortgage Obligation |
| FNRA CL075SL R16F075                                   | 2046-10-25      | 2.0113%  | N/A     | $18582352.00       | $599319.52         | Agency Collateralized Mortgage Obligation |
| FNRA CL076JS R24F076                                   | 2054-11-25      | 1.3758%  | N/A     | $31150000.00       | $810794.69         | Agency Collateralized Mortgage Obligation |
| FNRA CL076QS R24F076                                   | 2054-11-25      | 1.5258%  | N/A     | $66069423.00       | $2490546.96        | Agency Collateralized Mortgage Obligation |
| FNRA CL077SM R24F077                                   | 2054-11-25      | 2.1758%  | N/A     | $55520663.00       | $1583553.65        | Agency Collateralized Mortgage Obligation |
| FNRA CL079SE R15F079                                   | 2045-11-25      | 2.2613%  | N/A     | $24418550.00       | $351968.01         | Agency Collateralized Mortgage Obligation |
| FNRA CL082SA R12F082                                   | 2042-08-25      | 2.0813%  | N/A     | $68500000.00       | $302972.11         | Agency Collateralized Mortgage Obligation |
| FNRA CL083QS R19F083                                   | 2050-01-25      | 1.9613%  | N/A     | $6305000.00        | $361338.31         | Agency Collateralized Mortgage Obligation |
| FNRA CL083SB R11F083                                   | 2041-09-25      | 2.5113%  | N/A     | $250093527.00      | $2685621.44        | Agency Collateralized Mortgage Obligation |
| FNRA CL083SE R25F083                                   | 2055-10-25      | 0.8258%  | N/A     | $85083933.00       | $2745084.27        | Agency Collateralized Mortgage Obligation |
| FNRA CL084SD R24F084                                   | 2054-11-25      | 1.4758%  | N/A     | $44087837.00       | $3016843.95        | Agency Collateralized Mortgage Obligation |
| FNRA CL086SB R24F086                                   | 2054-12-25      | 1.2758%  | N/A     | $50000000.00       | $1230701.79        | Agency Collateralized Mortgage Obligation |
| FNRA CL087SC R24F087                                   | 2054-12-25      | 0.3258%  | N/A     | $50000000.00       | $645068.40         | Agency Collateralized Mortgage Obligation |
| FNRA CL087SD R24F087                                   | 2054-12-25      | 0.3258%  | N/A     | $50000000.00       | $639664.85         | Agency Collateralized Mortgage Obligation |
| FNRA CL087SD R25F087                                   | 2055-10-25      | 0.7958%  | N/A     | $80119749.00       | $2991627.90        | Agency Collateralized Mortgage Obligation |
| FNRA CL087SE R24F087                                   | 2054-12-25      | 0.2758%  | N/A     | $115000000.00      | $1678692.39        | Agency Collateralized Mortgage Obligation |
| FNRA CL090SA R24F090                                   | 2054-12-25      | 1.1258%  | N/A     | $73000000.00       | $1502387.56        | Agency Collateralized Mortgage Obligation |
| FNRA CL093SA R24F093                                   | 2054-12-25      | 1.1258%  | N/A     | $130000000.00      | $2927428.12        | Agency Collateralized Mortgage Obligation |
| FNRA CL093SL R24F093                                   | 2054-12-25      | 1.1758%  | N/A     | $105000000.00      | $2213328.74        | Agency Collateralized Mortgage Obligation |
| FNRA CL095CS R24F095                                   | 2054-12-25      | 1.9758%  | N/A     | $52913000.00       | $2787560.12        | Agency Collateralized Mortgage Obligation |
| FNRA CL097SL R25F097                                   | 2055-11-25      | 1.5158%  | N/A     | $50000000.00       | $2692005.93        | Agency Collateralized Mortgage Obligation |
| FNRA CL102SB R25F102                                   | 2055-12-25      | 0.9258%  | N/A     | $123916130.00      | $4265932.41        | Agency Collateralized Mortgage Obligation |
| FNRA CL115SN R10F115                                   | 2040-10-25      | 2.0113%  | N/A     | $33422321.00       | $278502.49         | Agency Collateralized Mortgage Obligation |
| FNRA CL119CS R06F119                                   | 2036-12-25      | 3.2113%  | N/A     | $125000000.00      | $214260.79         | Agency Collateralized Mortgage Obligation |
| FNRA CL128SL R12F128                                   | 2042-11-25      | 2.1613%  | N/A     | $29250000.00       | $488082.73         | Agency Collateralized Mortgage Obligation |
| FNRA CL134MS R12F134                                   | 2042-12-25      | 2.1613%  | N/A     | $240214.00         | $2977.36           | Agency Collateralized Mortgage Obligation |
| FNRA CL136SA R10F136                                   | 2040-12-25      | 2.0113%  | N/A     | $50000000.00       | $273277.74         | Agency Collateralized Mortgage Obligation |
| FNRA CL141SA R12F141                                   | 2042-12-25      | 2.7113%  | N/A     | $45267000.00       | $679614.39         | Agency Collateralized Mortgage Obligation |
| FNRA CL146SC R11F146                                   | 2042-01-25      | 2.0113%  | N/A     | $128376008.00      | $808940.88         | Agency Collateralized Mortgage Obligation |
| FNRA RC005SA R12F005                                   | 2042-02-25      | 1.9613%  | N/A     | $46561688.00       | $283936.59         | Agency Collateralized Mortgage Obligation |
| FNRA RC011SG R16F011                                   | 2046-03-25      | 2.1613%  | N/A     | $75000000.00       | $901757.30         | Agency Collateralized Mortgage Obligation |
| FNRA RC012SK R20F012                                   | 2050-03-25      | 2.0613%  | N/A     | $110398000.00      | $4106013.25        | Agency Collateralized Mortgage Obligation |
| FNRA RC029SE R15F029                                   | 2045-05-25      | 1.6613%  | N/A     | $61902119.00       | $882620.09         | Agency Collateralized Mortgage Obligation |
| FNRA RC031S R19F031                                    | 2049-07-25      | 2.0613%  | N/A     | $14527000.00       | $563040.83         | Agency Collateralized Mortgage Obligation |
| FNRA RC032PS R18F032                                   | 2048-05-25      | 2.5799%  | N/A     | $3000000.00        | $668542.38         | Agency Collateralized Mortgage Obligation |
| FNRA RC034PS R17F034                                   | 2047-05-25      | 2.1113%  | N/A     | $141990914.00      | $2739062.54        | Agency Collateralized Mortgage Obligation |
| FNRA RC046S R24F046                                    | 2054-07-25      | 1.8758%  | N/A     | $73500000.00       | $2659980.19        | Agency Collateralized Mortgage Obligation |
| FNRA RC059SD R19F059                                   | 2049-10-25      | 2.0613%  | N/A     | $36516371.00       | $972162.42         | Agency Collateralized Mortgage Obligation |
| FNRA RC069GS R19F069                                   | 2049-12-25      | 2.0113%  | N/A     | $4500000.00        | $145498.99         | Agency Collateralized Mortgage Obligation |
| FNRA RC074SC R14F074                                   | 2044-11-25      | 2.1113%  | N/A     | $100000000.00      | $810601.15         | Agency Collateralized Mortgage Obligation |
| FNRA RC077SB R24F077                                   | 2053-10-25      | 0.8258%  | N/A     | $109568653.00      | $2401738.91        | Agency Collateralized Mortgage Obligation |
| FNRA RC087MS R14F087                                   | 2045-01-25      | 2.2613%  | N/A     | $117234000.00      | $1241723.05        | Agency Collateralized Mortgage Obligation |
| FNRA RC107SB R13F107                                   | 2043-02-25      | 1.9613%  | N/A     | $123256386.00      | $2420511.47        | Agency Collateralized Mortgage Obligation |
| FNRA RC113SM R12F113                                   | 2042-10-25      | 2.1113%  | N/A     | $36714285.00       | $222440.67         | Agency Collateralized Mortgage Obligation |
| FNRA RC126SM R11F126                                   | 2041-12-25      | 1.9613%  | N/A     | $107252046.00      | $548826.17         | Agency Collateralized Mortgage Obligation |
| FNRM CL005DI R24F005                                   | 2051-10-25      | 3.0000%  | N/A     | $8800000.00        | $1331784.47        | Agency Collateralized Mortgage Obligation |
| FNRM CL016MI R15F016                                   | 2045-04-25      | 4.5000%  | N/A     | $50000000.00       | $968411.42         | Agency Collateralized Mortgage Obligation |
| FNRM CL021AI R13F021                                   | 2033-03-25      | 3.5000%  | N/A     | $19285714.00       | $91040.31          | Agency Collateralized Mortgage Obligation |
| FNRM CL026AI R25F026                                   | 2054-07-25      | 6.0000%  | N/A     | $4586146.00        | $559888.62         | Agency Collateralized Mortgage Obligation |
| FNRM CL028IO R23F028                                   | 2050-05-25      | 3.5000%  | N/A     | $27569821.00       | $3877470.12        | Agency Collateralized Mortgage Obligation |
| FNRM CL031GZ R22F031                                   | 2052-03-25      | 2.0000%  | N/A     | $2676311.00        | $2117354.18        | Agency Collateralized Mortgage Obligation |
| FNRM CL034GI R21F034                                   | 2051-06-25      | 4.0000%  | N/A     | $28110557.00       | $2410324.04        | Agency Collateralized Mortgage Obligation |
| FNRM CL036BI R20F036                                   | 2050-06-25      | 3.0000%  | N/A     | $8333333.00        | $847496.62         | Agency Collateralized Mortgage Obligation |
| FNRM CL036IN R20F036                                   | 2050-06-25      | 3.5000%  | N/A     | $13915215.00       | $1311876.96        | Agency Collateralized Mortgage Obligation |
| FNRM CL042EI R21F042                                   | 2051-03-25      | 2.0000%  | N/A     | $12011000.00       | $1254375.12        | Agency Collateralized Mortgage Obligation |
| FNRM CL046IC R21F046                                   | 2051-07-25      | 3.0000%  | N/A     | $11105094.00       | $1450103.64        | Agency Collateralized Mortgage Obligation |
| FNRM CL052GI R20F052                                   | 2050-08-25      | 4.5000%  | N/A     | $14950008.00       | $1133608.41        | Agency Collateralized Mortgage Obligation |
| FNRM CL052IP R19F052                                   | 2049-09-25      | 4.0000%  | N/A     | $10910000.00       | $174477.32         | Agency Collateralized Mortgage Obligation |
| FNRM CL056HI R21F056                                   | 2051-09-25      | 2.5000%  | N/A     | $35552900.00       | $1879241.76        | Agency Collateralized Mortgage Obligation |
| FNRM CL056QI R21F056                                   | 2051-09-25      | 4.5000%  | N/A     | $8353000.00        | $1185006.12        | Agency Collateralized Mortgage Obligation |
| FNRM CL060BI R20F060                                   | 2050-09-25      | 3.5000%  | N/A     | $23000000.00       | $1690076.03        | Agency Collateralized Mortgage Obligation |
| FNRM CL060LI R16F060                                   | 2046-09-25      | 3.0000%  | N/A     | $8825000.00        | $193089.77         | Agency Collateralized Mortgage Obligation |
| FNRM CL060VZ R12F060                                   | 2042-01-25      | 4.0000%  | N/A     | $3220016.00        | $2769092.10        | Agency Collateralized Mortgage Obligation |
| FNRM CL062KI R22F062                                   | 2052-09-25      | 4.5000%  | N/A     | $12871051.00       | $1631766.66        | Agency Collateralized Mortgage Obligation |
| FNRM CL068CI R20F068                                   | 2050-10-25      | 3.0000%  | N/A     | $15224105.00       | $1286518.51        | Agency Collateralized Mortgage Obligation |
| FNRM CL070CI R13F070                                   | 2043-01-25      | 3.5000%  | N/A     | $28251856.00       | $90937.41          | Agency Collateralized Mortgage Obligation |
| FNRM CL075MI R20F075                                   | 2050-11-25      | 4.0000%  | N/A     | $50000000.00       | $3667548.27        | Agency Collateralized Mortgage Obligation |
| FNRM CL077DI R19F077                                   | 2050-01-25      | 3.5000%  | N/A     | $14319571.00       | $201476.01         | Agency Collateralized Mortgage Obligation |
| FNRM CL077IL R20F077                                   | 2050-11-25      | 2.5000%  | N/A     | $45000000.00       | $3742924.57        | Agency Collateralized Mortgage Obligation |
| FNRM CL084PI R21F084                                   | 2051-11-25      | 3.0000%  | N/A     | $18665764.00       | $1530552.65        | Agency Collateralized Mortgage Obligation |
| FNRM CL089LI R20F089                                   | 2050-12-25      | 3.0000%  | N/A     | $34000000.00       | $3624690.21        | Agency Collateralized Mortgage Obligation |
| FNRM CL094BI R21F094                                   | 2052-01-25      | 3.5000%  | N/A     | $33691833.00       | $4033775.27        | Agency Collateralized Mortgage Obligation |
| FNRM RC001IM R21F001                                   | 2051-02-25      | 2.0000%  | N/A     | $20469712.00       | $1600542.82        | Agency Collateralized Mortgage Obligation |
| FNRM RC015JI R21F015                                   | 2051-04-25      | 4.5000%  | N/A     | $2794000.00        | $350559.12         | Agency Collateralized Mortgage Obligation |
| FNRM RC025HI R21F025                                   | 2050-07-25      | 3.5000%  | N/A     | $26764306.00       | $2105241.02        | Agency Collateralized Mortgage Obligation |
| FNRM RC036NI R20F036                                   | 2050-06-25      | 3.5000%  | N/A     | $26646000.00       | $3067839.06        | Agency Collateralized Mortgage Obligation |
| FNRM RC040IO R20F040                                   | 2050-06-25      | 3.0000%  | N/A     | $17400000.00       | $1717861.54        | Agency Collateralized Mortgage Obligation |
| FNRM RC056GI R21F056                                   | 2051-07-25      | 3.0000%  | N/A     | $19999999.00       | $2010637.82        | Agency Collateralized Mortgage Obligation |
| FNRM RC056IB R20F056                                   | 2050-08-25      | 3.5000%  | N/A     | $17423714.00       | $803001.56         | Agency Collateralized Mortgage Obligation |
| FNRM RC056IB R21F056                                   | 2051-09-25      | 2.5000%  | N/A     | $12171500.00       | $525930.08         | Agency Collateralized Mortgage Obligation |
| FNRM RC066IO R17F066                                   | 2047-09-25      | 4.5000%  | N/A     | $68383547.00       | $1955470.67        | Agency Collateralized Mortgage Obligation |
| FNRM RC068IE R17F068                                   | 2047-09-25      | 4.5000%  | N/A     | $39712487.00       | $1146838.98        | Agency Collateralized Mortgage Obligation |
| FNRM RC071IT R20F071                                   | 2050-10-25      | 3.0000%  | N/A     | $20532238.00       | $1560159.05        | Agency Collateralized Mortgage Obligation |
| FNRM RC078BI R25F078                                   | 2052-05-25      | 5.5000%  | N/A     | $10201470.00       | $864127.57         | Agency Collateralized Mortgage Obligation |
| FNRM RC080IP R20F080                                   | 2049-04-25      | 2.5000%  | N/A     | $35433500.00       | $3200385.59        | Agency Collateralized Mortgage Obligation |
| FNRM RC087VI R24F087                                   | 2035-06-25      | 6.0000%  | N/A     | $5461958.00        | $705416.79         | Agency Collateralized Mortgage Obligation |
| FNRM RC092MI R20F092                                   | 2050-02-25      | 2.5000%  | N/A     | $35344200.00       | $2948865.73        | Agency Collateralized Mortgage Obligation |
| FNRM RC096IB R20F096                                   | 2051-01-25      | 3.0000%  | N/A     | $10000000.00       | $966828.89         | Agency Collateralized Mortgage Obligation |
| FNRM RC099QI R20F099                                   | 2051-01-25      | 3.0000%  | N/A     | $16179000.00       | $1820015.13        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TR 2022-K747    X2-A   20541225 0.10000 | 2054-12-25      | 0.1000%  | N/A     | $831028000.00      | $1908788.17        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TR 2022-K747    X2-B   20541225 0.10000 | 2054-12-25      | 0.1000%  | N/A     | $212159495.00      | $536410.06         | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST 2021-K135 X2-A   20541025 0.10000 | 2054-10-25      | 0.1000%  | N/A     | $1011328000.00     | $4536940.95        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST 2021-K135 X2-B   20541025 0.10000 | 2054-10-25      | 0.1000%  | N/A     | $253227997.00      | $1219123.90        | Agency Collateralized Mortgage Obligation |
| FREMF MTG RE 2020-K1518        X2-A   20351025 0.10000 | 2035-10-25      | 0.1000%  | N/A     | $767927000.00      | $4886056.81        | Agency Collateralized Mortgage Obligation |
| FREMF MTG RE 2020-K1518        X2-B   20351025 0.10000 | 2035-10-25      | 0.1000%  | N/A     | $62265384.00       | $432889.75         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2017-K69          X2-A   20491025 0.10000 | 2049-10-25      | 0.1000%  | N/A     | $937356543.00      | $1137675.83        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2017-KW02         X2-A   20261225 0.10000 | 2026-12-25      | 0.1000%  | N/A     | $451764000.00      | $184348.07         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2018-K1508        X2-A   20331025 0.10000 | 2033-10-25      | 0.1000%  | N/A     | $703865000.00      | $3244032.07        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2018-K1508        X2-B   20331125 0.10000 | 2033-11-25      | 0.1000%  | N/A     | $78207261.00       | $488743.22         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-K735         D      20520525 0.00000 | 2052-05-25      | 0.0000%  | N/A     | $21497542.00       | $20108069.87       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-K121         X2-A   20531125 0.10000 | 2053-11-25      | 0.1000%  | N/A     | $1146002000.00     | $4289654.17        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-K121         X2-B   20531125 0.10000 | 2053-11-25      | 0.1000%  | N/A     | $262295816.00      | $1120615.07        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-K130         X2-A   20530825 0.10000 | 2053-08-25      | 0.1000%  | N/A     | $984577000.00      | $4162194.98        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-K130         X2-B   20530825 0.10000 | 2053-08-25      | 0.1000%  | N/A     | $230951341.00      | $1051136.46        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2022-K140         X2-A   20540325 0.10000 | 2054-03-25      | 0.1000%  | N/A     | $1017100000.00     | $4777031.02        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2022-K140         X2-B   20540325 0.10000 | 2054-03-25      | 0.1000%  | N/A     | $250314856.00      | $1238391.20        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TRUST 2015-K1501     X2-B   20301225 0.10000 | 2030-12-25      | 0.1000%  | N/A     | $50628655.00       | $196101.64         | Agency Collateralized Mortgage Obligation |
| FRESB 2023-SB111 MORTGAGE      X1     20430925 FLT     | 2043-09-25      | 0.1491%  | N/A     | $214642625.00      | $4150010.34        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB63    X1     20390425 FLT     | 2039-04-25      | 1.6661%  | N/A     | $17964000.00       | $254760.29         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB47         X1     20380125 FLT     | 2038-01-25      | 0.0000%  | N/A     | $125000000.00      | $102620.10         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB65         X1     20390625 FLT     | 2039-06-25      | 0.0000%  | N/A     | $10944000.00       | $171252.12         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB76         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $98317319.00       | $2496294.19        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB78         B      20400725 FLT     | 2040-07-25      | 9.3961%  | N/A     | $37640345.00       | $21048979.48       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB78         X1     20400625 FLT     | 2040-06-25      | 0.3833%  | N/A     | $61500000.00       | $1645802.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-061 SA                                       | 2039-08-20      | 2.8516%  | N/A     | $258300000.00      | $462214.10         | Agency Collateralized Mortgage Obligation |
| GNRA 2010-020 SE                                       | 2040-02-20      | 2.4016%  | N/A     | $121950000.00      | $443351.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-131 IO                                       | 2053-02-16      | 0.5448%  | N/A     | $260000000.00      | $574570.20         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-139 IO                                       | 2053-02-16      | 0.6480%  | N/A     | $88200000.00       | $120580.72         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-015 IO                                       | 2051-08-16      | 0.6383%  | N/A     | $61750000.00       | $177352.88         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-030 IO                                       | 2053-09-16      | 0.5333%  | N/A     | $100000000.00      | $171437.95         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-033 IO                                       | 2054-04-16      | 0.1543%  | N/A     | $116000000.00      | $64723.28          | Agency Collateralized Mortgage Obligation |
| GNRA 2013-085 IB                                       | 2049-02-16      | 0.3319%  | N/A     | $217675000.00      | $287188.68         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-125 IO                                       | 2054-10-16      | 0.2502%  | N/A     | $65000000.00       | $267834.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-129 SA                                       | 2043-09-20      | 2.2516%  | N/A     | $20708456.00       | $149694.10         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-163 IO                                       | 2046-02-16      | 1.0039%  | N/A     | $265344000.00      | $195141.27         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-126 IO                                       | 2055-02-16      | 0.7044%  | N/A     | $40850000.00       | $213783.55         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-130 IK                                       | 2054-08-16      | 0.4229%  | N/A     | $72603298.00       | $173612.36         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-171 IO                                       | 2055-11-16      | 0.2562%  | N/A     | $159446785.00      | $237802.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-107 IO                                       | 2057-03-16      | 0.4910%  | N/A     | $64102666.00       | $211211.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-160 IO                                       | 2056-01-16      | 0.2845%  | N/A     | $186465000.00      | $387626.86         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-002 IO                                       | 2057-04-16      | 0.5035%  | N/A     | $110000000.00      | $565907.34         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-034 IO                                       | 2058-01-16      | 0.8166%  | N/A     | $74900000.00       | $372958.86         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-052 IO                                       | 2058-03-16      | 0.7359%  | N/A     | $27000000.00       | $179907.30         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-067 IO                                       | 2057-07-16      | 0.7592%  | N/A     | $138981000.00      | $386411.46         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-087 IO                                       | 2058-08-16      | 0.6044%  | N/A     | $50000000.00       | $396822.52         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-092 IO                                       | 2058-04-16      | 0.6093%  | N/A     | $77251864.00       | $191094.40         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-133 IO                                       | 2057-12-16      | 0.6948%  | N/A     | $22500000.00       | $177643.70         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-69 SW                                        | 2046-05-20      | 2.2516%  | N/A     | $28666666.00       | $640060.18         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-77 IO                                        | 2057-01-16      | 0.5007%  | N/A     | $35098788.00       | $189845.53         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-97 IO                                        | 2056-07-16      | 0.9530%  | N/A     | $86396593.00       | $801853.58         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-06 IO                                        | 2056-12-16      | 0.6600%  | N/A     | $124450000.00      | $491068.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-062 IO                                       | 2057-02-16      | 0.6552%  | N/A     | $100074248.00      | $2015561.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-154 IO                                       | 2058-12-16      | 0.6205%  | N/A     | $45000000.00       | $935334.21         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-15 SB                                        | 2048-08-20      | 2.3516%  | N/A     | $22045674.00       | $421616.82         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-007 IO                                       | 2061-01-16      | 0.9035%  | N/A     | $208000000.00      | $2078770.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-122 IO                                       | 2061-07-16      | 1.0045%  | N/A     | $75000000.00       | $1469457.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-141 IO                                       | 2062-01-16      | 0.6182%  | N/A     | $51419162.00       | $1336369.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-156 IA                                       | 2057-11-16      | 0.5012%  | N/A     | $87000000.00       | $392492.92         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-19 IO                                        | 2060-11-16      | 0.9118%  | N/A     | $140000000.00      | $825711.92         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-44 ST                                        | 2049-04-20      | 2.2016%  | N/A     | $45523277.00       | $1655914.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-017 IW                                       | 2040-04-20      | 0.3955%  | N/A     | $138116787.00      | $589211.24         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-029 JI                                       | 2060-01-16      | 0.9318%  | N/A     | $6100000.00        | $263382.00         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-044 IO                                       | 2062-02-16      | 1.0265%  | N/A     | $123000000.00      | $4491981.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-047 SL                                       | 2044-07-20      | 1.5216%  | N/A     | $15000000.00       | $383454.19         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-055 SC                                       | 2050-04-20      | 0.0000%  | N/A     | $100000000.00      | $60999.49          | Agency Collateralized Mortgage Obligation |
| GNRA 2020-057 JI                                       | 2060-01-16      | 1.7941%  | N/A     | $22900000.00       | $1775488.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-077 HS                                       | 2049-03-20      | 2.2016%  | N/A     | $54871755.00       | $1371439.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-103 IO                                       | 2063-01-16      | 0.8538%  | N/A     | $98000000.00       | $2579346.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-122 SA                                       | 2044-01-20      | 0.7820%  | N/A     | $58785697.00       | $923513.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-135 IO                                       | 2063-01-16      | 0.9867%  | N/A     | $44800000.00       | $1212587.78        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-153 BS                                       | 2050-10-20      | 0.0000%  | N/A     | $71572166.00       | $465830.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-164 SA                                       | 2050-11-20      | 0.0000%  | N/A     | $72000000.00       | $778834.51         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-166 SA                                       | 2050-11-20      | 0.0000%  | N/A     | $75000000.00       | $386259.86         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-191 SB                                       | 2050-12-20      | 0.0000%  | N/A     | $72135472.00       | $281674.16         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-057 SD                                       | 2051-03-20      | 2.4516%  | N/A     | $81131426.00       | $3583503.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-058 SG                                       | 2051-04-20      | 2.4516%  | N/A     | $43783865.00       | $1663333.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-083 SA                                       | 2051-05-20      | 0.0000%  | N/A     | $191853621.00      | $1860233.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-097 SA                                       | 2051-06-20      | 0.0000%  | N/A     | $293394414.00      | $1131557.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-122 JS                                       | 2051-07-20      | 0.0000%  | N/A     | $75820849.00       | $163532.66         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-138 SA                                       | 2051-08-20      | 0.0000%  | N/A     | $188559851.00      | $822362.88         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-160 SA                                       | 2051-09-20      | 2.4516%  | N/A     | $26227344.00       | $2748749.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-176 SE                                       | 2051-10-20      | 0.0000%  | N/A     | $133375001.00      | $211690.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-179 LS                                       | 2051-10-20      | 0.0000%  | N/A     | $100001000.00      | $186114.93         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-186 IO                                       | 2063-05-16      | 0.7632%  | N/A     | $84500000.00       | $4169140.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-226 ST                                       | 2051-12-20      | 0.0000%  | N/A     | $111124000.00      | $185903.81         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-228 SJ                                       | 2051-12-20      | 0.0000%  | N/A     | $75000000.00       | $50042.72          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-001 ST                                       | 2052-01-20      | 0.0000%  | N/A     | $65765005.00       | $150852.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-006 AS                                       | 2052-01-20      | 0.0000%  | N/A     | $97543246.00       | $942062.20         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-006 SE                                       | 2052-01-20      | 0.0000%  | N/A     | $54600000.00       | $606120.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-010 SB                                       | 2052-01-20      | 0.0000%  | N/A     | $200000000.00      | $7071.60           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-022 S                                        | 2052-02-20      | 0.0000%  | N/A     | $50000000.00       | $11688.21          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 AS                                       | 2052-02-20      | 0.0000%  | N/A     | $250000000.00      | $224849.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-047 SB                                       | 2052-03-20      | 0.0000%  | N/A     | $31000000.00       | $32532.49          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-047 SD                                       | 2052-03-20      | 0.0000%  | N/A     | $20000000.00       | $18224.44          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-063 TS                                       | 2050-10-20      | 0.0000%  | N/A     | $30000000.00       | $90791.54          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-100 SE                                       | 2050-01-20      | 2.2016%  | N/A     | $54720340.00       | $4378408.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-159 GS                                       | 2052-06-20      | 1.5324%  | N/A     | $31039714.00       | $2173123.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 SB                                       | 2053-01-20      | 3.2323%  | N/A     | $55620961.00       | $2947547.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-048 JS                                       | 2053-03-20      | 1.6824%  | N/A     | $100000000.00      | $1765740.08        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-054 SB                                       | 2053-04-20      | 2.2323%  | N/A     | $51071341.00       | $2445210.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-058 SA                                       | 2053-04-20      | 1.6423%  | N/A     | $100000000.00      | $2822360.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 BS                                       | 2053-05-20      | 2.2323%  | N/A     | $37500000.00       | $1819407.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-083 SM                                       | 2063-06-20      | 2.0823%  | N/A     | $16623169.00       | $304497.03         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 SA                                       | 2053-07-20      | 2.0823%  | N/A     | $71769230.00       | $1592176.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-113 SA                                       | 2063-08-20      | 1.9824%  | N/A     | $30000000.00       | $804700.63         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-114 SY                                       | 2051-03-20      | 2.3323%  | N/A     | $25548986.00       | $2964152.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-128 S                                        | 2053-08-20      | 1.8823%  | N/A     | $99272728.00       | $4575307.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-131 SJ                                       | 2063-09-20      | 2.4324%  | N/A     | $10000000.00       | $151826.85         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-146 SA                                       | 2053-10-20      | 1.7824%  | N/A     | $62979008.00       | $1301762.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-147 ES                                       | 2051-05-20      | 2.3323%  | N/A     | $5170476.00        | $589370.96         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-153 SC                                       | 2053-10-20      | 2.4123%  | N/A     | $200000000.00      | $3520493.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 SG                                       | 2053-11-20      | 3.1824%  | N/A     | $71250000.00       | $3670834.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 SL                                       | 2053-11-20      | 1.4824%  | N/A     | $85000000.00       | $2354672.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-165 SH                                       | 2050-07-20      | 2.3016%  | N/A     | $28890599.00       | $2931377.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-166 SB                                       | 2053-11-20      | 2.0823%  | N/A     | $150000000.00      | $2320492.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-173 LS                                       | 2053-11-20      | 1.5823%  | N/A     | $100000000.00      | $2308185.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-173 SN                                       | 2053-11-20      | 2.4623%  | N/A     | $80000000.00       | $3718348.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-183 SJ                                       | 2053-12-20      | 2.4324%  | N/A     | $100000000.00      | $3477217.18        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-183 SY                                       | 2053-12-20      | 1.9324%  | N/A     | $50000000.00       | $1091057.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-185 SA                                       | 2053-12-20      | 2.4823%  | N/A     | $150000000.00      | $2928648.71        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-185 SB                                       | 2053-12-20      | 1.7824%  | N/A     | $100000000.00      | $1374121.81        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-189 SE                                       | 2053-12-20      | 2.0823%  | N/A     | $42880594.00       | $1213995.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-195 AS                                       | 2053-12-20      | 2.2323%  | N/A     | $50000000.00       | $1493058.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-019 SC                                       | 2054-01-20      | 3.0823%  | N/A     | $75000000.00       | $4127969.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-021 SK                                       | 2054-02-20      | 1.3323%  | N/A     | $50000000.00       | $841635.49         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-023 SB                                       | 2054-02-20      | 2.6324%  | N/A     | $100000000.00      | $1994138.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-026 SA                                       | 2054-02-20      | 1.2824%  | N/A     | $100000000.00      | $1595053.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-043 S                                        | 2054-03-20      | 1.3523%  | N/A     | $50000000.00       | $1672539.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 WS                                       | 2053-09-20      | 2.5823%  | N/A     | $49423840.00       | $4101736.02        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-051 XI                                       | 2054-03-20      | 0.2000%  | N/A     | $195000000.00      | $605285.82         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 SL                                       | 2054-04-20      | 1.9824%  | N/A     | $75000000.00       | $1710647.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-059 AS                                       | 2054-04-20      | 2.0823%  | N/A     | $92914366.00       | $4067472.72        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-059 GS                                       | 2054-04-20      | 1.4824%  | N/A     | $100500000.00      | $3005969.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-077 SB                                       | 2054-05-20      | 1.8823%  | N/A     | $45000000.00       | $1645387.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-078 SH                                       | 2054-05-20      | 1.3323%  | N/A     | $93073105.00       | $2961831.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-083 SA                                       | 2054-05-20      | 1.2573%  | N/A     | $120000000.00      | $2002720.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-084 BS                                       | 2054-05-20      | 3.2824%  | N/A     | $50000000.00       | $2372184.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-084 SB                                       | 2064-05-20      | 1.9324%  | N/A     | $11232602.00       | $167450.42         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 S                                        | 2054-03-20      | 1.8823%  | N/A     | $66146366.00       | $3461437.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 SD                                       | 2054-06-20      | 3.3824%  | N/A     | $50000000.00       | $4383214.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 SW                                       | 2054-06-20      | 1.3323%  | N/A     | $150000000.00      | $3774533.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-111 SH                                       | 2054-07-20      | 2.0823%  | N/A     | $100000000.00      | $3596221.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-117 LT                                       | 2047-05-20      | 4.0000%  | N/A     | $6943298.00        | $958828.52         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-117 SC                                       | 2054-07-20      | 2.6324%  | N/A     | $34231517.00       | $2556839.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 SK                                       | 2064-08-20      | 1.9824%  | N/A     | $265000000.00      | $4372389.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 SM                                       | 2054-08-20      | 2.7323%  | N/A     | $44894518.00       | $4092455.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 SA                                       | 2064-08-20      | 1.9824%  | N/A     | $85321161.00       | $1204217.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SN                                       | 2054-09-20      | 2.1324%  | N/A     | $62415829.00       | $4417392.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-159 SH                                       | 2054-10-20      | 1.4824%  | N/A     | $100000000.00      | $1916987.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-162 SA                                       | 2054-10-20      | 1.5823%  | N/A     | $129491602.00      | $4371136.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-162 SG                                       | 2054-10-20      | 2.1324%  | N/A     | $132025496.00      | $4286162.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 SG                                       | 2054-10-20      | 1.5324%  | N/A     | $67782608.00       | $3190355.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 SA                                       | 2054-10-20      | 0.9324%  | N/A     | $100000000.00      | $2461523.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 SC                                       | 2054-10-20      | 1.5823%  | N/A     | $200000000.00      | $4098152.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-173 SE                                       | 2054-10-20      | 1.5823%  | N/A     | $34514656.00       | $1506924.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-181 QS                                       | 2054-11-20      | 0.5323%  | N/A     | $50000000.00       | $555316.26         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-183 CS                                       | 2054-11-20      | 0.2823%  | N/A     | $250000000.00      | $2105382.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-183 SA                                       | 2054-11-20      | 0.5824%  | N/A     | $150000000.00      | $2165238.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-183 SC                                       | 2054-11-20      | 0.5323%  | N/A     | $50000000.00       | $544552.47         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-183 SE                                       | 2054-11-20      | 0.3124%  | N/A     | $100000000.00      | $910655.55         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-184 PS                                       | 2054-11-20      | 0.6824%  | N/A     | $70000000.00       | $2546468.52        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-184 SH                                       | 2054-11-20      | 1.9824%  | N/A     | $100000000.00      | $2497728.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-186 SA                                       | 2054-11-20      | 0.4824%  | N/A     | $100000000.00      | $1082935.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-188 SD                                       | 2054-11-20      | 2.0823%  | N/A     | $100000000.00      | $3952311.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-197 GS                                       | 2054-12-20      | 2.0324%  | N/A     | $40658857.00       | $3050032.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-197 SD                                       | 2054-12-20      | 1.9824%  | N/A     | $130000000.00      | $3209043.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-197 SQ                                       | 2054-12-20      | 1.4824%  | N/A     | $100000000.00      | $2507310.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-002 SH                                       | 2055-01-20      | 2.6824%  | N/A     | $40000000.00       | $3187948.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-023 SB                                       | 2055-02-20      | 2.0324%  | N/A     | $115612010.00      | $2710269.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-023 SG                                       | 2050-07-20      | 2.0823%  | N/A     | $17658206.00       | $2081984.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-023 SJ                                       | 2055-02-20      | 1.3323%  | N/A     | $102234978.00      | $1933684.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 SA                                       | 2055-02-20      | 1.2824%  | N/A     | $250000000.00      | $3802036.85        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XN                                       | 2055-02-20      | 1.3323%  | N/A     | $200000000.00      | $3122158.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-041 SC                                       | 2055-03-20      | 3.2824%  | N/A     | $37500000.00       | $4206147.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-041 ST                                       | 2055-03-20      | 1.5324%  | N/A     | $100000000.00      | $2158133.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-065 ES                                       | 2055-04-20      | 1.3823%  | N/A     | $100000000.00      | $4073208.93        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 SD                                       | 2055-04-20      | 0.4824%  | N/A     | $292500000.00      | $3252059.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 DS                                       | 2055-05-20      | 2.5324%  | N/A     | $18500000.00       | $1024835.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 SD                                       | 2055-05-20      | 1.2324%  | N/A     | $106176411.00      | $2647029.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 DS                                       | 2055-07-20      | 0.5824%  | N/A     | $300000000.00      | $4324478.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-116 SH                                       | 2055-07-20      | 1.2824%  | N/A     | $25758393.00       | $1385614.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-116 SY                                       | 2050-09-20      | 2.6824%  | N/A     | $4807468.00        | $746743.55         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-116 YS                                       | 2050-08-20      | 2.6824%  | N/A     | $10191270.00       | $1596264.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 SG                                       | 2055-07-20      | 1.2324%  | N/A     | $11000000.00       | $450718.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 JS                                       | 2055-08-20      | 2.6324%  | N/A     | $13000000.00       | $813177.73         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-133 SK                                       | 2055-08-20      | 0.3824%  | N/A     | $151513329.00      | $3587854.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-134 GS                                       | 2065-08-20      | 2.0324%  | N/A     | $53000000.00       | $2173164.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-139 SB                                       | 2055-08-20      | 1.2724%  | N/A     | $88147941.00       | $3477685.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-139 SH                                       | 2055-08-20      | 2.0124%  | N/A     | $33300000.00       | $1905183.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-159 SD                                       | 2055-09-20      | 0.6824%  | N/A     | $120000000.00      | $4277839.27        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-173 SL                                       | 2055-08-20      | 0.2324%  | N/A     | $303311770.00      | $3773866.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 SB                                       | 2055-10-20      | 0.8324%  | N/A     | $100000000.00      | $1887066.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-208 AS                                       | 2055-12-20      | 0.0145%  | N/A     | $270000000.00      | $3374035.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-208 CT                                       | 2065-12-20      | 6.0000%  | N/A     | $416666.00         | $38261.74          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-208 EI                                       | 2055-12-20      | 4.0000%  | N/A     | $500000.00         | $26856.61          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-208 SD                                       | 2065-12-20      | 0.7971%  | N/A     | $160000000.00      | $3638650.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-208 TZ                                       | 2065-12-20      | 6.0000%  | N/A     | $1763220.00        | $1769669.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-208 UZ                                       | 2055-12-20      | 5.5000%  | N/A     | $1282487.00        | $1278448.88        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-038 NI                                       | 2040-12-16      | 4.5000%  | N/A     | $30913676.00       | $110626.33         | Agency Collateralized Mortgage Obligation |
| GNRM 2013-082 TI                                       | 2043-05-20      | 3.5000%  | N/A     | $8351857.00        | $190796.97         | Agency Collateralized Mortgage Obligation |
| GNRM 2016-68 DI                                        | 2046-05-20      | 4.0000%  | N/A     | $7500000.00        | $200086.48         | Agency Collateralized Mortgage Obligation |
| GNRM 2016-78 GI                                        | 2046-06-20      | 4.5000%  | N/A     | $17341919.00       | $64194.72          | Agency Collateralized Mortgage Obligation |
| GNRM 2017-095 QI                                       | 2046-08-20      | 4.0000%  | N/A     | $10298210.00       | $235791.51         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-127 IC                                       | 2044-10-20      | 5.0000%  | N/A     | $6129737.00        | $296709.71         | Agency Collateralized Mortgage Obligation |
| GNRM 2019-18 PI                                        | 2049-02-20      | 4.5000%  | N/A     | $17410888.00       | $66085.81          | Agency Collateralized Mortgage Obligation |
| GNRM 2019-28 IA                                        | 2049-10-20      | 3.5000%  | N/A     | $10731815.00       | $592806.53         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-047 UI                                       | 2050-01-20      | 3.5000%  | N/A     | $14462032.00       | $215400.76         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-191 IY                                       | 2050-12-20      | 5.5000%  | N/A     | $5032727.00        | $228545.61         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-066 IB                                       | 2051-04-20      | 4.0000%  | N/A     | $13335146.00       | $1061646.11        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-078 IP                                       | 2051-05-20      | 3.0000%  | N/A     | $37945748.00       | $2982686.72        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-098 IO                                       | 2051-06-20      | 3.0000%  | N/A     | $41950213.00       | $3014967.22        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-107 IW                                       | 2051-06-20      | 3.5000%  | N/A     | $33000000.00       | $4094376.58        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-139 IY                                       | 2051-08-20      | 3.0000%  | N/A     | $23814555.00       | $3023509.75        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-146 GI                                       | 2043-08-20      | 3.5000%  | N/A     | $11597408.00       | $1058850.62        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-146 IN                                       | 2051-08-20      | 3.5000%  | N/A     | $37846775.00       | $4599291.61        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-146 MI                                       | 2051-08-20      | 4.5000%  | N/A     | $8082783.00        | $752361.03         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-187 ID                                       | 2051-10-20      | 3.0000%  | N/A     | $30000000.00       | $3113004.45        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-063 IN                                       | 2050-08-20      | 4.5000%  | N/A     | $8980929.00        | $885333.25         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-076 ZA                                       | 2052-04-20      | 4.0000%  | N/A     | $2000000.00        | $1543565.80        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-019 IO                                       | 2051-02-20      | 2.5000%  | N/A     | $29775000.00       | $3262110.88        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-024 IC                                       | 2052-02-20      | 3.5000%  | N/A     | $28000000.00       | $3337606.37        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-116 PI                                       | 2053-08-20      | 6.5000%  | N/A     | $3461538.00        | $528899.51         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-192 JI                                       | 2053-12-20      | 7.0000%  | N/A     | $10665013.00       | $1779193.15        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-113 GI                                       | 2054-07-20      | 7.0000%  | N/A     | $25071526.00       | $3393680.86        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-022 IO                                       | 2055-02-20      | 7.0000%  | N/A     | $14655955.00       | $2796988.70        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-119 CO                                       | 2055-07-20      | 0.0000%  | N/A     | $783000.00         | $651215.15         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-122 LO                                       | 2055-07-20      | 0.0000%  | N/A     | $636364.00         | $546913.52         | Agency Collateralized Mortgage Obligation |

### Security 19: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYDWSJM62
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-11-01      | 4.3740%  | N/A     | $1588830.00        | $13172.92          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-08-01      | 5.0900%  | N/A     | $966220.00         | $23918.54          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-09-01      | 6.6030%  | N/A     | $989997.00         | $18428.92          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                | 2028-05-15      | 3.7500%  | N/A     | $6000.00           | $6065.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                | 2042-02-15      | 0.7500%  | N/A     | $69881600.00       | $78930946.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                | 2048-02-15      | 1.0000%  | N/A     | $34608900.00       | $33663872.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                | 2027-04-30      | 3.7500%  | N/A     | $1322300.00        | $1335151.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                | 2029-04-15      | 3.8750%  | N/A     | $96000.00          | $206610.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                | 2045-02-15      | 0.7500%  | N/A     | $7307800.00        | $7420905.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                | 2035-02-15      | 4.6250%  | N/A     | $6419000.00        | $6798643.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                | 2030-05-31      | 4.0000%  | N/A     | $317000.00         | $322711.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                | 2028-06-15      | 3.8750%  | N/A     | $290700.00         | $293898.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                | 2027-06-30      | 3.7500%  | N/A     | $281600.00         | $282754.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                | 2044-02-15      | 1.3750%  | N/A     | $15485700.00       | $18282221.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                | 2032-04-15      | 3.3750%  | N/A     | $3900.00           | $7963.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                | 2040-02-15      | 2.1250%  | N/A     | $3579300.00        | $5393354.15        | U.S. Treasuries (including strips) |

### Security 20: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRTBNRY29
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_4993    | 2050-07-25      | 2.0613%  | N/A     | $27425571.00       | $2390354.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_5004D   | 2050-07-25      | 2.1613%  | N/A     | $57228320.00       | $4010317.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5233C   | 2052-06-25      | 0.5258%  | N/A     | $306000000.00      | $9661230.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_5268C   | 2052-10-25      | 1.3258%  | N/A     | $150000000.00      | $6270849.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5296A   | 2052-11-25      | 2.4958%  | N/A     | $55526500.00       | $2845600.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5298A   | 2052-12-25      | 1.7258%  | N/A     | $100000000.00      | $3598933.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5319D   | 2050-08-25      | 0.0000%  | N/A     | $59820216.00       | $34218575.95       | Agency Collateralized Mortgage Obligation |
| FHLMC_5344B   | 2053-10-25      | 1.8258%  | N/A     | $78498283.00       | $2154479.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5357A   | 2053-11-25      | 2.9258%  | N/A     | $72354997.00       | $3175874.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5357E   | 2053-11-25      | 2.0758%  | N/A     | $300000000.00      | $8314559.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_5362B   | 2053-12-25      | 3.0458%  | N/A     | $48069226.00       | $1941681.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5367    | 2053-12-25      | 2.5958%  | N/A     | $97597440.00       | $4091963.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5369A   | 2054-01-25      | 3.1758%  | N/A     | $79250000.00       | $3383400.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5369A   | 2054-01-25      | 2.4258%  | N/A     | $100000000.00      | $3618702.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_5383A   | 2054-02-25      | 3.1258%  | N/A     | $49804670.00       | $2570553.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5390    | 2054-03-25      | 1.9758%  | N/A     | $75000000.00       | $3071354.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5396B   | 2054-01-25      | 2.6258%  | N/A     | $263623295.00      | $5958016.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5402C   | 2054-04-25      | 2.0258%  | N/A     | $78932469.00       | $2717183.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5410K   | 2054-05-25      | 1.8758%  | N/A     | $134401221.00      | $4472624.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5411G   | 2054-05-25      | 3.2177%  | N/A     | $96875000.00       | $6137240.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5417A   | 2054-06-25      | 1.9258%  | N/A     | $87000000.00       | $2685831.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_5417A   | 2054-06-25      | 2.0258%  | N/A     | $100000000.00      | $2602123.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5420J   | 2054-06-25      | 3.1758%  | N/A     | $51442107.00       | $3452346.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5425A   | 2054-06-25      | 2.0258%  | N/A     | $128311411.00      | $3370057.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5430C   | 2054-07-25      | 3.2258%  | N/A     | $90616661.00       | $3161527.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5430D   | 2054-07-25      | 2.0258%  | N/A     | $76587639.00       | $1999780.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5435E   | 2054-07-25      | 1.2258%  | N/A     | $140000000.00      | $3960894.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5437F   | 2054-08-25      | 1.2758%  | N/A     | $14910633.00       | $269236.41         | Agency Collateralized Mortgage Obligation |
| FHLMC_5438C   | 2054-08-25      | 2.7258%  | N/A     | $115495071.00      | $3186004.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5443B   | 2054-08-25      | 3.1758%  | N/A     | $50000000.00       | $1843967.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_5445B   | 2054-08-25      | 1.9258%  | N/A     | $83097177.00       | $2863664.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5460K   | 2054-10-25      | 2.1758%  | N/A     | $71020437.00       | $3992776.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5462A   | 2054-10-25      | 1.5258%  | N/A     | $100000000.00      | $4506590.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5465A   | 2054-10-25      | 2.1258%  | N/A     | $100000000.00      | $4565373.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5467    | 2054-10-25      | 1.5658%  | N/A     | $155440429.00      | $5537970.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5470C   | 2054-11-25      | 2.0758%  | N/A     | $80031008.00       | $3353366.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_5471D   | 2054-11-25      | 2.7758%  | N/A     | $79791068.00       | $4179712.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5471D   | 2054-11-25      | 1.4758%  | N/A     | $100000000.00      | $3242444.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5471J   | 2054-11-25      | 1.3258%  | N/A     | $182527441.00      | $3618261.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5472A   | 2054-11-25      | 1.2758%  | N/A     | $100000000.00      | $2841625.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5472B   | 2054-11-25      | 1.4758%  | N/A     | $100000000.00      | $3112366.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5475A   | 2054-11-25      | 1.5258%  | N/A     | $300000000.00      | $6983549.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5475C   | 2054-11-25      | 0.7758%  | N/A     | $100000000.00      | $2217603.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5476B   | 2054-11-25      | 2.0258%  | N/A     | $78983365.00       | $3288901.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5480C   | 2054-03-25      | 1.2758%  | N/A     | $99180488.00       | $2468145.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5480E   | 2054-12-25      | 1.9758%  | N/A     | $132394246.00      | $5077030.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A   | 2054-12-25      | 1.1758%  | N/A     | $179000000.00      | $3562372.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A   | 2054-12-25      | 1.1758%  | N/A     | $124000000.00      | $2764046.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A   | 2054-12-25      | 1.2258%  | N/A     | $188000000.00      | $3539592.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481G   | 2054-12-25      | 1.9758%  | N/A     | $293750000.00      | $12886417.08       | Agency Collateralized Mortgage Obligation |
| FHLMC_5481H   | 2054-12-25      | 1.9758%  | N/A     | $62975811.00       | $2687225.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5482A   | 2054-12-25      | 1.1758%  | N/A     | $100000000.00      | $2444078.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5487B   | 2054-12-25      | 3.2258%  | N/A     | $50000000.00       | $2895501.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5487C   | 2054-12-25      | 1.2258%  | N/A     | $70000000.00       | $2079204.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5491C   | 2055-01-25      | 1.2952%  | N/A     | $72226975.00       | $2334754.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5498A   | 2055-01-25      | 1.9758%  | N/A     | $76069471.00       | $3677207.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499C   | 2055-02-25      | 9.9242%  | N/A     | $11571429.00       | $1959220.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500F   | 2054-10-25      | 1.1258%  | N/A     | $90000000.00       | $2477556.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500G   | 2054-09-25      | 7.1742%  | N/A     | $16053845.00       | $2116698.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500J   | 2054-09-25      | 1.1758%  | N/A     | $123076924.00      | $2315240.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502E   | 2055-02-25      | 3.1758%  | N/A     | $26500000.00       | $1926770.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5503C   | 2055-02-25      | 1.2258%  | N/A     | $100000000.00      | $3027249.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5503D   | 2055-02-25      | 1.1758%  | N/A     | $108999005.00      | $2243320.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5503E   | 2055-02-25      | 1.2758%  | N/A     | $84448197.00       | $1851600.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5513    | 2054-06-25      | 7.8242%  | N/A     | $100000000.00      | $83851548.79       | Agency Collateralized Mortgage Obligation |
| FHLMC_5513D   | 2054-06-25      | 3.1858%  | N/A     | $78311129.00       | $4882716.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5515B   | 2055-03-25      | 1.2258%  | N/A     | $83088919.00       | $2294399.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5517G   | 2055-03-25      | 1.2758%  | N/A     | $209999994.00      | $7527646.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5521A   | 2055-03-25      | 2.6758%  | N/A     | $79361548.00       | $4857885.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5526B   | 2054-09-25      | 2.0758%  | N/A     | $100000000.00      | $4165793.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534    | 2055-05-25      | 0.4258%  | N/A     | $459695000.00      | $6647613.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A   | 2055-06-25      | 1.1258%  | N/A     | $404098090.00      | $10549901.38       | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A   | 2055-06-25      | 1.1258%  | N/A     | $100000000.00      | $2984370.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5543B   | 2055-06-25      | 1.1258%  | N/A     | $132000000.00      | $4013042.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5546A   | 2055-06-25      | 1.1258%  | N/A     | $106301728.00      | $4538646.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5548B   | 2055-06-25      | 3.1258%  | N/A     | $21556049.00       | $2117681.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5563G   | 2055-08-25      | 1.2258%  | N/A     | $285643653.00      | $9925955.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_5564C   | 2055-08-25      | 1.2258%  | N/A     | $169759558.00      | $6101718.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5565A   | 2055-08-25      | 3.1758%  | N/A     | $67897666.00       | $5961223.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5566E   | 2055-08-25      | 1.2258%  | N/A     | $169374207.00      | $6256053.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5573C   | 2055-09-25      | 0.3758%  | N/A     | $190127262.00      | $3113768.31        | Agency Collateralized Mortgage Obligation |
| FHLMC_5580D   | 2055-09-25      | 1.3258%  | N/A     | $155353080.00      | $6083972.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5581A   | 2054-05-25      | 1.9258%  | N/A     | $61422874.00       | $2497912.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5582D   | 2055-10-25      | 3.2758%  | N/A     | $27383071.00       | $3322147.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5583D   | 2055-02-25      | 1.1758%  | N/A     | $89668390.00       | $2484637.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5600A   | 2055-11-25      | 0.8258%  | N/A     | $149250000.00      | $4527846.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5622A   | 2056-01-25      | 0.9823%  | N/A     | $50158633.00       | $3017479.41        | Agency Collateralized Mortgage Obligation |
| FHSTR_406     | 2053-10-25      | 2.2258%  | N/A     | $80000000.00       | $2941616.35        | Agency Collateralized Mortgage Obligation |
| FHSTR_413     | 2054-05-25      | 1.9758%  | N/A     | $250000000.00      | $6025677.39        | Agency Collateralized Mortgage Obligation |
| FHSTR_413     | 2054-05-25      | 3.1758%  | N/A     | $50000000.00       | $1820972.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-47D   | 2064-06-16      | 0.7500%  | N/A     | $700790581.00      | $34710075.36       | Agency Collateralized Mortgage Obligation |
| GNMA_24-H14A  | 2074-08-20      | 0.5099%  | N/A     | $252746636.00      | $18211620.83       | Agency Collateralized Mortgage Obligation |
| GNMA_25-191   | 2068-07-16      | 0.7727%  | N/A     | $303662334.00      | $22511692.21       | Agency Collateralized Mortgage Obligation |

### Security 21: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDWSJLZ9
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $2050500.00        | $2040058.68        | U.S. Treasuries (including strips) |

### Security 22: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDWSJM13
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNHA RM DM3166 H | 2075-11-20      | 5.3050%  | N/A     | $21177381.00       | $22792788.09       | Agency Debentures and Agency Strips |
| GNHA RM DN3386 H | 2075-10-20      | 5.3310%  | N/A     | $26385629.00       | $28617063.85       | Agency Debentures and Agency Strips |
| GNHA RM DN3388 H | 2075-10-20      | 5.6600%  | N/A     | $20267555.00       | $22073943.28       | Agency Debentures and Agency Strips |
| GNHA RM DN3389 H | 2075-11-20      | 5.3530%  | N/A     | $21928754.00       | $23700593.66       | Agency Debentures and Agency Strips |
| GNHA RM DO4227 H | 2075-11-20      | 5.4880%  | N/A     | $16232100.00       | $17379195.45       | Agency Debentures and Agency Strips |
| GNPL PN 514571   | 2033-03-15      | 8.3750%  | N/A     | $388900.00         | $188472.67         | Agency Mortgage-Backed Securities   |
| GNPL PN 579853   | 2044-02-15      | 5.7500%  | N/A     | $3220100.00        | $2387795.83        | Agency Mortgage-Backed Securities   |
| GNPL PN 589187   | 2044-06-15      | 5.4000%  | N/A     | $1038199.00        | $168651.85         | Agency Mortgage-Backed Securities   |
| GNPL PN 589277   | 2033-05-15      | 5.7200%  | N/A     | $1633700.00        | $703240.77         | Agency Mortgage-Backed Securities   |
| GNPL PN 589280   | 2033-05-15      | 6.0000%  | N/A     | $1067500.00        | $469110.44         | Agency Mortgage-Backed Securities   |
| GNPL PN 595357   | 2032-11-15      | 7.2000%  | N/A     | $665000.00         | $302249.12         | Agency Mortgage-Backed Securities   |
| GNPL PN 602341   | 2033-06-15      | 5.7500%  | N/A     | $1026600.00        | $454906.00         | Agency Mortgage-Backed Securities   |
| GNPL PN 602345   | 2033-06-15      | 5.5000%  | N/A     | $741000.00         | $322394.85         | Agency Mortgage-Backed Securities   |
| GNPL PN 602358   | 2033-06-15      | 5.4500%  | N/A     | $604192.00         | $262694.50         | Agency Mortgage-Backed Securities   |
| GNPL PN 610010   | 2038-07-15      | 4.6800%  | N/A     | $1562700.00        | $874660.21         | Agency Mortgage-Backed Securities   |
| GNPL PN 610017   | 2038-08-15      | 4.4500%  | N/A     | $627500.00         | $356255.51         | Agency Mortgage-Backed Securities   |
| GNPL PN 610059   | 2038-11-15      | 5.3500%  | N/A     | $334800.00         | $203936.02         | Agency Mortgage-Backed Securities   |
| GNPL PN 610060   | 2038-11-15      | 5.3500%  | N/A     | $431900.00         | $263079.18         | Agency Mortgage-Backed Securities   |
| GNPL PN 610147   | 2030-12-15      | 5.6000%  | N/A     | $650000.00         | $206568.81         | Agency Mortgage-Backed Securities   |
| GNPL PN 610154   | 2033-10-15      | 5.8500%  | N/A     | $622000.00         | $282207.40         | Agency Mortgage-Backed Securities   |
| GNPL PN 610155   | 2029-08-15      | 5.0000%  | N/A     | $513000.00         | $120757.23         | Agency Mortgage-Backed Securities   |
| GNPL PN 610156   | 2032-08-15      | 5.0000%  | N/A     | $413000.00         | $156195.02         | Agency Mortgage-Backed Securities   |
| GNPL PN 622027   | 2034-11-15      | 5.7300%  | N/A     | $702800.00         | $349319.41         | Agency Mortgage-Backed Securities   |
| GNPL PN 633127   | 2030-02-15      | 5.3500%  | N/A     | $920200.00         | $255761.93         | Agency Mortgage-Backed Securities   |
| GNPL PN 638926   | 2040-03-15      | 5.3200%  | N/A     | $678700.00         | $435030.43         | Agency Mortgage-Backed Securities   |
| GNPL PN BP3566   | 2060-10-15      | 5.7000%  | N/A     | $2364677.00        | $2484575.86        | Agency Mortgage-Backed Securities   |
| GNPL PN BW3017   | 2060-10-15      | 5.7100%  | N/A     | $311734.00         | $327815.00         | Agency Mortgage-Backed Securities   |
| GNPL PN CB5880   | 2062-11-15      | 2.7400%  | N/A     | $500000.00         | $424279.87         | Agency Mortgage-Backed Securities   |
| GNPL PN CF1638   | 2064-03-15      | 2.2900%  | N/A     | $464564.00         | $380065.71         | Agency Mortgage-Backed Securities   |
| GNPL PN CF6767   | 2064-04-15      | 2.6500%  | N/A     | $500000.00         | $421992.45         | Agency Mortgage-Backed Securities   |
| GNPL PN CF9488   | 2064-03-15      | 2.8000%  | N/A     | $500000.00         | $405608.51         | Agency Mortgage-Backed Securities   |
| GNPL PN CF9497   | 2064-02-15      | 2.4000%  | N/A     | $500000.00         | $398382.00         | Agency Mortgage-Backed Securities   |
| GNPL PN CH6570   | 2064-02-15      | 2.5000%  | N/A     | $250000.00         | $208151.49         | Agency Mortgage-Backed Securities   |
| GNPL PN CI1027   | 2063-10-15      | 2.6200%  | N/A     | $500000.00         | $420174.72         | Agency Mortgage-Backed Securities   |
| GNPL PN CI3544   | 2064-06-15      | 2.7000%  | N/A     | $500000.00         | $423365.62         | Agency Mortgage-Backed Securities   |
| GNPL PN CJ8145   | 2064-06-15      | 2.6400%  | N/A     | $500000.00         | $421116.16         | Agency Mortgage-Backed Securities   |
| GNPL PN CJ8161   | 2063-11-15      | 3.6900%  | N/A     | $4250000.00        | $3879800.81        | Agency Mortgage-Backed Securities   |
| GNPL PN CJ8167   | 2063-12-15      | 2.7000%  | N/A     | $100000.00         | $84644.06          | Agency Mortgage-Backed Securities   |
| GNPL PN CJ8169   | 2063-11-15      | 2.9200%  | N/A     | $100000.00         | $86027.90          | Agency Mortgage-Backed Securities   |
| GNPL PN CJ8172   | 2064-04-15      | 2.7000%  | N/A     | $100000.00         | $84707.35          | Agency Mortgage-Backed Securities   |
| GNPL PN CL1969   | 2065-10-15      | 4.1200%  | N/A     | $4231678.00        | $3866185.15        | Agency Mortgage-Backed Securities   |
| GNPL PN CL5326   | 2064-06-15      | 2.9000%  | N/A     | $500000.00         | $429453.27         | Agency Mortgage-Backed Securities   |
| GNPL PN CL5328   | 2064-07-15      | 2.9000%  | N/A     | $431600.00         | $370812.71         | Agency Mortgage-Backed Securities   |
| GNPL PN CL6604   | 2064-01-15      | 2.7400%  | N/A     | $500000.00         | $423563.61         | Agency Mortgage-Backed Securities   |
| GNPL PN CM4400   | 2064-12-15      | 4.0300%  | N/A     | $1500000.00        | $1399381.99        | Agency Mortgage-Backed Securities   |
| GNPL PN CN2808   | 2065-05-15      | 2.2500%  | N/A     | $5017500.00        | $4047167.42        | Agency Mortgage-Backed Securities   |
| GNPL PN CN2886   | 2060-09-15      | 5.7500%  | N/A     | $4000000.00        | $4156995.25        | Agency Mortgage-Backed Securities   |
| GNPL PN CN7015   | 2065-04-15      | 4.6500%  | N/A     | $500000.00         | $485899.39         | Agency Mortgage-Backed Securities   |
| GNPL PN CP3679   | 2065-04-15      | 6.1500%  | N/A     | $24577.00          | $26541.08          | Agency Mortgage-Backed Securities   |
| GNPL PN CQ0056   | 2060-03-15      | 5.7000%  | N/A     | $28378.00          | $31088.70          | Agency Mortgage-Backed Securities   |
| GNPL PN CQ9705   | 2065-05-15      | 5.7900%  | N/A     | $500397.00         | $521654.10         | Agency Mortgage-Backed Securities   |
| GNPL PN CS3817   | 2057-06-15      | 6.6500%  | N/A     | $716517.00         | $750543.38         | Agency Mortgage-Backed Securities   |
| GNPL PN CW0789   | 2060-10-15      | 5.2200%  | N/A     | $500000.00         | $509007.91         | Agency Mortgage-Backed Securities   |
| GNPL PN CW0791   | 2060-11-15      | 5.4500%  | N/A     | $1000000.00        | $1036210.98        | Agency Mortgage-Backed Securities   |
| GNPL PN DA8500   | 2060-03-15      | 5.7200%  | N/A     | $26631.00          | $27869.62          | Agency Mortgage-Backed Securities   |
| GNPL PN DA8502   | 2060-03-15      | 5.7200%  | N/A     | $25146.00          | $26315.55          | Agency Mortgage-Backed Securities   |
| GNPL PN DE9893   | 2060-07-15      | 5.9400%  | N/A     | $500000.00         | $531476.32         | Agency Mortgage-Backed Securities   |
| GNPL PN DF6564   | 2060-10-15      | 5.5100%  | N/A     | $4471400.00        | $4634317.02        | Agency Mortgage-Backed Securities   |
| GNPL PN DF8952   | 2060-06-15      | 5.7000%  | N/A     | $28446.00          | $29819.20          | Agency Mortgage-Backed Securities   |
| GNPL PN DG0410   | 2060-11-15      | 5.2400%  | N/A     | $1372567.00        | $1400581.54        | Agency Mortgage-Backed Securities   |
| GNPL PN DI9903   | 2040-07-15      | 6.1100%  | N/A     | $1067600.00        | $1127121.17        | Agency Mortgage-Backed Securities   |
| GNPL PN DJ0359   | 2060-11-15      | 5.4000%  | N/A     | $4000000.00        | $4115903.51        | Agency Mortgage-Backed Securities   |
| GNPL PN DJ4685   | 2055-09-15      | 5.8800%  | N/A     | $1700430.00        | $1806923.81        | Agency Mortgage-Backed Securities   |
| GNPL PN DJ4709   | 2055-09-15      | 5.8800%  | N/A     | $3510054.00        | $3729880.17        | Agency Mortgage-Backed Securities   |
| GNPL PN DJ4974   | 2060-10-15      | 5.6400%  | N/A     | $3147274.00        | $3292655.55        | Agency Mortgage-Backed Securities   |
| GNPL PN DJ8030   | 2060-08-15      | 4.5000%  | N/A     | $997943.00         | $986900.87         | Agency Mortgage-Backed Securities   |
| GNPL PN DJ8031   | 2060-09-15      | 4.5300%  | N/A     | $1234800.00        | $1201647.82        | Agency Mortgage-Backed Securities   |
| GNPL PN DK6739   | 2060-09-15      | 5.5800%  | N/A     | $1991409.00        | $2066293.94        | Agency Mortgage-Backed Securities   |
| GNPL PN DK6746   | 2060-10-15      | 5.1500%  | N/A     | $2100000.00        | $2127619.86        | Agency Mortgage-Backed Securities   |
| GNPL PN DK6747   | 2060-10-15      | 5.1500%  | N/A     | $2660000.00        | $2694985.07        | Agency Mortgage-Backed Securities   |
| GNPL PN DK6749   | 2060-10-15      | 5.1500%  | N/A     | $1560000.00        | $1580517.64        | Agency Mortgage-Backed Securities   |
| GNPL PN DK6750   | 2060-10-15      | 5.1500%  | N/A     | $2300000.00        | $2330250.34        | Agency Mortgage-Backed Securities   |
| GNPL PN DK6751   | 2060-10-15      | 5.1500%  | N/A     | $720000.00         | $729469.64         | Agency Mortgage-Backed Securities   |
| GNPL PN DK6752   | 2060-10-15      | 5.1500%  | N/A     | $3960000.00        | $4012083.08        | Agency Mortgage-Backed Securities   |
| GNPL PN DK6753   | 2060-12-15      | 5.2500%  | N/A     | $3410000.00        | $3484863.14        | Agency Mortgage-Backed Securities   |
| GNPL PN DK6754   | 2060-12-15      | 5.2500%  | N/A     | $3614000.00        | $3693341.76        | Agency Mortgage-Backed Securities   |
| GNPL PN DK6755   | 2060-12-15      | 5.2500%  | N/A     | $2446000.00        | $2499699.48        | Agency Mortgage-Backed Securities   |
| GNPL PN DK6756   | 2060-12-15      | 5.2500%  | N/A     | $1018000.00        | $1040349.17        | Agency Mortgage-Backed Securities   |
| GNPL PN DK6757   | 2060-12-15      | 5.2500%  | N/A     | $1681000.00        | $1717904.67        | Agency Mortgage-Backed Securities   |
| GNPL PN DK6758   | 2060-12-15      | 5.2500%  | N/A     | $2065000.00        | $2110335.01        | Agency Mortgage-Backed Securities   |
| GNPL PN DK6759   | 2060-12-15      | 5.2500%  | N/A     | $943000.00         | $963702.62         | Agency Mortgage-Backed Securities   |
| GNPL PN DK8580   | 2060-09-15      | 6.0000%  | N/A     | $2101166.00        | $2217355.55        | Agency Mortgage-Backed Securities   |
| GNPL PN DL3184   | 2060-09-15      | 4.6300%  | N/A     | $869248.00         | $848442.59         | Agency Mortgage-Backed Securities   |
| GNPL PN DL3196   | 2060-11-15      | 5.5500%  | N/A     | $4595469.00        | $4780197.69        | Agency Mortgage-Backed Securities   |
| GNPL PN DL3198   | 2060-10-15      | 5.5800%  | N/A     | $4275211.00        | $4453429.62        | Agency Mortgage-Backed Securities   |
| GNPL PN DL4321   | 2060-11-15      | 5.8000%  | N/A     | $2282200.00        | $2416557.96        | Agency Mortgage-Backed Securities   |
| GNPL PN DM0347   | 2060-10-15      | 5.6400%  | N/A     | $1278774.00        | $1338047.24        | Agency Mortgage-Backed Securities   |
| GNPL PN DM0349   | 2060-10-15      | 5.6400%  | N/A     | $2870799.00        | $3003865.18        | Agency Mortgage-Backed Securities   |
| GNPL PN DM6437   | 2060-11-15      | 5.4700%  | N/A     | $1960000.00        | $2033929.38        | Agency Mortgage-Backed Securities   |
| GNPL PN DM6438   | 2060-11-15      | 5.0300%  | N/A     | $4794050.00        | $4816473.08        | Agency Mortgage-Backed Securities   |
| GNPL PN DM9058   | 2060-11-15      | 5.3300%  | N/A     | $4255100.00        | $4361097.45        | Agency Mortgage-Backed Securities   |
| GNPL PN DN1561   | 2060-11-15      | 5.4100%  | N/A     | $4565300.00        | $4716853.30        | Agency Mortgage-Backed Securities   |
| GNPL PN DO7362   | 2061-01-15      | 5.4600%  | N/A     | $3872700.00        | $4018840.21        | Agency Mortgage-Backed Securities   |

### Security 23: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDWSJM70
- **C.18 - Value (incl. sponsor support):** $239000000.00
- **C.18.a - Value (excl. sponsor support):** $239000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | N/A     | $38.00             | $39.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $2978514.00        | $1904939.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | N/A     | $38.00             | $39.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | N/A     | $6427647.00        | $4083109.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $76.00             | $38.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | N/A     | $3633.00           | $3689.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | N/A     | $76.00             | $75.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $76.00             | $79.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | N/A     | $76.00             | $84.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | N/A     | $38.00             | $31.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | N/A     | $17715942.00       | $26055449.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $1415.00           | $1172.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | N/A     | $2333.00           | $2435.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $6501.00           | $4145.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $42984131.00       | $44518372.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $574.00            | $538.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $2426710.00        | $1856798.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $38.00             | $32.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | N/A     | $24004816.00       | $23179254.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | N/A     | $38.00             | $43.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | N/A     | $2065.00           | $2124.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $239306.00         | $184769.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $76.00             | $79.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $50324.00          | $30091.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | N/A     | $38.00             | $29.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | N/A     | $14447569.00       | $22809086.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $4245.00           | $2419.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | N/A     | $191.00            | $411.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $76.00             | $74.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $1759.00           | $1865.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | N/A     | $3083941.00        | $3306125.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | N/A     | $3786.00           | $2907.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $76.00             | $70.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $1135499.00        | $1123695.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | N/A     | $115.00            | $105.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $6577.00           | $6504.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | N/A     | $38.00             | $81.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $6460189.00        | $6066771.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | N/A     | $38.00             | $60.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $765.00            | $693.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | N/A     | $3977.00           | $2472.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | N/A     | $9710666.00        | $19827644.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | N/A     | $67743651.00       | $79977299.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $76.00             | $37.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $115.00            | $109.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $1147.00           | $785.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $76.00             | $70.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | N/A     | $1996740.00        | $1621820.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $5365493.00        | $3776617.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | N/A     | $38.00             | $37.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | N/A     | $38.00             | $28.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | N/A     | $38.00             | $33.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | N/A     | $1147927.00        | $1180408.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | N/A     | $38.00             | $57.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | N/A     | $2409.00           | $2343.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $38.00             | $28.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $2773356.00        | $2239315.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | N/A     | $306.00            | $277.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $76.00             | $76.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | N/A     | $2103.00           | $2212.96           | U.S. Treasuries (including strips) |

### Security 24: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDVSTYK8
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $4101300.00        | $4119099.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $181695100.00      | $159002697.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $129846300.00      | $136725499.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $157818300.00      | $159152784.51      | U.S. Treasuries (including strips) |

### Security 25: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDVWRWB9
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $148837000.00      | $153000069.57      | U.S. Treasuries (including strips) |

### Security 26: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDWSJLT3
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | N/A     | $4928900.00        | $5100019.89        | U.S. Treasuries (including strips) |

### Security 27: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDWSJLW6
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $244181177.00      | $249665486.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $230650221.00      | $235803650.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $264133971.00      | $272314315.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $243319265.00      | $247073681.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $265042648.00      | $270142925.09      | U.S. Treasuries (including strips) |

### Security 28: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDWSJM88
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $300.00            | $298.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $100.00            | $87.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | N/A     | $9491700.00        | $9871211.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | N/A     | $94870000.00       | $55491360.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $269418800.00      | $189636197.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $900.00            | $844.48            | U.S. Treasuries (including strips) |

### Security 29: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDWSJM96
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $5115800.00        | $5099961.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $100.00            | $94.83             | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUZ8, C.4 - ISIN: US3133ETUZ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164910568.59
- **C.18.a - Value (excl. sponsor support):** $164910568.59
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79992679.20
- **C.18.a - Value (excl. sponsor support):** $79992679.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80209440.13
- **C.18.a - Value (excl. sponsor support):** $80209440.13
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR66, C.4 - ISIN: US3133ETR668, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $343192043.25
- **C.18.a - Value (excl. sponsor support):** $343192043.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $117597495.12
- **C.18.a - Value (excl. sponsor support):** $117597495.12
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230613973.43
- **C.18.a - Value (excl. sponsor support):** $230613973.43
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $430054984.10
- **C.18.a - Value (excl. sponsor support):** $430054984.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $422171021.13
- **C.18.a - Value (excl. sponsor support):** $422171021.13
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99663568.05
- **C.18.a - Value (excl. sponsor support):** $99663568.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114964850.71
- **C.18.a - Value (excl. sponsor support):** $114964850.71
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57939399.16
- **C.18.a - Value (excl. sponsor support):** $57939399.16
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170201388.80
- **C.18.a - Value (excl. sponsor support):** $170201388.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4C8, C.4 - ISIN: US3133ET4C89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280478657.39
- **C.18.a - Value (excl. sponsor support):** $280478657.39
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR33, C.4 - ISIN: US3133ETR338, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47997826.56
- **C.18.a - Value (excl. sponsor support):** $47997826.56
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZZ3, C.4 - ISIN: US3133ETZZ39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74995238.25
- **C.18.a - Value (excl. sponsor support):** $74995238.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186783497.16
- **C.18.a - Value (excl. sponsor support):** $186783497.16
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY35, C.4 - ISIN: US3133ETY359, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $520344696.21
- **C.18.a - Value (excl. sponsor support):** $520344696.21
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW94, C.4 - ISIN: US3133ETW940, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39999108.00
- **C.18.a - Value (excl. sponsor support):** $39999108.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $93867016.15
- **C.18.a - Value (excl. sponsor support):** $93867016.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95417676.44
- **C.18.a - Value (excl. sponsor support):** $95417676.44
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110364079.89
- **C.18.a - Value (excl. sponsor support):** $110364079.89
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85026245.45
- **C.18.a - Value (excl. sponsor support):** $85026245.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109993860.90
- **C.18.a - Value (excl. sponsor support):** $109993860.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX36, C.4 - ISIN: US3133ETX369, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79997047.20
- **C.18.a - Value (excl. sponsor support):** $79997047.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX28, C.4 - ISIN: US3133ETX286, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $151275513.04
- **C.18.a - Value (excl. sponsor support):** $151275513.04
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $157306829.90
- **C.18.a - Value (excl. sponsor support):** $157306829.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $244936177.50
- **C.18.a - Value (excl. sponsor support):** $244936177.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5N3, C.4 - ISIN: US3133ET5N36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250243098.14
- **C.18.a - Value (excl. sponsor support):** $250243098.14
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WC2, C.4 - ISIN: US3130B8WC23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1337819338.23
- **C.18.a - Value (excl. sponsor support):** $1337819338.23
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7M92, C.4 - ISIN: US3130B7M922, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1820355909.78
- **C.18.a - Value (excl. sponsor support):** $1820355909.78
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.4 - ISIN: US313385SQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $355646038.95
- **C.18.a - Value (excl. sponsor support):** $355646038.95
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VR4, C.4 - ISIN: US313385VR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $853875272.27
- **C.18.a - Value (excl. sponsor support):** $853875272.27
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch: Agency; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TA4, C.4 - ISIN: US313385TA41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223586547.27
- **C.18.a - Value (excl. sponsor support):** $223586547.27
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NG3, C.4 - ISIN: US3130B8NG38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221996647.80
- **C.18.a - Value (excl. sponsor support):** $221996647.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RH9, C.4 - ISIN: US3130B7RH91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $391491637.56
- **C.18.a - Value (excl. sponsor support):** $391491637.56
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NE8, C.4 - ISIN: US3130B8NE89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221996467.98
- **C.18.a - Value (excl. sponsor support):** $221996467.98
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PH9, C.4 - ISIN: US3130B8PH92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $671195327.94
- **C.18.a - Value (excl. sponsor support):** $671195327.94
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $631526719.03
- **C.18.a - Value (excl. sponsor support):** $631526719.03
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194395264.42
- **C.18.a - Value (excl. sponsor support):** $194395264.42
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SD5, C.4 - ISIN: US3130B8SD51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $460627793.04
- **C.18.a - Value (excl. sponsor support):** $460627793.04
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NZ1, C.4 - ISIN: US3130B8NZ19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1562412829.34
- **C.18.a - Value (excl. sponsor support):** $1562412829.34
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $492498484.16
- **C.18.a - Value (excl. sponsor support):** $492498484.16
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4XY2, C.4 - ISIN: US3130B4XY20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99752061.83
- **C.18.a - Value (excl. sponsor support):** $99752061.83
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YX8, C.4 - ISIN: US3130B6YX85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $856683986.04
- **C.18.a - Value (excl. sponsor support):** $856683986.04
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TL0, C.4 - ISIN: US3130B6TL03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $213646536.73
- **C.18.a - Value (excl. sponsor support):** $213646536.73
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344145495.84
- **C.18.a - Value (excl. sponsor support):** $344145495.84
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87K2, C.4 - ISIN: US3130B87K24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194497630.99
- **C.18.a - Value (excl. sponsor support):** $194497630.99
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EY4, C.4 - ISIN: US3130B8EY45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222794445.60
- **C.18.a - Value (excl. sponsor support):** $222794445.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8M74, C.4 - ISIN: US3130B8M748, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445253543.73
- **C.18.a - Value (excl. sponsor support):** $445253543.73
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WF4, C.4 - ISIN: US3130B4WF40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500065055.00
- **C.18.a - Value (excl. sponsor support):** $500065055.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QF2, C.4 - ISIN: US3130B8QF28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446953925.81
- **C.18.a - Value (excl. sponsor support):** $446953925.81
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MR0, C.4 - ISIN: US3130B8MR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221878708.66
- **C.18.a - Value (excl. sponsor support):** $221878708.66
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8S94, C.4 - ISIN: US3130B8S943, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446754116.17
- **C.18.a - Value (excl. sponsor support):** $446754116.17
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LU0, C.4 - ISIN: US3130B5LU01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100005776.00
- **C.18.a - Value (excl. sponsor support):** $100005776.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53L0, C.4 - ISIN: US3130B53L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998980.00
- **C.18.a - Value (excl. sponsor support):** $249998980.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7J21, C.4 - ISIN: US3130B7J217, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $437819258.82
- **C.18.a - Value (excl. sponsor support):** $437819258.82
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TB0, C.4 - ISIN: US3130B7TB04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $480839259.51
- **C.18.a - Value (excl. sponsor support):** $480839259.51
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185675033.84
- **C.18.a - Value (excl. sponsor support):** $185675033.84
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8Q88, C.4 - ISIN: US3130B8Q889, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223473604.00
- **C.18.a - Value (excl. sponsor support):** $223473604.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZS4, C.4 - ISIN: US3130B8ZS48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-03
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YQ1, C.4 - ISIN: US3130B7YQ18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399974568.00
- **C.18.a - Value (excl. sponsor support):** $399974568.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ME9, C.4 - ISIN: US3130B8ME98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445254167.09
- **C.18.a - Value (excl. sponsor support):** $445254167.09
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ZT4, C.4 - ISIN: US3130B7ZT48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $437193616.88
- **C.18.a - Value (excl. sponsor support):** $437193616.88
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84H2, C.4 - ISIN: US3130B84H22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399956772.00
- **C.18.a - Value (excl. sponsor support):** $399956772.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F56, C.4 - ISIN: US3130B8F569, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $489165035.51
- **C.18.a - Value (excl. sponsor support):** $489165035.51
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PK2, C.4 - ISIN: US3130B8PK22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446689018.75
- **C.18.a - Value (excl. sponsor support):** $446689018.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NY4, C.4 - ISIN: US3130B8NY44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222363789.21
- **C.18.a - Value (excl. sponsor support):** $222363789.21
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KF0, C.4 - ISIN: US3130B7KF09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445617967.58
- **C.18.a - Value (excl. sponsor support):** $445617967.58
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8LF7, C.4 - ISIN: US3130B8LF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $287477894.05
- **C.18.a - Value (excl. sponsor support):** $287477894.05
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-17
- **C.13 - Final Legal Maturity Date:** 2027-05-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87L0, C.4 - ISIN: US3130B87L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88597688.43
- **C.18.a - Value (excl. sponsor support):** $88597688.43
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399966788.00
- **C.18.a - Value (excl. sponsor support):** $399966788.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QE5, C.4 - ISIN: US3130B8QE52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223477450.09
- **C.18.a - Value (excl. sponsor support):** $223477450.09
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F64, C.4 - ISIN: US3130B8F643, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444389525.49
- **C.18.a - Value (excl. sponsor support):** $444389525.49
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EX6, C.4 - ISIN: US3130B8EX61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222216122.26
- **C.18.a - Value (excl. sponsor support):** $222216122.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7XL3, C.4 - ISIN: US3130B7XL30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $320834298.95
- **C.18.a - Value (excl. sponsor support):** $320834298.95
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $418533323.56
- **C.18.a - Value (excl. sponsor support):** $418533323.56
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $344764053.72
- **C.18.a - Value (excl. sponsor support):** $344764053.72
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $266692735.09
- **C.18.a - Value (excl. sponsor support):** $266692735.09
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $669579048.84
- **C.18.a - Value (excl. sponsor support):** $669579048.84
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $542544773.26
- **C.18.a - Value (excl. sponsor support):** $542544773.26
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $571069472.99
- **C.18.a - Value (excl. sponsor support):** $571069472.99
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $427842773.78
- **C.18.a - Value (excl. sponsor support):** $427842773.78
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: BYDWSJNH7
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $1664451100.00     | $1500291697.48     | U.S. Treasuries (including strips) |

### Security 113: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMD7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | N/A     | $23600000.00       | $22396041.33       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $8452800.00        | $7992731.00        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $22538000.00       | $22197865.81       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $200.00            | $189.93            | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $3200.00           | $1601.55           | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | N/A     | $64607000.00       | $61058524.42       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $300.00            | $167.77            | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | N/A     | $7577000.00        | $7532323.59        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | N/A     | $214830000.00      | $159437183.58      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $9581000.00        | $6422446.10        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | N/A     | $8340000.00        | $5332708.59        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | N/A     | $461600.00         | $357947.02         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | N/A     | $26000.00          | $26006.85          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | N/A     | $7767600.00        | $5492052.96        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $400.00            | $379.44            | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $15599800.00       | $9115555.93        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | N/A     | $100.00            | $99.79             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $413605000.00      | $417123466.90      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | N/A     | $2731900.00        | $2755818.02        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | N/A     | $50000000.00       | $50307361.26       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $81699900.00       | $82570096.86       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | N/A     | $102862800.00      | $104191724.86      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | N/A     | $206100.00         | $196786.80         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | N/A     | $5506600.00        | $5363783.86        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | N/A     | $100000000.00      | $102230500.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | N/A     | $1084000.00        | $1126433.40        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | N/A     | $49325500.00       | $50547243.31       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | N/A     | $4782500.00        | $4333560.75        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $1475000.00        | $1518206.92        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $200.00            | $205.29            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | N/A     | $264000000.00      | $269005453.05      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $338000000.00      | $347171279.00      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $400.00            | $396.35            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | N/A     | $22930000.00       | $23337068.35       | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | N/A     | $8278800.00        | $8553012.48        | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | N/A     | $28300000.00       | $28989258.80       | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | N/A     | $177351000.00      | $182702998.24      | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | N/A     | $10000.00          | $10242.35          | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $14000000.00       | $14341374.46       | U.S. Treasuries (including strips) |
| BILL 01/22/26    | 2026-01-22      | 0.0000%  | N/A     | $2216600.00        | $2212231.08        | U.S. Treasuries (including strips) |
| BILL 11/27/26    | 2026-11-27      | 0.0000%  | N/A     | $23200000.00       | $22487899.20       | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26 | 2026-01-31      | 3.8471%  | N/A     | $1000.00           | $1006.84           | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.7841%  | N/A     | $11476700.00       | $11557869.72       | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 3.8071%  | N/A     | $900.00            | $906.78            | U.S. Treasuries (including strips) |

### Security 114: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMG0
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $400.00            | $351.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $8136000.00        | $7672187.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | N/A     | $186400.00         | $183523.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7841%  | N/A     | $11663900.00       | $11746393.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $100403000.00      | $102306645.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $50000000.00       | $48127827.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $100.00            | $70.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $91609800.00       | $90945298.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $18000000.00       | $17624497.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $97050000.00       | $80043418.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $21088200.00       | $19522749.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | N/A     | $500.00            | $513.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | N/A     | $14200000.00       | $14333609.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $50000000.00       | $50116000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $314911000.00      | $307485723.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $15566000.00       | $14862607.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $3836100.00        | $3476000.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $479000.00         | $399846.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.7921%  | N/A     | $19048000.00       | $19191028.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $2332000.00        | $2158668.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $999900.00         | $899729.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $205338000.00      | $206804663.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | N/A     | $38908000.00       | $35274033.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $1187300.00        | $1157434.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $366200.00         | $374360.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $392930000.00      | $396272588.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $25663000.00       | $19718037.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $581810400.00      | $572306302.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | N/A     | $107173600.00      | $59934434.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | N/A     | $5094400.00        | $5066594.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $54920200.00       | $56257805.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $162000.00         | $169249.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $100.00            | $67.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $27000000.00       | $27245781.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | N/A     | $475000.00         | $476660.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $2612000.00        | $2819386.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | N/A     | $100000.00         | $101784.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $200000000.00      | $199991758.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | N/A     | $622100.00         | $637176.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $19702000.00       | $20136508.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | N/A     | $3389900.00        | $3433695.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $24440000.00       | $24193017.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $100.00            | $88.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $400.00            | $396.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $172684900.00      | $175246680.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | N/A     | $400.00            | $402.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | N/A     | $6500000.00        | $6166313.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $1600.00           | $1610.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $200.00            | $152.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | N/A     | $13631100.00       | $13726341.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $4989600.00        | $3620759.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $1200.00           | $911.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $39951200.00       | $30055048.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $5962100.00        | $6075780.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $400.00            | $333.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $11657100.00       | $9134996.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $500.00            | $555.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $26607500.00       | $17397160.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | N/A     | $1571500.00        | $1564598.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $889900.00         | $850184.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | N/A     | $6050000.00        | $6093377.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $770800.00         | $777199.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $298582000.00      | $282737746.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $52397700.00       | $51702002.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $383000.00         | $378508.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | N/A     | $44479000.00       | $44766191.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | N/A     | $1110200.00        | $1145754.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $6291700.00        | $6316910.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8071%  | N/A     | $200.00            | $201.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | N/A     | $50000000.00       | $51172656.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $67993100.00       | $69701000.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $278500.00         | $280212.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $400800.00         | $200593.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $50000000.00       | $47286623.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $100.00            | $61.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $100.00            | $80.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | N/A     | $923600.00         | $900780.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $61327000.00       | $60876434.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | N/A     | $66393600.00       | $66831985.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $1136434000.00     | $1148851015.07     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $100.00            | $70.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $100.00            | $72.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $4034600.00        | $4083951.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $93438500.00       | $53246700.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $5403400.00        | $5339234.38        | U.S. Treasuries (including strips) |

### Security 115: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMF2
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $2364255200.00     | $2437994882.85     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $1615861000.00     | $1642005139.97     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMV7
- **C.18 - Value (incl. sponsor support):** $3750000000.00
- **C.18.a - Value (excl. sponsor support):** $3750000000.00
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | N/A     | $1183.00           | $252.78            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q12415 G | 2042-11-01      | 3.5000%  | N/A     | $31704232.00       | $5654389.82        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q35744 G | 2045-09-01      | 3.5000%  | N/A     | $25657676.00       | $4336004.41        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q41962 G | 2046-07-01      | 3.5000%  | N/A     | $1000.00           | $181.84            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U80320 G | 2033-04-01      | 3.5000%  | N/A     | $1123636.00        | $274590.95         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q02918 G | 2041-08-01      | 4.0000%  | N/A     | $1000.00           | $99.44             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q06568 G | 2042-03-01      | 4.0000%  | N/A     | $1000.00           | $193.15            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q11599 G | 2042-10-01      | 4.0000%  | N/A     | $1000.00           | $121.44            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17953 G | 2043-05-01      | 4.0000%  | N/A     | $1000.00           | $209.23            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q44618 G | 2046-11-01      | 4.0000%  | N/A     | $1000.00           | $257.46            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48209 G | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $315.50            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q53147 G | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $323.33            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62228 G | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $119.06            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63397 G | 2049-05-01      | 4.0000%  | N/A     | $1000.00           | $368.32            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63950 G | 2049-06-01      | 4.0000%  | N/A     | $3971388.00        | $1392793.09        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81252 G | 2044-07-01      | 4.0000%  | N/A     | $1000.00           | $105.97            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81353 G | 2044-09-01      | 4.0000%  | N/A     | $27895168.00       | $5613021.06        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q24959 G | 2044-02-01      | 4.5000%  | N/A     | $16684096.00       | $1328764.12        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q34969 G | 2045-07-01      | 4.5000%  | N/A     | $1008.00           | $192.24            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC V84386 G | 2048-06-01      | 4.5000%  | N/A     | $149996800.00      | $19762231.71       | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58465 G | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $298.75            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59889 G | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $198.48            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61698 G | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $351.48            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61703 G | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $339.44            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61942 G | 2049-02-01      | 5.0000%  | N/A     | $1007.00           | $213.71            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q62923 G | 2049-04-01      | 5.0000%  | N/A     | $1000.00           | $97.18             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90953 G | 2040-02-01      | 5.5000%  | N/A     | $21868.00          | $821.70            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G04303 G | 2038-04-01      | 6.0000%  | N/A     | $140149303.00      | $1587537.11        | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G04876 G | 2038-10-01      | 7.0000%  | N/A     | $81737.00          | $847.76            | Agency Mortgage-Backed Securities  |
| 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | N/A     | $8602700.00        | $8673776.83        | U.S. Treasuries (including strips) |
| FEPC 02.000 CLQD1254 | 2051-11-01      | 2.0000%  | N/A     | $229000.00         | $148789.48         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD8143 | 2052-03-01      | 2.0000%  | N/A     | $1360958.00        | $872629.99         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6694 | 2052-01-01      | 2.0000%  | N/A     | $3004361.00        | $1928803.27        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | N/A     | $57316640.00       | $37464062.17       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | N/A     | $1024.00           | $528.76            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $601.02            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD5254 | 2052-01-01      | 2.5000%  | N/A     | $3405843.00        | $2161784.99        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4142 | 2050-12-01      | 2.5000%  | N/A     | $2700000.00        | $1390924.59        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6709 | 2052-02-01      | 2.5000%  | N/A     | $3548000.00        | $2317301.89        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2106 | 2051-05-25      | 2.5000%  | N/A     | $1708000.00        | $1303060.00        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD1893 | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $618.17            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD3323 | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $587.11            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK1518 | 2042-05-01      | 3.0000%  | N/A     | $2000000.00        | $1378771.08        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA4805 | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $456.37            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $456.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7749 | 2052-08-01      | 3.5000%  | N/A     | $1017784.00        | $802295.71         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4577 | 2044-08-01      | 3.5000%  | N/A     | $1000.00           | $75.71             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 ZLZT2387 | 2046-06-01      | 3.5000%  | N/A     | $1024.00           | $750.55            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0624 | 2043-02-01      | 4.0000%  | N/A     | $1000.00           | $253.97            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3306 | 2052-06-01      | 4.0000%  | N/A     | $2282989.00        | $1747379.51        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7301 | 2052-05-01      | 4.0000%  | N/A     | $1415056.00        | $1066205.07        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7553 | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $723.51            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0296 | 2050-03-01      | 4.0000%  | N/A     | $4168622.00        | $836819.43         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  | N/A     | $1022.00           | $254.19            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF8711 | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $937.62            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQI4185 | 2054-04-01      | 4.5000%  | N/A     | $1001.00           | $832.42            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ5870 | 2054-10-01      | 4.5000%  | N/A     | $2899147.00        | $2681578.49        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ7696 | 2054-11-01      | 4.5000%  | N/A     | $2998000.00        | $2782443.50        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0984 | 2052-04-01      | 4.5000%  | N/A     | $19565280.00       | $8718878.56        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | N/A     | $1010.00           | $771.84            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3155 | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $155.72            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4366 | 2047-10-01      | 4.5000%  | N/A     | $1000.00           | $431.10            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5455 | 2048-01-01      | 4.5000%  | N/A     | $1000.00           | $327.10            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7203 | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $270.83            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7272 | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $216.57            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3156 | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $228.89            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3962 | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $423.01            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5961 | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $249.78            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  | N/A     | $1024.00           | $237.62            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO1530 | 2038-08-01      | 5.0000%  | N/A     | $2000.00           | $1269.46           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4174 | 2040-09-01      | 5.0000%  | N/A     | $1061302.00        | $1067905.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5818 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $796.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8965 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $833.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $531.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0006 | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1040.52           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $841.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0702 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $571.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1403 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $826.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF9002 | 2053-03-01      | 5.0000%  | N/A     | $1008.00           | $955.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH1454 | 2053-09-01      | 5.0000%  | N/A     | $1303848.00        | $1039481.29        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2146 | 2053-10-01      | 5.0000%  | N/A     | $34721792.00       | $28692079.79       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9420 | 2053-07-01      | 5.0000%  | N/A     | $18493664.00       | $17426963.15       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1741 | 2052-10-01      | 5.0000%  | N/A     | $187996.00         | $145726.57         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  | N/A     | $18992724.00       | $14823484.13       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5864 | 2054-06-01      | 5.0000%  | N/A     | $7501572.00        | $6807417.09        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7251 | 2054-12-01      | 5.0000%  | N/A     | $1867591.00        | $1801976.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF3482 | 2052-11-01      | 5.5000%  | N/A     | $5614982.00        | $4176057.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7227 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $724.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $470.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7345 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $690.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $982.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG4556 | 2053-06-01      | 5.5000%  | N/A     | $2474404.00        | $1941923.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6598 | 2053-07-01      | 5.5000%  | N/A     | $731536.00         | $511035.05         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7367 | 2053-07-01      | 5.5000%  | N/A     | $1452384.00        | $1192387.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG9197 | 2053-08-01      | 5.5000%  | N/A     | $2537920.00        | $2310903.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH2236 | 2053-09-01      | 5.5000%  | N/A     | $3548156.00        | $3026391.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $758.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI4601 | 2054-05-01      | 5.5000%  | N/A     | $1008.00           | $809.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI6398 | 2054-06-01      | 5.5000%  | N/A     | $1019.00           | $914.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7033 | 2054-06-01      | 5.5000%  | N/A     | $530464.00         | $524121.11         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4811 | 2054-09-01      | 5.5000%  | N/A     | $3744208.00        | $3745672.36        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ9060 | 2054-11-01      | 5.5000%  | N/A     | $2936047.00        | $2508358.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7179 | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1021.37           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9275 | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $826.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9798 | 2053-09-01      | 5.5000%  | N/A     | $2000000.00        | $1642470.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6586 | 2054-11-01      | 5.5000%  | N/A     | $14704076.00       | $12697168.82       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  | N/A     | $27082185.00       | $20716793.33       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | N/A     | $2024.00           | $1927.38           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTQK1737 | 2045-05-01      | 5.5000%  | N/A     | $2608574.00        | $2629883.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB5375 | 2045-11-01      | 5.5000%  | N/A     | $1599618.00        | $1619432.13        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF2323 | 2052-10-01      | 6.0000%  | N/A     | $1031110.00        | $1026387.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5452 | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $652.07            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  | N/A     | $1008.00           | $847.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1644 | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $624.38            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2927 | 2053-05-01      | 6.0000%  | N/A     | $2923416.00        | $2242908.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG3683 | 2053-05-01      | 6.0000%  | N/A     | $1175050.00        | $945910.34         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4311 | 2053-06-01      | 6.0000%  | N/A     | $2231889.00        | $2161427.97        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4946 | 2053-06-01      | 6.0000%  | N/A     | $2736107.00        | $1975756.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG7812 | 2053-07-01      | 6.0000%  | N/A     | $1629885.00        | $1468786.99        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9087 | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $775.24            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI7565 | 2054-06-01      | 6.0000%  | N/A     | $1009.00           | $856.08            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $1020.45           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1395 | 2054-07-01      | 6.0000%  | N/A     | $2167401.00        | $1571344.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2566 | 2054-09-01      | 6.0000%  | N/A     | $2000.00           | $1659.57           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ8029 | 2054-11-01      | 6.0000%  | N/A     | $2554007.00        | $2304720.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ9309 | 2054-11-01      | 6.0000%  | N/A     | $1668100.00        | $1702282.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9852 | 2053-09-01      | 6.0000%  | N/A     | $174362835.00      | $142445954.88      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  | N/A     | $27964817.00       | $24014153.71       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  | N/A     | $1008.00           | $878.01            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $997.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $907.78            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | N/A     | $3834768.00        | $3335610.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF5824 | 2052-12-01      | 6.5000%  | N/A     | $1527383.00        | $1352913.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF6337 | 2053-01-01      | 6.5000%  | N/A     | $1000.00           | $777.91            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  | N/A     | $1401.00           | $559.37            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  | N/A     | $1000.00           | $547.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG5615 | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $753.94            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7427 | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $515.36            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH6848 | 2053-12-01      | 6.5000%  | N/A     | $1769136.00        | $1723984.68        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI0015 | 2054-02-01      | 6.5000%  | N/A     | $440388.00         | $369525.22         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9548 | 2054-07-01      | 6.5000%  | N/A     | $4014528.00        | $2361088.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ7707 | 2054-10-01      | 6.5000%  | N/A     | $2570624.00        | $1957904.49        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9672 | 2053-08-01      | 6.5000%  | N/A     | $1024.00           | $823.23            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5139 | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $690.00            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI7762 | 2037-11-01      | 6.5000%  | N/A     | $1000.00           | $61.32             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQF5188 | 2053-01-01      | 7.0000%  | N/A     | $4000000.00        | $2225640.84        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI3288 | 2054-04-01      | 7.0000%  | N/A     | $1898085.00        | $1990912.60        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI9377 | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $962.46            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4928 | 2054-01-01      | 7.0000%  | N/A     | $21054160.00       | $14829279.34       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  | N/A     | $1024.00           | $440.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP7525 | 2050-11-01      | 2.0000%  | N/A     | $337578496.00      | $180593870.09      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ4491 | 2051-02-01      | 2.0000%  | N/A     | $2805988.00        | $1636581.93        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ7745 | 2051-03-01      | 2.0000%  | N/A     | $4061000.00        | $2272359.41        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR6617 | 2051-03-01      | 2.0000%  | N/A     | $2395000.00        | $1359536.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6633 | 2050-08-01      | 2.0000%  | N/A     | $7436861.00        | $3604636.16        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6810 | 2050-08-01      | 2.0000%  | N/A     | $2454319.00        | $1186598.86        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6907 | 2050-09-01      | 2.0000%  | N/A     | $351732423.00      | $173983925.38      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  | N/A     | $7361536.00        | $3617447.32        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  | N/A     | $64383706.00       | $30702458.00       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6984 | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $516.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  | N/A     | $3134784.00        | $1553552.73        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | N/A     | $94548826.00       | $47494690.58       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  | N/A     | $4393800.00        | $2218145.90        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $520.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7281 | 2050-10-01      | 2.0000%  | N/A     | $46011051.00       | $25417148.89       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7282 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $553.86            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | N/A     | $19017039.00       | $9615169.14        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7329 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $551.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7330 | 2050-10-01      | 2.0000%  | N/A     | $251458188.00      | $137156307.90      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7331 | 2050-10-01      | 2.0000%  | N/A     | $22623630.00       | $11433448.65       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  | N/A     | $1026.00           | $525.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7346 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $577.71            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7350 | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $535.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7450 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $550.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  | N/A     | $4975849.00        | $2735584.21        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7559 | 2050-11-01      | 2.0000%  | N/A     | $2088285.00        | $1106827.55        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7563 | 2050-11-01      | 2.0000%  | N/A     | $508935.00         | $272206.83         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7979 | 2050-12-01      | 2.0000%  | N/A     | $27498235.00       | $14652459.11       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7983 | 2050-12-01      | 2.0000%  | N/A     | $332251494.00      | $179454269.91      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  | N/A     | $23344072.00       | $13092817.92       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8017 | 2050-12-01      | 2.0000%  | N/A     | $50008384.00       | $28368534.43       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8032 | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $551.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8056 | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $548.50            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8059 | 2050-12-01      | 2.0000%  | N/A     | $55024640.00       | $34203200.44       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8063 | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $575.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8725 | 2051-02-01      | 2.0000%  | N/A     | $1120.00           | $588.86            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  | N/A     | $4355000.00        | $2513324.31        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0502 | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $593.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTBP6566 | 2040-08-01      | 2.0000%  | N/A     | $1024.00           | $466.76            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB2980 | 2037-03-01      | 2.5000%  | N/A     | $2601430.00        | $1365280.52        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | N/A     | $110559.00         | $70279.31          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050 | 2050-03-01      | 2.5000%  | N/A     | $1000.00           | $231.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT0226 | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $637.55            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  | N/A     | $2723772.00        | $1816296.13        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $448.40            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  | N/A     | $7938413.00        | $3196900.07        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6572 | 2050-08-01      | 2.5000%  | N/A     | $6393486.00        | $2593105.71        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6800 | 2050-08-01      | 2.5000%  | N/A     | $1074.00           | $444.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6910 | 2050-09-01      | 2.5000%  | N/A     | $52256960.00       | $26528179.38       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6919 | 2050-09-01      | 2.5000%  | N/A     | $31414211.00       | $14894936.27       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  | N/A     | $24124.00          | $12104.40          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7234 | 2050-10-01      | 2.5000%  | N/A     | $1024.00           | $425.79            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7357 | 2050-10-01      | 2.5000%  | N/A     | $1024.00           | $532.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7359 | 2050-10-01      | 2.5000%  | N/A     | $55103232.00       | $28837196.25       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1131 | 2051-07-01      | 2.5000%  | N/A     | $285835.00         | $168554.52         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  | N/A     | $2490649.00        | $1607372.57        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2637 | 2052-01-01      | 2.5000%  | N/A     | $693000.00         | $441646.49         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 GLBM7363 | 2050-11-01      | 2.5000%  | N/A     | $1024.00           | $741.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA4267 | 2034-09-01      | 3.0000%  | N/A     | $1000.00           | $105.40            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5065 | 2035-01-01      | 3.0000%  | N/A     | $2178992.00        | $663354.05         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA8374 | 2035-12-01      | 3.0000%  | N/A     | $1000.00           | $458.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ4616 | 2042-11-01      | 3.0000%  | N/A     | $1998.00           | $130.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS6931 | 2046-04-01      | 3.0000%  | N/A     | $2048.00           | $251.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7233 | 2046-05-01      | 3.0000%  | N/A     | $1024.00           | $123.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7737 | 2046-08-01      | 3.0000%  | N/A     | $43823576.00       | $4833050.78        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8000 | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $267.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | N/A     | $1024.00           | $211.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAU1624 | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $231.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY7018 | 2045-04-01      | 3.0000%  | N/A     | $1024.00           | $141.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $106.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE0881 | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $197.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | N/A     | $1024.00           | $362.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  | N/A     | $1024.00           | $633.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2616 | 2052-07-01      | 3.0000%  | N/A     | $56000.00          | $38087.18          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  | N/A     | $4050510.00        | $1343523.94        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA5317 | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $239.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3308 | 2047-04-01      | 3.0000%  | N/A     | $36572096.00       | $24988326.08       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1176 | 2050-02-01      | 3.0000%  | N/A     | $1008.00           | $862.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2896 | 2050-03-01      | 3.0000%  | N/A     | $794097.00         | $709194.21         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR8635 | 2043-03-01      | 3.0000%  | N/A     | $1024.00           | $206.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTBV9849 | 2042-05-01      | 3.0000%  | N/A     | $1367796.00        | $899171.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CVAT6276 | 2028-06-01      | 3.0000%  | N/A     | $9661567.00        | $401059.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 R3BF0554 | 2050-05-01      | 3.0000%  | N/A     | $15989064.00       | $6863559.19        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | N/A     | $1000.00           | $201.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7908 | 2045-12-01      | 3.5000%  | N/A     | $1024.00           | $176.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ7190 | 2043-07-01      | 3.5000%  | N/A     | $7014256.00        | $1408441.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR3198 | 2043-03-01      | 3.5000%  | N/A     | $1000.00           | $171.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4344 | 2045-01-01      | 3.5000%  | N/A     | $6000.00           | $614.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4525 | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $204.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4629 | 2045-03-01      | 3.5000%  | N/A     | $101969317.00      | $8912549.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4651 | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $96.97             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4984 | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $217.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5525 | 2045-07-01      | 3.5000%  | N/A     | $2048.00           | $197.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5761 | 2045-09-01      | 3.5000%  | N/A     | $2000.00           | $456.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5771 | 2045-09-01      | 3.5000%  | N/A     | $2304.00           | $216.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5911 | 2045-10-01      | 3.5000%  | N/A     | $1024.00           | $114.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5997 | 2045-10-01      | 3.5000%  | N/A     | $2048.00           | $307.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6519 | 2046-01-01      | 3.5000%  | N/A     | $1024.00           | $72.84             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7385 | 2046-06-01      | 3.5000%  | N/A     | $1023.00           | $286.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9797 | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $211.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9940 | 2047-07-01      | 3.5000%  | N/A     | $1024.00           | $240.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT5902 | 2043-06-01      | 3.5000%  | N/A     | $1120.00           | $196.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX7560 | 2045-01-01      | 3.5000%  | N/A     | $1280.00           | $127.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2683 | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $219.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $249.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ6610 | 2045-12-01      | 3.5000%  | N/A     | $27399840.00       | $7930305.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | N/A     | $1024.00           | $155.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ2383 | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $422.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | N/A     | $202037785.00      | $27601731.40       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  | N/A     | $1024.00           | $303.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  | N/A     | $37018225.00       | $10743989.93       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $240.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO6102 | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $181.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8803 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $418.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1131 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $357.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9891 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $708.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0316 | 2047-09-01      | 3.5000%  | N/A     | $1023.00           | $112.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0317 | 2047-09-01      | 3.5000%  | N/A     | $200055041.00      | $29719265.96       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  | N/A     | $1024.00           | $124.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3470 | 2049-05-01      | 3.5000%  | N/A     | $15895000.00       | $2783005.11        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3858 | 2049-07-01      | 3.5000%  | N/A     | $603000.00         | $123291.21         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1155 | 2051-07-01      | 3.5000%  | N/A     | $13426984.00       | $8004403.25        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3372 | 2052-04-01      | 3.5000%  | N/A     | $2113983.00        | $1642166.46        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1946 | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $896.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA2581 | 2052-05-01      | 3.5000%  | N/A     | $2140.00           | $1956.12           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $163.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAH3583 | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $40.77             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $182.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR9367 | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $123.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | N/A     | $2000.00           | $214.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  | N/A     | $1008.00           | $138.23            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAY1242 | 2045-01-01      | 4.0000%  | N/A     | $1000.00           | $180.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0358 | 2047-04-01      | 4.0000%  | N/A     | $1000.00           | $192.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ7216 | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $164.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4341 | 2048-02-01      | 4.0000%  | N/A     | $1024.00           | $302.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN1207 | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $263.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN6691 | 2049-06-01      | 4.0000%  | N/A     | $125000.00         | $26179.67          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $438.22            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0922 | 2052-06-01      | 4.0000%  | N/A     | $3035612.00        | $2325215.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1463 | 2052-06-01      | 4.0000%  | N/A     | $134980.00         | $99015.05          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0124 | 2047-08-01      | 4.0000%  | N/A     | $1023.00           | $197.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $107.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0864 | 2047-12-01      | 4.0000%  | N/A     | $54137471.00       | $15114440.91       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1015 | 2048-01-01      | 4.0000%  | N/A     | $2086029.00        | $298791.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA5513 | 2050-04-01      | 4.0000%  | N/A     | $1024.00           | $341.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3184 | 2052-03-01      | 4.0000%  | N/A     | $406673.00         | $232846.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | N/A     | $10806464.00       | $7784899.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3623 | 2052-05-01      | 4.0000%  | N/A     | $27440840.00       | $19901190.21       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  | N/A     | $3710105.00        | $2684138.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  | N/A     | $1024.00           | $786.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | N/A     | $16753591.00       | $12249881.45       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4809 | 2052-10-01      | 4.0000%  | N/A     | $1024.00           | $797.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  | N/A     | $1001.00           | $817.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDF1511 | 2055-10-01      | 4.0000%  | N/A     | $797349.00         | $758853.36         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | N/A     | $1000.00           | $138.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRBM7223 | 2046-05-01      | 4.0000%  | N/A     | $1076.00           | $778.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I3BF0155 | 2046-10-01      | 4.0000%  | N/A     | $68249728.00       | $17232992.04       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U3BF0193 | 2041-04-01      | 4.0000%  | N/A     | $1000.00           | $203.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U3BF0198 | 2040-11-01      | 4.0000%  | N/A     | $4185000.00        | $794066.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.490 CA837400 | 2035-08-01      | 4.4900%  | N/A     | $1094000.00        | $43540.44          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICA3162 | 2034-02-01      | 4.5000%  | N/A     | $2000.00           | $227.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7232 | 2041-07-01      | 4.5000%  | N/A     | $1000.00           | $37.17             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3601 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $217.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4277 | 2047-04-01      | 4.5000%  | N/A     | $1000.00           | $285.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4281 | 2047-06-01      | 4.5000%  | N/A     | $1001.00           | $414.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4628 | 2047-06-01      | 4.5000%  | N/A     | $1000.00           | $382.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5262 | 2048-05-01      | 4.5000%  | N/A     | $439183.00         | $96369.31          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $551.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8841 | 2048-08-01      | 4.5000%  | N/A     | $1023.00           | $189.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4747 | 2048-10-01      | 4.5000%  | N/A     | $1001.00           | $174.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5429 | 2049-01-01      | 4.5000%  | N/A     | $1024.00           | $194.59            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $416.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2985 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $285.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $476.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $221.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1291 | 2052-10-01      | 4.5000%  | N/A     | $230192129.00      | $180608594.94      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | N/A     | $35883120.00       | $28112037.37       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $679.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5851 | 2052-09-01      | 4.5000%  | N/A     | $18781149.00       | $14083521.05       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW6028 | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $892.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7312 | 2052-08-01      | 4.5000%  | N/A     | $2068672.00        | $1485955.95        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $634.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8521 | 2052-10-01      | 4.5000%  | N/A     | $18394944.00       | $12307451.48       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  | N/A     | $1268978.00        | $1190492.70        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY2930 | 2053-06-01      | 4.5000%  | N/A     | $825168.00         | $762543.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2199 | 2048-08-01      | 4.5000%  | N/A     | $726000.00         | $131062.16         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2310 | 2048-09-01      | 4.5000%  | N/A     | $5222614.00        | $1574476.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2639 | 2048-11-01      | 4.5000%  | N/A     | $24116615.00       | $3860865.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3679 | 2049-06-01      | 4.5000%  | N/A     | $174000.00         | $41748.71          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  | N/A     | $1370557.00        | $1002280.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | N/A     | $57402038.00       | $46967556.06       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $806.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | N/A     | $509224.00         | $398836.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5598 | 2053-02-01      | 4.5000%  | N/A     | $15755289.00       | $12181950.89       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886 | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $747.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6008 | 2053-04-01      | 4.5000%  | N/A     | $17622440.00       | $14925253.96       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6718 | 2053-07-01      | 4.5000%  | N/A     | $28458360.00       | $25509983.45       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | N/A     | $6285000.00        | $5653233.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9074 | 2054-08-01      | 4.5000%  | N/A     | $1024.00           | $949.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4323 | 2054-05-01      | 4.5000%  | N/A     | $1070118.00        | $904896.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 ZK310191 | 2041-05-01      | 4.5000%  | N/A     | $1000.00           | $159.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN0714 | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $653.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7887 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $764.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7892 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $893.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0790 | 2052-09-01      | 5.0000%  | N/A     | $6444143.00        | $4720075.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $851.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5991 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $793.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6139 | 2052-08-01      | 5.0000%  | N/A     | $2457217.00        | $1977291.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6196 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $737.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6356 | 2052-08-01      | 5.0000%  | N/A     | $3486900.00        | $1649076.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6421 | 2052-08-01      | 5.0000%  | N/A     | $2615516.00        | $2069228.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6996 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $271.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7776 | 2052-09-01      | 5.0000%  | N/A     | $1002.00           | $710.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7943 | 2052-08-01      | 5.0000%  | N/A     | $2639484.00        | $1996135.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8076 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $959.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8751 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $739.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8819 | 2052-09-01      | 5.0000%  | N/A     | $2674070.00        | $1432398.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  | N/A     | $4885120.00        | $4131754.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  | N/A     | $1226288.00        | $895008.56         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9931 | 2052-09-01      | 5.0000%  | N/A     | $11001.00          | $6590.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9961 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $726.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0475 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $676.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1111 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $733.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1347 | 2052-11-01      | 5.0000%  | N/A     | $2288400.00        | $1929553.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2320 | 2052-12-01      | 5.0000%  | N/A     | $505000.00         | $448664.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4106 | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $820.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4137 | 2052-12-01      | 5.0000%  | N/A     | $1024.00           | $772.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0184 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $699.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY1373 | 2053-10-01      | 5.0000%  | N/A     | $8380750.00        | $7274798.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3392 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $801.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  | N/A     | $1691546.00        | $1411085.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $879.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $735.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | N/A     | $2008.00           | $1444.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | N/A     | $37917.00          | $29781.04          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | N/A     | $5540496.00        | $4411809.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4812 | 2052-10-01      | 5.0000%  | N/A     | $250059636.00      | $185867271.67      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | N/A     | $32710300.00       | $27752512.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6246 | 2053-05-01      | 5.0000%  | N/A     | $1040.00           | $802.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  | N/A     | $1544.00           | $1224.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6599 | 2053-04-01      | 5.0000%  | N/A     | $523754.00         | $434952.33         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6628 | 2053-06-01      | 5.0000%  | N/A     | $1024.00           | $868.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | N/A     | $27647930.00       | $24440067.82       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | N/A     | $34495560.00       | $29350855.54       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7472 | 2053-11-01      | 5.0000%  | N/A     | $14043979.00       | $13521019.47       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  | N/A     | $8078040.00        | $6849076.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9777 | 2055-01-01      | 5.0000%  | N/A     | $1685768.00        | $1600278.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  | N/A     | $31641285.00       | $29967379.13       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  | N/A     | $1024.00           | $977.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB3033 | 2054-05-01      | 5.0000%  | N/A     | $1003.00           | $873.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4442 | 2054-11-01      | 5.0000%  | N/A     | $2452741.00        | $2229515.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5581 | 2054-11-01      | 5.0000%  | N/A     | $7334896.00        | $5974476.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6385 | 2054-11-01      | 5.0000%  | N/A     | $6047822.00        | $5591157.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC9289 | 2054-12-01      | 5.0000%  | N/A     | $1573364.00        | $1471645.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD4043 | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $1002.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD9440 | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $967.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1004 | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $912.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1295 | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $1008.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF0005 | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1001.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3096 | 2055-11-01      | 5.0000%  | N/A     | $1002.00           | $1007.38           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4404 | 2055-11-01      | 5.0000%  | N/A     | $922530.00         | $930556.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5407 | 2055-11-01      | 5.0000%  | N/A     | $2121390.00        | $2129128.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $899.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  | N/A     | $1998.00           | $13.69             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL779661 | 2034-07-01      | 5.5000%  | N/A     | $8483669.00        | $93434.81          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBN5069 | 2049-02-01      | 5.5000%  | N/A     | $1008.00           | $17.08             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4051 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $895.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0427 | 2052-11-01      | 5.5000%  | N/A     | $4341418.00        | $3382757.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2837 | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $496.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5440 | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $778.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7634 | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $833.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $542.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  | N/A     | $1032.00           | $666.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4031 | 2053-06-01      | 5.5000%  | N/A     | $2696300.00        | $1818354.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY5097 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $728.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $817.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6917 | 2053-08-01      | 5.5000%  | N/A     | $1528.00           | $1511.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7228 | 2053-07-01      | 5.5000%  | N/A     | $111226752.00      | $94927377.32       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  | N/A     | $1024.00           | $717.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $755.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4845 | 2052-10-01      | 5.5000%  | N/A     | $1120.00           | $973.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4846 | 2052-09-01      | 5.5000%  | N/A     | $2097996.00        | $1801619.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4847 | 2052-10-01      | 5.5000%  | N/A     | $166000.00         | $123511.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4912 | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $789.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5027 | 2052-11-01      | 5.5000%  | N/A     | $934270.00         | $727140.61         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  | N/A     | $39519607.00       | $30541731.44       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | N/A     | $2000.00           | $1439.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5464 | 2053-01-01      | 5.5000%  | N/A     | $1008.00           | $860.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5583 | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $719.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | N/A     | $1104.00           | $927.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  | N/A     | $2152.00           | $1855.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  | N/A     | $1056.00           | $846.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | N/A     | $2024.00           | $1796.39           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6187 | 2053-05-01      | 5.5000%  | N/A     | $1040.00           | $853.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  | N/A     | $55372736.00       | $45562399.35       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  | N/A     | $32765870.00       | $27869240.80       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6637 | 2053-06-01      | 5.5000%  | N/A     | $308992.00         | $260204.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6696 | 2053-07-01      | 5.5000%  | N/A     | $32153440.00       | $25438705.44       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  | N/A     | $1040.00           | $818.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6744 | 2053-07-01      | 5.5000%  | N/A     | $203710551.00      | $171913498.87      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  | N/A     | $12450000.00       | $11000024.27       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | N/A     | $37349672.00       | $30287588.52       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6915 | 2053-08-01      | 5.5000%  | N/A     | $28985138.00       | $24717185.27       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7021 | 2053-09-01      | 5.5000%  | N/A     | $1289098.00        | $1286123.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  | N/A     | $37892980.00       | $30273930.53       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7050 | 2053-09-01      | 5.5000%  | N/A     | $1144.00           | $931.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  | N/A     | $1040.00           | $905.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | N/A     | $2000.00           | $1772.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | N/A     | $7168.00           | $6285.79           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7778 | 2054-01-01      | 5.5000%  | N/A     | $37616102.00       | $30350312.02       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7858 | 2054-01-01      | 5.5000%  | N/A     | $27984656.00       | $24787876.71       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7905 | 2053-10-01      | 5.5000%  | N/A     | $19693953.00       | $17490557.47       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7982 | 2054-02-01      | 5.5000%  | N/A     | $811096.00         | $718289.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  | N/A     | $2249000.00        | $1915484.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | N/A     | $31459144.00       | $27648678.88       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | N/A     | $24206898.00       | $21839705.22       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8140 | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $857.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  | N/A     | $474000.00         | $420663.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | N/A     | $2032.00           | $1881.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  | N/A     | $1024.00           | $923.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | N/A     | $1028.00           | $978.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9792 | 2055-01-01      | 5.5000%  | N/A     | $27770132.00       | $26441593.73       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9794 | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $967.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA2948 | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $846.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA6051 | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $936.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0876 | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $782.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5434 | 2054-07-01      | 5.5000%  | N/A     | $1024.00           | $840.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1088 | 2054-09-01      | 5.5000%  | N/A     | $1023.00           | $923.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2618 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1021.74           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1108 | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $881.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5799 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1018.57           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6798 | 2055-05-01      | 5.5000%  | N/A     | $714944.00         | $724615.33         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7304 | 2055-06-01      | 5.5000%  | N/A     | $1956631.00        | $1848994.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2054 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1001.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6676 | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1004.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9208 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1016.23           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1081 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1028.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3962 | 2055-11-01      | 5.5000%  | N/A     | $2005316.00        | $2068360.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4820 | 2055-11-01      | 5.5000%  | N/A     | $2325908.00        | $2377222.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  | N/A     | $34005.00          | $33706.10          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTBV5974 | 2045-06-01      | 5.5000%  | N/A     | $8010.00           | $7697.80           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICB9254 | 2039-09-01      | 6.0000%  | N/A     | $2980876.00        | $2631182.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872293 | 2036-05-01      | 6.0000%  | N/A     | $1016.00           | $9.01              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | N/A     | $1794877.00        | $1229435.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV1788 | 2055-06-01      | 6.0000%  | N/A     | $8905840.00        | $7576640.29        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $608.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3845 | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $650.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4014 | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $994.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6115 | 2053-01-01      | 6.0000%  | N/A     | $20440352.00       | $11668889.89       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9232 | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $783.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $773.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3620 | 2053-06-01      | 6.0000%  | N/A     | $1121500.00        | $1142475.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4494 | 2053-08-01      | 6.0000%  | N/A     | $697317.00         | $598078.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB4926 | 2052-10-01      | 6.0000%  | N/A     | $7605079.00        | $5699313.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5150 | 2052-10-01      | 6.0000%  | N/A     | $1000.00           | $553.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | N/A     | $1024.00           | $733.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | N/A     | $2000.00           | $1512.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5314 | 2052-12-01      | 6.0000%  | N/A     | $413943.00         | $325746.37         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5476 | 2053-01-01      | 6.0000%  | N/A     | $2062.00           | $1502.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5477 | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $762.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  | N/A     | $14819904.00       | $10762948.74       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5992 | 2053-03-01      | 6.0000%  | N/A     | $2000.00           | $1482.63           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $519.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6192 | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $820.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6262 | 2053-05-01      | 6.0000%  | N/A     | $18044362.00       | $13837581.18       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $840.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $805.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6701 | 2053-07-01      | 6.0000%  | N/A     | $13466970.00       | $10520426.82       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | N/A     | $13349936.00       | $10717391.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6877 | 2053-08-01      | 6.0000%  | N/A     | $1071.00           | $945.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6920 | 2053-08-01      | 6.0000%  | N/A     | $46095824.00       | $36109250.00       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  | N/A     | $24166086.00       | $19287964.90       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $834.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | N/A     | $82652375.00       | $63736013.09       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $786.91            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | N/A     | $35358362.00       | $29377590.41       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  | N/A     | $352248.00         | $296572.49         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | N/A     | $85934730.00       | $71114075.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7498 | 2053-11-01      | 6.0000%  | N/A     | $56488833.00       | $46626926.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  | N/A     | $245022.00         | $197519.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7620 | 2053-12-01      | 6.0000%  | N/A     | $60006424.00       | $51626472.62       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7643 | 2053-12-01      | 6.0000%  | N/A     | $4232860.00        | $3418401.65        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | N/A     | $1008.00           | $854.99            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | N/A     | $8330162.00        | $7207017.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8344 | 2054-04-01      | 6.0000%  | N/A     | $8889839.00        | $7447267.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8540 | 2054-05-01      | 6.0000%  | N/A     | $1032.00           | $911.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8541 | 2054-05-01      | 6.0000%  | N/A     | $1024.00           | $917.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  | N/A     | $103106855.00      | $90023332.69       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8696 | 2054-06-01      | 6.0000%  | N/A     | $1087.00           | $982.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  | N/A     | $1024.00           | $831.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  | N/A     | $1024.00           | $981.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1520 | 2053-10-01      | 6.0000%  | N/A     | $470611.00         | $337111.60         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0392 | 2054-04-01      | 6.0000%  | N/A     | $91349952.00       | $72133140.30       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0829 | 2054-04-01      | 6.0000%  | N/A     | $1001.00           | $729.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0830 | 2054-04-01      | 6.0000%  | N/A     | $2001.00           | $1332.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1927 | 2054-09-01      | 6.0000%  | N/A     | $1008.00           | $986.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2016 | 2054-05-01      | 6.0000%  | N/A     | $1221888.00        | $940855.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5943 | 2054-06-01      | 6.0000%  | N/A     | $762848.00         | $668125.68         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7335 | 2054-07-01      | 6.0000%  | N/A     | $1008.00           | $945.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  | N/A     | $3177870.00        | $2931149.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7676 | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $818.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4593 | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $906.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC5675 | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $841.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8279 | 2055-01-01      | 6.0000%  | N/A     | $1018.00           | $967.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2293 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1037.71           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6397 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $922.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7620 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1028.01           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9506 | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1039.59           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1560 | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1036.63           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3726 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1046.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0496 | 2055-10-01      | 6.0000%  | N/A     | $1434135.00        | $1488549.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0882 | 2055-11-01      | 6.0000%  | N/A     | $1595352.00        | $1646304.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0886 | 2055-11-01      | 6.0000%  | N/A     | $1518959.00        | $1568896.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1058 | 2055-10-01      | 6.0000%  | N/A     | $1950080.00        | $2009766.91        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1469 | 2055-10-01      | 6.0000%  | N/A     | $1661300.00        | $1722328.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3066 | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1059.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6362 | 2055-12-01      | 6.0000%  | N/A     | $804953.00         | $834307.73         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1573 | 2055-03-01      | 6.0000%  | N/A     | $746240.00         | $636908.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIDB8650 | 2039-07-01      | 6.5000%  | N/A     | $2673.00           | $984.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | N/A     | $1135.00           | $6.38              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU3981 | 2053-04-01      | 6.5000%  | N/A     | $3220730.00        | $2437633.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4144 | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $789.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4311 | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $666.17            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX0215 | 2053-05-01      | 6.5000%  | N/A     | $263144.00         | $226111.92         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9911 | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $482.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9857 | 2053-10-01      | 6.5000%  | N/A     | $3095620.00        | $3205544.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  | N/A     | $4006584.00        | $3210564.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5864 | 2053-03-01      | 6.5000%  | N/A     | $5967.00           | $4114.81           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  | N/A     | $1042.00           | $732.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6547 | 2053-06-01      | 6.5000%  | N/A     | $1024.00           | $728.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  | N/A     | $2112.00           | $1614.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6886 | 2053-08-01      | 6.5000%  | N/A     | $28834523.00       | $22440087.73       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | N/A     | $12287025.00       | $10099366.94       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  | N/A     | $1047.00           | $713.17            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7144 | 2053-09-01      | 6.5000%  | N/A     | $11646963.00       | $8922884.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  | N/A     | $21961825.00       | $15579445.34       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | N/A     | $4674790.00        | $3499934.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  | N/A     | $12776900.00       | $10083412.04       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  | N/A     | $2048.00           | $1624.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7604 | 2053-12-01      | 6.5000%  | N/A     | $3203.00           | $2163.20           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  | N/A     | $3086.00           | $2335.01           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8551 | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $831.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8552 | 2054-05-01      | 6.5000%  | N/A     | $42578669.00       | $34607471.25       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8865 | 2054-07-01      | 6.5000%  | N/A     | $27206312.00       | $23905993.17       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | N/A     | $1008.00           | $861.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9834 | 2055-01-01      | 6.5000%  | N/A     | $1065.00           | $801.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1048 | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $869.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA2726 | 2053-12-01      | 6.5000%  | N/A     | $2005.00           | $784.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4711 | 2053-12-01      | 6.5000%  | N/A     | $1060294.00        | $622133.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6448 | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $1039.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB0478 | 2054-06-01      | 6.5000%  | N/A     | $2000.00           | $1896.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB3936 | 2054-06-01      | 6.5000%  | N/A     | $2001.00           | $1852.34           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6468 | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $897.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0877 | 2055-03-01      | 6.5000%  | N/A     | $1352619.00        | $1397037.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2627 | 2055-04-01      | 6.5000%  | N/A     | $2620969.00        | $2198013.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7951 | 2054-12-01      | 6.5000%  | N/A     | $2335373.00        | $1208497.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8255 | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $885.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4126 | 2055-03-01      | 6.5000%  | N/A     | $2029.00           | $1335.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4665 | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $371.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0960 | 2055-06-01      | 6.5000%  | N/A     | $9696800.00        | $9400036.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5602 | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $938.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7792 | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1043.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8607 | 2055-10-01      | 6.5000%  | N/A     | $1383.00           | $1155.92           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8613 | 2055-09-01      | 6.5000%  | N/A     | $1371000.00        | $1439176.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3797 | 2055-11-01      | 6.5000%  | N/A     | $1404560.00        | $1499383.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4592 | 2055-12-01      | 6.5000%  | N/A     | $1007.00           | $1072.83           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1857 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1016.78           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  | N/A     | $15616040.00       | $12655275.63       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8029 | 2054-02-01      | 7.0000%  | N/A     | $35534693.00       | $27263200.01       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  | N/A     | $1000.00           | $629.32            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9037 | 2054-08-01      | 7.0000%  | N/A     | $14865844.00       | $11371751.05       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  | N/A     | $1810971.00        | $1001153.59        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7463 | 2054-01-01      | 7.0000%  | N/A     | $180006.00         | $114181.80         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB0712 | 2054-04-01      | 7.0000%  | N/A     | $250776.00         | $263213.62         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB1895 | 2054-03-01      | 7.0000%  | N/A     | $246106.00         | $191414.51         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB1904 | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $1082.87           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB2963 | 2054-04-01      | 7.0000%  | N/A     | $1000.00           | $693.17            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB4196 | 2054-06-01      | 7.0000%  | N/A     | $1062297.00        | $886552.80         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB4718 | 2054-05-01      | 7.0000%  | N/A     | $1451864.00        | $902426.68         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB4719 | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $603.97            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB5630 | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $1036.92           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB5843 | 2054-05-01      | 7.0000%  | N/A     | $1124214.00        | $832189.94         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9369 | 2054-08-01      | 7.0000%  | N/A     | $376998.00         | $397113.47         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC6581 | 2054-11-01      | 7.0000%  | N/A     | $1709304.00        | $1689295.81        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD3924 | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $1061.98           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8848 | 2055-08-01      | 7.0000%  | N/A     | $2243409.00        | $2450173.45        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8888 | 2055-09-01      | 7.0000%  | N/A     | $1000.00           | $1088.11           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA8057 | 2054-01-01      | 7.5000%  | N/A     | $1241776.00        | $874433.62         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDB0560 | 2054-03-01      | 7.5000%  | N/A     | $1000.00           | $1054.08           | Agency Mortgage-Backed Securities  |

### Security 117: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDUTM3V4
- **C.18 - Value (incl. sponsor support):** $1125000000.00
- **C.18.a - Value (excl. sponsor support):** $1125000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $5371000.00        | $5423007.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $262317500.00      | $268713821.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $4332000.00        | $4396265.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | N/A     | $300.00            | $291.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $17360500.00       | $18408445.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $100.00            | $98.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $200.00            | $154.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $98201100.00       | $76954537.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $471200.00         | $475132.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $100.00            | $102.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $429958000.00      | $435702174.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $14243200.00       | $12457319.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $800.00            | $824.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $108178200.00      | $105457093.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | N/A     | $280000.00         | $279551.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $200.00            | $167.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $143865000.00      | $144443049.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $244900.00         | $240642.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $66440000.00       | $68278040.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $7601300.00        | $6269284.29        | U.S. Treasuries (including strips) |

### Security 118: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMH8
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | N/A     | $4993800.00        | $5040052.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $102036500.00      | $99469881.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $125426600.00      | $60669147.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | N/A     | $97819900.00       | $96497081.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7611%  | N/A     | $30600.00          | $30818.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $10660300.00       | $9187870.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $100.00            | $87.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $64777100.00       | $59968469.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $3000.00           | $2818.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | N/A     | $93448900.00       | $88651564.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $57270000.00       | $56746842.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $90418200.00       | $85391250.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $3065000.00        | $2158070.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | N/A     | $200.00            | $204.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $1930000.00        | $1940509.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $7477300.00        | $7609509.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $1200.00           | $1201.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $32565000.00       | $27183731.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $6809900.00        | $6760503.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $500.00            | $494.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $4189900.00        | $3040448.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $83490800.00       | $85524254.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | N/A     | $100.00            | $98.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $200.00            | $152.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $2987600.00        | $3071503.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | N/A     | $100.00            | $102.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $43200000.00       | $41024731.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $2560800.00        | $2157273.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $331800.00         | $337376.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $103605800.00      | $51852967.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $316600.00         | $286880.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $5000.00           | $4902.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $82441800.00       | $74182773.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | N/A     | $100.00            | $103.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $800.00            | $806.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | N/A     | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $100.00            | $103.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | N/A     | $2986900.00        | $2093105.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $19745700.00       | $20127719.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $700.00            | $755.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $100.00            | $75.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $2924600.00        | $3078508.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $2700300.00        | $2746288.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $24907000.00       | $23551361.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $281600.00         | $289390.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $100.00            | $102.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $20000.00          | $18812.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $16601700.00       | $16916469.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $200.00            | $167.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $8000.00           | $8118.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $1471300.00        | $1489296.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $2000000.00        | $1987615.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $1653400.00        | $1550748.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $1742800.00        | $1757199.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $100.00            | $77.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | N/A     | $200.00            | $202.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $49990000.00       | $48947144.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $5807700.00        | $5486577.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $1865400.00        | $1959754.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | N/A     | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $400.00            | $392.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $7433000.00        | $7781993.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 3.8471%  | N/A     | $100.00            | $100.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $74689200.00       | $70636001.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-20      | 0.0000%  | N/A     | $200.00            | $199.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $50192000.00       | $52606914.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $300.00            | $283.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | N/A     | $5218300.00        | $5398877.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | N/A     | $3727200.00        | $3920004.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $1936500.00        | $1369195.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $2118000.00        | $2150284.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $100.00            | $78.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $20812900.00       | $19880054.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | N/A     | $200.00            | $203.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | N/A     | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | N/A     | $20001000.00       | $19438491.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $77000000.00       | $54599564.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $1240400.00        | $1148204.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $1283200.00        | $1187400.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $100.00            | $98.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | N/A     | $9440400.00        | $7669693.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $37220300.00       | $26406946.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $400.00            | $395.25            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMJ4
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | N/A     | $100.00            | $98.05             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $333000.00         | $292283.92         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | N/A     | $100.00            | $94.44             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | N/A     | $100.00            | $94.37             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | N/A     | $14000000.00       | $9153819.33        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | N/A     | $100.00            | $98.91             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | N/A     | $805331900.00      | $624493393.84      | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $39928700.00       | $29893150.31       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $103686500.00      | $101909080.10      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $372343600.00      | $374371068.19      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | N/A     | $65943700.00       | $65940982.46       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | N/A     | $11061600.00       | $9233703.72        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | N/A     | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $18760000.00       | $19106431.54       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $300186000.00      | $303083713.70      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $264459000.00      | $266205177.48      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | N/A     | $760800.00         | $759581.96         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | N/A     | $300.00            | $262.96            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26 | 2026-05-15      | 3.6250%  | N/A     | $800.00            | $803.87            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $52090000.00       | $52644817.75       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | N/A     | $4702100.00        | $3629753.91        | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-02-15      | 3.0000%  | N/A     | $700.00            | $537.84            | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $120249300.00      | $90925425.95       | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | N/A     | $127647000.00      | $96028072.22       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | N/A     | $2418500.00        | $2486146.01        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26 | 2026-01-31      | 4.2500%  | N/A     | $200.00            | $203.57            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | N/A     | $1093900.00        | $991214.24         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | N/A     | $3700.00           | $3781.93           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | N/A     | $4756900.00        | $4837913.40        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $102218200.00      | $104720089.27      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | N/A     | $44000.00          | $44675.65          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | N/A     | $10982800.00       | $11181884.85       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $519000.00         | $526682.79         | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | N/A     | $100.00            | $103.31            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | N/A     | $253500.00         | $256617.74         | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | N/A     | $45674900.00       | $47076454.17       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | N/A     | $88000.00          | $90030.21          | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | N/A     | $59082000.00       | $60520967.80       | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $100.00            | $109.65            | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26    | 2026-11-15      | 6.5000%  | N/A     | $1000000.00        | $1034906.67        | U.S. Treasuries (including strips) |
| BILL 03/19/26    | 2026-03-19      | 0.0000%  | N/A     | $308400.00         | $306113.21         | U.S. Treasuries (including strips) |
| BILL 04/09/26    | 2026-04-09      | 0.0000%  | N/A     | $594500.00         | $588853.44         | U.S. Treasuries (including strips) |
| BILL 10/29/26    | 2026-10-29      | 0.0000%  | N/A     | $11481700.00       | $11158788.67       | U.S. Treasuries (including strips) |
| TRFR AX 01/31/27 | 2027-01-31      | 3.7001%  | N/A     | $196500.00         | $197716.97         | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 3.7621%  | N/A     | $1295100.00        | $1304158.30        | U.S. Treasuries (including strips) |

### Security 120: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSR563
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | N/A     | $851568000.00      | $850204639.63      | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $1600.00           | $1215.49           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $416849600.00      | $424794149.98      | U.S. Treasuries (including strips) |

### Security 121: Fixed Income Clearing Corporation - Barclays

- **C.1 - Title:** Fixed Income Clearing Corporation - Barclays
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMB1
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | N/A     | $18650800.00       | $17952449.54       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $39251900.00       | $37669256.49       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  | N/A     | $1000000.00        | $996530.08         | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | N/A     | $25000000.00       | $23724620.05       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  | N/A     | $26951400.00       | $26066307.14       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | N/A     | $3680000.00        | $3598167.84        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $521100800.00      | $457385544.63      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $119033000.00      | $113697873.86      | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $29308900.00       | $28005058.86       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | N/A     | $18469200.00       | $17454797.46       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | N/A     | $100.00            | $99.82             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $107844200.00      | $106540801.55      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | N/A     | $6316400.00        | $6282679.90        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  | N/A     | $1736300.00        | $1740300.11        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $84300.00          | $83924.82          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | N/A     | $7599700.00        | $7420506.92        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | N/A     | $49782800.00       | $49533785.33       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  | N/A     | $14340600.00       | $14342866.84       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | N/A     | $34775700.00       | $35298018.16       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $25846100.00       | $25572699.95       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $14268400.00       | $14192132.09       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $60020900.00       | $60261403.75       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $7419400.00        | $7436613.01        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | N/A     | $95490500.00       | $96893050.22       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $992800.00         | $1019511.80        | U.S. Treasuries (including strips) |
| 4  NOTE AK 26    | 2026-02-15      | 4.0000%  | N/A     | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | N/A     | $100.00            | $103.08            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | N/A     | $152768200.00      | $156120122.33      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $93125000.00       | $94900635.98       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | N/A     | $68500200.00       | $70812178.85       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $91102900.00       | $92653612.79       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $22522700.00       | $23004771.91       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | N/A     | $29175000.00       | $29709105.76       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  | N/A     | $14222000.00       | $14286158.10       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $80538700.00       | $82669176.07       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | N/A     | $82405100.00       | $85171415.47       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $100.00            | $105.87            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $542597600.00      | $568073573.95      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $88283700.00       | $91923505.26       | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | N/A     | $165402200.00      | $170477638.42      | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $8897800.00        | $9143954.64        | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | N/A     | $61100500.00       | $62588629.24       | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | N/A     | $34772300.00       | $35821638.82       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $68358100.00       | $69567532.07       | U.S. Treasuries (including strips) |
| 6 BOND 26        | 2026-02-15      | 6.0000%  | N/A     | $500.00            | $512.75            | U.S. Treasuries (including strips) |
| BILL 02/17/26    | 2026-02-17      | 0.0000%  | N/A     | $67983700.00       | $67677025.53       | U.S. Treasuries (including strips) |
| BILL 02/24/26    | 2026-02-24      | 0.0000%  | N/A     | $144556500.00      | $143804661.64      | U.S. Treasuries (including strips) |
| BILL 05/28/26    | 2026-05-28      | 0.0000%  | N/A     | $34052400.00       | $33569571.02       | U.S. Treasuries (including strips) |
| BILL 06/11/26    | 2026-06-11      | 0.0000%  | N/A     | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| BILL 12/24/26    | 2026-12-24      | 0.0000%  | N/A     | $5021000.00        | $4855171.43        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation - Barclays
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJME5
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | N/A     | $134000.00         | $127886.40         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | N/A     | $33126600.00       | $32364338.27       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $1538300.00        | $1441254.43        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  | N/A     | $5277000.00        | $5185264.63        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | N/A     | $24999200.00       | $23515066.24       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | N/A     | $2370800.00        | $2346601.58        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | N/A     | $225534000.00      | $177265100.55      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | N/A     | $9500000.00        | $9387187.08        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  | N/A     | $100.00            | $100.02            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $12028500.00       | $12127881.32       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $1573400.00        | $1577050.29        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | N/A     | $53024000.00       | $54083458.19       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | N/A     | $7022500.00        | $7158364.00        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $92369500.00       | $93841564.65       | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | N/A     | $100.00            | $78.15             | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $100.00            | $75.97             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | N/A     | $2555000.00        | $2626463.94        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | N/A     | $138665600.00      | $137191862.00      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $47047800.00       | $43555277.14       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | N/A     | $83557900.00       | $85421658.96       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $100.00            | $101.70            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $70472800.00       | $72975726.37       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | N/A     | $1600.00           | $1640.59           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | N/A     | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | N/A     | $65999900.00       | $68179080.32       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  | N/A     | $5334300.00        | $5699371.49        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | N/A     | $100.00            | $101.77            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | N/A     | $407900.00         | $419458.36         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $700.00            | $722.42            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $26005200.00       | $25767644.37       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $24999700.00       | $25369772.35       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | N/A     | $99996800.00       | $100527383.02      | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | N/A     | $1205700.00        | $1234919.73        | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | N/A     | $823704000.00      | $855107378.24      | U.S. Treasuries (including strips) |
| BILL 01/29/26    | 2026-01-29      | 0.0000%  | N/A     | $2364800.00        | $2358545.10        | U.S. Treasuries (including strips) |
| BILL 02/03/26    | 2026-02-03      | 0.0000%  | N/A     | $193061800.00      | $192459833.31      | U.S. Treasuries (including strips) |
| BILL 06/11/26    | 2026-06-11      | 0.0000%  | N/A     | $300.00            | $295.37            | U.S. Treasuries (including strips) |
| BILL 08/06/26    | 2026-08-06      | 0.0000%  | N/A     | $695500.00         | $681291.63         | U.S. Treasuries (including strips) |

### Security 123: Fixed Income Clearing Corporation - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation - CITI
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMP0
- **C.18 - Value (incl. sponsor support):** $6500000000.00
- **C.18.a - Value (excl. sponsor support):** $6500000000.00
- **C.19 - Percentage of Net Assets:** 3.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | N/A     | $3000.00           | $3182.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | N/A     | $270197000.00      | $273896994.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $800.00            | $815.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $169087800.00      | $179010337.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $12300.00          | $12506.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $226030000.00      | $227260768.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-20      | 0.0000%  | N/A     | $100.00            | $99.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $31411700.00       | $31079427.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $129776000.00      | $125915520.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $706000.00         | $725156.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $3500.00           | $3341.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $320712000.00      | $322683488.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $615889000.00      | $625277067.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | N/A     | $200.00            | $188.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-28      | 0.0000%  | N/A     | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-25      | 0.0000%  | N/A     | $400.00            | $393.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | N/A     | $17180400.00       | $17491828.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $3205700.00        | $3027473.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $400.00            | $409.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $9853800.00        | $9258541.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $3470000.00        | $3539333.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $6520000.00        | $6239164.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $60856400.00       | $58930457.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $329543900.00      | $332725007.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $1100.00           | $967.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $800.00            | $817.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $16269700.00       | $17125902.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-14      | 0.0000%  | N/A     | $300.00            | $297.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $654452000.00      | $674201682.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | N/A     | $10930800.00       | $11496239.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | N/A     | $571000.00         | $500508.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | N/A     | $100.00            | $76.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $1000.00           | $828.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $409742000.00      | $404876295.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | N/A     | $15262000.00       | $13836544.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $2000.00           | $2012.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $2091100.00        | $2042982.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $100.00            | $88.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $2700.00           | $1967.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $584699200.00      | $604433626.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $80135900.00       | $70362996.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $803369000.00      | $815921103.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $500.00            | $477.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $100.00            | $103.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $202697000.00      | $203167257.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $3200.00           | $2639.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $1000.00           | $1034.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $2300.00           | $1112.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $448288000.00      | $307052400.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $19194700.00       | $19822407.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | N/A     | $425617600.00      | $440345953.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | N/A     | $31700.00          | $31590.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $400.00            | $393.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $100.00            | $92.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $51788200.00       | $53890001.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $200.00            | $193.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | N/A     | $3900.00           | $3803.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | N/A     | $3900.00           | $3065.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $72000.00          | $72961.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $100.00            | $72.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $124997000.00      | $118605304.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $36447200.00       | $36252626.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $444599000.00      | $451276712.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $161615600.00      | $167583256.03      | U.S. Treasuries (including strips) |

### Security 124: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWQDR96
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $640260400.00      | $663000019.25      | U.S. Treasuries (including strips) |

### Security 125: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMK1
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 4.0000%  | N/A     | $1179184.00        | $315412.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.0000%  | N/A     | $1003480.00        | $616691.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 3.0000%  | N/A     | $25000.00          | $19841.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 2.5000%  | N/A     | $700000.00         | $156287.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 3.5000%  | N/A     | $88000.00          | $67630.79          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | N/A     | $250000.00         | $170491.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-08-01      | 3.5000%  | N/A     | $32000.00          | $19158.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | N/A     | $113000.00         | $87803.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-05-01      | 5.0000%  | N/A     | $4681000.00        | $116646.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.0000%  | N/A     | $325000.00         | $64546.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | N/A     | $254592.00         | $190183.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 3.5000%  | N/A     | $25000.00          | $15928.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.0000%  | N/A     | $503737.00         | $162128.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.0000%  | N/A     | $75000.00          | $7215.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 4.5000%  | N/A     | $397049.00         | $79605.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.5000%  | N/A     | $641000.00         | $456198.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.0000%  | N/A     | $175000.00         | $127894.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 4.0000%  | N/A     | $155000.00         | $16568.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-12-01      | 3.5000%  | N/A     | $33363072.00       | $4282137.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 3.0000%  | N/A     | $30000.00          | $10444.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-08-01      | 6.0000%  | N/A     | $2630000.00        | $14929.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-02-01      | 4.5000%  | N/A     | $1077590.00        | $26982.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-09-01      | 3.5000%  | N/A     | $1784154.00        | $811415.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-09-01      | 5.5000%  | N/A     | $1850000.00        | $75502.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 3.5000%  | N/A     | $1317824.00        | $139291.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-03-01      | 3.0000%  | N/A     | $1548294.00        | $389920.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-08-01      | 3.0000%  | N/A     | $70000.00          | $11150.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 2.0000%  | N/A     | $100000.00         | $32486.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-01-01      | 4.0000%  | N/A     | $2363016.00        | $181035.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | N/A     | $139771.00         | $104801.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-09-01      | 3.0000%  | N/A     | $1200000.00        | $136266.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-12-01      | 3.5000%  | N/A     | $1737000.00        | $327653.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 3.0000%  | N/A     | $1120886.00        | $266023.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 5.0000%  | N/A     | $141599.00         | $9681.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | N/A     | $2489676.00        | $2266035.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | N/A     | $57132992.00       | $58549737.83       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 4.5000%  | N/A     | $390000.00         | $71135.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 3.5000%  | N/A     | $1268676.00        | $163212.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.0000%  | N/A     | $628000.00         | $206149.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $200000.00         | $173476.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.5000%  | N/A     | $1883400.00        | $287495.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.5000%  | N/A     | $125000.00         | $62402.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.0000%  | N/A     | $357974.00         | $46579.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | N/A     | $17543424.00       | $14716159.59       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | N/A     | $68246.00          | $43044.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-01-01      | 2.0000%  | N/A     | $501000.00         | $78116.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-11-01      | 6.0000%  | N/A     | $274912.00         | $284159.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 5.0000%  | N/A     | $3218888.00        | $462078.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | N/A     | $563471.00         | $410278.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 3.5000%  | N/A     | $16000.00          | $9707.09           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | N/A     | $118024.00         | $92808.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 4.0000%  | N/A     | $68286.00          | $9863.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-04-01      | 3.5000%  | N/A     | $1166000.00        | $242317.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.0000%  | N/A     | $25405632.00       | $23183262.43       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-12-01      | 5.5000%  | N/A     | $11180912.00       | $261857.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-10-01      | 2.5000%  | N/A     | $234000.00         | $29601.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $4087440.00        | $3598577.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 6.0000%  | N/A     | $3900000.00        | $24070.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 6.0000%  | N/A     | $1493786.00        | $1036726.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | N/A     | $27281.00          | $21431.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-08-01      | 3.0000%  | N/A     | $277774.00         | $42952.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 4.0000%  | N/A     | $89000.00          | $15233.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | N/A     | $251920.00         | $252604.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.5000%  | N/A     | $150000.00         | $25351.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.0000%  | N/A     | $435000.00         | $81093.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 3.0000%  | N/A     | $35272896.00       | $25953908.11       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | N/A     | $2512000.00        | $1994422.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-06-01      | 5.5000%  | N/A     | $2000000.00        | $8176.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | N/A     | $22575.00          | $13555.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-03-01      | 3.0000%  | N/A     | $4000000.00        | $371089.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-11-01      | 4.0000%  | N/A     | $305000.00         | $83686.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.0000%  | N/A     | $584482.00         | $391416.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-03-01      | 5.0000%  | N/A     | $2950000.00        | $202240.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | N/A     | $454000.00         | $346108.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-06-01      | 4.0000%  | N/A     | $5044968.00        | $458331.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 4.0000%  | N/A     | $4357504.00        | $320601.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-07-01      | 3.0000%  | N/A     | $7255.00           | $5755.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | N/A     | $300000.00         | $260410.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | N/A     | $73918.00          | $26055.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | N/A     | $76700.00          | $59875.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.0000%  | N/A     | $111000.00         | $26202.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 3.5000%  | N/A     | $833000.00         | $470852.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | N/A     | $34501632.00       | $25363661.97       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-01-01      | 5.5000%  | N/A     | $306000.00         | $237163.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 4.5000%  | N/A     | $190000.00         | $16796.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 4.0000%  | N/A     | $464751.00         | $50436.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | N/A     | $91000.00          | $70938.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-06-01      | 4.5000%  | N/A     | $132000.00         | $10188.24          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 3.5000%  | N/A     | $53000.00          | $30243.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.0000%  | N/A     | $475627.00         | $254966.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-04-01      | 3.5000%  | N/A     | $2997000.00        | $208378.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $285000.00         | $248048.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.0000%  | N/A     | $650000.00         | $394547.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | N/A     | $773000.00         | $693010.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 4.0000%  | N/A     | $1736734.00        | $234140.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 5.0000%  | N/A     | $2254000.00        | $367422.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-03-01      | 3.5000%  | N/A     | $2825000.00        | $160118.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-06-01      | 5.0000%  | N/A     | $554912.00         | $20216.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 3.0000%  | N/A     | $19424000.00       | $14515204.84       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 3.5000%  | N/A     | $340000.00         | $59542.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 4.0000%  | N/A     | $1372634.00        | $116349.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 4.5000%  | N/A     | $1512280.00        | $187001.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-12-01      | 6.0000%  | N/A     | $5000000.00        | $25360.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-06-01      | 6.0000%  | N/A     | $8342270.00        | $88072.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.0000%  | N/A     | $22000.00          | $19961.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-05-01      | 3.5000%  | N/A     | $2219952.00        | $404966.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | N/A     | $56000.00          | $47629.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.5000%  | N/A     | $1718314.00        | $199731.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-05-01      | 4.0000%  | N/A     | $236950.00         | $35685.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-01-01      | 3.5000%  | N/A     | $900000.00         | $219372.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 3.0000%  | N/A     | $2220000.00        | $867207.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | N/A     | $200000.00         | $127778.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-07-01      | 3.0000%  | N/A     | $109881.00         | $68939.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | N/A     | $30000.00          | $25044.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.0000%  | N/A     | $1495786.00        | $598771.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | N/A     | $483905.00         | $413451.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | N/A     | $12000.00          | $8461.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 1.5000%  | N/A     | $78629.00          | $48238.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | N/A     | $4139080.00        | $3095043.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-12-01      | 4.5000%  | N/A     | $1300000.00        | $145703.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | N/A     | $133099.00         | $100928.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-11-01      | 4.5000%  | N/A     | $68000.00          | $10589.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 6.0000%  | N/A     | $117848.00         | $80092.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | N/A     | $408609.00         | $276309.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | N/A     | $32777920.00       | $26877070.44       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 6.0000%  | N/A     | $24222496.00       | $203847.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 4.0000%  | N/A     | $3380000.00        | $149189.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | N/A     | $80000.00          | $56882.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 4.0000%  | N/A     | $598000.00         | $123761.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-02-01      | 3.5000%  | N/A     | $3593832.00        | $423389.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-06-01      | 6.0000%  | N/A     | $3300000.00        | $52186.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 6.0000%  | N/A     | $4263560.00        | $20807.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | N/A     | $300000.00         | $275495.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.0000%  | N/A     | $9000.00           | $7333.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 3.0000%  | N/A     | $45000.00          | $31653.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | N/A     | $245333.00         | $134513.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | N/A     | $47556.00          | $33813.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-02-01      | 4.0000%  | N/A     | $360700.00         | $61941.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $267940.00         | $273312.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 6.0000%  | N/A     | $29716256.00       | $87656.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | N/A     | $18460672.00       | $16146129.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 4.5000%  | N/A     | $238000.00         | $164118.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 4.0000%  | N/A     | $1900000.00        | $179709.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 4.0000%  | N/A     | $18000.00          | $7660.15           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 3.0000%  | N/A     | $20961.00          | $12347.41          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 2.0000%  | N/A     | $10030000.00       | $4909008.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 4.0000%  | N/A     | $243458.00         | $36664.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | N/A     | $12827.00          | $8137.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-11-01      | 5.0000%  | N/A     | $825347.00         | $62128.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | N/A     | $30000.00          | $24990.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | N/A     | $286000.00         | $220991.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-01-01      | 4.0000%  | N/A     | $646010.00         | $106623.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-04-01      | 4.5000%  | N/A     | $300000.00         | $42648.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-07-01      | 4.5000%  | N/A     | $366747.00         | $13394.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 3.5000%  | N/A     | $575000.00         | $137629.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 6.5000%  | N/A     | $1105000.00        | $6616.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | N/A     | $233000.00         | $106297.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-04-01      | 5.0000%  | N/A     | $1400000.00        | $43968.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-09-01      | 4.5000%  | N/A     | $434000.00         | $25474.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $49284864.00       | $49646575.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 4.0000%  | N/A     | $159832.00         | $22967.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $1231406.00        | $1056858.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 5.0000%  | N/A     | $1162588.00        | $503799.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | N/A     | $40000.00          | $33095.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $146000.00         | $127069.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-09-01      | 5.0000%  | N/A     | $7107544.00        | $51267.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-09-01      | 6.0000%  | N/A     | $4923040.00        | $98293.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $499950.00         | $440802.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | N/A     | $36572352.00       | $26309116.57       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 3.5000%  | N/A     | $300000.00         | $201562.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | N/A     | $29148480.00       | $25411641.43       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $59329.00          | $58613.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-04-01      | 5.0000%  | N/A     | $2700000.00        | $42044.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-04-01      | 2.5000%  | N/A     | $1361578.00        | $280024.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | N/A     | $300000.00         | $238939.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-05-01      | 5.0000%  | N/A     | $8001800.00        | $68924.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-09-01      | 5.0000%  | N/A     | $7429040.00        | $145111.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 6.0000%  | N/A     | $490552.00         | $62014.74          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.5000%  | N/A     | $263000.00         | $142917.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | N/A     | $468980.00         | $320596.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-09-01      | 3.0000%  | N/A     | $110000.00         | $36250.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.0000%  | N/A     | $750472.00         | $89992.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | N/A     | $753725.00         | $513587.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 3.0000%  | N/A     | $100000.00         | $24572.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 1.5000%  | N/A     | $15000.00          | $8527.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-06-01      | 6.0000%  | N/A     | $267335.00         | $145549.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-09-01      | 4.5000%  | N/A     | $1727940.00        | $16490.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $362038.00         | $363929.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | N/A     | $718000.00         | $340587.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 1.5000%  | N/A     | $39826.00          | $27188.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.5000%  | N/A     | $2138884.00        | $1608753.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.5000%  | N/A     | $850000.00         | $138203.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-01-01      | 4.0000%  | N/A     | $80170.00          | $59298.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 3.5000%  | N/A     | $2650000.00        | $319563.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $198055.00         | $182996.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 2.5000%  | N/A     | $1000000.00        | $212187.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | N/A     | $8333.00           | $7218.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 4.0000%  | N/A     | $1004370.00        | $143032.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.5000%  | N/A     | $100000.00         | $61412.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | N/A     | $2433104.00        | $1427548.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | N/A     | $850000.00         | $139228.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-04-01      | 4.5000%  | N/A     | $1100000.00        | $34279.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-10-01      | 3.5000%  | N/A     | $191181.00         | $30082.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-08-01      | 3.5000%  | N/A     | $715221.00         | $33590.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-02-01      | 3.5000%  | N/A     | $2618000.00        | $430585.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | N/A     | $100000.00         | $57743.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-04-01      | 4.5000%  | N/A     | $1995000.00        | $148862.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.0000%  | N/A     | $495000.00         | $305605.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-07-01      | 3.5000%  | N/A     | $1422866.00        | $52652.74          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 3.0000%  | N/A     | $494474.00         | $394263.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 2.5000%  | N/A     | $450600.00         | $365990.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.5000%  | N/A     | $75000.00          | $45956.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 3.5000%  | N/A     | $9080.00           | $7929.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $13065.00          | $10249.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.5000%  | N/A     | $22000.00          | $19332.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 6.0000%  | N/A     | $4941400.00        | $97724.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 3.0000%  | N/A     | $33000.00          | $25781.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-08-01      | 4.0000%  | N/A     | $1251432.00        | $17594.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | N/A     | $7622.00           | $5935.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 2.0000%  | N/A     | $46330752.00       | $28827992.84       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.0000%  | N/A     | $977047.00         | $150328.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-10-01      | 1.5000%  | N/A     | $110000.00         | $67023.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | N/A     | $65000.00          | $50124.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | N/A     | $408847.00         | $357294.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-08-01      | 5.0000%  | N/A     | $2265816.00        | $85412.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $485347.00         | $467650.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $122000.00         | $98572.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 3.0000%  | N/A     | $1351000.00        | $160462.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.0000%  | N/A     | $185000.00         | $120922.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-01-01      | 3.0000%  | N/A     | $1275000.00        | $146411.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-07-01      | 4.5000%  | N/A     | $517000.00         | $329631.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | N/A     | $746000.00         | $443359.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-06-01      | 6.0000%  | N/A     | $1444794.00        | $26370.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | N/A     | $960803.00         | $784311.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-11-01      | 5.0000%  | N/A     | $1975000.00        | $107662.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $15000000.00       | $13416745.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-04-01      | 5.0000%  | N/A     | $10000000.00       | $150673.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-12-01      | 4.5000%  | N/A     | $1997000.00        | $191635.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-02-01      | 2.0000%  | N/A     | $140000.00         | $96201.84          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-04-01      | 4.0000%  | N/A     | $94000.00          | $15291.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 4.5000%  | N/A     | $1017818.00        | $883200.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-11-01      | 4.0000%  | N/A     | $565740.00         | $42423.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-11-01      | 4.0000%  | N/A     | $2315000.00        | $197166.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.0000%  | N/A     | $11554416.00       | $7810876.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 3.0000%  | N/A     | $75000.00          | $40090.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-02-01      | 4.5000%  | N/A     | $393577.00         | $11384.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 4.0000%  | N/A     | $2163196.00        | $1828283.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-08-01      | 3.5000%  | N/A     | $451000.00         | $78636.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.5000%  | N/A     | $28961.00          | $22389.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | N/A     | $270000.00         | $251093.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | N/A     | $56951.00          | $44381.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 3.0000%  | N/A     | $1612080.00        | $470185.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-03-01      | 3.0000%  | N/A     | $1959490.00        | $318022.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 4.5000%  | N/A     | $1201284.00        | $145231.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $61231.00          | $47307.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 3.5000%  | N/A     | $56000.00          | $43622.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 2.0000%  | N/A     | $437999.00         | $279409.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $85000.00          | $64488.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | N/A     | $525000.00         | $400221.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.0000%  | N/A     | $8549584.00        | $1982798.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.0000%  | N/A     | $26000256.00       | $22348625.18       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-01-01      | 5.0000%  | N/A     | $806500.00         | $715421.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.5000%  | N/A     | $36183.00          | $27217.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 3.0000%  | N/A     | $80831872.00       | $72070181.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-11-01      | 4.0000%  | N/A     | $3280000.00        | $141910.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 2.5000%  | N/A     | $38000.00          | $28340.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 3.5000%  | N/A     | $94483.00          | $83136.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-08-01      | 6.5000%  | N/A     | $4977000.00        | $39686.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $25000.00          | $18539.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 4.5000%  | N/A     | $293000.00         | $252676.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 3.5000%  | N/A     | $7961.00           | $6834.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-07-01      | 4.5000%  | N/A     | $1025000.00        | $67879.41          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-09-01      | 4.5000%  | N/A     | $373527.00         | $100112.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 5.0000%  | N/A     | $90000.00          | $65337.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 7.0000%  | N/A     | $2097424.00        | $1709453.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-11-01      | 1.5000%  | N/A     | $20000.00          | $12344.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-05-01      | 3.0000%  | N/A     | $300000.00         | $188862.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-09-01      | 3.5000%  | N/A     | $7722616.00        | $1690904.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | N/A     | $62000.00          | $48717.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 4.5000%  | N/A     | $2401000.00        | $325459.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.5000%  | N/A     | $200000.00         | $146405.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 4.0000%  | N/A     | $553615.00         | $62159.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | N/A     | $375000.00         | $143077.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.5000%  | N/A     | $65000.00          | $49213.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-11-01      | 4.5000%  | N/A     | $6335944.00        | $180304.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 4.0000%  | N/A     | $3000000.00        | $900457.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-06-01      | 6.0000%  | N/A     | $6572872.00        | $112661.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 6.0000%  | N/A     | $1421000.00        | $315845.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | N/A     | $22000.00          | $15471.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | N/A     | $7712580.00        | $7025336.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.0000%  | N/A     | $792000.00         | $249921.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-05-01      | 3.0000%  | N/A     | $4885000.00        | $1109799.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.5000%  | N/A     | $72764.00          | $48900.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | N/A     | $431395.00         | $223409.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-03-01      | 7.0000%  | N/A     | $344655.00         | $13425.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | N/A     | $8612752.00        | $7749800.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 4.0000%  | N/A     | $751477.00         | $45204.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | N/A     | $3320000.00        | $2879159.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.0000%  | N/A     | $2600000.00        | $495600.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $141000.00         | $128562.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-07-01      | 3.5000%  | N/A     | $481000.00         | $99967.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 3.5000%  | N/A     | $1043420.00        | $175993.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | N/A     | $534969.00         | $386303.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | N/A     | $416455.00         | $318899.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-11-01      | 5.0000%  | N/A     | $1409000.00        | $13663.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 3.5000%  | N/A     | $3192760.00        | $469589.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-03-01      | 1.5000%  | N/A     | $500000.00         | $246691.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 3.0000%  | N/A     | $2045000.00        | $425232.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 6.0000%  | N/A     | $1799120.00        | $144404.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 5.5000%  | N/A     | $126000.00         | $13472.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.0000%  | N/A     | $500000.00         | $413288.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | N/A     | $109905792.00      | $76520936.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.0000%  | N/A     | $36691.00          | $23227.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 2.0000%  | N/A     | $950000.00         | $487457.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 5.0000%  | N/A     | $71000.00          | $9360.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-02-01      | 5.0000%  | N/A     | $15000000.00       | $232282.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | N/A     | $300000.00         | $186730.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | N/A     | $806000.00         | $289328.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-11-01      | 4.5000%  | N/A     | $1242000.00        | $174084.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | N/A     | $1242060.00        | $1305540.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 2.5000%  | N/A     | $750000.00         | $236892.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $10412.00          | $8474.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-09-01      | 6.0000%  | N/A     | $25472544.00       | $388758.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.5000%  | N/A     | $1057998.00        | $131003.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | N/A     | $24945824.00       | $25522787.02       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | N/A     | $1312610.00        | $829688.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | N/A     | $30529.00          | $21198.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | N/A     | $257718.00         | $198841.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-05-01      | 3.5000%  | N/A     | $1072000.00        | $223497.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | N/A     | $1000392.00        | $950367.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | N/A     | $355000.00         | $216560.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | N/A     | $1500000.00        | $245646.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 2.0000%  | N/A     | $2500078.00        | $1063229.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | N/A     | $2581884.00        | $2650743.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-10-01      | 2.0000%  | N/A     | $300000.00         | $123015.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-09-01      | 4.0000%  | N/A     | $41700.00          | $5512.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 3.0000%  | N/A     | $783928.00         | $150408.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 3.0000%  | N/A     | $6444760.00        | $247694.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 2.5000%  | N/A     | $690000.00         | $166854.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | N/A     | $454992.00         | $288742.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | N/A     | $114920.00         | $93568.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-12-01      | 4.5000%  | N/A     | $2642812.00        | $82096.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 3.5000%  | N/A     | $45000.00          | $34673.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $200000.00         | $169925.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | N/A     | $3442000.00        | $3529586.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-08-01      | 6.0000%  | N/A     | $1250000.00        | $55497.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | N/A     | $24799936.00       | $17302074.63       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $2986210.00        | $3075729.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | N/A     | $5000000.00        | $2838321.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 4.0000%  | N/A     | $100000.00         | $15185.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | N/A     | $360000.00         | $210567.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.5000%  | N/A     | $61000.00          | $38609.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 4.0000%  | N/A     | $94000.00          | $16889.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-12-01      | 5.0000%  | N/A     | $1345670.00        | $64040.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | N/A     | $696504.00         | $485011.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-04-01      | 5.0000%  | N/A     | $1600000.00        | $24727.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | N/A     | $139235.00         | $121589.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | N/A     | $5707120.00        | $5094854.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | N/A     | $104438784.00      | $97900678.28       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | N/A     | $741227.00         | $699424.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | N/A     | $300000.00         | $235608.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | N/A     | $513632.00         | $271683.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-01-01      | 5.0000%  | N/A     | $2366070.00        | $69681.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | N/A     | $129000.00         | $74371.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 5.0000%  | N/A     | $10000000.00       | $151724.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-03-01      | 3.5000%  | N/A     | $1546628.00        | $330490.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-06-01      | 6.0000%  | N/A     | $2002132.00        | $6537.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 3.0000%  | N/A     | $15000.00          | $8393.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | N/A     | $200000.00         | $140235.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | N/A     | $1008000.00        | $467106.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-05-01      | 2.0000%  | N/A     | $100000.00         | $27686.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-05-01      | 3.5000%  | N/A     | $35463168.00       | $4813786.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 2.5000%  | N/A     | $540555.00         | $259255.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-11-01      | 2.0000%  | N/A     | $300000.00         | $174734.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 7.0000%  | N/A     | $17641.00          | $12042.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 5.0000%  | N/A     | $2200000.00        | $188062.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 2.5000%  | N/A     | $2976424.00        | $279214.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 3.5000%  | N/A     | $13204832.00       | $2136679.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | N/A     | $1604208.00        | $1701318.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.0000%  | N/A     | $861582.00         | $134076.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.0000%  | N/A     | $800000.00         | $270531.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.0000%  | N/A     | $59075.00          | $9439.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.0000%  | N/A     | $978383.00         | $611551.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 3.5000%  | N/A     | $200000.00         | $151755.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-04-01      | 4.5000%  | N/A     | $2539000.00        | $27283.79          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 4.0000%  | N/A     | $2400000.00        | $1959505.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-02-01      | 4.0000%  | N/A     | $23770.00          | $12510.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.5000%  | N/A     | $360344.00         | $317258.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-01-01      | 3.5000%  | N/A     | $43032.00          | $8114.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.5000%  | N/A     | $200000.00         | $127569.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 3.5000%  | N/A     | $625600.00         | $85295.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | N/A     | $371243.00         | $301840.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $18170480.00       | $17931201.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.5000%  | N/A     | $475000.00         | $230149.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-10-01      | 4.5000%  | N/A     | $1065000.00        | $101941.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 3.0000%  | N/A     | $1200000.00        | $269947.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | N/A     | $117000.00         | $107563.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | N/A     | $100000.00         | $69276.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 4.0000%  | N/A     | $57370.00          | $8030.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-07-01      | 3.0000%  | N/A     | $1260000.00        | $115975.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-08-01      | 5.5000%  | N/A     | $911161.00         | $584274.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 4.0000%  | N/A     | $50000.00          | $41501.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | N/A     | $25263320.00       | $23272510.23       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | N/A     | $400000.00         | $289467.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | N/A     | $4912536.00        | $3256828.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.0000%  | N/A     | $152242.00         | $55854.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $300000.00         | $233642.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.0000%  | N/A     | $1434968.00        | $380963.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $152000.00         | $107700.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-11-01      | 5.5000%  | N/A     | $22159900.00       | $112471.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $60000.00          | $44488.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | N/A     | $92216.00          | $49883.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 1.5000%  | N/A     | $119875.00         | $84286.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | N/A     | $170000.00         | $127046.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $1700000.00        | $1303150.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $2246736.00        | $343225.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $997525.00         | $1003522.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 4.5000%  | N/A     | $225000.00         | $54293.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.5000%  | N/A     | $564191.00         | $264812.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.0000%  | N/A     | $24139.00          | $15585.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | N/A     | $671921.00         | $546868.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | N/A     | $271000.00         | $42693.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $110036992.00      | $114403561.79      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.5000%  | N/A     | $700000.00         | $226403.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | N/A     | $59266.00          | $36228.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $1530210.00        | $239956.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $100000.00         | $54370.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-02-01      | 3.5000%  | N/A     | $195521.00         | $7414.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | N/A     | $786544.00         | $135733.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $600000.00         | $454395.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 2.5000%  | N/A     | $55000.00          | $17418.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 4.5000%  | N/A     | $945867.00         | $466917.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $1108814.00        | $1139679.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | N/A     | $200000.00         | $127518.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.0000%  | N/A     | $52156.00          | $32793.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 5.0000%  | N/A     | $25000000.00       | $272930.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-12-01      | 3.0000%  | N/A     | $266775.00         | $9935.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 3.0000%  | N/A     | $44000.00          | $25129.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $300000.00         | $189069.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 4.5000%  | N/A     | $3007152.00        | $103451.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 2.0000%  | N/A     | $73965.00          | $54335.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | N/A     | $2052204.00        | $466770.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $1423850.00        | $1145960.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-10-01      | 5.0000%  | N/A     | $2065000.00        | $80211.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | N/A     | $2000000.00        | $774425.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 6.0000%  | N/A     | $2139208.00        | $48425.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 3.0000%  | N/A     | $2231000.00        | $326256.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | N/A     | $1727146.00        | $370783.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $500000.00         | $254448.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.5000%  | N/A     | $69000.00          | $27183.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $226000.00         | $212928.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-04-01      | 5.0000%  | N/A     | $8341504.00        | $99078.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $6100992.00        | $6223415.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 2.5000%  | N/A     | $26000.00          | $8231.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 4.0000%  | N/A     | $1861000.00        | $318181.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 4.0000%  | N/A     | $756000.00         | $655071.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 4.0000%  | N/A     | $235000.00         | $74192.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | N/A     | $204118.00         | $139194.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $324204.00         | $234246.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $449000.00         | $363709.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | N/A     | $390526.00         | $287469.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 5.5000%  | N/A     | $117856.00         | $118816.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $100000.00         | $66921.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 5.0000%  | N/A     | $432340.00         | $92019.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-01-01      | 2.5000%  | N/A     | $1500000.00        | $266401.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 5.0000%  | N/A     | $1870000.00        | $261127.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | N/A     | $1975000.00        | $465415.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 3.5000%  | N/A     | $144000.00         | $112790.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-01      | 3.5000%  | N/A     | $650000.00         | $43503.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 2.0000%  | N/A     | $12834800.00       | $8107395.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | N/A     | $100000.00         | $76589.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 3.0000%  | N/A     | $60696.00          | $11977.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | N/A     | $600000.00         | $380451.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $14543488.00       | $14242286.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | N/A     | $127298.00         | $39949.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | N/A     | $100000.00         | $70778.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | N/A     | $7000000.00        | $652005.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-11-01      | 5.5000%  | N/A     | $26389040.00       | $24302033.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 5.0000%  | N/A     | $194256.00         | $142246.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 4.0000%  | N/A     | $12310.00          | $6284.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 4.5000%  | N/A     | $359000.00         | $61734.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-11-01      | 3.0000%  | N/A     | $400000.00         | $46132.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-08-01      | 2.0000%  | N/A     | $1700000.00        | $107312.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | N/A     | $391078.00         | $272624.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.5000%  | N/A     | $1900000.00        | $294159.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 6.0000%  | N/A     | $1500000.00        | $87144.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 6.0000%  | N/A     | $16724832.00       | $253768.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | N/A     | $2370000.00        | $1791009.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | N/A     | $295000.00         | $164145.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | N/A     | $100000.00         | $55572.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | N/A     | $26313.00          | $7329.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 5.0000%  | N/A     | $4331984.00        | $41537.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 3.5000%  | N/A     | $53000.00          | $5251.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | N/A     | $600000.00         | $85602.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | N/A     | $1515000.00        | $1347004.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $106594.00         | $77669.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $401190.00         | $313544.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $579697.00         | $364303.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 4.0000%  | N/A     | $3000000.00        | $417935.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | N/A     | $205716.00         | $51472.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 5.0000%  | N/A     | $706398.00         | $53671.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 1.5000%  | N/A     | $253881.00         | $174163.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $59850.00          | $25598.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-03-01      | 3.5000%  | N/A     | $1748870.00        | $68617.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 4.0000%  | N/A     | $90000.00          | $11564.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | N/A     | $439528.00         | $308692.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $665000.00         | $468142.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | N/A     | $1198710.00        | $226121.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 3.5000%  | N/A     | $1108074.00        | $403682.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | N/A     | $268341.00         | $170544.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-09-01      | 4.0000%  | N/A     | $415000.00         | $257341.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 5.0000%  | N/A     | $795740.00         | $115520.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | N/A     | $341588.00         | $56632.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 2.0000%  | N/A     | $85944.00          | $40922.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-05-01      | 3.0000%  | N/A     | $125000.00         | $17252.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 6.5000%  | N/A     | $4700000.00        | $65613.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $180000.00         | $136759.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 5.5000%  | N/A     | $7627024.00        | $106624.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 4.0000%  | N/A     | $1600000.00        | $133799.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 5.0000%  | N/A     | $106000.00         | $15076.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.5000%  | N/A     | $150000.00         | $20857.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-08-01      | 3.0000%  | N/A     | $2906108.00        | $104116.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-04-01      | 6.0000%  | N/A     | $15000000.00       | $24669.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-07-01      | 3.0000%  | N/A     | $2000000.00        | $230025.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $100000.00         | $60353.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $1845000.00        | $1369608.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.5000%  | N/A     | $380000.00         | $76342.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.0000%  | N/A     | $524338.00         | $459921.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 6.0000%  | N/A     | $6000000.00        | $333299.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-08-01      | 6.0000%  | N/A     | $76809216.00       | $448738.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 5.5000%  | N/A     | $204000.00         | $206625.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 5.0000%  | N/A     | $253000.00         | $64405.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 3.5000%  | N/A     | $56000.00          | $50208.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 4.5000%  | N/A     | $1925000.00        | $362738.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | N/A     | $70129.00          | $33864.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 4.5000%  | N/A     | $2419820.00        | $118937.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-01-01      | 3.0000%  | N/A     | $45000.00          | $7435.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | N/A     | $750000.00         | $396306.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | N/A     | $4462200.00        | $1269625.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 5.5000%  | N/A     | $6929032.00        | $383951.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $1863336.00        | $1081695.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 2.5000%  | N/A     | $1597406.00        | $484788.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $1250294.00        | $1065687.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | N/A     | $4689904.00        | $2855616.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | N/A     | $125000.00         | $73025.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $132613.00         | $127521.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 4.0000%  | N/A     | $200000.00         | $32771.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.0000%  | N/A     | $215127.00         | $99179.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $391877.00         | $398323.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-06-01      | 4.0000%  | N/A     | $300000.00         | $31139.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-03-01      | 5.0000%  | N/A     | $200000.00         | $17727.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $680000.00         | $480819.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $140000.00         | $122933.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $180000.00         | $146699.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.5000%  | N/A     | $155451.00         | $84188.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | N/A     | $1019272.00        | $441216.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-05-01      | 6.0000%  | N/A     | $1911182.00        | $14231.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.0000%  | N/A     | $1063520.00        | $424094.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-09-01      | 3.0000%  | N/A     | $1800000.00        | $36793.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 5.0000%  | N/A     | $2500000.00        | $380573.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 6.5000%  | N/A     | $2825000.00        | $30327.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.5000%  | N/A     | $700000.00         | $455134.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | N/A     | $62586.00          | $46832.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 5.5000%  | N/A     | $206697.00         | $7201.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-11-01      | 5.0000%  | N/A     | $1578182.00        | $85820.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | N/A     | $30000.00          | $20275.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 4.5000%  | N/A     | $100000.00         | $28960.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-04-01      | 5.0000%  | N/A     | $4542888.00        | $48325.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | N/A     | $490000.00         | $258334.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.5000%  | N/A     | $30800.00          | $24919.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-08-01      | 2.5000%  | N/A     | $306894.00         | $20515.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 4.0000%  | N/A     | $300000.00         | $98333.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | N/A     | $1075000.00        | $83881.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | N/A     | $24000.00          | $16768.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $204240.00         | $169656.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-11-01      | 4.5000%  | N/A     | $468000.00         | $32711.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-02-01      | 6.0000%  | N/A     | $130632192.00      | $293836.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $27702.00          | $24646.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | N/A     | $375000.00         | $249051.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $431305.00         | $307121.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 4.5000%  | N/A     | $2145000.00        | $96517.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-11-01      | 2.0000%  | N/A     | $80000.00          | $12239.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | N/A     | $347000.00         | $188833.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | N/A     | $2192000.00        | $346971.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | N/A     | $360000.00         | $231236.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.5000%  | N/A     | $161448.00         | $127620.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-08-01      | 5.0000%  | N/A     | $1000000.00        | $270090.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $6583104.00        | $5690293.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | N/A     | $121756.00         | $96960.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 2.0000%  | N/A     | $500000.00         | $221610.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $2554000.00        | $1553015.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | N/A     | $14997640.00       | $13543091.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | N/A     | $3102852.00        | $3122477.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 2.0000%  | N/A     | $5836592.00        | $4102125.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $177000.00         | $147431.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 4.0000%  | N/A     | $100000.00         | $17504.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | N/A     | $325000.00         | $35312.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | N/A     | $415000.00         | $116699.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-12-01      | 4.0000%  | N/A     | $496321.00         | $35024.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $50071.00          | $45026.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 2.5000%  | N/A     | $1135936.00        | $476177.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | N/A     | $200000.00         | $128645.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | N/A     | $482812.00         | $140393.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $289847.00         | $271227.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | N/A     | $100000.00         | $62745.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-10-01      | 3.0000%  | N/A     | $228000.00         | $38357.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-11-01      | 5.0000%  | N/A     | $3583760.00        | $55206.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | N/A     | $397442.00         | $109934.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.0000%  | N/A     | $7444144.00        | $3224465.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | N/A     | $1000000.00        | $155304.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $229000.00         | $132925.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | N/A     | $156000.00         | $129432.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 4.5000%  | N/A     | $13775500.00       | $440351.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $507000.00         | $451971.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 6.5000%  | N/A     | $2643976.00        | $109882.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | N/A     | $15227.00          | $7403.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.5000%  | N/A     | $1130000.00        | $139885.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | N/A     | $57750.00          | $16998.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 4.0000%  | N/A     | $61386.00          | $28406.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | N/A     | $50000000.00       | $36558972.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | N/A     | $2669448.00        | $2422673.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.0000%  | N/A     | $719562.00         | $180785.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 4.0000%  | N/A     | $776589.00         | $26032.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.0000%  | N/A     | $342000.00         | $36567.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 2.5000%  | N/A     | $55000.00          | $8563.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 4.0000%  | N/A     | $213707.00         | $21963.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-12-01      | 5.0000%  | N/A     | $502685.00         | $25989.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | N/A     | $1500000.00        | $1077158.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | N/A     | $100000.00         | $26113.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | N/A     | $2404388.00        | $1985988.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | N/A     | $58493.00          | $57717.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $2107040.00        | $2183773.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | N/A     | $799715.00         | $495630.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 6.0000%  | N/A     | $12361920.00       | $138428.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.0000%  | N/A     | $250000.00         | $186637.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | N/A     | $377476.00         | $274797.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 3.5000%  | N/A     | $160000.00         | $125171.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | N/A     | $500000.00         | $259824.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 4.0000%  | N/A     | $2760290.00        | $313207.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.5000%  | N/A     | $464060.00         | $35627.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $200000.00         | $191877.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-12-01      | 5.5000%  | N/A     | $660902.00         | $23429.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.5000%  | N/A     | $12190448.00       | $3164972.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | N/A     | $2090000.00        | $203347.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 6.0000%  | N/A     | $185000.00         | $176542.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | N/A     | $183303.00         | $28631.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | N/A     | $4871752.00        | $4566559.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-09-01      | 3.5000%  | N/A     | $155902.00         | $5503.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 5.0000%  | N/A     | $700000.00         | $59416.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $400000.00         | $210203.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $321000.00         | $214528.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 4.0000%  | N/A     | $24616.00          | $20396.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-12-01      | 5.0000%  | N/A     | $261308.00         | $23000.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 3.0000%  | N/A     | $4059712.00        | $430570.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $186000.00         | $139421.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-07-01      | 4.5000%  | N/A     | $3200000.00        | $26516.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 5.0000%  | N/A     | $15721700.00       | $3830238.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $500000.00         | $312207.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-05-01      | 5.0000%  | N/A     | $3200000.00        | $143606.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 4.0000%  | N/A     | $2165296.00        | $232931.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-04-01      | 4.5000%  | N/A     | $6182940.00        | $188276.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-03-01      | 6.5000%  | N/A     | $1980000.00        | $31647.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | N/A     | $31421600.00       | $30863537.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | N/A     | $33000.00          | $25195.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | N/A     | $200000.00         | $127098.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.5000%  | N/A     | $875474.00         | $94795.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | N/A     | $2351000.00        | $361603.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-02-01      | 4.5000%  | N/A     | $1048694.00        | $88108.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.0000%  | N/A     | $305000.00         | $78546.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 2.5000%  | N/A     | $173174.00         | $138917.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | N/A     | $779000.00         | $111424.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-10-01      | 4.0000%  | N/A     | $1076352.00        | $31928.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-05-01      | 6.0000%  | N/A     | $73904768.00       | $450619.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | N/A     | $2976560.00        | $401352.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 4.0000%  | N/A     | $999997.00         | $15054.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-09-01      | 4.0000%  | N/A     | $2000000.00        | $202208.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | N/A     | $4131744.00        | $4167668.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-01      | 3.0000%  | N/A     | $700000.00         | $52547.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-02-01      | 3.0000%  | N/A     | $2679000.00        | $462644.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 3.0000%  | N/A     | $3400000.00        | $389714.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 4.0000%  | N/A     | $100000.00         | $13544.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | N/A     | $34123.00          | $8715.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | N/A     | $500000.00         | $359332.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | N/A     | $100000.00         | $17615.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | N/A     | $273000.00         | $29549.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.0000%  | N/A     | $1064596.00        | $208039.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 4.0000%  | N/A     | $165000.00         | $16985.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | N/A     | $39000.00          | $6666.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $300000.00         | $184699.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.5000%  | N/A     | $50000.00          | $10896.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | N/A     | $250000.00         | $37605.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | N/A     | $110000.00         | $27770.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | N/A     | $102000.00         | $29404.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | N/A     | $1202062.00        | $171015.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.0000%  | N/A     | $101000.00         | $12868.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-06-01      | 3.0000%  | N/A     | $344601.00         | $36657.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 2.0000%  | N/A     | $483225.00         | $263438.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | N/A     | $360375296.00      | $229901530.15      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-06-01      | 2.5000%  | N/A     | $2083996.00        | $415509.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.0000%  | N/A     | $2350000.00        | $328665.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 3.5000%  | N/A     | $28000.00          | $17424.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-11-01      | 3.5000%  | N/A     | $74000.00          | $6058.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | N/A     | $48952.00          | $8817.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-05-01      | 5.0000%  | N/A     | $2301956.00        | $18380.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | N/A     | $961404.00         | $355805.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 2.0000%  | N/A     | $600000.00         | $267743.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | N/A     | $400000.00         | $248665.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | N/A     | $219000.00         | $194265.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | N/A     | $151946.00         | $25772.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | N/A     | $237297.00         | $177658.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 4.5000%  | N/A     | $1447000.00        | $230933.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | N/A     | $31000.00          | $22234.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 4.0000%  | N/A     | $1046890.00        | $82715.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 2.5000%  | N/A     | $1203096.00        | $232877.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 4.0000%  | N/A     | $757700.00         | $96527.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | N/A     | $71096.00          | $48165.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 4.0000%  | N/A     | $1531606.00        | $414251.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $101550.00         | $84082.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | N/A     | $818000.00         | $149269.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $13224460.00       | $3367659.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | N/A     | $1725000.00        | $107765.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | N/A     | $760000.00         | $593638.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | N/A     | $1706544.00        | $496007.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.5000%  | N/A     | $971000.00         | $199377.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $220000.00         | $60047.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $6863344.00        | $7302491.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $35400.00          | $26275.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 5.0000%  | N/A     | $2739008.00        | $1989183.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $46620992.00       | $47612092.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-05-01      | 2.5000%  | N/A     | $9500000.00        | $791909.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $40000.00          | $5766.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | N/A     | $400000.00         | $208943.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | N/A     | $532230.00         | $346651.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 3.5000%  | N/A     | $500000.00         | $68653.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 5.0000%  | N/A     | $600000.00         | $63731.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 6.0000%  | N/A     | $357184.00         | $211702.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $231543.00         | $212292.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.0000%  | N/A     | $11426.00          | $9473.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $24518560.00       | $22696434.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 2.5000%  | N/A     | $513895.00         | $92063.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $100000.00         | $54635.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | N/A     | $142000.00         | $117452.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $47380224.00       | $6417120.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 1.5000%  | N/A     | $52774.00          | $30557.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | N/A     | $9201936.00        | $6619446.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $66628992.00       | $42511421.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | N/A     | $75668.00          | $65825.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 6.0000%  | N/A     | $14555020.00       | $58144.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $10000.00          | $9128.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 4.0000%  | N/A     | $900000.00         | $799503.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-03-01      | 5.0000%  | N/A     | $4450000.00        | $37446.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.0000%  | N/A     | $816497.00         | $115459.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $1075384.00        | $1108594.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | N/A     | $513244.00         | $175139.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | N/A     | $145000.00         | $19080.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | N/A     | $380000.00         | $218461.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 3.5000%  | N/A     | $466000.00         | $67376.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | N/A     | $1612880.00        | $133176.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 4.0000%  | N/A     | $109651.00         | $14347.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $1554000.00        | $1336791.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | N/A     | $195399.00         | $65237.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 4.5000%  | N/A     | $4831072.00        | $276125.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 4.0000%  | N/A     | $31095.00          | $8321.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 3.0000%  | N/A     | $300000.00         | $252358.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 4.0000%  | N/A     | $649000.00         | $141147.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | N/A     | $393170.00         | $249696.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 2.5000%  | N/A     | $53800.00          | $33400.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 4.5000%  | N/A     | $210000.00         | $62144.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | N/A     | $1385000.00        | $220663.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 2.0000%  | N/A     | $250000.00         | $93660.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 3.5000%  | N/A     | $203595.00         | $186284.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 5.0000%  | N/A     | $29453888.00       | $1392309.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $63000.00          | $32881.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | N/A     | $48000.00          | $25488.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | N/A     | $310000.00         | $237066.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-05-01      | 2.5000%  | N/A     | $284660.00         | $30237.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | N/A     | $17977.00          | $13296.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 6.0000%  | N/A     | $83000.00          | $18276.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | N/A     | $648000.00         | $92859.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 6.0000%  | N/A     | $250000.00         | $47851.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | N/A     | $169000.00         | $17867.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 3.0000%  | N/A     | $48000.00          | $14422.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $375000.00         | $71150.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $64515968.00       | $61337513.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $99654912.00       | $93227949.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 5.0000%  | N/A     | $4615000.00        | $46280.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | N/A     | $15000.00          | $12528.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $518734.00         | $500941.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $65000.00          | $57284.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | N/A     | $165000.00         | $48175.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $224000.00         | $139608.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | N/A     | $808000.00         | $408080.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | N/A     | $175994624.00      | $13194374.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | N/A     | $2218872.00        | $250499.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 2.0000%  | N/A     | $25067328.00       | $16119138.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.0000%  | N/A     | $7000000.00        | $4511642.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.5000%  | N/A     | $1000000.00        | $297949.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | N/A     | $27929664.00       | $28008201.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-12-01      | 4.0000%  | N/A     | $127942656.00      | $10122232.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | N/A     | $5100000.00        | $440681.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $300000.00         | $189587.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 4.0000%  | N/A     | $1720246.00        | $363791.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | N/A     | $1000000.00        | $254426.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 4.5000%  | N/A     | $6637512.00        | $343390.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-09-01      | 6.0000%  | N/A     | $25000.00          | $13705.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $200000.00         | $134221.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 4.0000%  | N/A     | $219012.00         | $23301.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 4.5000%  | N/A     | $199000.00         | $52803.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 6.5000%  | N/A     | $2595000.00        | $41506.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-07-01      | 3.5000%  | N/A     | $3255000.00        | $295180.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-12-01      | 3.5000%  | N/A     | $1215810.00        | $98637.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-12-01      | 5.0000%  | N/A     | $6299104.00        | $391584.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-12-01      | 3.5000%  | N/A     | $1997786.00        | $215866.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | N/A     | $1696648.00        | $214625.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-08-01      | 6.0000%  | N/A     | $365000.00         | $13942.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 5.0000%  | N/A     | $10759168.00       | $63742.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | N/A     | $1911308.00        | $424789.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 2.5000%  | N/A     | $173930.00         | $54834.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 3.5000%  | N/A     | $65000.00          | $58027.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.0000%  | N/A     | $167145.00         | $16166.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-01      | 3.0000%  | N/A     | $200000.00         | $22070.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-06-01      | 2.0000%  | N/A     | $3199860.00        | $95202.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-04-01      | 4.0000%  | N/A     | $863000.00         | $78423.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.0000%  | N/A     | $5871840.00        | $665741.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $146754.00         | $110440.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $103229.00         | $73153.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $400000.00         | $224017.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | N/A     | $1339256.00        | $187706.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.0000%  | N/A     | $154000.00         | $31142.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 6.0000%  | N/A     | $1934000.00        | $51070.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 6.0000%  | N/A     | $3900000.00        | $17953.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 5.5000%  | N/A     | $1250000.00        | $22203.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-05-01      | 2.5000%  | N/A     | $5000000.00        | $398633.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | N/A     | $3849828.00        | $178063.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | N/A     | $1050000.00        | $183483.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | N/A     | $900000.00         | $139925.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-02-01      | 5.5000%  | N/A     | $4611336.00        | $173496.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-10-01      | 2.5000%  | N/A     | $102783.00         | $15264.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-06-01      | 2.5000%  | N/A     | $2175000.00        | $94937.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | N/A     | $705000.00         | $73118.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.5000%  | N/A     | $988319.00         | $86923.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $300000.00         | $154926.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | N/A     | $200000.00         | $172624.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-02-01      | 3.5000%  | N/A     | $1100000.00        | $76725.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-05-01      | 3.5000%  | N/A     | $1134176.00        | $141889.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-06-01      | 3.0000%  | N/A     | $3053072.00        | $2380060.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | N/A     | $224568.00         | $145020.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $131823600.00      | $68858511.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 5.0000%  | N/A     | $1049192.00        | $164711.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1109382.00        | $1015810.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | N/A     | $30000.00          | $7608.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-11-01      | 5.0000%  | N/A     | $5827288.00        | $48638.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 4.5000%  | N/A     | $726000.00         | $69749.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $200000.00         | $182926.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 3.0000%  | N/A     | $92371.00          | $39153.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 6.0000%  | N/A     | $148000.00         | $152630.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | N/A     | $1180510.00        | $968493.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 2.0000%  | N/A     | $510614.00         | $319166.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | N/A     | $75000.00          | $59391.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 3.5000%  | N/A     | $8342496.00        | $323290.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $39000.00          | $33273.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | N/A     | $145000.00         | $87282.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | N/A     | $51950592.00       | $31278768.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 4.0000%  | N/A     | $1198862.00        | $99527.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | N/A     | $375000.00         | $120446.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.0000%  | N/A     | $510000.00         | $358526.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 4.0000%  | N/A     | $61686.00          | $6733.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | N/A     | $130000.00         | $81123.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | N/A     | $57355.00          | $36666.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.5000%  | N/A     | $394276.00         | $195020.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | N/A     | $383000.00         | $248818.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | N/A     | $312188.00         | $194116.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | N/A     | $525000.00         | $104251.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 3.0000%  | N/A     | $203800.00         | $41413.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.0000%  | N/A     | $2086000.00        | $414403.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $100000.00         | $69170.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $111796800.00      | $92457301.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | N/A     | $846800.00         | $64150.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | N/A     | $71000.00          | $7831.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | N/A     | $51565.00          | $46959.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.5000%  | N/A     | $183000.00         | $25819.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.0000%  | N/A     | $2046510.00        | $300195.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-12-01      | 6.0000%  | N/A     | $10987568.00       | $172045.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-04-01      | 4.0000%  | N/A     | $1221000.00        | $164813.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-05-01      | 3.5000%  | N/A     | $1858000.00        | $203001.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.0000%  | N/A     | $1692216.00        | $164794.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.0000%  | N/A     | $511526.00         | $225487.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 4.0000%  | N/A     | $46000.00          | $41877.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-03-01      | 5.0000%  | N/A     | $2115520.00        | $9769.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | N/A     | $998180.00         | $408786.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $5337816.00        | $5442465.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 5.0000%  | N/A     | $28601120.00       | $363227.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.0000%  | N/A     | $500000.00         | $86381.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $188098.00         | $137937.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | N/A     | $1362634.00        | $248152.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-06-01      | 5.0000%  | N/A     | $724675.00         | $49216.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 2.5000%  | N/A     | $105000.00         | $79770.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.0000%  | N/A     | $1200000.00        | $9287.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | N/A     | $74352.00          | $15368.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | N/A     | $1101068.00        | $473428.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | N/A     | $16465024.00       | $10817878.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 4.0000%  | N/A     | $2539000.00        | $476496.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 5.0000%  | N/A     | $1518124.00        | $355268.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 6.0000%  | N/A     | $4568328.00        | $81239.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | N/A     | $6368000.00        | $4757356.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 2.5000%  | N/A     | $60000.00          | $34251.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $26000.00          | $23475.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.0000%  | N/A     | $1000000.00        | $111612.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $60602.00          | $52361.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $1200000.00        | $857092.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 3.5000%  | N/A     | $2431500.00        | $347704.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.0000%  | N/A     | $75000.00          | $20645.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | N/A     | $50000.00          | $30315.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | N/A     | $184536.00         | $70983.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $249968.00         | $145187.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 3.0000%  | N/A     | $163000.00         | $67085.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | N/A     | $4000000.00        | $57473.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $3383112.00        | $1426681.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.0000%  | N/A     | $1000000.00        | $214266.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | N/A     | $349096.00         | $215471.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | N/A     | $1087000.00        | $132425.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 2.5000%  | N/A     | $38000.00          | $26270.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | N/A     | $203217.00         | $151758.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $310000.00         | $49628.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-01-01      | 4.5000%  | N/A     | $4523728.00        | $353498.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 1.5000%  | N/A     | $225000.00         | $138268.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | N/A     | $510000.00         | $68924.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | N/A     | $12000.00          | $9330.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $28886.00          | $23053.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | N/A     | $1515000.00        | $355039.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | N/A     | $450000.00         | $276187.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 6.0000%  | N/A     | $2553588.00        | $24318.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | N/A     | $374000.00         | $37682.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 3.5000%  | N/A     | $45000.00          | $18249.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $30000.00          | $20860.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 4.5000%  | N/A     | $3169000.00        | $154130.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | N/A     | $320000.00         | $53255.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.0000%  | N/A     | $2648600.00        | $724382.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $90000.00          | $69402.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $22352.00          | $14406.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | N/A     | $300000.00         | $195735.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.5000%  | N/A     | $4000000.00        | $141110.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $540000.00         | $408564.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1000000.00        | $471540.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $27989.00          | $13862.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.0000%  | N/A     | $1315000.00        | $325620.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.5000%  | N/A     | $120000.00         | $36764.63          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-08-01      | 3.0000%  | N/A     | $2000000.00        | $326272.27         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-06-01      | 3.0000%  | N/A     | $575000.00         | $63322.87          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-05-01      | 3.5000%  | N/A     | $1000000.00        | $80313.50          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-06-01      | 4.0000%  | N/A     | $120000.00         | $10649.20          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2034-01-31      | 3.0000%  | N/A     | $200000.00         | $27465.16          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2038-01-01      | 5.4600%  | N/A     | $50000.00          | $32058.99          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-09-01      | 3.5000%  | N/A     | $1130000.00        | $105070.64         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2035-02-01      | 6.0000%  | N/A     | $9395328.00        | $353380.92         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2035-07-01      | 4.0000%  | N/A     | $1082008.00        | $287830.40         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-07-01      | 5.5000%  | N/A     | $18558400.00       | $390151.42         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-02-01      | 3.5000%  | N/A     | $13600000.00       | $2222105.02        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-11-01      | 5.5000%  | N/A     | $4269176.00        | $238041.03         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-04-01      | 4.5000%  | N/A     | $790529.00         | $179128.92         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-01-01      | 3.5000%  | N/A     | $866966.00         | $137485.05         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-09-01      | 3.5000%  | N/A     | $2451000.00        | $196395.90         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-02-01      | 3.5000%  | N/A     | $1179000.00        | $150266.85         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-03-01      | 4.5000%  | N/A     | $1567180.00        | $197154.06         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-10-01      | 3.5000%  | N/A     | $425000.00         | $32998.84          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-05-01      | 3.5000%  | N/A     | $203861.00         | $30840.85          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-11-01      | 6.0000%  | N/A     | $20768256.00       | $123574.71         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-11-01      | 4.0000%  | N/A     | $1055348.00        | $431721.93         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-01-01      | 3.0000%  | N/A     | $375000.00         | $121502.98         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-04-01      | 3.5000%  | N/A     | $188546.00         | $18148.70          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-12-01      | 3.5000%  | N/A     | $970000.00         | $104162.91         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-10-01      | 3.0000%  | N/A     | $2500000.00        | $161017.79         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-12-01      | 3.0000%  | N/A     | $278656.00         | $44579.43          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-02-01      | 3.0000%  | N/A     | $2950000.00        | $354695.09         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-03-01      | 3.5000%  | N/A     | $1000000.00        | $144420.82         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-04-01      | 3.5000%  | N/A     | $195949.00         | $30888.95          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-10-01      | 3.0000%  | N/A     | $111000.00         | $22880.23          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-12-01      | 3.5000%  | N/A     | $300000.00         | $31126.38          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-05-01      | 4.0000%  | N/A     | $775000.00         | $81196.43          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-02-01      | 3.0000%  | N/A     | $4000000.00        | $494975.05         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-11-01      | 3.0000%  | N/A     | $2428196.00        | $105112.63         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-06-01      | 3.0000%  | N/A     | $3200000.00        | $455317.51         | Agency Mortgage-Backed Securities |

### Security 126: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJML9
- **C.18 - Value (incl. sponsor support):** $8500000000.00
- **C.18.a - Value (excl. sponsor support):** $8500000000.00
- **C.19 - Percentage of Net Assets:** 4.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | N/A     | $1581035200.00     | $1618115433.36     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $1650000000.00     | $1668493145.30     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $914403200.00      | $929967762.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $1555560000.00     | $1590256765.80     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $1759356800.00     | $1748462707.17     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $1091076800.00     | $1095460746.58     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $19222000.00       | $19243472.66       | U.S. Treasuries (including strips) |

### Security 127: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSM416
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $216688000.00      | $190900773.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $314190300.00      | $319099313.40      | U.S. Treasuries (including strips) |

### Security 128: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWTDNM8
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 BOND 55 | 2055-02-15      | 4.6250%  | N/A     | $671921300.00      | $663000032.92      | U.S. Treasuries (including strips) |

### Security 129: Fixed Income Clearing Corporation - HSBC

- **C.1 - Title:** Fixed Income Clearing Corporation - HSBC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMU9
- **C.18 - Value (incl. sponsor support):** $5250000000.00
- **C.18.a - Value (excl. sponsor support):** $5250000000.00
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $18813600.00       | $16513251.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $137014200.00      | $139046805.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $18648000.00       | $19329294.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $7576700.00        | $7888611.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $9188000.00        | $9085680.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $876000.00         | $886414.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $42462400.00       | $42633013.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $162588600.00      | $166553142.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | N/A     | $520500.00         | $519888.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $10933500.00       | $11049954.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $34943700.00       | $35468541.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $9998000.00        | $9944558.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $16860300.00       | $17012097.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | N/A     | $245900.00         | $252402.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $103759000.00      | $108751212.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | N/A     | $7384900.00        | $7411562.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | N/A     | $500.00            | $507.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $150042800.00      | $142080778.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $95600.00          | $94969.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $14038700.00       | $12268261.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $24888400.00       | $21892339.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $88429000.00       | $88978390.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | N/A     | $50838800.00       | $51309149.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $13965200.00       | $14387883.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $112174600.00      | $112975827.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | N/A     | $49333400.00       | $49054403.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | N/A     | $919800.00         | $985780.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $5035000.00        | $5077831.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | N/A     | $8700200.00        | $8807201.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | N/A     | $3600.00           | $3584.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $496027200.00      | $511163168.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $13429000.00       | $13300846.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $21204300.00       | $19621250.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7611%  | N/A     | $24980000.00       | $25158397.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | N/A     | $702500.00         | $703332.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $41714700.00       | $43407672.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | N/A     | $213146400.00      | $213407997.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $985300.00         | $985259.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $4800.00           | $4751.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $400.00            | $403.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | N/A     | $17729700.00       | $18051085.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $358500.00         | $366066.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | N/A     | $215043600.00      | $216432091.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $67726000.00       | $59234191.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $24616700.00       | $24644199.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $382340400.00      | $383182409.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $32256500.00       | $34046547.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $50290400.00       | $49782181.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $18454500.00       | $18656139.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $15968600.00       | $16323034.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | N/A     | $5000.00           | $4935.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $29517100.00       | $30346058.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $24360800.00       | $24661243.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | N/A     | $105120400.00      | $105874097.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $23964000.00       | $24237647.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | N/A     | $200.00            | $197.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $575100.00         | $538819.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $20014700.00       | $20686587.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $7998400.00        | $7853290.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | N/A     | $53999200.00       | $53811827.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $46986200.00       | $44571077.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | N/A     | $27728800.00       | $27825732.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $22392800.00       | $22774165.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $9928500.00        | $10180346.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $10103400.00       | $9878730.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $8989500.00        | $8536847.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $53480100.00       | $53212591.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | N/A     | $2072500.00        | $2100880.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | N/A     | $200.00            | $198.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $18592800.00       | $18964297.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $71746500.00       | $72952253.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $14034800.00       | $13186971.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $10264100.00       | $9804057.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | N/A     | $16320500.00       | $15482663.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | N/A     | $64904300.00       | $67782726.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $98285700.00       | $95361970.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | N/A     | $4500.00           | $4477.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $8494400.00        | $8743224.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $24342600.00       | $24881612.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $12821600.00       | $12730361.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $35411300.00       | $33886031.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $50251500.00       | $47457684.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $4312900.00        | $4287469.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $76211200.00       | $76802827.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $6083100.00        | $6142611.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $2655300.00        | $2690774.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | N/A     | $46372100.00       | $47153563.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $25485900.00       | $25069577.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | N/A     | $318817600.00      | $320123321.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $107712200.00      | $109545628.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $105500.00         | $106957.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $140100.00         | $140425.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-24      | 0.0000%  | N/A     | $2000.00           | $1933.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $56200.00          | $57592.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $522764000.00      | $517733220.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $5953400.00        | $5618452.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $55709900.00       | $54869149.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $2265100.00        | $2333454.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $29780900.00       | $28665800.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | N/A     | $464768800.00      | $472991765.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $23673000.00       | $22923812.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $39796100.00       | $40673765.16       | U.S. Treasuries (including strips) |

### Security 130: Fixed Income Clearing Corporation - NOMU

- **C.1 - Title:** Fixed Income Clearing Corporation - NOMU
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWTG7D9
- **C.18 - Value (incl. sponsor support):** $4600000000.00
- **C.18.a - Value (excl. sponsor support):** $4600000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $75000000.00       | $77531356.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | N/A     | $345643200.00      | $348058239.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $100.00            | $103.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $16210000.00       | $15327722.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $453705600.00      | $455528589.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $21429800.00       | $21902413.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $33388000.00       | $32842594.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $226638000.00      | $227872078.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $45231600.00       | $44684933.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $49453200.00       | $51460236.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | N/A     | $400.00            | $402.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $81000000.00       | $76701735.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $14690500.00       | $13893282.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $77596500.00       | $79327289.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $22673100.00       | $22559688.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $356984000.00      | $354879108.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $41797000.00       | $43163851.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $86290200.00       | $82451478.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $87415700.00       | $85829779.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $25040000.00       | $25675163.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $16318200.00       | $15617121.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $76999900.00       | $77743184.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $200.00            | $188.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $14930200.00       | $14863753.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | N/A     | $375900000.00      | $378382003.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $291046000.00      | $293666359.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $80421100.00       | $81299804.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $800.00            | $719.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $36307700.00       | $34948214.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $16094000.00       | $16724002.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $39933000.00       | $38212968.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $400.00            | $398.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $22798400.00       | $22851292.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | N/A     | $348913600.00      | $348354989.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $31964900.00       | $32767817.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $40658000.00       | $40993922.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $25336400.00       | $25463633.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $90664800.00       | $92872980.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $75797000.00       | $74896907.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $381448400.00      | $387262861.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | N/A     | $20645700.00       | $20543991.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $16380300.00       | $16121648.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $85033600.00       | $83575932.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $400.00            | $381.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $4778500.00        | $4829396.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $93829300.00       | $93854016.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $282031200.00      | $266163683.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $42852200.00       | $42646605.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $30600000.00       | $30790111.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | N/A     | $16136900.00       | $16106546.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | N/A     | $81213600.00       | $80754311.21       | U.S. Treasuries (including strips) |

### Security 131: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMR6
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | N/A     | $1120.00           | $1073.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $2168.00           | $2212.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $982.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | N/A     | $1085390.00        | $1106093.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $13632688.00       | $13851859.42       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $10965504.00       | $8803389.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | N/A     | $1058.00           | $1011.43           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.0000%  | N/A     | $1200.00           | $889.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | N/A     | $39591643.00       | $39548288.48       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $1008.00           | $700.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1036.09           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 7.0000%  | N/A     | $17240.00          | $17410.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $761.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | N/A     | $36983744.00       | $25054186.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $9106185.00        | $8663661.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.5000%  | N/A     | $1016.00           | $753.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $602554.00         | $505408.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $498305.00         | $494516.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $11997952.00       | $11893074.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | N/A     | $4255088.00        | $4290965.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $820.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1054.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1651.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.5000%  | N/A     | $5261.00           | $4612.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1022.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $78997000.00       | $73783098.29       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | N/A     | $22027955.00       | $22991804.94       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $655.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $926.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | N/A     | $1024.00           | $1032.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $2000.00           | $1995.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $40000.00          | $27683.81          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 4.5000%  | N/A     | $1000.00           | $962.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | N/A     | $10059278.00       | $9974615.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-08-01      | 3.0000%  | N/A     | $1288.00           | $49.65             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | N/A     | $4032.00           | $3975.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $966.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | N/A     | $1002.00           | $1043.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | N/A     | $1008.00           | $959.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | N/A     | $1015.00           | $1020.43           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $889.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | N/A     | $1024.00           | $933.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $455000.00         | $407595.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | N/A     | $85000.00          | $73720.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $1000000.00        | $945131.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 3.5000%  | N/A     | $55986.00          | $47699.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $1054.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $1024.00           | $1026.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.5000%  | N/A     | $1119038.00        | $764360.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $919.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $966.03            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $824.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $1026628.00        | $1069481.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $779.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $9208455.00        | $8806460.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | N/A     | $4488810.00        | $4376506.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | N/A     | $18965840.00       | $17818506.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 3.5000%  | N/A     | $1024.00           | $902.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $909.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.5000%  | N/A     | $4597924.00        | $3816195.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $807.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $1029.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | N/A     | $1167.00           | $1183.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-04-01      | 3.0000%  | N/A     | $1133.00           | $12.20             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1040.00           | $1058.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $183.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $856.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | N/A     | $1075.00           | $1096.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | N/A     | $12763894.00       | $2268625.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $875.75            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $1024.00           | $1027.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1024.00           | $700.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $840788.00         | $846958.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $998.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1002.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $2162.00           | $2064.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | N/A     | $1008.00           | $1030.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | N/A     | $10724574.00       | $10768575.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $673.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 3.5000%  | N/A     | $1000.00           | $83.49             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | N/A     | $1024.00           | $953.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $800.57            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1005.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | N/A     | $56292.00          | $32504.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $1002451.00        | $988992.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | N/A     | $1001.00           | $986.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $575.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $843.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $622.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $2205.00           | $2260.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | N/A     | $1024.00           | $870.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | N/A     | $16814180.00       | $16476825.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $4250474.00        | $3871503.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 3.0000%  | N/A     | $11000.00          | $8348.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | N/A     | $36552960.00       | $31221226.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | N/A     | $38870400.00       | $30880131.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $1024.00           | $909.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | N/A     | $17410.00          | $17468.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | N/A     | $5000.00           | $4687.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | N/A     | $1008.00           | $696.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $6308800.00        | $5268044.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | N/A     | $3183400.00        | $2659467.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $973.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 5.5000%  | N/A     | $48000.00          | $28158.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | N/A     | $1007.00           | $896.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | N/A     | $2048.00           | $2058.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1077.00           | $1109.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.5000%  | N/A     | $1024.00           | $673.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | N/A     | $22710680.00       | $13590936.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.0000%  | N/A     | $1036.00           | $566.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | N/A     | $6000.00           | $5508.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.5000%  | N/A     | $200000.00         | $152545.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $37924688.00       | $33947910.21       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | N/A     | $1008.00           | $595.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $984.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $1006.00           | $945.32            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | N/A     | $1024.00           | $1040.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | N/A     | $1013.00           | $91.02             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $214020.00         | $171865.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $1062020.00        | $900307.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $282104.00         | $277126.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 5.0000%  | N/A     | $1000.00           | $1002.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | N/A     | $1106.00           | $1099.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $88000.00          | $64246.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | N/A     | $99000.00          | $74517.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-03-01      | 5.5000%  | N/A     | $40014.00          | $33427.81          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | N/A     | $1024450.00        | $1080470.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.0000%  | N/A     | $1008.00           | $961.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $986.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | N/A     | $1001.00           | $807.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $948.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | N/A     | $20469216.00       | $14717296.04       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $6048.00           | $5493.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $19277720.00       | $18726849.33       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $8000.00           | $5878.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | N/A     | $54792841.00       | $48196632.76       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $1120.00           | $1132.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | N/A     | $68727911.00       | $58183820.47       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $954.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $985.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $4234169.00        | $4220553.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | N/A     | $1008.00           | $744.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 5.0000%  | N/A     | $12099476.00       | $12221035.41       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $738.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | N/A     | $35456.00          | $23672.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 7.0000%  | N/A     | $620317.00         | $657273.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $954.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | N/A     | $2002.00           | $1923.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 4.5000%  | N/A     | $1000.00           | $990.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | N/A     | $114000.00         | $81096.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 4.5000%  | N/A     | $1000.00           | $803.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1003.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | N/A     | $1375242.00        | $1444734.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | N/A     | $1344440.00        | $767591.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.0000%  | N/A     | $1083.00           | $1039.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $21556960.00       | $21251283.65       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 4.5000%  | N/A     | $4253599.00        | $4138649.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | N/A     | $33014.00          | $23798.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | N/A     | $1024.00           | $713.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1023.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-10-01      | 3.0000%  | N/A     | $1000.00           | $450.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | N/A     | $4162979.00        | $4100325.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 4.5000%  | N/A     | $1912.00           | $1880.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | N/A     | $70000.00          | $50562.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $200000.00         | $175637.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1032.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | N/A     | $4000.00           | $3131.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | N/A     | $34238258.00       | $34644043.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 2.0000%  | N/A     | $1000.00           | $425.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.5000%  | N/A     | $74000.00          | $52681.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $104000.00         | $85038.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 4.5000%  | N/A     | $1000.00           | $877.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $1046.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | N/A     | $1008.00           | $1001.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 6.0000%  | N/A     | $1033597.00        | $919396.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.5000%  | N/A     | $1024.00           | $676.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | N/A     | $1771000.00        | $1114958.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $155.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $27073576.00       | $27881471.15       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 3.5000%  | N/A     | $1000.00           | $521.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | N/A     | $1024.00           | $971.16            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 5.0000%  | N/A     | $1000.00           | $899.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $961.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 3.0000%  | N/A     | $413000.00         | $259821.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | N/A     | $1008.00           | $987.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 2.0000%  | N/A     | $9848.00           | $6029.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 7.0000%  | N/A     | $1034676.00        | $963917.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | N/A     | $21234560.00       | $20685902.79       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $1091152.00        | $705416.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1024.00           | $1056.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $870.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | N/A     | $17000.00          | $13264.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | N/A     | $1008.00           | $982.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $10504128.00       | $10034016.83       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | N/A     | $100000.00         | $80012.41          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $6646403.00        | $6096632.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | N/A     | $1008.00           | $1030.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1010.00           | $1043.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $1042.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $6126714.00        | $6223434.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | N/A     | $4723204.00        | $4150638.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 3.5000%  | N/A     | $3491.00           | $372.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 7.0000%  | N/A     | $1000.00           | $744.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1070.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-05-01      | 5.0000%  | N/A     | $1195873.00        | $983180.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | N/A     | $3895.00           | $3398.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | N/A     | $5970011.00        | $6099293.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | N/A     | $32000.00          | $25919.90          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | N/A     | $40469600.00       | $40657365.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $790.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $35731582.00       | $26903636.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $3171822.00        | $2962449.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $1369000.00        | $1003591.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $532.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 4.5000%  | N/A     | $6000.00           | $5196.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $2016.00           | $2009.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1037.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $18000.00          | $15607.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $661.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $1075012.00        | $961093.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-08-01      | 5.5000%  | N/A     | $50132224.00       | $32146871.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | N/A     | $1040.00           | $1044.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $2337937.00        | $2046858.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1026.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | N/A     | $1397.00           | $369.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.5000%  | N/A     | $1024.00           | $1032.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | N/A     | $1008.00           | $1011.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-11-01      | 5.0000%  | N/A     | $1000.00           | $992.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $900.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 7.0000%  | N/A     | $1001.00           | $1058.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $78567520.00       | $72282619.65       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $820.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $1024.00           | $982.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1024.00           | $1015.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 3.5000%  | N/A     | $1024.00           | $961.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1003.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | N/A     | $25681152.00       | $25693361.25       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | N/A     | $1024.00           | $1000.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | N/A     | $1105.00           | $680.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $615936.00         | $607749.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $690.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1004.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $988.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $1320376.00        | $1378348.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | N/A     | $351936.00         | $356782.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | N/A     | $3162761.00        | $3090000.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $975.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | N/A     | $3437120.00        | $2944437.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | N/A     | $2024.00           | $1937.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $2048.00           | $1896.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | N/A     | $50000.00          | $40705.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | N/A     | $6270.00           | $4365.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | N/A     | $1051.00           | $862.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 5.0000%  | N/A     | $14037051.00       | $14131719.58       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $1040.00           | $978.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $963.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $981.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-11-01      | 4.5000%  | N/A     | $1008.00           | $992.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 7.0000%  | N/A     | $1034517.00        | $1095648.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $870.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | N/A     | $1710000.00        | $1753402.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | N/A     | $14114.00          | $14524.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 3.0000%  | N/A     | $220199.00         | $100490.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $8035.00           | $7287.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $979.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | N/A     | $1006.00           | $1051.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $77465.00          | $72697.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1031.09           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $47569691.00       | $45336556.41       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.0000%  | N/A     | $1090251.00        | $873904.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1043.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $795.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $910.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | N/A     | $1023.00           | $1027.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | N/A     | $1024.00           | $1050.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | N/A     | $1024.00           | $943.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $966.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | N/A     | $3000.00           | $2760.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $935.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $1017.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | N/A     | $154833.00         | $50308.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1037.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 3.0000%  | N/A     | $1997.00           | $1299.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $1039.00           | $966.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | N/A     | $37265.00          | $38090.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $1001.00           | $1015.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $14750113.00       | $13738887.46       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $977.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | N/A     | $1013.00           | $1023.09           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $883.44            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1725.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-07-01      | 6.0000%  | N/A     | $46000.00          | $27137.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | N/A     | $25201824.00       | $19156594.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | N/A     | $11532000.00       | $10212651.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $5269714.00        | $5139975.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $650.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | N/A     | $9784670.00        | $9355958.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | N/A     | $1024.00           | $877.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1004.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $46971250.00       | $44250149.54       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | N/A     | $2468147.00        | $2501372.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $699.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $1002.00           | $984.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $1024.00           | $996.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | N/A     | $2064.00           | $2111.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | N/A     | $1010.00           | $1046.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $3829546.00        | $3567188.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | N/A     | $1037.00           | $1041.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1430.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1026.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | N/A     | $1008.00           | $949.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 3.5000%  | N/A     | $1024.00           | $946.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $31656992.00       | $30183505.37       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | N/A     | $42424832.00       | $39078853.63       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $3709412.00        | $3494300.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | N/A     | $1011.00           | $831.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | N/A     | $23174480.00       | $23765244.27       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.5000%  | N/A     | $1042.00           | $767.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | N/A     | $7504665.00        | $6179982.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | N/A     | $20186.00          | $17467.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $809.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.5000%  | N/A     | $2001.00           | $1846.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 4.5000%  | N/A     | $1001.00           | $794.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | N/A     | $1055.00           | $846.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1044.36           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | N/A     | $64000.00          | $49841.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1034.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $660.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 3.0000%  | N/A     | $1000.00           | $459.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | N/A     | $22731456.00       | $22315470.36       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | N/A     | $18206530.00       | $5256376.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | N/A     | $2231974.00        | $2106506.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $711.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.0000%  | N/A     | $1024.00           | $1024.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $770.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $858.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | N/A     | $1024.00           | $1044.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1051.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | N/A     | $4075485.00        | $3544994.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-11-01      | 3.0000%  | N/A     | $4395000.00        | $753858.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $16961760.00       | $13633460.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $828.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $1048.00           | $957.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.0000%  | N/A     | $1008.00           | $853.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | N/A     | $1024.00           | $1015.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | N/A     | $2000.00           | $2050.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | N/A     | $9195102.00        | $6778022.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $926.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $50556625.00       | $45939368.29       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | N/A     | $1024.00           | $913.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | N/A     | $1041.00           | $1043.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 7.5000%  | N/A     | $1000.00           | $1067.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $1120.00           | $1119.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | N/A     | $54836.00          | $33187.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $555.06            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-10-01      | 5.0000%  | N/A     | $40000.00          | $29366.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $789.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1039.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | N/A     | $1524944.00        | $1528018.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1023.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1007.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | N/A     | $7550280.00        | $3003506.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.0000%  | N/A     | $18685140.00       | $11478261.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1010.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 3.5000%  | N/A     | $140959.00         | $128905.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 3.5000%  | N/A     | $405000.00         | $49881.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 6.5000%  | N/A     | $3699000.00        | $1276176.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $80649760.00       | $40777172.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $616.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 4.0000%  | N/A     | $1000.00           | $799.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | N/A     | $299005.00         | $44176.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 4.0000%  | N/A     | $94000.00          | $78722.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | N/A     | $1024.00           | $1015.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $2000.00           | $1381.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | N/A     | $1001.00           | $1058.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $741230.00         | $568697.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-10-01      | 5.0000%  | N/A     | $136449.00         | $100797.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $171000.00         | $129277.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $771.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 4.0000%  | N/A     | $2206584.00        | $270850.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $43099.00          | $23096.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | N/A     | $104000.00         | $70391.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 2.5000%  | N/A     | $81000.00          | $63264.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | N/A     | $395875.00         | $83311.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $1024.00           | $1055.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.0000%  | N/A     | $2000.00           | $495.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.5000%  | N/A     | $1000.00           | $787.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $947.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $836.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $1024.00           | $778.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | N/A     | $1024.00           | $956.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $753.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | N/A     | $43782272.00       | $3757834.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $768.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | N/A     | $1000.00           | $226.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $1001.00           | $1026.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $4168512.00        | $3121017.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | N/A     | $783948.00         | $831257.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.0000%  | N/A     | $39610000.00       | $5828384.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $6225152.00        | $6204192.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | N/A     | $9092768.00        | $7510491.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | N/A     | $12980970.00       | $1749528.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $181.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $377.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $659.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-06-01      | 4.0000%  | N/A     | $1000.00           | $41.22             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | N/A     | $44032.00          | $25398.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $496.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 4.0000%  | N/A     | $394000.00         | $83047.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | N/A     | $2000.00           | $2039.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $50192000.00       | $39026587.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 2.5000%  | N/A     | $1000.00           | $177.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 4.5000%  | N/A     | $1535512.00        | $1510036.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | N/A     | $1099000.00        | $671924.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 3.5000%  | N/A     | $1000.00           | $924.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $17000.00          | $12387.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $13064421.00       | $12135326.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 4.5000%  | N/A     | $4495740.00        | $4119436.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 5.5000%  | N/A     | $1000.00           | $103.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 3.5000%  | N/A     | $1000.00           | $874.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | N/A     | $19000.00          | $15609.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $655.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 6.0000%  | N/A     | $39594752.00       | $202798.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 5.0000%  | N/A     | $222400.00         | $223619.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.0000%  | N/A     | $4612504.00        | $3731430.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | N/A     | $1024.00           | $1027.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $12636638.00       | $6836232.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $37999.00          | $31233.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $759.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $528.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | N/A     | $22345431.00       | $15336807.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-09-01      | 4.0000%  | N/A     | $1000.00           | $57.32             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | N/A     | $42000.00          | $30789.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $300.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-05-01      | 3.5000%  | N/A     | $1000.00           | $21.61             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $779.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | N/A     | $208000.00         | $63119.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | N/A     | $8734740.00        | $8705409.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | N/A     | $2050.00           | $1783.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | N/A     | $278000.00         | $88862.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | N/A     | $165000.00         | $78143.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1052.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 3.0000%  | N/A     | $1865790.00        | $1476641.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.0000%  | N/A     | $280000.00         | $118816.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 3.5000%  | N/A     | $1000.00           | $86.33             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | N/A     | $3625200.00        | $459679.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $102000.00         | $57608.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | N/A     | $2191500.00        | $2268011.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $31299616.00       | $30187165.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 3.5000%  | N/A     | $1000.00           | $93.42             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $3828113.00        | $2021646.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $12000000.00       | $8806950.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | N/A     | $1000.00           | $318.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.5000%  | N/A     | $1203898.00        | $489571.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | N/A     | $22633327.00       | $4451615.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | N/A     | $1001.00           | $128.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $207.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $313351.00         | $282603.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $1277806.00        | $1291145.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $3531284.00        | $2409331.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $580.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | N/A     | $1024.00           | $1028.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $994.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 3.0000%  | N/A     | $47000.00          | $27744.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | N/A     | $39135.00          | $30648.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | N/A     | $274000.00         | $27013.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $750.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.0000%  | N/A     | $159989.00         | $131380.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $182.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $724.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $995.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $770.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1057.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $644.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $4397155.00        | $4031567.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 5.0000%  | N/A     | $1124875.00        | $1010170.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 3.5000%  | N/A     | $4999000.00        | $564922.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 1.5000%  | N/A     | $22380800.00       | $13149710.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-10-01      | 3.0000%  | N/A     | $494000.00         | $32452.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 1.5000%  | N/A     | $1016464.00        | $392350.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $1027.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $21238891.00       | $16823144.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $882.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $7551873.00        | $6430995.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $1024840.00        | $900818.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | N/A     | $10996900.00       | $1961768.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | N/A     | $565001.00         | $458681.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | N/A     | $2029.00           | $73.75             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $1018.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | N/A     | $2000.00           | $1977.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | N/A     | $81008.00          | $67732.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $1007.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $70000.00          | $32811.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $10000.00          | $7119.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | N/A     | $1040.00           | $1045.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-12-01      | 3.0000%  | N/A     | $1000.00           | $47.26             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | N/A     | $1000.00           | $8.75              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $51064.00          | $48614.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $159000.00         | $38521.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $190000.00         | $83630.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $878.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $45883328.00       | $36029036.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 4.0000%  | N/A     | $355000.00         | $73587.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.0000%  | N/A     | $5840.00           | $5272.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-04-01      | 4.5000%  | N/A     | $3126.00           | $319.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 6.0000%  | N/A     | $10000.00          | $4940.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $864.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $674.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | N/A     | $99000.00          | $55882.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 4.5000%  | N/A     | $87850.00          | $85682.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | N/A     | $1057.00           | $311.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $780.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $55617792.00       | $54156812.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | N/A     | $406000.00         | $36634.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | N/A     | $128000.00         | $83092.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 4.0000%  | N/A     | $1000.00           | $92.90             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | N/A     | $1008.00           | $182.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $972.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $909.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $138000.00         | $69661.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $5878388.00        | $4350024.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-10-01      | 3.0000%  | N/A     | $1000.00           | $53.24             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | N/A     | $1001.00           | $89.90             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.0000%  | N/A     | $9461360.00        | $8498416.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $1024.00           | $745.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 6.0000%  | N/A     | $3750000.00        | $41534.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 7.0000%  | N/A     | $1000.00           | $690.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | N/A     | $20975040.00       | $19077127.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-10-01      | 5.0000%  | N/A     | $7665712.00        | $453940.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $369.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $41000.00          | $34398.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.0000%  | N/A     | $2000.00           | $1660.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $447840.00         | $128554.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-10-01      | 2.0000%  | N/A     | $25508672.00       | $16566322.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $842.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 1.5000%  | N/A     | $1024.00           | $566.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $80.06             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | N/A     | $47545209.00       | $46865920.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | N/A     | $939800.00         | $767965.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | N/A     | $1000.00           | $206.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-05-01      | 2.5000%  | N/A     | $984000.00         | $82025.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $1024.00           | $715.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.0000%  | N/A     | $7000.00           | $6401.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $820.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | N/A     | $135000.00         | $81347.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 3.0000%  | N/A     | $1491000.00        | $195866.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $1024.00           | $488.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | N/A     | $1040.00           | $1051.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 2.5000%  | N/A     | $7779928.00        | $6029706.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.0000%  | N/A     | $189046.00         | $155270.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $688.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-08-01      | 4.0000%  | N/A     | $611000.00         | $52708.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $56987260.00       | $30260043.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $20534387.00       | $13260789.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 5.5000%  | N/A     | $218918.00         | $142448.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 2.5000%  | N/A     | $140999.00         | $36675.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $157.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | N/A     | $1086000.00        | $1142962.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-03-01      | 5.5000%  | N/A     | $18000.00          | $11070.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | N/A     | $1074099.00        | $531818.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | N/A     | $24529861.00       | $2068528.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $278.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $642.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1008.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $16798082.00       | $8332927.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 4.0000%  | N/A     | $4806864.00        | $4585771.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $967.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.0000%  | N/A     | $8602000.00        | $87226.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $1024.00           | $919.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1029.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 4.0000%  | N/A     | $258707.00         | $25679.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | N/A     | $1100.00           | $756.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $535.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.0000%  | N/A     | $36126605.00       | $5162741.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 5.0000%  | N/A     | $142992.00         | $129839.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | N/A     | $658000.00         | $129965.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.5000%  | N/A     | $98991.00          | $26748.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 5.9000%  | N/A     | $1000.00           | $28.61             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | N/A     | $1024.00           | $144.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 2.5000%  | N/A     | $1000.00           | $702.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $1024.00           | $846.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $746.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $1024.00           | $989.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | N/A     | $1024.00           | $146.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $1024.00           | $699.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $44117.00          | $33787.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $2108.00           | $2148.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 4.0000%  | N/A     | $1000.00           | $160.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $7247632.00        | $7410206.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 2.0000%  | N/A     | $2008.00           | $1148.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $660.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | N/A     | $1024.00           | $634.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $1025.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $42752.00          | $25360.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | N/A     | $271546.00         | $90961.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | N/A     | $916000.00         | $624189.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 3.5000%  | N/A     | $440999.00         | $40443.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | N/A     | $200000.00         | $128725.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $1000.00           | $146.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | N/A     | $1703070.00        | $1653258.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $902.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | N/A     | $136988960.00      | $29770887.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | N/A     | $5000.00           | $4359.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | N/A     | $10514524.00       | $2039793.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1001.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | N/A     | $1120.00           | $917.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | N/A     | $90575.00          | $53028.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $201868.00         | $192114.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-09-01      | 4.0000%  | N/A     | $1006.00           | $29.80             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $678.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $633.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 2.0000%  | N/A     | $1000.00           | $451.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $730.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | N/A     | $65974.00          | $34878.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | N/A     | $1024.00           | $1018.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $597936.00         | $416871.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $1017216.00        | $1061542.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $810.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $20454903.00       | $10228553.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $24728898.00       | $24440970.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-09-01      | 2.5000%  | N/A     | $1000.00           | $657.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $555298.00         | $458874.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 7.0000%  | N/A     | $10927.00          | $11557.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 5.5000%  | N/A     | $23170188.00       | $14408950.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 4.5000%  | N/A     | $110823.00         | $68250.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-01-01      | 4.0000%  | N/A     | $436000.00         | $25629.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-03-01      | 6.0000%  | N/A     | $1000000.00        | $30123.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $149.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $1024.00           | $831.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 5.0000%  | N/A     | $1113716.00        | $25427.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $562.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | N/A     | $1024.00           | $784.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | N/A     | $1024.00           | $858.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $1017.00           | $827.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 3.0000%  | N/A     | $1000.00           | $985.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 3.5000%  | N/A     | $1008.00           | $182.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $956.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | N/A     | $3001.00           | $3004.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $57498460.00       | $59018796.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $40415795.00       | $37997047.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $596.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $1280.00           | $1237.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | N/A     | $1000.00           | $594.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | N/A     | $539676.00         | $464409.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | N/A     | $5411352.00        | $5145092.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $1024.00           | $863.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $509.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-06-01      | 5.5000%  | N/A     | $1300000.00        | $42893.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $500.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $645.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $4218274.00        | $3035059.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $1040.00           | $1015.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $4477040.00        | $4548758.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 2.0000%  | N/A     | $1000.00           | $734.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $919.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $692.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 5.6000%  | N/A     | $1000.00           | $65.96             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 5.0000%  | N/A     | $2024.00           | $2044.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $1109.00           | $834.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-11-01      | 4.0000%  | N/A     | $574000.00         | $31609.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $2000.00           | $1521.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | N/A     | $1000.00           | $641.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | N/A     | $2004.00           | $1335.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | N/A     | $42820298.00       | $42916265.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $92.59             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.0000%  | N/A     | $2000.00           | $957.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $744.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $755.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 4.5000%  | N/A     | $10696848.00       | $8844286.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 3.5000%  | N/A     | $246000.00         | $50357.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.5000%  | N/A     | $1024.00           | $537.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1008.00           | $634.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 5.0000%  | N/A     | $529000.00         | $101012.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $734.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 1.5000%  | N/A     | $944276.00         | $417567.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 5.0000%  | N/A     | $10200000.00       | $86419.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $684.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-05-01      | 4.5000%  | N/A     | $982978.00         | $27542.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | N/A     | $2589000.00        | $772026.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $874.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | N/A     | $94000.00          | $76709.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $2000.00           | $2063.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $834.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1043.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $5240.00           | $5069.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $116.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1032.00           | $821.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $859.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | N/A     | $1024.00           | $1022.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $1472494.00        | $1122238.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $47000.00          | $37583.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 3.5000%  | N/A     | $1000.00           | $191.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 4.0000%  | N/A     | $6200000.00        | $353599.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $535.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-03-01      | 3.5000%  | N/A     | $1024.00           | $15.63             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | N/A     | $2000.00           | $319.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $651.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $292.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | N/A     | $10000.00          | $7509.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $120999.00         | $99086.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 2.5000%  | N/A     | $23312.00          | $17476.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | N/A     | $1124220.00        | $1128044.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | N/A     | $389789.00         | $40773.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | N/A     | $11884199.00       | $8576566.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | N/A     | $7818608.00        | $2683914.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | N/A     | $1008.00           | $794.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 6.0000%  | N/A     | $1000.00           | $841.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.0000%  | N/A     | $30756000.00       | $6339747.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 3.0000%  | N/A     | $1000.00           | $409.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | N/A     | $2775328.00        | $1966225.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $868680.00         | $398078.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | N/A     | $25988384.00       | $19143713.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | N/A     | $18870273.00       | $18616917.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $5700032.00        | $2863295.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $10000.00          | $6178.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.5000%  | N/A     | $1000.00           | $621.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $2048.00           | $2085.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 1.5000%  | N/A     | $1000.00           | $427.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $454001.00         | $333570.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $7827712.00        | $7040349.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | N/A     | $1001.00           | $460.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | N/A     | $1002.00           | $1052.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 5.5000%  | N/A     | $8824993.00        | $102881.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $668.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $797.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.0000%  | N/A     | $2000.00           | $1183.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 4.0000%  | N/A     | $1000.00           | $936.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1031.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 6.5000%  | N/A     | $1000.00           | $47.20             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $4162824.00        | $3341934.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $780.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $200000.00         | $188510.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $39618112.00       | $30015130.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | N/A     | $172001.00         | $25992.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 4.5000%  | N/A     | $565000.00         | $41120.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 3.5000%  | N/A     | $1000.00           | $788.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $29363680.00       | $9559390.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $673.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $1001.00           | $1024.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | N/A     | $475000.00         | $228916.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $1012.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 4.0000%  | N/A     | $1009.00           | $143.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | N/A     | $157722.00         | $41963.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $956.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1024.00           | $879.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.5000%  | N/A     | $1024.00           | $963.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | N/A     | $294000.00         | $154385.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $7776408.00        | $5347467.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-06-01      | 3.0000%  | N/A     | $498998.00         | $65524.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $41000.00          | $30553.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $33414125.00       | $25617326.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $48250.00          | $47934.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | N/A     | $4600136.00        | $4102198.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $1008.00           | $815.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-01-01      | 3.5000%  | N/A     | $1000.00           | $140.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $61000.00          | $52056.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | N/A     | $3465692.00        | $3182093.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $852.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 3.5000%  | N/A     | $29000.00          | $9699.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | N/A     | $146000.00         | $32156.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | N/A     | $726171.00         | $247882.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-04-01      | 3.5000%  | N/A     | $1189000.00        | $80095.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $9631550.00        | $6902898.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 3.0000%  | N/A     | $1000.00           | $490.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $857.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $12000.00          | $8897.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | N/A     | $24548.00          | $15660.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | N/A     | $79584365.00       | $11410477.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-06-01      | 5.5000%  | N/A     | $9211824.00        | $57901.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 2.5000%  | N/A     | $1499000.00        | $106668.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $9245974.00        | $5653341.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1024.00           | $702.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | N/A     | $794632.00         | $136844.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | N/A     | $2184584.00        | $1788613.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $1908883.00        | $1509187.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | N/A     | $1024.00           | $875.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | N/A     | $1024.00           | $1063.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 4.0000%  | N/A     | $2593000.00        | $1162872.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | N/A     | $1008.00           | $905.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 7.0000%  | N/A     | $1001.00           | $907.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $2481812.00        | $1657621.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $49832714.00       | $46078702.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-07-01      | 3.0000%  | N/A     | $999000.00         | $112977.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 6.0000%  | N/A     | $1879439.00        | $30793.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $797.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-01-01      | 3.0000%  | N/A     | $1024.00           | $738.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-03-01      | 3.0000%  | N/A     | $1000.00           | $113.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $775.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 3.0000%  | N/A     | $16000.00          | $12342.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-02-01      | 5.0000%  | N/A     | $10000.00          | $7581.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $988.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $813.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | N/A     | $84735488.00       | $7426935.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $99000.00          | $79931.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-12-01      | 6.5000%  | N/A     | $1000.00           | $13.76             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 4.0000%  | N/A     | $809000.00         | $655831.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | N/A     | $2592148.00        | $1707052.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.5000%  | N/A     | $16499456.00       | $13329583.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $85000.00          | $62130.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | N/A     | $1001.00           | $1033.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1013.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $11373136.00       | $8104648.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | N/A     | $41318.00          | $28242.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-01-01      | 3.0000%  | N/A     | $6498578.00        | $359966.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | N/A     | $21013.00          | $12846.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $1001.00           | $658.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | N/A     | $1024.00           | $705.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | N/A     | $98999.00          | $86382.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $60000.00          | $47171.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $1024.00           | $806.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $733.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $936.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $2000.00           | $1369.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.0000%  | N/A     | $1050.00           | $984.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1019.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $11321168.00       | $11599878.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $695.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | N/A     | $549000.00         | $353612.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 4.0000%  | N/A     | $1000.00           | $145.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | N/A     | $6400485.00        | $4181363.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1004.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $174925.00         | $133292.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $8926750.00        | $6447682.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | N/A     | $12309072.00       | $9891172.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-12-01      | 5.0000%  | N/A     | $1000.00           | $17.97             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $737.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | N/A     | $187504384.00      | $36889029.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $35516288.00       | $26890068.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 3.0000%  | N/A     | $1000.00           | $78.48             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $99000.00          | $67140.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 4.5000%  | N/A     | $1024.00           | $996.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.0000%  | N/A     | $11786360.00       | $9960525.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 2.5000%  | N/A     | $20237536.00       | $10745198.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 4.0000%  | N/A     | $536060.00         | $448233.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $831.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $738.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $1024.00           | $812.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | N/A     | $600000.00         | $281411.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.0000%  | N/A     | $1000.00           | $165.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.0000%  | N/A     | $380000.00         | $195413.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | N/A     | $263000.00         | $59058.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $717.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $841.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $2160976.00        | $1753592.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $199.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $31727.00          | $30446.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $9854480.00        | $8891046.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 5.0000%  | N/A     | $109000.00         | $73138.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $547.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | N/A     | $44000.00          | $28663.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 4.5000%  | N/A     | $5000.00           | $4401.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $72.04             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | N/A     | $385000.00         | $141433.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $235000.00         | $152785.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-07-01      | 2.0000%  | N/A     | $539000.00         | $206777.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $1009.00           | $1034.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-01-01      | 4.5000%  | N/A     | $888000.00         | $42369.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | N/A     | $156026.00         | $18767.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | N/A     | $62000.00          | $40912.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | N/A     | $5442788.00        | $3870752.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $50958.00          | $37561.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $13880416.00       | $9945980.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.5000%  | N/A     | $1000.00           | $839.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-08-01      | 4.0000%  | N/A     | $1000.00           | $165.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $123878.00         | $75930.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | N/A     | $1003.00           | $227.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 4.5000%  | N/A     | $1000.00           | $158.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $255.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $36368640.00       | $35267063.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $1200.00           | $907.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $74000.00          | $45294.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.0000%  | N/A     | $297424.00         | $237122.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | N/A     | $1568880.00        | $1639895.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-10-01      | 4.5000%  | N/A     | $1999.00           | $25.20             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $2936697.00        | $1574525.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $408000.00         | $329283.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-02-01      | 2.5000%  | N/A     | $400000.00         | $61837.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | N/A     | $598962.00         | $404809.63         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-12-01      | 3.5000%  | N/A     | $2741.00           | $119.22            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $147.38            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2031-03-01      | 3.0000%  | N/A     | $1998000.00        | $165474.27         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-08-01      | 4.0000%  | N/A     | $17307200.00       | $2674254.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-02-01      | 3.0000%  | N/A     | $484193.00         | $99709.08          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-04-01      | 3.5000%  | N/A     | $2061.00           | $364.62            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-02-01      | 3.5000%  | N/A     | $69323881.00       | $19763821.26       | Agency Mortgage-Backed Securities |

### Security 132: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMS4
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $939900.00         | $972708.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $5864800.00        | $5993480.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $15418400.00       | $16349112.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $39262000.00       | $38336242.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $9702300.00        | $9903749.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | N/A     | $1873800.00        | $1438810.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $5104100.00        | $5081384.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $2145600.00        | $2179793.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | N/A     | $109800.00         | $108535.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $1489900.00        | $1421924.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $100.00            | $102.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $1459300.00        | $730355.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $30635000.00       | $30835536.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $1267100.00        | $1273463.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $6575100.00        | $6832483.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | N/A     | $70908000.00       | $70794476.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $303900.00         | $290279.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $12145400.00       | $12401914.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | N/A     | $45322300.00       | $45507918.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $98000.00          | $99646.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $12067000.00       | $12402919.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $31528500.00       | $31377234.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $125271700.00      | $126337364.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | N/A     | $4969500.00        | $5001587.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $5977400.00        | $6091769.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $100.00            | $105.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $2273200.00        | $2104452.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | N/A     | $11290600.00       | $11525771.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $5444300.00        | $5497562.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $50000000.00       | $51404200.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $167693200.00      | $174606940.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $96991200.00       | $98242593.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $900.00            | $894.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $3599800.00        | $3629685.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $54000200.00       | $54523083.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $80000.00          | $79572.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $49997000.00       | $48414728.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $7405200.00        | $7458092.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $33166100.00       | $31496072.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $98200.00          | $97302.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $7515800.00        | $7549705.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $9601400.00        | $9401102.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $50221200.00       | $51938763.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $17021600.00       | $17229808.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $200.00            | $191.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $10000.00          | $10964.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $2964100.00        | $2996103.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | N/A     | $8703700.00        | $8766597.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $100.00            | $53.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $9224100.00        | $6521865.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $8958200.00        | $7000601.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $3152400.00        | $3247531.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $5774000.00        | $5964645.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $10760400.00       | $10598008.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $7708100.00        | $7777497.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $3457800.00        | $3488073.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $248200.00         | $153716.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $300.00            | $194.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $187868300.00      | $189765888.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $10933000.00       | $7756712.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $1167000.00        | $1176740.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $24326800.00       | $23929412.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $200.00            | $167.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $19124500.00       | $19823203.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | N/A     | $1452200.00        | $1285990.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $51300.00          | $51132.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $24118900.00       | $23042505.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $2550200.00        | $2230443.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | N/A     | $3157300.00        | $3213644.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $55352400.00       | $54403535.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $75634900.00       | $80073363.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | N/A     | $2044300.00        | $2058957.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $532000.00         | $502422.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $15543100.00       | $15717306.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | N/A     | $319994100.00      | $328458847.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | N/A     | $919200.00         | $914183.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $5000000.00        | $4734675.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $57906600.00       | $58892260.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $333335300.00      | $346863566.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | N/A     | $47061900.00       | $36588281.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $3999800.00        | $2557526.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $963200.00         | $938971.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $29973400.00       | $29598852.40       | U.S. Treasuries (including strips) |

### Security 133: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVFZHC5
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $175512600.00      | $178500096.93      | U.S. Treasuries (including strips) |

### Security 134: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVFZKV9
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $150439300.00      | $153000010.45      | U.S. Treasuries (including strips) |

### Security 135: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVFZM21
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $51633200.00       | $52942926.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | N/A     | $326202800.00      | $329557094.73      | U.S. Treasuries (including strips) |

### Security 136: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVWH0S9
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | N/A     | $252404600.00      | $255000038.85      | U.S. Treasuries (including strips) |

### Security 137: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWNQBM8
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $30400000.00       | $29920816.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $156066900.00      | $110664736.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $532374000.00      | $492996357.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $133186500.00      | $131418149.54      | U.S. Treasuries (including strips) |

### Security 138: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMT2
- **C.18 - Value (incl. sponsor support):** $2145000000.00
- **C.18.a - Value (excl. sponsor support):** $2145000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $1721998700.00     | $1737674054.17     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $383444100.00      | $345442201.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $103778900.00      | $104783791.09      | U.S. Treasuries (including strips) |

### Security 139: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWT5E11
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $99799100.00       | $102000074.28      | U.S. Treasuries (including strips) |

### Security 140: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRWP0DCM0
- **C.18 - Value (incl. sponsor support):** $1114500000.00
- **C.18.a - Value (excl. sponsor support):** $1114500000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 787485 C                      | 2054-07-20      | 0.0000%  | N/A     | $4100000.00        | $3789115.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-04-15      | 5.5000%  | N/A     | $3500000.00        | $81096.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-03-15      | 4.0000%  | N/A     | $484561.00         | $19499.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-07-15      | 3.7400%  | N/A     | $329049.00         | $299201.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-06-15      | 3.4100%  | N/A     | $6648600.00        | $5902708.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-03-15      | 2.5000%  | N/A     | $3540132.00        | $2840988.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 5.0000%  | N/A     | $7216704.00        | $141605.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-11-15      | 4.0000%  | N/A     | $707488.00         | $78492.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-02-15      | 4.0000%  | N/A     | $30000.00          | $6966.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-11-15      | 5.5000%  | N/A     | $1180912.00        | $8926.99           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-06-15      | 2.8000%  | N/A     | $4853328.00        | $4137962.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-06-15      | 5.9400%  | N/A     | $447655.00         | $477175.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-01-15      | 6.2000%  | N/A     | $7000000.00        | $7538031.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-08-15      | 3.7300%  | N/A     | $3317208.00        | $3010435.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-01-15      | 4.0000%  | N/A     | $355900.00         | $48825.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-09-15      | 4.0000%  | N/A     | $80000.00          | $6320.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-12-15      | 4.0000%  | N/A     | $1000000.00        | $41286.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-09-15      | 5.0000%  | N/A     | $7100000.00        | $1588456.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-04-15      | 5.6000%  | N/A     | $5495420.00        | $5704897.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-05-15      | 4.2900%  | N/A     | $30000.00          | $10452.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-04-15      | 5.3400%  | N/A     | $2070000.00        | $2120377.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-08-15      | 3.6100%  | N/A     | $2937252.00        | $2647779.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-09-15      | 5.5000%  | N/A     | $35000.00          | $10590.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-02-15      | 5.0000%  | N/A     | $190000.00         | $14434.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-07-15      | 4.0000%  | N/A     | $3317000.00        | $73470.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-11-15      | 3.2500%  | N/A     | $3574320.00        | $3148058.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-12-15      | 4.0000%  | N/A     | $64077.00          | $10288.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-08-15      | 4.0000%  | N/A     | $5816472.00        | $413277.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-03-15      | 2.6900%  | N/A     | $364598.00         | $309357.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-09-15      | 3.0000%  | N/A     | $966859.00         | $124512.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2056-10-15      | 2.9600%  | N/A     | $2049528.00        | $1769515.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-05-15      | 2.6100%  | N/A     | $5717272.00        | $4811046.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-09-15      | 3.5900%  | N/A     | $2716448.00        | $2449871.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-07-15      | 4.2300%  | N/A     | $2379200.00        | $2228305.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-06-15      | 4.0000%  | N/A     | $430000.00         | $40217.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-04-15      | 2.5400%  | N/A     | $1747028.00        | $1434460.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-08-15      | 5.0000%  | N/A     | $2300140.00        | $23559.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-06-15      | 7.0000%  | N/A     | $4753024.00        | $8665.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $418242.00         | $429446.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $1287908.00        | $1341182.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $6598040.00        | $6767586.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-05-20      | 3.5000%  | N/A     | $1700006.00        | $8597.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 4.0000%  | N/A     | $153005280.00      | $47810798.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $11614176.00       | $11943581.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-11-20      | 4.0000%  | N/A     | $280970.00         | $22604.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $4331200.00        | $4447229.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $3244328.00        | $3331241.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 6.5000%  | N/A     | $4260080.00        | $4353805.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | N/A     | $2936352.00        | $2454174.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-10-20      | 5.0000%  | N/A     | $367480.00         | $367244.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-05-20      | 5.5000%  | N/A     | $2000000.00        | $21441.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $947759.00         | $960939.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $398160.00         | $408826.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $579647.00         | $594381.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-03-20      | 3.5000%  | N/A     | $401000.00         | $38647.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1221362.00        | $1100110.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 4.0000%  | N/A     | $406000.00         | $73046.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | N/A     | $3154988.00        | $3232007.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 3.5000%  | N/A     | $1040824.00        | $929294.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 3.5000%  | N/A     | $328000.00         | $95269.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.0000%  | N/A     | $32527000.00       | $24163643.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-09-20      | 6.5000%  | N/A     | $2499548.00        | $286688.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 6.0000%  | N/A     | $8253056.00        | $5204637.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $409976.00         | $420958.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 2.0000%  | N/A     | $102288.00         | $48317.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 6.5000%  | N/A     | $899640.00         | $698667.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $4043720.00        | $4192779.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 3.5000%  | N/A     | $966242.00         | $115957.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $402791.00         | $413581.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $1255284.00        | $1288912.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $2462504.00        | $2191820.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 3.0000%  | N/A     | $250000.00         | $44145.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $3557544.00        | $2391846.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $1036744.00        | $638404.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-07-20      | 4.0000%  | N/A     | $1898012.00        | $371671.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $1211804.00        | $1244267.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $876585.00         | $917030.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.5000%  | N/A     | $250000000.00      | $30781439.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $853064.00         | $875917.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $2010740.00        | $2088762.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-11-20      | 5.5000%  | N/A     | $19065312.00       | $24629.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $1155234.00        | $1200202.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-12-20      | 2.5000%  | N/A     | $235161.00         | $191996.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 4.0000%  | N/A     | $147916000.00      | $46058163.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $383415.00         | $393686.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $696940.00         | $607013.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-08-20      | 4.0000%  | N/A     | $119999.00         | $8304.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 3.0000%  | N/A     | $1072000.00        | $142787.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $15072720.00       | $15269196.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-10-20      | 3.0000%  | N/A     | $10000000.00       | $781087.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $2416720.00        | $2481462.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $4553368.00        | $4771668.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $727356.00         | $746841.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $1445756.00        | $1484488.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 4.0000%  | N/A     | $100251648.00      | $33207052.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $389737.00         | $400177.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $426267.00         | $437685.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $14807200.00       | $15203875.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $1292530.00        | $1341995.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $1455200.00        | $1462429.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.5000%  | N/A     | $2900330.00        | $1795476.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $4727168.00        | $4778910.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $1078318.00        | $1118068.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 3.0000%  | N/A     | $1738008.00        | $233914.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-12-20      | 6.0000%  | N/A     | $293093.00         | $38215.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-04-20      | 4.0000%  | N/A     | $1302530.00        | $46555.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 5.0000%  | N/A     | $100000000.00      | $76086867.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $1067040.00        | $1126037.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $170754.00         | $175328.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | N/A     | $715721728.00      | $660264608.96      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 4.0000%  | N/A     | $14500000.00       | $1471120.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-10-20      | 4.0000%  | N/A     | $1175846.00        | $655004.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-03-20      | 4.0000%  | N/A     | $1853854.00        | $132130.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-11-20      | 3.0000%  | N/A     | $426791.00         | $49409.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $382142.00         | $392378.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-06-20      | 2.5000%  | N/A     | $638064.00         | $442334.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-09-20      | 4.0000%  | N/A     | $274871808.00      | $22118627.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $720562.00         | $604342.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $12118080.00       | $12564788.78       | Agency Mortgage-Backed Securities |

### Security 141: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDWSJMW5
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.3200%  | N/A     | $7575972.00        | $7810412.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | N/A     | $1297400.00        | $1369587.73        | Agency Mortgage-Backed Securities |

### Security 142: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRSM2LNW8
- **C.18 - Value (incl. sponsor support):** $286000000.00
- **C.18.a - Value (excl. sponsor support):** $286000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-12-01      | 2.5000%  | N/A     | $1669000.00        | $1018925.71        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.5000%  | N/A     | $1142700.00        | $1192787.94        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2027-12-01      | 2.5000%  | N/A     | $1334764.00        | $58980.63          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-06-01      | 6.0000%  | N/A     | $5249824.00        | $3835056.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2039-05-01      | 4.5000%  | N/A     | $6610312.00        | $303867.78         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-09-15      | 4.5000%  | N/A     | $1096184.00        | $475807.26         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-09-15      | 3.5000%  | N/A     | $2000000.00        | $389409.56         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-11-15      | 6.5000%  | N/A     | $3149035.00        | $42950.55          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-01-15      | 4.5000%  | N/A     | $1985530.00        | $484464.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-10-15      | 7.5000%  | N/A     | $4172552.00        | $4372618.26        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-06-15      | 4.0000%  | N/A     | $1120018.00        | $131988.74         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-12-15      | 7.0000%  | N/A     | $4497592.00        | $3402936.12        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-06-20      | 6.0000%  | N/A     | $139770.00         | $105337.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $15026496.00       | $15521394.11       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 3.0000%  | N/A     | $131996416.00      | $88080288.74       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 3.0000%  | N/A     | $928451.00         | $249755.41         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $3900392.00        | $3862211.92        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 3.5000%  | N/A     | $54143.00          | $34534.24          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1069718.00        | $710793.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $8876000.00        | $5097159.39        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $123336.00         | $126926.13         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2652388.00        | $2785130.34        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 8.0000%  | N/A     | $1270744.00        | $1381766.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.0000%  | N/A     | $2106032.00        | $1969648.37        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 5.5000%  | N/A     | $1530000.00        | $166830.65         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $10347264.00       | $10928817.88       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $4975352.00        | $5212365.77        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 3.5000%  | N/A     | $625000.00         | $398942.36         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-05-20      | 3.0000%  | N/A     | $347198.00         | $117760.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $1024738.00        | $1074517.26        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $1486574.00        | $1522085.28        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $1414448.00        | $1475663.16        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 7.0000%  | N/A     | $379760.00         | $395859.63         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-03-20      | 4.5000%  | N/A     | $509974.00         | $108058.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.5000%  | N/A     | $100000.00         | $65028.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2407460.00        | $2524344.77        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $182399.00         | $191734.01         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.0000%  | N/A     | $6746000.00        | $3674163.37        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $139772.00         | $145021.88         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $1455308.00        | $1514726.04        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $7934328.00        | $8273957.05        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 7.0000%  | N/A     | $4890008.00        | $5119111.54        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.5000%  | N/A     | $5733704.00        | $5470193.94        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 2.0000%  | N/A     | $67500000.00       | $32358538.70       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-09-20      | 4.0000%  | N/A     | $1400000.00        | $135529.10         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-09-20      | 5.5000%  | N/A     | $610604.00         | $329852.49         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1653408.00        | $1733943.16        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2855324.00        | $3005224.91        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | N/A     | $3542928.00        | $2223518.27        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1159082.00        | $1218289.30        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $6432000.00        | $3924024.52        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $305910.00         | $171923.91         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-11-20      | 3.0000%  | N/A     | $665000.00         | $88612.11          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 5.5000%  | N/A     | $500000.00         | $411367.13         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $3222124.00        | $2737299.12        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-11-20      | 6.5000%  | N/A     | $421090.00         | $298426.71         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 7.5000%  | N/A     | $4700400.00        | $4981507.14        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 4.5000%  | N/A     | $587476.00         | $119419.31         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | N/A     | $1757576.00        | $1840546.63        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $2657752.00        | $2771079.54        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-07-20      | 5.5000%  | N/A     | $1780000.00        | $173223.22         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 7.5000%  | N/A     | $1613432.00        | $1738102.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 5.0000%  | N/A     | $1031802.00        | $200422.10         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-03-20      | 5.5000%  | N/A     | $1592402.00        | $933449.53         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1276954.00        | $1338315.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $1051650.00        | $1090778.42        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1374344.00        | $1434164.14        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2041-02-15      | 2.1250%  | N/A     | $16945400.00       | $24923017.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2053-08-15      | 4.1250%  | N/A     | $1665300.00        | $1508976.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2041-05-15      | 0.0000%  | N/A     | $20239000.00       | $9874344.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2053-02-15      | 3.6250%  | N/A     | $7490900.00        | $6204410.96        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRTT4RJY8
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 6.0000%  | N/A     | $17010.00          | $14499.13          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 5.5000%  | N/A     | $73151360.00       | $74148986.59       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-12-01      | 4.7310%  | N/A     | $8536300.00        | $8634557.08        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-02-01      | 5.5000%  | N/A     | $1198816.00        | $1222592.52        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-05-01      | 2.5000%  | N/A     | $14002.00          | $8900.68           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-09-01      | 3.7300%  | N/A     | $5184400.00        | $5095577.40        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-11-15      | 7.0000%  | N/A     | $5770700.00        | $5863728.83        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-06-15      | 5.5000%  | N/A     | $2750000.00        | $102133.83         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-07-15      | 6.0000%  | N/A     | $2530256.00        | $2522012.15        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-10-15      | 7.0000%  | N/A     | $7735928.00        | $7997134.07        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-12-15      | 7.0000%  | N/A     | $9236256.00        | $9400636.01        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-01-15      | 8.0000%  | N/A     | $2397500.00        | $2511940.38        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-01-15      | 6.5000%  | N/A     | $1332734.00        | $1359861.32        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 3.5000%  | N/A     | $2786292.00        | $2033642.60        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 6.5000%  | N/A     | $2092556.00        | $1930885.78        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $1506102.00        | $1551466.04        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-02-20      | 6.5000%  | N/A     | $23559616.00       | $13533476.12       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1372464.00        | $1431495.59        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-04-20      | 3.0000%  | N/A     | $1162342.00        | $101297.46         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 7.5000%  | N/A     | $3775144.00        | $3998444.45        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $13080064.00       | $13510083.67       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 7.0000%  | N/A     | $1330994.00        | $902087.66         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 4.0000%  | N/A     | $225000.00         | $164523.91         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-04-20      | 3.0000%  | N/A     | $1115208.00        | $256564.77         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 5.5000%  | N/A     | $11071120.00       | $9120588.61        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-01-02      | 4.5000%  | N/A     | $233968.00         | $124479.86         | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 4.5000%  | N/A     | $2059720.00        | $533434.86         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 7.0000%  | N/A     | $5306712.00        | $5550726.19        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 7.5000%  | N/A     | $5639730.00        | $6058718.63        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $25095776.00       | $25497712.64       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 2.5000%  | N/A     | $6971000.00        | $3897503.78        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $5884760.00        | $5783885.47        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $3995724.00        | $4143014.38        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $890207.00         | $909147.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $2236156.00        | $2316192.78        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 6.5000%  | N/A     | $28454912.00       | $24574100.64       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $2681832.00        | $2762108.70        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1446200.00        | $1511344.70        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $3965220.00        | $2370800.42        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $8043632.00        | $8340144.41        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $2413536.00        | $2521650.45        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $1136392.00        | $1184151.81        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1420790.00        | $1487275.83        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | N/A     | $4577624.00        | $4832274.55        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 4.0000%  | N/A     | $1000000.00        | $389768.48         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $1663606.00        | $1715250.98        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 5.0000%  | N/A     | $1109002.00        | $131479.41         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 4.5000%  | N/A     | $1686548.00        | $621277.69         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $10144176.00       | $10434453.16       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 4.0000%  | N/A     | $9675000.00        | $7224755.93        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.0000%  | N/A     | $6025000.00        | $4475849.44        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 6.5000%  | N/A     | $891985.00         | $929493.83         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-04-20      | 6.5000%  | N/A     | $8597200.00        | $7988375.38        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-06-20      | 2.5000%  | N/A     | $1000000.00        | $406755.08         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 5.0000%  | N/A     | $1106090.00        | $260499.43         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | N/A     | $8686000.00        | $5138005.41        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2102476.00        | $2228535.59        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $2510624.00        | $2563980.62        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-04-20      | 6.5000%  | N/A     | $1656566.00        | $1722307.05        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $2334110.00        | $2450382.92        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 6.0000%  | N/A     | $3250000.00        | $2372658.66        | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY                     | 2046-08-15      | 0.0000%  | N/A     | $25728100.00       | $9332044.98        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2043-05-15      | 0.0000%  | N/A     | $59000000.00       | $25632373.00       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2026-02-28      | 0.0000%  | N/A     | $31444.66          | $31262.60          | U.S. Treasuries (including strips)  |

### Security 144: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDWSJMZ8
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | N/A     | $5493300.00        | $6751287.62        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | N/A     | $36547900.00       | $48164250.22       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  | N/A     | $7700.00           | $7447.13           | U.S. Treasuries (including strips) |
| 0 5/8 TPRN E 30  | 2030-08-15      | 0.0000%  | N/A     | $1030000.00        | $869960.66         | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  | N/A     | $48160900.00       | $50896872.47       | U.S. Treasuries (including strips) |
| 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  | N/A     | $79000.00          | $66071.65          | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  | N/A     | $15127300.00       | $16402972.48       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | N/A     | $17559300.00       | $11225020.59       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | N/A     | $674900.00         | $659370.17         | U.S. Treasuries (including strips) |
| 1 1/8 TPRN B 31  | 2031-02-15      | 0.0000%  | N/A     | $750000.00         | $622143.75         | U.S. Treasuries (including strips) |
| 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  | N/A     | $45449600.00       | $48025259.67       | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | N/A     | $7185300.00        | $7573692.87        | U.S. Treasuries (including strips) |
| 1 5/8 TPRN B 26  | 2026-02-15      | 0.0000%  | N/A     | $611000.00         | $608298.77         | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 26  | 2026-05-15      | 0.0000%  | N/A     | $9440000.00        | $9318639.36        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $876800.00         | $587746.66         | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 27  | 2027-11-15      | 0.0000%  | N/A     | $1865000.00        | $1748265.92        | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 42    | 2042-08-15      | 0.0000%  | N/A     | $1880300.00        | $851578.47         | U.S. Treasuries (including strips) |
| 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  | N/A     | $98000.00          | $91060.82          | U.S. Treasuries (including strips) |
| 2 3/8 TPRN 49    | 2049-11-15      | 0.0000%  | N/A     | $22466700.00       | $6865801.05        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $17719300.00       | $17415551.33       | U.S. Treasuries (including strips) |
| 2 5/8 TPRN B 29  | 2029-02-15      | 0.0000%  | N/A     | $1550000.00        | $1388437.30        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | N/A     | $4655200.00        | $3648011.70        | U.S. Treasuries (including strips) |
| 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  | N/A     | $1883000.00        | $1718551.96        | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | N/A     | $415100.00         | $384975.36         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | N/A     | $14868700.00       | $14886326.27       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | N/A     | $50030900.00       | $50282143.57       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $1161100.00        | $1182541.45        | U.S. Treasuries (including strips) |
| 3 3/8 TPRN C 33  | 2033-05-15      | 0.0000%  | N/A     | $6100000.00        | $4566142.80        | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 44    | 2044-02-15      | 0.0000%  | N/A     | $20533000.00       | $8521646.73        | U.S. Treasuries (including strips) |
| 3 5/8 TPRN AN 26 | 2026-05-15      | 0.0000%  | N/A     | $200000.00         | $197530.60         | U.S. Treasuries (including strips) |
| 3 7/8 TPRN 40    | 2040-08-15      | 0.0000%  | N/A     | $6983500.00        | $3572653.85        | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | N/A     | $1908900.00        | $1448496.52        | U.S. Treasuries (including strips) |
| 3 TPRN 42        | 2042-05-15      | 0.0000%  | N/A     | $1878300.00        | $863676.15         | U.S. Treasuries (including strips) |
| 3 TPRN 48        | 2048-02-15      | 0.0000%  | N/A     | $22154900.00       | $7413937.89        | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 36    | 2036-02-15      | 0.0000%  | N/A     | $1113000.00        | $738452.13         | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 44    | 2044-02-15      | 0.0000%  | N/A     | $1480000.00        | $615921.24         | U.S. Treasuries (including strips) |
| 4 1/2 TPRN F 33  | 2033-11-15      | 0.0000%  | N/A     | $1100000.00        | $805411.20         | U.S. Treasuries (including strips) |
| 4 1/4 TPRN C 35  | 2035-05-15      | 0.0000%  | N/A     | $9890000.00        | $6732775.74        | U.S. Treasuries (including strips) |
| 4 1/4 TPRN E 35  | 2035-08-15      | 0.0000%  | N/A     | $150000.00         | $100921.50         | U.S. Treasuries (including strips) |
| 4 1/8 TPRN 53    | 2053-08-15      | 0.0000%  | N/A     | $120938600.00      | $31068763.52       | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 41    | 2041-02-15      | 0.0000%  | N/A     | $62100.00          | $30908.54          | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 43    | 2043-11-15      | 0.0000%  | N/A     | $3500000.00        | $1479177.00        | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 55    | 2055-08-15      | 0.0000%  | N/A     | $82805000.00       | $19608555.22       | U.S. Treasuries (including strips) |
| 4 3/8 TPRN C 34  | 2034-05-15      | 0.0000%  | N/A     | $700000.00         | $499873.50         | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 55    | 2055-11-15      | 0.0000%  | N/A     | $59000.00          | $13828.60          | U.S. Treasuries (including strips) |
| 4 7/8 TPRN R 30  | 2030-10-31      | 0.0000%  | N/A     | $988000.00         | $827945.98         | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  | N/A     | $1876000.00        | $1696588.74        | U.S. Treasuries (including strips) |
| 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  | N/A     | $369300.00         | $305444.71         | U.S. Treasuries (including strips) |
| 5 TPRN 37        | 2037-05-15      | 0.0000%  | N/A     | $85350400.00       | $53128916.99       | U.S. Treasuries (including strips) |
| 6 3/8 TPRN 27    | 2027-08-15      | 0.0000%  | N/A     | $4332000.00        | $4097101.63        | U.S. Treasuries (including strips) |
| 6 TPRN 26        | 2026-02-15      | 0.0000%  | N/A     | $1876600.00        | $1868962.24        | U.S. Treasuries (including strips) |
| TINT 02/15/29    | 2029-02-15      | 0.0000%  | N/A     | $50604605.44       | $45210812.36       | U.S. Treasuries (including strips) |
| TINT 02/15/44    | 2044-02-15      | 0.0000%  | N/A     | $6945013.76        | $2803507.59        | U.S. Treasuries (including strips) |
| TINT 02/15/54    | 2054-02-15      | 0.0000%  | N/A     | $5555251.20        | $1359697.73        | U.S. Treasuries (including strips) |
| TINT 04/30/26    | 2026-04-30      | 0.0000%  | N/A     | $24375.00          | $24091.74          | U.S. Treasuries (including strips) |
| TINT 05/15/26    | 2026-05-15      | 0.0000%  | N/A     | $34872360.96       | $34416335.10       | U.S. Treasuries (including strips) |
| TINT 05/15/32    | 2032-05-15      | 0.0000%  | N/A     | $993991.00         | $772106.37         | U.S. Treasuries (including strips) |
| TINT 05/15/37    | 2037-05-15      | 0.0000%  | N/A     | $57696051.20       | $34779641.23       | U.S. Treasuries (including strips) |
| TINT 05/15/41    | 2041-05-15      | 0.0000%  | N/A     | $12674539.52       | $6040698.21        | U.S. Treasuries (including strips) |
| TINT 05/15/42    | 2042-05-15      | 0.0000%  | N/A     | $24689336.32       | $11070229.31       | U.S. Treasuries (including strips) |
| TINT 05/15/48    | 2048-05-15      | 0.0000%  | N/A     | $69283430.40       | $22417693.16       | U.S. Treasuries (including strips) |
| TINT 05/15/54    | 2054-05-15      | 0.0000%  | N/A     | $10637701.12       | $2590833.38        | U.S. Treasuries (including strips) |
| TINT 05/15/55    | 2055-05-15      | 0.0000%  | N/A     | $789452.80         | $186705.59         | U.S. Treasuries (including strips) |
| TINT 08/15/41    | 2041-08-15      | 0.0000%  | N/A     | $38831800.32       | $18220579.68       | U.S. Treasuries (including strips) |
| TINT 08/15/47    | 2047-08-15      | 0.0000%  | N/A     | $63548620.80       | $21343312.68       | U.S. Treasuries (including strips) |
| TINT 08/15/53    | 2053-08-15      | 0.0000%  | N/A     | $21238169.52       | $5316317.36        | U.S. Treasuries (including strips) |
| TINT 08/15/54    | 2054-08-15      | 0.0000%  | N/A     | $9981276.16        | $2428304.75        | U.S. Treasuries (including strips) |
| TINT 08/15/55    | 2055-08-15      | 0.0000%  | N/A     | $223000.00         | $52389.61          | U.S. Treasuries (including strips) |
| TINT 11/15/30    | 2030-11-15      | 0.0000%  | N/A     | $49609420.80       | $41220467.74       | U.S. Treasuries (including strips) |
| TINT 11/15/32    | 2032-11-15      | 0.0000%  | N/A     | $82072268.80       | $62281854.34       | U.S. Treasuries (including strips) |
| TINT 11/15/55    | 2055-11-15      | 0.0000%  | N/A     | $40718.72          | $9449.23           | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26 | 2026-01-31      | 3.8471%  | N/A     | $9000.00           | $9061.58           | U.S. Treasuries (including strips) |

### Security 145: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDWSJN04
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2027-12-15      | 3.8000%  | N/A     | $1090000.00        | $1091314.42        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2032-01-15      | 0.0000%  | N/A     | $3386000.00        | $2654705.26        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2034-06-01      | 3.3700%  | N/A     | $934963.00         | $854725.78         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2033-09-01      | 3.7800%  | N/A     | $737220.00         | $703860.05         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-08-01      | 4.1700%  | N/A     | $3725616.00        | $3570537.24        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2033-07-01      | 3.7300%  | N/A     | $613000.00         | $591760.98         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-07-15      | 4.5000%  | N/A     | $3702892.00        | $2977155.36        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 5.0000%  | N/A     | $1000000.00        | $27299.06          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-10-20      | 4.5000%  | N/A     | $6675000.00        | $165444.31         | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY                     | 2052-02-15      | 0.1250%  | N/A     | $202084000.00      | $125647537.34      | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2035-02-15      | 0.0000%  | N/A     | $51797194.21       | $35162939.67       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2044-02-15      | 1.3750%  | N/A     | $7000.00           | $8264.11           | U.S. Treasuries (including strips)  |

### Security 146: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYXTQ6Z9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $1248777600.00     | $1051997516.37     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $933732800.00      | $947757121.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $714531200.00      | $542816491.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $508764300.00      | $517428918.63      | U.S. Treasuries (including strips) |

### Security 147: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $1845000000.00
- **C.18.a - Value (excl. sponsor support):** $1845000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 788317 C                      | 2055-12-20      | 0.0000%  | N/A     | $302615000.00      | $304436036.29      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-04-15      | 3.0000%  | N/A     | $319683.00         | $201888.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $1200400.00        | $1234404.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 2.5000%  | N/A     | $1758765056.00     | $1107251241.35     | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $503609344.00      | $468776431.32      | Agency Mortgage-Backed Securities |

### Security 148: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD3QX822
- **C.18 - Value (incl. sponsor support):** $1696000000.00
- **C.18.a - Value (excl. sponsor support):** $1696000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FERA 05604S 11/25/55                                   | 2055-11-25      | 0.9258%  | N/A     | $180000000.00      | $9076914.18        | Agency Collateralized Mortgage Obligation |
| FERA 5226BZ 05/25/52                                   | 2052-05-25      | 4.0000%  | N/A     | $5000000.00        | $4960360.19        | Agency Collateralized Mortgage Obligation |
| FERA 5282MZ 12/25/52                                   | 2052-12-25      | 5.5000%  | N/A     | $6000000.00        | $7219770.25        | Agency Collateralized Mortgage Obligation |
| FERA 5297DZ 03/25/53                                   | 2053-03-25      | 6.0000%  | N/A     | $6500000.00        | $4412076.89        | Agency Collateralized Mortgage Obligation |
| FERA 5396TE 01/25/54                                   | 2054-01-25      | 0.0500%  | N/A     | $189472768.00      | $106930.92         | Agency Collateralized Mortgage Obligation |
| FERA 5428SL 07/25/54                                   | 2054-07-25      | 1.8258%  | N/A     | $93750000.00       | $4190816.43        | Agency Collateralized Mortgage Obligation |
| FERA 5440HS 07/25/54                                   | 2054-07-25      | 3.2258%  | N/A     | $51872384.00       | $2325492.88        | Agency Collateralized Mortgage Obligation |
| FERA 5440WS 08/25/54                                   | 2054-08-25      | 1.9758%  | N/A     | $186150000.00      | $7236818.16        | Agency Collateralized Mortgage Obligation |
| FERA 5478LS 11/25/54                                   | 2054-11-25      | 1.9758%  | N/A     | $44721344.00       | $3342129.48        | Agency Collateralized Mortgage Obligation |
| FERA 5500SW 10/25/54                                   | 2054-10-25      | 0.4258%  | N/A     | $140000000.00      | $1960509.75        | Agency Collateralized Mortgage Obligation |
| FERA 5500TA 10/25/54                                   | 2054-10-25      | 0.0500%  | N/A     | $158957568.00      | $138848.60         | Agency Collateralized Mortgage Obligation |
| FERA 5557SA 07/25/55                                   | 2055-07-25      | 1.2258%  | N/A     | $150202112.00      | $8470082.46        | Agency Collateralized Mortgage Obligation |
| FERA 5557SM 07/25/55                                   | 2055-07-25      | 2.0258%  | N/A     | $161878528.00      | $9320354.20        | Agency Collateralized Mortgage Obligation |
| FERA 5563GS 08/25/55                                   | 2055-08-25      | 2.0758%  | N/A     | $52993792.00       | $3426226.40        | Agency Collateralized Mortgage Obligation |
| FERA 5563SV 08/25/55                                   | 2055-08-25      | 0.4258%  | N/A     | $150000000.00      | $3211780.86        | Agency Collateralized Mortgage Obligation |
| FERA 5599SB 03/25/55                                   | 2055-03-25      | 0.9258%  | N/A     | $28636512.00       | $851570.77         | Agency Collateralized Mortgage Obligation |
| FERA 5604ZD 12/25/54                                   | 2054-12-25      | 4.0000%  | N/A     | $12542900.00       | $10464731.40       | Agency Collateralized Mortgage Obligation |
| FERM 5012NI 09/25/50                                   | 2050-09-25      | 2.5000%  | N/A     | $82841920.00       | $9506604.92        | Agency Collateralized Mortgage Obligation |
| FERM 5440BT 07/25/54                                   | 2054-07-25      | 0.1250%  | N/A     | $354100.00         | $193081.12         | Agency Collateralized Mortgage Obligation |
| FERM 5563MG 11/25/52                                   | 2052-11-25      | 5.0000%  | N/A     | $1309064.00        | $1292030.02        | Agency Collateralized Mortgage Obligation |
| FGRA 3317DS 05/15/37                                   | 2037-05-15      | 4.7542%  | N/A     | $12990240.00       | $50788.47          | Agency Collateralized Mortgage Obligation |
| FGRA 3621HZ 01/15/40                                   | 2040-01-15      | 5.0000%  | N/A     | $6000000.00        | $984061.06         | Agency Collateralized Mortgage Obligation |
| FGRA 3992HZ 01/15/42                                   | 2042-01-15      | 4.0000%  | N/A     | $4500000.00        | $924284.37         | Agency Collateralized Mortgage Obligation |
| FGRA 4059TH 06/15/42                                   | 2042-06-15      | 0.0000%  | N/A     | $12660592.00       | $2055872.94        | Agency Collateralized Mortgage Obligation |
| FGRA 4091SN 08/15/42                                   | 2042-08-15      | 2.5017%  | N/A     | $48358400.00       | $1235446.73        | Agency Collateralized Mortgage Obligation |
| FGRA 4122ZA 10/15/42                                   | 2042-10-15      | 3.0000%  | N/A     | $13364912.00       | $4194002.98        | Agency Collateralized Mortgage Obligation |
| FGRA 4141ZK 12/15/42                                   | 2042-12-15      | 3.5000%  | N/A     | $4681592.00        | $168194.07         | Agency Collateralized Mortgage Obligation |
| FGRA 4206LZ 05/15/43                                   | 2043-05-15      | 3.5000%  | N/A     | $1600000.00        | $2328681.57        | Agency Collateralized Mortgage Obligation |
| FGRA 4257DZ 10/15/43                                   | 2043-10-15      | 2.5000%  | N/A     | $1000000.00        | $1203609.49        | Agency Collateralized Mortgage Obligation |
| FGRA 4289GZ 01/15/44                                   | 2044-01-15      | 3.0000%  | N/A     | $6236488.00        | $6419522.80        | Agency Collateralized Mortgage Obligation |
| FGRA 4663TZ 03/15/47                                   | 2047-03-15      | 3.5000%  | N/A     | $2700000.00        | $1951733.75        | Agency Collateralized Mortgage Obligation |
| FGRA 4793SD 06/15/48                                   | 2048-06-15      | 2.1017%  | N/A     | $56250000.00       | $704992.27         | Agency Collateralized Mortgage Obligation |
| FGRA 4801ZN 05/15/48                                   | 2048-05-15      | 4.0000%  | N/A     | $8464000.00        | $5334668.11        | Agency Collateralized Mortgage Obligation |
| FGRA 5152DT 10/15/61                                   | 2061-10-15      | 0.0000%  | N/A     | $58040320.00       | $18690.39          | Agency Collateralized Mortgage Obligation |
| FGRM 3598MB 11/15/39                                   | 2039-11-15      | 4.5000%  | N/A     | $17400000.00       | $1164393.55        | Agency Collateralized Mortgage Obligation |
| FGRM 4048BE 05/15/42                                   | 2042-05-15      | 4.0000%  | N/A     | $7064000.00        | $6696144.56        | Agency Collateralized Mortgage Obligation |
| FGRM 4104CI 05/15/41                                   | 2041-05-15      | 4.0000%  | N/A     | $17760256.00       | $6377.43           | Agency Collateralized Mortgage Obligation |
| FGRM 4142IA 12/15/32                                   | 2032-12-15      | 3.0000%  | N/A     | $68758656.00       | $471217.34         | Agency Collateralized Mortgage Obligation |
| FGRM 4183QI 03/15/33                                   | 2033-03-15      | 4.0000%  | N/A     | $16094380.00       | $61048.72          | Agency Collateralized Mortgage Obligation |
| FGRM 4741GY 12/15/47                                   | 2047-12-15      | 3.0000%  | N/A     | $9916000.00        | $8683431.28        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.8914%  | N/A     | $16038000.00       | $1053650.97        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-061       X3     20441225 FLT     | 2044-12-25      | 1.9631%  | N/A     | $18835000.00       | $358668.44         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-063       X3     20450225 FLT     | 2045-02-25      | 2.0786%  | N/A     | $24839000.00       | $578876.15         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       X3     20480525 FLT     | 2048-05-25      | 3.3827%  | N/A     | $43001344.00       | $5561997.36        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-119       X3     20480925 FLT     | 2048-09-25      | 2.7272%  | N/A     | $28000000.00       | $3205345.89        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-125       X3     20490225 FLT     | 2049-02-25      | 2.6512%  | N/A     | $9230000.00        | $1068126.35        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-141       X3     20500425 FLT     | 2050-04-25      | 2.9736%  | N/A     | $7677000.00        | $1142422.06        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-150       X3     20541025 FLT     | 2054-10-25      | 4.4351%  | N/A     | $30607000.00       | $7396853.07        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-1502      X3     20340425 FLT     | 2034-04-25      | 4.2653%  | N/A     | $7312000.00        | $1416168.98        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-SG1       X3     20300925 FLT     | 2030-09-25      | 2.9327%  | N/A     | $3532000.00        | $398854.29         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2007-57       FD     20361025 FLT     | 2036-10-25      | 4.3687%  | N/A     | $247476224.00      | $181096.67         | Agency Collateralized Mortgage Obligation |
| FNRA CL009JS R13F009                                   | 2043-02-25      | 2.1613%  | N/A     | $37500000.00       | $1030014.28        | Agency Collateralized Mortgage Obligation |
| FNRA CL016ST R13F016                                   | 2033-03-25      | 0.8113%  | N/A     | $28571424.00       | $121898.21         | Agency Collateralized Mortgage Obligation |
| FNRA CL025IT R18F025                                   | 2041-01-25      | 0.3166%  | N/A     | $12314272.00       | $13549.99          | Agency Collateralized Mortgage Obligation |
| FNRA CL049SL R07F049                                   | 2037-06-25      | 2.6113%  | N/A     | $49987584.00       | $13658.64          | Agency Collateralized Mortgage Obligation |
| FNRA CL061SB R18F061                                   | 2048-08-25      | 2.2113%  | N/A     | $34494080.00       | $487348.87         | Agency Collateralized Mortgage Obligation |
| FNRA CL067AS R19F067                                   | 2040-05-25      | 2.1113%  | N/A     | $54965920.00       | $1722231.34        | Agency Collateralized Mortgage Obligation |
| FNRA CL078ES R16F078                                   | 2044-02-25      | 2.1113%  | N/A     | $35357248.00       | $408025.40         | Agency Collateralized Mortgage Obligation |
| FNRA CL082SB R16F082                                   | 2046-11-25      | 2.1113%  | N/A     | $67082240.00       | $332889.17         | Agency Collateralized Mortgage Obligation |
| FNRA CL084HS R12F084                                   | 2042-08-25      | 2.0113%  | N/A     | $55000000.00       | $606854.15         | Agency Collateralized Mortgage Obligation |
| FNRA CL085SC R25F085                                   | 2055-09-25      | 1.4258%  | N/A     | $276034560.00      | $19483713.29       | Agency Collateralized Mortgage Obligation |
| FNRA CL085SH R25F085                                   | 2055-10-25      | 0.8258%  | N/A     | $188985600.00      | $5998395.31        | Agency Collateralized Mortgage Obligation |
| FNRA CL095SB R25F095                                   | 2055-10-25      | 1.4758%  | N/A     | $55920448.00       | $3580324.06        | Agency Collateralized Mortgage Obligation |
| FNRA CL111SA R12F111                                   | 2042-10-25      | 2.6113%  | N/A     | $16443136.00       | $333942.71         | Agency Collateralized Mortgage Obligation |
| FNRA CL116S R06F116                                    | 2036-12-25      | 2.6113%  | N/A     | $142570240.00      | $271790.16         | Agency Collateralized Mortgage Obligation |
| FNRA RC009SK R19F009                                   | 2049-03-25      | 2.0613%  | N/A     | $17306336.00       | $192021.76         | Agency Collateralized Mortgage Obligation |
| FNRA RC087MS R14F087                                   | 2045-01-25      | 2.2613%  | N/A     | $134349000.00      | $1423002.29        | Agency Collateralized Mortgage Obligation |
| FNRA RC100SD R10F100                                   | 2040-09-25      | 2.5913%  | N/A     | $122239232.00      | $587101.90         | Agency Collateralized Mortgage Obligation |
| FNRM CL007EI R21F007                                   | 2051-02-25      | 2.5000%  | N/A     | $10000000.00       | $867533.71         | Agency Collateralized Mortgage Obligation |
| FNRM CL009AI R17F009                                   | 2047-03-25      | 5.5000%  | N/A     | $65493632.00       | $1536467.18        | Agency Collateralized Mortgage Obligation |
| FNRM CL013IH R13F013                                   | 2033-03-25      | 3.0000%  | N/A     | $15450420.00       | $135058.44         | Agency Collateralized Mortgage Obligation |
| FNRM CL014KI R18F014                                   | 2048-03-25      | 6.0000%  | N/A     | $30796256.00       | $1293411.49        | Agency Collateralized Mortgage Obligation |
| FNRM CL030VZ R18F030                                   | 2048-05-25      | 3.5000%  | N/A     | $8478880.00        | $8680242.41        | Agency Collateralized Mortgage Obligation |
| FNRM CL030Z  R09F030                                   | 2039-05-25      | 6.5000%  | N/A     | $1000000.00        | $350268.28         | Agency Collateralized Mortgage Obligation |
| FNRM CL039AZ R24F039                                   | 2047-11-25      | 3.0000%  | N/A     | $6000000.00        | $5134213.49        | Agency Collateralized Mortgage Obligation |
| FNRM CL045ZK R17F045                                   | 2047-06-25      | 3.5000%  | N/A     | $1425000.00        | $1175457.50        | Agency Collateralized Mortgage Obligation |
| FNRM CL053IM R15F053                                   | 2045-07-25      | 6.0000%  | N/A     | $38904896.00       | $830577.68         | Agency Collateralized Mortgage Obligation |
| FNRM CL072ZA R15F072                                   | 2045-10-25      | 3.0000%  | N/A     | $2337000.00        | $1230109.42        | Agency Collateralized Mortgage Obligation |
| FNRM CL076HZ R22F076                                   | 2052-11-25      | 5.0000%  | N/A     | $5000000.00        | $5498260.96        | Agency Collateralized Mortgage Obligation |
| FNRM CL147WI R12F147                                   | 2033-01-25      | 4.0000%  | N/A     | $21488000.00       | $79683.59          | Agency Collateralized Mortgage Obligation |
| FNRM RC068IP R19F068                                   | 2048-05-25      | 3.5000%  | N/A     | $7393224.00        | $95849.02          | Agency Collateralized Mortgage Obligation |
| FNRM RC076JI R08F076                                   | 2038-09-25      | 6.0000%  | N/A     | $124093000.00      | $212728.82         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-K102         D      20300425 0.00000 | 2030-04-25      | 0.0000%  | N/A     | $102621568.00      | $43574143.99       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB65         X1     20390625 FLT     | 2039-06-25      | 0.0000%  | N/A     | $15000000.00       | $234720.56         | Agency Collateralized Mortgage Obligation |
| GNRA 2003-09 IO                                        | 2043-11-16      | 0.0000%  | N/A     | $212992000.00      | $18724.22          | Agency Collateralized Mortgage Obligation |
| GNRA 2009-051 IO                                       | 2051-02-16      | 0.0000%  | N/A     | $170168320.00      | $134730.22         | Agency Collateralized Mortgage Obligation |
| GNRA 2010-009 YD                                       | 2040-01-16      | 2.9513%  | N/A     | $496144640.00      | $1964616.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2010-062 DS                                       | 2037-05-16      | 2.7013%  | N/A     | $45605312.00       | $219325.91         | Agency Collateralized Mortgage Obligation |
| GNRA 2010-115 SP                                       | 2040-09-20      | 1.5516%  | N/A     | $106421600.00      | $379921.43         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-019 ZM                                       | 2041-02-16      | 4.5000%  | N/A     | $20000000.00       | $5121503.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-005 SA                                       | 2042-01-20      | 2.2516%  | N/A     | $13613296.00       | $83089.11          | Agency Collateralized Mortgage Obligation |
| GNRA 2012-006 SE                                       | 2040-02-20      | 2.2516%  | N/A     | $24395776.00       | $8571.30           | Agency Collateralized Mortgage Obligation |
| GNRA 2012-016 SE                                       | 2042-02-16      | 2.2513%  | N/A     | $32671744.00       | $177445.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-055 IO                                       | 2054-10-16      | 0.2419%  | N/A     | $123456512.00      | $357895.53         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-158 IO                                       | 2053-08-16      | 1.0237%  | N/A     | $21000000.00       | $70738.04          | Agency Collateralized Mortgage Obligation |
| GNRA 2014-001 IO                                       | 2055-09-16      | 0.1503%  | N/A     | $101285888.00      | $47026.12          | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 KS                                       | 2044-01-16      | 1.7213%  | N/A     | $63160320.00       | $686459.88         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-054 IO                                       | 2055-09-16      | 0.2518%  | N/A     | $109756416.00      | $50326.38          | Agency Collateralized Mortgage Obligation |
| GNRA 2014-086 IO                                       | 2056-04-16      | 0.3966%  | N/A     | $138044672.00      | $173385.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-169 IO                                       | 2056-10-16      | 0.5873%  | N/A     | $186330000.00      | $930749.26         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-029 IB                                       | 2049-09-16      | 1.4005%  | N/A     | $41423000.00       | $63136.66          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-051 IO                                       | 2056-12-16      | 0.4690%  | N/A     | $86996608.00       | $148450.46         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-124 WS                                       | 2045-09-20      | 1.9128%  | N/A     | $17018360.00       | $81754.99          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-167 WS                                       | 2045-11-20      | 1.9128%  | N/A     | $17885152.00       | $68113.45          | Agency Collateralized Mortgage Obligation |
| GNRA 2016-035 IO                                       | 2058-03-16      | 0.7398%  | N/A     | $55340544.00       | $281503.43         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-116 AZ                                       | 2046-09-20      | 3.0000%  | N/A     | $2825000.00        | $1671590.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-12 MS                                        | 2046-01-20      | 1.7916%  | N/A     | $30193344.00       | $321187.42         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-140 IO                                       | 2058-05-16      | 0.7309%  | N/A     | $116062720.00      | $1618415.09        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-169 IO                                       | 2058-06-16      | 0.5148%  | N/A     | $74964480.00       | $635770.40         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-154 IO                                       | 2058-12-16      | 0.6205%  | N/A     | $72822912.00       | $1513639.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-44 IO                                        | 2051-04-16      | 0.5258%  | N/A     | $210316288.00      | $533875.82         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-106 IO                                       | 2060-04-16      | 0.6573%  | N/A     | $90340096.00       | $999629.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-13 SA                                        | 2048-01-20      | 2.4016%  | N/A     | $63902848.00       | $1410803.93        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-54 SE                                        | 2048-11-20      | 2.3516%  | N/A     | $52186688.00       | $1522316.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-60 SG                                        | 2048-11-20      | 2.2128%  | N/A     | $41600000.00       | $1318364.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-023 PS                                       | 2049-02-20      | 2.3016%  | N/A     | $30452240.00       | $465522.94         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-055 IO                                       | 2061-03-16      | 0.7258%  | N/A     | $100809728.00      | $1411555.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-059 NS                                       | 2049-05-20      | 2.2516%  | N/A     | $25000000.00       | $463880.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-101 IO                                       | 2061-07-16      | 0.6973%  | N/A     | $38018720.00       | $783694.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-122 IO                                       | 2061-07-16      | 1.0045%  | N/A     | $75398528.00       | $1477265.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-152 SC                                       | 2049-12-20      | 2.1516%  | N/A     | $17410848.00       | $419931.58         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-18 TS                                        | 2049-02-20      | 2.2016%  | N/A     | $56361920.00       | $1340452.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 AS                                        | 2045-02-20      | 2.1016%  | N/A     | $52761280.00       | $304141.73         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 IT                                        | 2040-04-16      | 0.2519%  | N/A     | $35232384.00       | $82468.96          | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 TS                                        | 2043-08-20      | 0.5903%  | N/A     | $60738304.00       | $96070.69          | Agency Collateralized Mortgage Obligation |
| GNRA 2019-29 BS                                        | 2049-03-20      | 2.2016%  | N/A     | $79855360.00       | $887328.41         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-99 TS                                        | 2049-08-20      | 2.2516%  | N/A     | $35619720.00       | $502840.51         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-003 IO                                       | 2062-02-16      | 0.6155%  | N/A     | $90575360.00       | $1691425.92        | Agency Mortgage-Backed Securities         |
| GNRA 2020-059 SB                                       | 2050-04-20      | 2.2516%  | N/A     | $7225312.00        | $149171.54         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-101 SA                                       | 2050-07-20      | 2.3516%  | N/A     | $107000000.00      | $6681168.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-104 IT                                       | 2043-07-20      | 0.2053%  | N/A     | $16952032.00       | $45509.82          | Agency Collateralized Mortgage Obligation |
| GNRA 2020-131 IO                                       | 2062-10-16      | 0.6942%  | N/A     | $285230080.00      | $11343394.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-148 SB                                       | 2050-10-20      | 0.0000%  | N/A     | $78537856.00       | $296063.48         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-148 YS                                       | 2050-10-20      | 0.0000%  | N/A     | $26781600.00       | $345553.22         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-149 BS                                       | 2050-10-20      | 0.0000%  | N/A     | $33333312.00       | $352367.85         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-164 SE                                       | 2050-11-20      | 0.0000%  | N/A     | $70867584.00       | $497561.59         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-187 SA                                       | 2050-12-20      | 0.0000%  | N/A     | $61568640.00       | $128993.81         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-191 LS                                       | 2050-12-20      | 0.0000%  | N/A     | $25000000.00       | $324992.80         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-021 IO                                       | 2063-06-16      | 0.9141%  | N/A     | $475000000.00      | $24649892.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-042 SB                                       | 2051-03-20      | 2.5016%  | N/A     | $3524000.00        | $319636.66         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-046 SA                                       | 2051-03-20      | 0.0000%  | N/A     | $10998848.00       | $24503.39          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 DS                                       | 2051-05-20      | 0.0000%  | N/A     | $32216832.00       | $205298.64         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 SN                                       | 2051-05-20      | 0.0000%  | N/A     | $51310592.00       | $35229.35          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-175 XT                                       | 2051-10-20      | 0.0000%  | N/A     | $44955000.00       | $60648.02          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-194 SD                                       | 2051-11-20      | 0.0000%  | N/A     | $50000000.00       | $285653.42         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-081 TY                                       | 2052-05-20      | 0.0000%  | N/A     | $49999872.00       | $45160.56          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-103 LS                                       | 2052-06-20      | 0.0000%  | N/A     | $84983808.00       | $24344.83          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-120 SD                                       | 2052-07-20      | 2.1623%  | N/A     | $30500000.00       | $2226144.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-120 SH                                       | 2052-07-20      | 2.1324%  | N/A     | $50000000.00       | $3048814.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-189 DT                                       | 2052-11-20      | 0.0500%  | N/A     | $49995776.00       | $27947.32          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-197 LS                                       | 2052-11-20      | 2.3824%  | N/A     | $6617256.00        | $560488.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-002 IO                                       | 2064-07-16      | 0.7169%  | N/A     | $200000000.00      | $10921492.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-115 FA                                       | 2053-08-20      | 4.9676%  | N/A     | $100000000.00      | $44012471.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 SJ                                       | 2053-09-20      | 1.6824%  | N/A     | $115921152.00      | $4600347.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 LS                                       | 2053-09-20      | 1.7824%  | N/A     | $89176832.00       | $4836124.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-149 NT                                       | 2053-10-20      | 0.1500%  | N/A     | $128999424.00      | $127712.42         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-149 QT                                       | 2053-10-20      | 0.0500%  | N/A     | $49995776.00       | $26882.27          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-152 SC                                       | 2053-10-20      | 1.6924%  | N/A     | $50396544.00       | $2195999.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-158 IO                                       | 2065-06-16      | 0.7626%  | N/A     | $100000000.00      | $6005841.30        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-182 SG                                       | 2053-12-20      | 1.7824%  | N/A     | $30000000.00       | $1374822.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-189 SG                                       | 2053-12-20      | 1.8823%  | N/A     | $100000000.00      | $1432595.02        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 SM                                       | 2054-01-20      | 1.9824%  | N/A     | $10000000.00       | $291824.03         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 MX                                       | 2054-02-20      | 7.0000%  | N/A     | $714286.00         | $61331.85          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-044 SB                                       | 2064-03-20      | 1.4023%  | N/A     | $75000000.00       | $917249.96         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-060 BZ                                       | 2054-04-20      | 6.0000%  | N/A     | $9871260.00        | $11445742.94       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-078 NS                                       | 2054-02-20      | 1.2824%  | N/A     | $20000000.00       | $327505.36         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-088 IO                                       | 2066-02-16      | 0.7704%  | N/A     | $75000000.00       | $4039631.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 S                                        | 2054-06-20      | 1.3323%  | N/A     | $100000000.00      | $1219666.52        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 SQ                                       | 2054-06-20      | 1.4824%  | N/A     | $15259632.00       | $547664.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 WT                                       | 2054-06-20      | 0.1000%  | N/A     | $26400640.00       | $90080.93          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 SC                                       | 2054-06-20      | 3.3824%  | N/A     | $39628160.00       | $3277008.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-108 SB                                       | 2054-07-20      | 2.0823%  | N/A     | $75000000.00       | $4109540.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-153 IO                                       | 2066-12-16      | 0.9234%  | N/A     | $150000000.00      | $11569353.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-181 SA                                       | 2054-11-20      | 0.7823%  | N/A     | $100000000.00      | $2999411.18        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-196 HS                                       | 2054-12-20      | 0.6824%  | N/A     | $50000000.00       | $1107720.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-196 SB                                       | 2054-12-20      | 1.3323%  | N/A     | $100000000.00      | $4098183.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-196 YS                                       | 2054-12-20      | 1.3823%  | N/A     | $50000000.00       | $844155.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 SJ                                       | 2055-01-20      | 1.2824%  | N/A     | $41396720.00       | $1093311.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-002 SQ                                       | 2055-01-20      | 2.6824%  | N/A     | $200000000.00      | $7411074.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 TL                                       | 2054-07-20      | 0.0500%  | N/A     | $99999744.00       | $47090.67          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-039 M                                        | 2055-03-20      | 7.2212%  | N/A     | $100000.00         | $95914.81          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-079 SA                                       | 2053-11-20      | 1.2824%  | N/A     | $50000000.00       | $1666915.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 DS                                       | 2055-05-20      | 0.2823%  | N/A     | $200000000.00      | $2567868.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 SN                                       | 2055-05-20      | 0.3323%  | N/A     | $200000000.00      | $2702754.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 S                                        | 2052-12-20      | 1.1824%  | N/A     | $141803264.00      | $4548786.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 SC                                       | 2055-05-20      | 1.8823%  | N/A     | $32891328.00       | $2364229.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 SY                                       | 2065-06-20      | 1.2824%  | N/A     | $55000000.00       | $1337955.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-114 BS                                       | 2055-07-20      | 1.2624%  | N/A     | $152733440.00      | $7119901.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-114 DZ                                       | 2055-07-20      | 5.0000%  | N/A     | $1156576.00        | $1146422.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-114 QS                                       | 2055-07-20      | 1.9324%  | N/A     | $58519104.00       | $2960665.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 GZ                                       | 2055-08-20      | 5.5000%  | N/A     | $2358996.00        | $2451932.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 KF                                       | 2055-08-20      | 5.4177%  | N/A     | $1154150000.00     | $1136029062.88     | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 SG                                       | 2055-08-20      | 1.3823%  | N/A     | $20000000.00       | $1026407.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 SQ                                       | 2055-08-20      | 2.6046%  | N/A     | $31375392.00       | $2869882.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 SB                                       | 2055-09-20      | 3.2824%  | N/A     | $187500000.00      | $18519188.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 UZ                                       | 2055-09-20      | 4.5000%  | N/A     | $1200546.00        | $1064485.32        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 ZP                                       | 2055-09-20      | 4.5000%  | N/A     | $1770524.00        | $1565468.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-168 LS                                       | 2065-10-20      | 1.5324%  | N/A     | $285213184.00      | $11527422.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-174 AS                                       | 2055-10-20      | 1.4824%  | N/A     | $50000000.00       | $1954495.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-190 SJ                                       | 2055-11-20      | 2.7824%  | N/A     | $137500000.00      | $7970967.41        | Agency Collateralized Mortgage Obligation |
| GNRM 2010-009 JI                                       | 2040-01-20      | 5.0000%  | N/A     | $50000000.00       | $751519.81         | Agency Collateralized Mortgage Obligation |
| GNRM 2012-113 NI                                       | 2042-04-20      | 4.5000%  | N/A     | $59146240.00       | $9340.63           | Agency Collateralized Mortgage Obligation |
| GNRM 2013-004 IO                                       | 2042-09-20      | 4.0000%  | N/A     | $93001472.00       | $1360666.48        | Agency Collateralized Mortgage Obligation |
| GNRM 2014-096 IO                                       | 2044-07-16      | 5.5000%  | N/A     | $109284992.00      | $848678.89         | Agency Collateralized Mortgage Obligation |
| GNRM 2016-35 ZC                                        | 2046-10-16      | 3.0000%  | N/A     | $11224848.00       | $11203278.10       | Agency Collateralized Mortgage Obligation |
| GNRM 2016-56 AZ                                        | 2046-11-20      | 3.0000%  | N/A     | $1469526.00        | $843842.56         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-52 JI                                        | 2047-04-20      | 5.0000%  | N/A     | $16400000.00       | $355115.82         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-63 LO                                        | 2041-05-16      | 0.0000%  | N/A     | $9932752.00        | $1643701.56        | Agency Collateralized Mortgage Obligation |
| GNRM 2018-13 PZ                                        | 2048-01-20      | 3.0000%  | N/A     | $555000.00         | $629049.90         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-35 GZ                                        | 2048-09-20      | 4.2500%  | N/A     | $20000000.00       | $511975.15         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-38 IO                                        | 2048-03-20      | 5.0000%  | N/A     | $15067800.00       | $304020.67         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-173 MI                                       | 2050-11-20      | 2.5000%  | N/A     | $64143200.00       | $5423476.44        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-001 NI                                       | 2050-05-20      | 3.0000%  | N/A     | $5947500.00        | $177658.85         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-081 NB                                       | 2051-05-20      | 1.2500%  | N/A     | $15000000.00       | $5809500.02        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-097 CI                                       | 2051-06-20      | 3.0000%  | N/A     | $67833216.00       | $5775975.04        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-212 HZ                                       | 2052-12-20      | 5.0000%  | N/A     | $16308704.00       | $18870916.04       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-019 ZN                                       | 2053-02-20      | 5.0000%  | N/A     | $2778710.00        | $3094448.31        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-131 PZ                                       | 2053-09-20      | 5.5000%  | N/A     | $8815504.00        | $10323317.39       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-045 DI                                       | 2054-03-20      | 6.0000%  | N/A     | $5555552.00        | $489182.94         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-098 PW                                       | 2055-05-20      | 5.0000%  | N/A     | $8340080.00        | $8306931.04        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-131 IC                                       | 2053-12-20      | 7.0000%  | N/A     | $16775648.00       | $1563390.92        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-150 IQ                                       | 2051-07-20      | 6.0000%  | N/A     | $41452096.00       | $5277180.22        | Agency Collateralized Mortgage Obligation |
| MNRA CL001X1 R20M001                                   | 2029-10-25      | 0.1840%  | N/A     | $699016192.00      | $4224250.38        | Agency Collateralized Mortgage Obligation |

### Security 149: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDVZ7785
- **C.18 - Value (incl. sponsor support):** $485800000.00
- **C.18.a - Value (excl. sponsor support):** $485800000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE ACES FNMA_16-M3                           | 2026-02-25      | 2.7020%  | N/A     | $375000.00         | $84156.16          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4013    | 2042-03-15      | 3.5000%  | N/A     | $4170000.00        | $2294600.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-40     | 2054-10-25      | 5.0000%  | N/A     | $34498752.00       | $33065273.15       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K104  | 2030-01-25      | 1.9550%  | N/A     | $11301000.00       | $10467632.23       | Agency Collateralized Mortgage Obligation |
| FHLMC_4039D                                          | 2042-05-15      | 3.5000%  | N/A     | $13000.00          | $11477.48          | Agency Collateralized Mortgage Obligation |
| FHLMC_4753M                                          | 2048-02-15      | 3.5000%  | N/A     | $1100000.00        | $399759.42         | Agency Collateralized Mortgage Obligation |
| FHLMC_5104J                                          | 2036-11-15      | 0.0000%  | N/A     | $57123264.00       | $128203.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_5191D                                          | 2052-02-25      | 0.0000%  | N/A     | $37910207.00       | $45482.28          | Agency Collateralized Mortgage Obligation |
| FHLMC_5258D                                          | 2052-08-25      | 0.0500%  | N/A     | $49999872.00       | $34053.22          | Agency Collateralized Mortgage Obligation |
| FHLMC_5440A                                          | 2054-07-25      | 2.0258%  | N/A     | $50000000.00       | $1354616.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440C                                          | 2054-07-25      | 2.6258%  | N/A     | $58676000.00       | $2349562.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5468C                                          | 2054-11-25      | 1.5258%  | N/A     | $110047488.00      | $4010274.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5513E                                          | 2055-02-25      | 1.9758%  | N/A     | $50000000.00       | $3860258.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5513G                                          | 2055-01-25      | 1.2758%  | N/A     | $154768640.00      | $4537519.73        | Agency Collateralized Mortgage Obligation |
| FNMA_05-106                                          | 2035-12-25      | 7.7561%  | N/A     | $13047648.00       | $1018027.44        | Agency Collateralized Mortgage Obligation |
| FNMA_05-40                                           | 2035-06-25      | 4.4887%  | N/A     | $24997888.00       | $21494.90          | Agency Collateralized Mortgage Obligation |
| FNMA_12-122E                                         | 2042-11-25      | 2.1113%  | N/A     | $21600000.00       | $253052.12         | Agency Collateralized Mortgage Obligation |
| FNMA_12-51                                           | 2042-05-25      | 2.5113%  | N/A     | $60000000.00       | $1119475.33        | Agency Collateralized Mortgage Obligation |
| FNMA_18-11A                                          | 2047-12-25      | 2.2113%  | N/A     | $93654400.00       | $1562802.50        | Agency Collateralized Mortgage Obligation |
| FNMA_18-2B                                           | 2048-02-25      | 2.1613%  | N/A     | $43627776.00       | $1295982.83        | Agency Collateralized Mortgage Obligation |
| FNMA_19-67G                                          | 2041-10-25      | 2.3113%  | N/A     | $133024000.00      | $4842636.94        | Agency Collateralized Mortgage Obligation |
| FNMA_22-58B                                          | 2052-09-25      | 4.5742%  | N/A     | $139225344.00      | $86819495.87       | Agency Collateralized Mortgage Obligation |
| FNMA_24-7C                                           | 2050-06-25      | 5.5000%  | N/A     | $15000000.00       | $7147992.51        | Agency Collateralized Mortgage Obligation |
| FNMA_25-42A                                          | 2055-06-25      | 5.0000%  | N/A     | $6000000.00        | $5994028.09        | Agency Collateralized Mortgage Obligation |
| FNMA_25-85D                                          | 2053-05-25      | 3.2758%  | N/A     | $57052480.00       | $4895565.71        | Agency Collateralized Mortgage Obligation |
| FNW_03-W18                                           | 2043-08-25      | 5.8070%  | N/A     | $28500000.00       | $6399680.34        | Agency Collateralized Mortgage Obligation |
| FREMF_20-KG03                                        | 2030-07-25      | 0.1000%  | N/A     | $44572598.00       | $170950.80         | Agency Collateralized Mortgage Obligation |
| GNMA_04-106                                          | 2034-05-16      | 8.2528%  | N/A     | $4785968.00        | $836646.84         | Agency Collateralized Mortgage Obligation |
| GNMA_10-4                                            | 2040-01-16      | 5.0000%  | N/A     | $19435616.00       | $3835304.38        | Agency Collateralized Mortgage Obligation |
| GNMA_13-113                                          | 2043-08-20      | 3.0000%  | N/A     | $15463000.00       | $12890696.84       | Agency Collateralized Mortgage Obligation |
| GNMA_13-169                                          | 2043-04-20      | 2.9316%  | N/A     | $36564096.00       | $100417.00         | Agency Collateralized Mortgage Obligation |
| GNMA_14-183E                                         | 2044-12-20      | 1.9128%  | N/A     | $16131168.00       | $92866.32          | Agency Collateralized Mortgage Obligation |
| GNMA_14-51                                           | 2044-03-20      | 1.7516%  | N/A     | $46718592.00       | $233053.04         | Agency Collateralized Mortgage Obligation |
| GNMA_15-90C                                          | 2045-06-20      | 1.9128%  | N/A     | $16748032.00       | $99401.82          | Agency Collateralized Mortgage Obligation |
| GNMA_16-126E                                         | 2046-09-20      | 2.2516%  | N/A     | $20257568.00       | $560906.84         | Agency Collateralized Mortgage Obligation |
| GNMA_17-179F                                         | 2047-12-20      | 2.3516%  | N/A     | $23428544.00       | $782547.54         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128                                          | 2043-08-20      | 2.2816%  | N/A     | $64086528.00       | $726347.30         | Agency Collateralized Mortgage Obligation |
| GNMA_19-35C                                          | 2049-03-20      | 4.5000%  | N/A     | $100000000.00      | $21859124.30       | Agency Collateralized Mortgage Obligation |
| GNMA_19-99P                                          | 2049-08-20      | 2.2016%  | N/A     | $28691328.00       | $657260.44         | Agency Collateralized Mortgage Obligation |
| GNMA_20-167S                                         | 2046-03-20      | 3.5000%  | N/A     | $16368380.00       | $34626.10          | Agency Collateralized Mortgage Obligation |
| GNMA_20-181A                                         | 2049-06-20      | 0.0000%  | N/A     | $218063872.00      | $846919.70         | Agency Collateralized Mortgage Obligation |
| GNMA_20-189G                                         | 2050-12-20      | 0.0000%  | N/A     | $37291200.00       | $460581.52         | Agency Collateralized Mortgage Obligation |
| GNMA_20-81                                           | 2062-07-16      | 0.8715%  | N/A     | $245000000.00      | $11598268.23       | Agency Collateralized Mortgage Obligation |
| GNMA_21-100                                          | 2063-06-16      | 0.9659%  | N/A     | $300000000.00      | $17563414.42       | Agency Collateralized Mortgage Obligation |
| GNMA_21-58                                           | 2051-04-20      | 0.0000%  | N/A     | $7999980.00        | $8906.17           | Agency Collateralized Mortgage Obligation |
| GNMA_21-98E                                          | 2051-06-20      | 3.0000%  | N/A     | $51250000.00       | $4370038.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164C                                         | 2053-11-20      | 1.2324%  | N/A     | $100000000.00      | $1058065.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-20J                                          | 2053-02-20      | 6.0000%  | N/A     | $5751856.00        | $626338.18         | Agency Collateralized Mortgage Obligation |
| GNMA_23-53D                                          | 2053-04-20      | 4.7176%  | N/A     | $20000000.00       | $12947465.79       | Agency Collateralized Mortgage Obligation |
| GNMA_23-53P                                          | 2053-04-20      | 0.0500%  | N/A     | $101780800.00      | $113265.44         | Agency Collateralized Mortgage Obligation |
| GNMA_23-80C                                          | 2053-06-20      | 6.0000%  | N/A     | $2142320.00        | $2608909.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125K                                         | 2054-08-20      | 1.3823%  | N/A     | $50000000.00       | $1675134.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196A                                         | 2054-08-20      | 3.1824%  | N/A     | $50670000.00       | $1532759.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30S                                          | 2054-02-20      | 1.8123%  | N/A     | $70000000.00       | $2873635.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64A                                          | 2054-04-20      | 4.9177%  | N/A     | $30000000.00       | $24280424.50       | Agency Collateralized Mortgage Obligation |
| GNMA_24-95A                                          | 2054-06-20      | 3.3323%  | N/A     | $81793536.00       | $4865850.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95D                                          | 2054-06-20      | 5.1677%  | N/A     | $100000000.00      | $34198671.55       | Agency Collateralized Mortgage Obligation |
| GNMA_24-95H                                          | 2054-06-20      | 1.4824%  | N/A     | $50000000.00       | $612237.76         | Agency Collateralized Mortgage Obligation |
| GNMA_25-150B                                         | 2051-07-20      | 5.2500%  | N/A     | $12997632.00       | $12996254.18       | Agency Collateralized Mortgage Obligation |
| GNMA_25-190B                                         | 2055-11-20      | 3.2824%  | N/A     | $153473024.00      | $17508393.10       | Agency Collateralized Mortgage Obligation |
| GNMA_25-28B                                          | 2065-02-20      | 2.0324%  | N/A     | $141569024.00      | $3321142.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-39D                                          | 2055-03-20      | 1.4824%  | N/A     | $63235968.00       | $4081891.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62L                                          | 2055-04-20      | 2.5324%  | N/A     | $50000000.00       | $3290369.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98N                                          | 2055-06-20      | 5.5976%  | N/A     | $100000000.00      | $98920141.61       | Agency Collateralized Mortgage Obligation |
| GNMA_25-98U                                          | 2048-10-20      | 3.5000%  | N/A     | $14719952.00       | $13358161.01       | Agency Collateralized Mortgage Obligation |
| GNR_23-53                                            | 2053-04-20      | 2.2824%  | N/A     | $55087872.00       | $5388504.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2054-01-16      | 0.6936%  | N/A     | $6855000.00        | $28079.56          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-119 | 2059-10-16      | 0.7743%  | N/A     | $139356672.00      | $1834785.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-142 | 2059-11-16      | 0.6631%  | N/A     | $38350000.00       | $228136.87         | Agency Collateralized Mortgage Obligation |

### Security 150: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDWSJN20
- **C.18 - Value (incl. sponsor support):** $165000000.00
- **C.18.a - Value (excl. sponsor support):** $165000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET DI6068 C | 2065-04-20      | 2.0000%  | N/A     | $311138.00         | $241526.59         | Agency Mortgage-Backed Securities |
| GNII ET DL0896 C | 2065-09-20      | 6.0000%  | N/A     | $23494144.00       | $23925076.03       | Agency Mortgage-Backed Securities |
| GNII ET DL9328 C | 2065-09-20      | 6.5000%  | N/A     | $13000000.00       | $13568716.38       | Agency Mortgage-Backed Securities |
| GNII ET DN4317 C | 2065-08-20      | 2.0000%  | N/A     | $83529.00          | $64907.98          | Agency Mortgage-Backed Securities |
| GNII JP 788350 M | 2040-11-20      | 2.0000%  | N/A     | $7575168.00        | $7123791.52        | Agency Mortgage-Backed Securities |
| GNII SF BI4219 C | 2048-10-20      | 5.0000%  | N/A     | $1490040.00        | $295650.13         | Agency Mortgage-Backed Securities |
| GNII SF DK5348 C | 2055-06-20      | 5.0000%  | N/A     | $713064.00         | $712131.00         | Agency Mortgage-Backed Securities |
| GNII SF DN2045 C | 2055-11-20      | 6.0000%  | N/A     | $1273806.00        | $1328173.31        | Agency Mortgage-Backed Securities |
| GNII SF DN2122 C | 2055-12-20      | 5.0000%  | N/A     | $1043880.00        | $1050161.72        | Agency Mortgage-Backed Securities |
| GNII SF DO7226 C | 2055-12-20      | 5.0000%  | N/A     | $4357424.00        | $4383641.17        | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M | 2051-08-20      | 2.5000%  | N/A     | $183622080.00      | $105606003.68      | Agency Mortgage-Backed Securities |
| GNII SF MA8182 M | 2037-11-20      | 7.0000%  | N/A     | $90303.00          | $36651.72          | Agency Mortgage-Backed Securities |
| GNPL PN DJ8025   | 2060-08-15      | 4.9000%  | N/A     | $10000000.00       | $9963569.86        | Agency Mortgage-Backed Securities |

### Security 151: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDWSJN38
- **C.18 - Value (incl. sponsor support):** $482000000.00
- **C.18.a - Value (excl. sponsor support):** $482000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $141418700.00      | $148860938.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $500448000.00      | $342779105.14      | U.S. Treasuries (including strips) |

### Security 152: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDWSJN46
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $36410300.00       | $36720036.19       | U.S. Treasuries (including strips) |

### Security 153: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDWSR8Q6
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $1244650600.00     | $1275000023.45     | U.S. Treasuries (including strips) |

### Security 154: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDWSJN79
- **C.18 - Value (incl. sponsor support):** $429000000.00
- **C.18.a - Value (excl. sponsor support):** $429000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_18-113D                                         | 2048-08-20      | 0.0000%  | N/A     | $100000000.00      | $196144.50         | Agency Collateralized Mortgage Obligation |
| GNMA_19-70K                                          | 2049-06-20      | 2.2516%  | N/A     | $67574912.00       | $1888761.50        | Agency Collateralized Mortgage Obligation |
| GNMA_20-127C                                         | 2050-08-20      | 3.0000%  | N/A     | $41662848.00       | $3475440.60        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129G                                         | 2050-09-20      | 2.5000%  | N/A     | $54105600.00       | $4336105.77        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129K                                         | 2050-09-20      | 3.0000%  | N/A     | $40000000.00       | $3647389.44        | Agency Collateralized Mortgage Obligation |
| GNMA_20-149J                                         | 2050-10-20      | 0.0000%  | N/A     | $25080384.00       | $311891.59         | Agency Collateralized Mortgage Obligation |
| GNMA_20-151                                          | 2050-10-20      | 3.0000%  | N/A     | $103333248.00      | $9085972.65        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167G                                         | 2050-11-20      | 2.5000%  | N/A     | $74562944.00       | $6785438.26        | Agency Collateralized Mortgage Obligation |
| GNMA_20-176D                                         | 2050-11-20      | 3.0000%  | N/A     | $59144320.00       | $6201621.76        | Agency Collateralized Mortgage Obligation |
| GNMA_20-183H                                         | 2050-12-20      | 0.0000%  | N/A     | $33213280.00       | $171393.06         | Agency Collateralized Mortgage Obligation |
| GNMA_20-187B                                         | 2050-12-20      | 3.0000%  | N/A     | $27957280.00       | $3111594.08        | Agency Collateralized Mortgage Obligation |
| GNMA_20-187F                                         | 2050-12-20      | 3.0000%  | N/A     | $11130976.00       | $1180430.13        | Agency Collateralized Mortgage Obligation |
| GNMA_21-136G                                         | 2051-08-20      | 3.0000%  | N/A     | $33333312.00       | $2795437.58        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146M                                         | 2050-07-20      | 2.5000%  | N/A     | $21864960.00       | $1617870.02        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158L                                         | 2051-09-20      | 3.0000%  | N/A     | $37516352.00       | $5183749.85        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158Q                                         | 2051-09-20      | 2.5000%  | N/A     | $21014688.00       | $2032470.69        | Agency Collateralized Mortgage Obligation |
| GNMA_21-165A                                         | 2051-09-20      | 3.0000%  | N/A     | $32495104.00       | $2481026.54        | Agency Collateralized Mortgage Obligation |
| GNMA_21-199G                                         | 2051-11-20      | 3.0000%  | N/A     | $20976000.00       | $1997118.91        | Agency Collateralized Mortgage Obligation |
| GNMA_21-223C                                         | 2051-12-20      | 3.0000%  | N/A     | $32876736.00       | $4312246.56        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 2.0000%  | N/A     | $17381600.00       | $1515523.64        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 3.0000%  | N/A     | $48280384.00       | $4696924.70        | Agency Collateralized Mortgage Obligation |
| GNMA_21-228C                                         | 2051-12-20      | 3.0000%  | N/A     | $28000000.00       | $2256170.19        | Agency Collateralized Mortgage Obligation |
| GNMA_21-25A                                          | 2051-02-20      | 2.0000%  | N/A     | $37500000.00       | $3214393.05        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30D                                          | 2051-02-20      | 2.0000%  | N/A     | $34218176.00       | $2604454.65        | Agency Collateralized Mortgage Obligation |
| GNMA_21-46F                                          | 2051-03-20      | 2.0000%  | N/A     | $18750000.00       | $1721720.56        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58A                                          | 2051-02-20      | 3.0000%  | N/A     | $66333312.00       | $4980118.64        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137L                                         | 2052-08-20      | 2.1324%  | N/A     | $30008128.00       | $1502493.86        | Agency Collateralized Mortgage Obligation |
| GNMA_22-213G                                         | 2050-08-20      | 2.5000%  | N/A     | $39927296.00       | $4594195.07        | Agency Collateralized Mortgage Obligation |
| GNMA_23-128A                                         | 2053-08-20      | 1.9824%  | N/A     | $46526592.00       | $1967475.07        | Agency Collateralized Mortgage Obligation |
| GNMA_23-57B                                          | 2053-04-20      | 2.2824%  | N/A     | $56262272.00       | $4311702.45        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75D                                          | 2050-06-20      | 4.0000%  | N/A     | $50000000.00       | $7886971.30        | Agency Collateralized Mortgage Obligation |
| GNMA_23-82D                                          | 2053-06-20      | 2.1324%  | N/A     | $14105888.00       | $1160825.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-112C                                         | 2054-07-20      | 2.6824%  | N/A     | $14883071.00       | $1375602.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125E                                         | 2054-08-20      | 2.7323%  | N/A     | $30100000.00       | $3132349.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125G                                         | 2054-08-20      | 2.0823%  | N/A     | $62421376.00       | $4616979.48        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126L                                         | 2054-08-20      | 2.7323%  | N/A     | $25100000.00       | $2466075.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126P                                         | 2054-08-20      | 2.7323%  | N/A     | $40000000.00       | $4515731.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                         | 2054-08-20      | 2.2824%  | N/A     | $40000000.00       | $3061076.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                         | 2054-08-20      | 2.2824%  | N/A     | $70476160.00       | $4665615.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-149E                                         | 2054-09-20      | 2.7824%  | N/A     | $37500000.00       | $3574378.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-155C                                         | 2054-09-20      | 2.2323%  | N/A     | $53191488.00       | $3613847.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-155G                                         | 2054-09-20      | 2.1223%  | N/A     | $65692560.00       | $4118455.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159C                                         | 2054-10-20      | 1.5823%  | N/A     | $50000000.00       | $2905342.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-204F                                         | 2054-12-20      | 2.1324%  | N/A     | $64600000.00       | $5368745.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43D                                          | 2054-03-20      | 1.4023%  | N/A     | $75000000.00       | $1977986.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                          | 2054-03-20      | 2.7323%  | N/A     | $118750000.00      | $9694303.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51C                                          | 2054-03-20      | 1.3823%  | N/A     | $50000000.00       | $2023416.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                          | 2054-03-20      | 1.9324%  | N/A     | $24679500.00       | $1174421.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51Q                                          | 2054-03-20      | 3.2323%  | N/A     | $60000000.00       | $2610914.48        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64C                                          | 2054-04-20      | 1.9824%  | N/A     | $25000000.00       | $1260067.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L                                          | 2054-04-20      | 1.4824%  | N/A     | $100000000.00      | $2630140.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77F                                          | 2054-05-20      | 1.2324%  | N/A     | $50000000.00       | $1277148.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                          | 2054-05-20      | 3.3323%  | N/A     | $42086464.00       | $3256327.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116Q                                         | 2055-07-20      | 1.9824%  | N/A     | $76237056.00       | $4464806.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1CC                                          | 2055-01-20      | 2.0023%  | N/A     | $70000000.00       | $6958739.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-20A                                          | 2055-01-20      | 2.0524%  | N/A     | $40790400.00       | $2774388.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2K                                           | 2055-01-20      | 2.0423%  | N/A     | $27259840.00       | $3107851.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 2.0324%  | N/A     | $26019712.00       | $1726106.58        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 2.0324%  | N/A     | $41952576.00       | $4628681.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-03-20      | 2.0324%  | N/A     | $112615040.00      | $9539949.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69G                                          | 2055-04-20      | 2.6824%  | N/A     | $8719664.00        | $576578.72         | Agency Collateralized Mortgage Obligation |
| GNMA_25-83C                                          | 2055-05-20      | 1.8823%  | N/A     | $18000000.00       | $1320101.23        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97Z                                          | 2054-12-20      | 2.0823%  | N/A     | $75000000.00       | $5959424.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-02-15      | 3.0000%  | N/A     | $825000.00         | $350183.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-10-20      | 4.0000%  | N/A     | $535106.00         | $64221.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 6.0000%  | N/A     | $100000.00         | $10047.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-10-20      | 2.0000%  | N/A     | $261912000.00      | $120715675.22      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-07-20      | 6.0000%  | N/A     | $1005214.00        | $16546.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 2.5000%  | N/A     | $1250000.00        | $245393.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-09-20      | 3.5000%  | N/A     | $900000.00         | $96133.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 2.5000%  | N/A     | $3319052.00        | $284756.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 6.0000%  | N/A     | $50000.00          | $5729.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-12-20      | 2.0000%  | N/A     | $375000.00         | $225794.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 2.0000%  | N/A     | $802000.00         | $378835.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-09-20      | 3.0000%  | N/A     | $2085000.00        | $300772.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-01-20      | 1.5000%  | N/A     | $90300.00          | $42206.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 6.0000%  | N/A     | $239000.00         | $49864.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.5000%  | N/A     | $81920.00          | $43.11             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-03-20      | 6.0000%  | N/A     | $43296.00          | $548.23            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-11-20      | 3.5000%  | N/A     | $3500000.00        | $426978.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-08-20      | 6.0000%  | N/A     | $109000.00         | $1110.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-05-20      | 4.0000%  | N/A     | $16399000.00       | $875925.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-10-20      | 6.0000%  | N/A     | $819200.00         | $469.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-07-20      | 4.0000%  | N/A     | $209000.00         | $20149.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 4.5000%  | N/A     | $1650000.00        | $1412381.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 4.5000%  | N/A     | $460000.00         | $335001.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-02-20      | 3.0000%  | N/A     | $1714000.00        | $1099620.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 3.5000%  | N/A     | $105000.00         | $73230.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-09-20      | 2.0000%  | N/A     | $190000.00         | $85483.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 2.5000%  | N/A     | $77284.00          | $18685.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 3.5000%  | N/A     | $483000.00         | $56473.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-02-20      | 6.0000%  | N/A     | $175000.00         | $553.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-05-20      | 3.5000%  | N/A     | $23787000.00       | $2717338.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-03-20      | 3.5000%  | N/A     | $472085.00         | $81529.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-05-20      | 6.0000%  | N/A     | $17000.00          | $5201.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 6.5000%  | N/A     | $2000000.00        | $1689012.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-03-20      | 3.5000%  | N/A     | $9515648.00        | $697774.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-09-20      | 3.5000%  | N/A     | $3515000.00        | $333911.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-08-20      | 6.5000%  | N/A     | $391729.00         | $4184.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-08-20      | 2.5000%  | N/A     | $2868000.00        | $1649464.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 3.5000%  | N/A     | $132752.00         | $41006.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-07-20      | 2.0000%  | N/A     | $6164680.00        | $3418849.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 6.0000%  | N/A     | $375000.00         | $223261.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.5000%  | N/A     | $15000000.00       | $11167408.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-10-20      | 3.5000%  | N/A     | $2000000.00        | $170100.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 3.5000%  | N/A     | $350000.00         | $40544.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-01-20      | 4.0000%  | N/A     | $500000.00         | $51479.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 3.0000%  | N/A     | $12263000.00       | $4820682.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-03-20      | 6.0000%  | N/A     | $59952.00          | $192.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-01-20      | 6.0000%  | N/A     | $33000.00          | $1473.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-02-20      | 6.0000%  | N/A     | $359000.00         | $57213.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 4.5000%  | N/A     | $50482559.00       | $46951799.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 2.5000%  | N/A     | $1980000.00        | $780956.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-03-20      | 2.5000%  | N/A     | $1100000.00        | $100987.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-05-20      | 3.0000%  | N/A     | $74899000.00       | $8302621.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-12-20      | 3.5000%  | N/A     | $320000.00         | $39127.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 5.5000%  | N/A     | $625000.00         | $474523.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-09-20      | 4.0000%  | N/A     | $88956000.00       | $9415463.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-07-20      | 2.0000%  | N/A     | $2582.00           | $1003.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-06-20      | 3.0000%  | N/A     | $8641888.00        | $5808511.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-44  | 2048-03-20      | 0.0000%  | N/A     | $148500000.00      | $306666.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-167 | 2050-11-20      | 2.0000%  | N/A     | $54680640.00       | $3650193.03        | Agency Collateralized Mortgage Obligation |

### Security 155: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDWSJN87
- **C.18 - Value (incl. sponsor support):** $379000000.00
- **C.18.a - Value (excl. sponsor support):** $379000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-05-15      | 0.0000%  | N/A     | $1618000.00        | $701718.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | N/A     | $409700.00         | $408540.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | N/A     | $13143000.00       | $13121301.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $602800.00         | $596946.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $20381600.00       | $19905527.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | N/A     | $600.00            | $665.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 0.0000%  | N/A     | $101857000.00      | $32788888.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $14483500.00       | $14717838.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $3826200.00        | $3727256.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $2709700.00        | $2246188.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | N/A     | $725000.00         | $725999.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 0.0000%  | N/A     | $124052900.00      | $40997002.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $962600.00         | $944220.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $46275100.00       | $45794764.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $515800.00         | $557132.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 0.0000%  | N/A     | $77095000.00       | $25136824.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | N/A     | $7139300.00        | $7027855.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | N/A     | $1653800.00        | $1634417.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | N/A     | $25973400.00       | $25917557.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | N/A     | $75142000.00       | $76247853.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $19614100.00       | $9821942.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $118396000.00      | $52062983.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $11343200.00       | $11496410.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $200.00            | $207.13            | U.S. Treasuries (including strips) |

### Security 156: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWXLLU75
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FESB MTG TR 2018-SB56          X1-AR  20380825 FLT     | 2038-08-25      | 0.3689%  | N/A     | $68497124.00       | $166070.20         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-RC  20380825 FLT     | 2038-08-25      | 0.1419%  | N/A     | $76718426.00       | $388621.85         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-SA  20381125 FLT     | 2038-11-25      | 0.2654%  | N/A     | $143846917.00      | $364107.77         | Agency Collateralized Mortgage Obligation |
| FGRA 03451S 02/15/37                                   | 2037-02-15      | 1.9317%  | N/A     | $2000000.00        | $571.59            | Agency Collateralized Mortgage Obligation |
| FGRA 04104S 09/15/42                                   | 2042-09-15      | 2.0017%  | N/A     | $21428571.00       | $361833.46         | Agency Collateralized Mortgage Obligation |
| FGRA 3667SB 05/15/40                                   | 2040-05-15      | 2.3517%  | N/A     | $5000000.00        | $1732.28           | Agency Collateralized Mortgage Obligation |
| FGRA 4091ES 08/15/42                                   | 2042-08-15      | 2.4517%  | N/A     | $22372053.00       | $476941.86         | Agency Collateralized Mortgage Obligation |
| FGRA 4161SP 02/15/43                                   | 2043-02-15      | 2.0517%  | N/A     | $20500000.00       | $545303.72         | Agency Collateralized Mortgage Obligation |
| FGRA 4301SD 07/15/37                                   | 2037-07-15      | 2.0017%  | N/A     | $77000000.00       | $529053.46         | Agency Collateralized Mortgage Obligation |
| FGRA 4351AS 06/15/44                                   | 2044-06-15      | 2.1017%  | N/A     | $50000000.00       | $292653.32         | Agency Collateralized Mortgage Obligation |
| FGRA 4417NS 12/15/43                                   | 2043-12-15      | 0.3609%  | N/A     | $22473927.00       | $69155.18          | Agency Collateralized Mortgage Obligation |
| FGRA 4564SI 04/15/43                                   | 2043-04-15      | 0.0000%  | N/A     | $26456473.00       | $81794.36          | Agency Collateralized Mortgage Obligation |
| FGRA 4584SI 05/15/44                                   | 2044-05-15      | 0.4017%  | N/A     | $4814646.00        | $37765.89          | Agency Collateralized Mortgage Obligation |
| FGRA 4698ES 07/15/47                                   | 2047-07-15      | 0.0000%  | N/A     | $50000000.00       | $308866.54         | Agency Collateralized Mortgage Obligation |
| FGRA 4707SB 08/15/47                                   | 2047-08-15      | 0.0000%  | N/A     | $103816691.00      | $580411.18         | Agency Collateralized Mortgage Obligation |
| FGRA 4795WS 03/15/48                                   | 2048-03-15      | 2.0517%  | N/A     | $21176438.00       | $374762.69         | Agency Collateralized Mortgage Obligation |
| FGRA 4833IM 04/15/44                                   | 2044-04-15      | 0.0500%  | N/A     | $34129268.00       | $11864.47          | Agency Collateralized Mortgage Obligation |
| FGRA 4935AI 03/15/43                                   | 2043-03-15      | 0.0600%  | N/A     | $13906717.00       | $7256.05           | Agency Collateralized Mortgage Obligation |
| FGRA 4935BI 08/15/41                                   | 2041-08-15      | 0.5300%  | N/A     | $8997993.00        | $59544.71          | Agency Collateralized Mortgage Obligation |
| FGRA 4935CI 06/15/42                                   | 2042-06-15      | 0.6500%  | N/A     | $5451206.00        | $42060.32          | Agency Collateralized Mortgage Obligation |
| FGRA 5121TA 09/15/40                                   | 2042-04-15      | 0.4000%  | N/A     | $16135008.00       | $103426.64         | Agency Collateralized Mortgage Obligation |
| FGRA 5121TC 09/15/41                                   | 2044-03-15      | 0.0200%  | N/A     | $9834426.00        | $2607.59           | Agency Collateralized Mortgage Obligation |
| FGRA 5121TD 10/15/41                                   | 2044-08-15      | 0.0500%  | N/A     | $14302766.00       | $12921.12          | Agency Collateralized Mortgage Obligation |
| FGRA 5331TH 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $11538316.00       | $16612.94          | Agency Collateralized Mortgage Obligation |
| FGRA 5352LI 10/15/46                                   | 2046-10-15      | 1.3801%  | N/A     | $14260417.00       | $1299467.39        | Agency Collateralized Mortgage Obligation |
| FGRA 5444IT 11/15/48                                   | 2048-11-15      | 0.1000%  | N/A     | $6237243.00        | $23785.84          | Agency Collateralized Mortgage Obligation |
| FGRA 5444SJ 11/15/48                                   | 2048-11-15      | 1.9017%  | N/A     | $58554444.00       | $5145484.71        | Agency Collateralized Mortgage Obligation |
| FGRA 5444TI 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $29762511.00       | $39371.42          | Agency Collateralized Mortgage Obligation |
| FGRA S17020 11/15/52                                   | 2052-11-15      | 4.5582%  | N/A     | $2624331.00        | $360739.46         | Agency Collateralized Mortgage Obligation |
| FGRM 4010QI 01/15/42                                   | 2042-01-15      | 4.5000%  | N/A     | $92501111.00       | $312905.17         | Agency Collateralized Mortgage Obligation |
| FGRM 4046IM 05/15/42                                   | 2042-05-15      | 4.5000%  | N/A     | $33346994.00       | $281772.81         | Agency Collateralized Mortgage Obligation |
| FGRM 4121MI 10/15/42                                   | 2042-10-15      | 4.0000%  | N/A     | $42374111.00       | $771189.67         | Agency Collateralized Mortgage Obligation |
| FGRM 4215EI 07/15/32                                   | 2032-07-15      | 3.0000%  | N/A     | $62500000.00       | $62200.77          | Agency Collateralized Mortgage Obligation |
| FGRM 4299JI 07/15/43                                   | 2043-07-15      | 4.0000%  | N/A     | $28735375.00       | $25854.09          | Agency Collateralized Mortgage Obligation |
| FGRM 4472WI 05/15/45                                   | 2045-05-15      | 5.0000%  | N/A     | $45430594.00       | $541855.70         | Agency Collateralized Mortgage Obligation |
| FGRM 4524CI 05/15/41                                   | 2041-05-15      | 5.0000%  | N/A     | $33500000.00       | $478922.49         | Agency Collateralized Mortgage Obligation |
| FGRM 4533JI 12/15/45                                   | 2045-12-15      | 5.0000%  | N/A     | $28061628.00       | $572588.61         | Agency Collateralized Mortgage Obligation |
| FGRM 4544AI 11/15/44                                   | 2044-11-15      | 4.0000%  | N/A     | $10062114.00       | $1986520.15        | Agency Collateralized Mortgage Obligation |
| FGRM 4701DI 01/15/36                                   | 2036-01-15      | 5.0000%  | N/A     | $30122470.00       | $671677.06         | Agency Collateralized Mortgage Obligation |
| FGRM 4701EI 04/15/40                                   | 2040-04-15      | 5.0000%  | N/A     | $25803798.00       | $586964.29         | Agency Collateralized Mortgage Obligation |
| FGRM 4733GI 07/15/38                                   | 2038-07-15      | 5.5000%  | N/A     | $6761737.00        | $203054.16         | Agency Collateralized Mortgage Obligation |
| FGRM 4783JI 07/15/33                                   | 2033-07-15      | 3.5000%  | N/A     | $124269272.00      | $267909.41         | Agency Collateralized Mortgage Obligation |
| FGRM 5060DI 04/15/41                                   | 2041-04-15      | 5.0000%  | N/A     | $7685360.00        | $246808.95         | Agency Collateralized Mortgage Obligation |
| FGRM 5394PO 02/15/43                                   | 2043-02-15      | 0.0000%  | N/A     | $5454332.00        | $3299985.77        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC  SERIES K-1516     X3     20381025 FLT     | 2038-10-25      | 3.4556%  | N/A     | $7800000.00        | $1948967.48        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-142       X3     20490425 FLT     | 2049-04-25      | 3.0968%  | N/A     | $23700000.00       | $3729187.58        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-F110      AS     20310325 FLT     | 2031-03-25      | 4.2486%  | N/A     | $30000000.00       | $11151924.90       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.8914%  | N/A     | $25000000.00       | $1642428.88        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIS K-114       X3     20480825 FLT     | 2048-08-25      | 2.7348%  | N/A     | $10500000.00       | $1102499.86        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES 5083        BX     20501125 FLT     | 2050-11-25      | 5.0033%  | N/A     | $4100000.00        | $2574958.70        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-053       X3     20440325 FLT     | 2044-03-25      | 1.7459%  | N/A     | $24717000.00       | $36207.88          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-056       X3     20440625 FLT     | 2044-06-25      | 2.1066%  | N/A     | $1916000.00        | $20228.16          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-057       A-2    20260725 2.57000 | 2026-07-25      | 2.5700%  | N/A     | $7317000.00        | $6653062.55        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-059       A-2    20260925 FLT     | 2026-09-25      | 3.1200%  | N/A     | $1007000.00        | $990353.64         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-069       A-2    20270925 FLT     | 2027-09-25      | 3.1870%  | N/A     | $14657000.00       | $14124407.22       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       X3     20271225 FLT     | 2027-12-25      | 2.0418%  | N/A     | $13000000.00       | $499753.01         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-097       X3     20460925 FLT     | 2046-09-25      | 2.0186%  | N/A     | $17926832.00       | $1202731.58        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-105       X3     20480325 FLT     | 2048-03-25      | 1.9185%  | N/A     | $34625000.00       | $2600570.49        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       X1     20300125 FLT     | 2030-01-25      | 1.5846%  | N/A     | $65000000.00       | $3542300.74        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       X3     20480525 FLT     | 2048-05-25      | 3.3827%  | N/A     | $20000000.00       | $2586894.66        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       X3     20480625 FLT     | 2048-06-25      | 3.3742%  | N/A     | $9600000.00        | $1235547.53        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-113       X3     20480525 FLT     | 2048-05-25      | 2.9753%  | N/A     | $108643404.00      | $13000969.28       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-122       X3     20490125 FLT     | 2049-01-25      | 2.6297%  | N/A     | $9700000.00        | $1064665.96        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-128       X3     20490425 FLT     | 2049-04-25      | 2.7804%  | N/A     | $13400000.00       | $1650812.85        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-130       X-3    20480825 FLT     | 2048-08-25      | 3.0962%  | N/A     | $13487621.00       | $1974280.29        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-131       X3     20490925 FLT     | 2049-09-25      | 2.9466%  | N/A     | $20902000.00       | $2922967.26        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-138       X3     20500125 FLT     | 2050-01-25      | 2.9797%  | N/A     | $4493000.00        | $665328.13         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-143       X3     20500425 FLT     | 2050-04-25      | 3.1397%  | N/A     | $7000000.00        | $1129298.82        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-148       X3     20540825 FLT     | 2054-08-25      | 4.1462%  | N/A     | $5300000.00        | $1192039.57        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-150       X3     20541025 FLT     | 2054-10-25      | 4.4351%  | N/A     | $15000000.00       | $3625079.10        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-152       X3     20551125 FLT     | 2055-11-25      | 4.3342%  | N/A     | $9800000.00        | $2357946.82        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-154       X3     20560325 FLT     | 2056-03-25      | 5.1035%  | N/A     | $12000000.00       | $3453467.17        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-163       X3     20570225 FLT     | 2057-02-25      | 5.6872%  | N/A     | $15327418.00       | $5505689.86        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-164       X-3    20570525 FLT     | 2057-05-25      | 5.6736%  | N/A     | $15000000.00       | $5640570.46        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-735       A-2    20260525 2.86200 | 2026-05-25      | 2.8620%  | N/A     | $8250000.00        | $6297842.47        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-743       X3     20490625 FLT     | 2049-06-25      | 2.9532%  | N/A     | $9500000.00        | $626800.86         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-748       X3     20500225 FLT     | 2050-02-25      | 2.6912%  | N/A     | $14432000.00       | $1037727.88        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-756       X3     20570725 FLT     | 2057-07-25      | 5.6148%  | N/A     | $5000000.00        | $1313435.02        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-763       A-2    20321025 FLT     | 2032-10-25      | 4.1700%  | N/A     | $50000000.00       | $49966150.00       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F101      AS     20310127 FLT     | 2031-01-27      | 4.2086%  | N/A     | $30000000.00       | $8324265.12        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F107      AS     20280327 FLT     | 2028-03-27      | 4.2586%  | N/A     | $17350000.00       | $8156329.51        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F116      AS     20280626 FLT     | 2028-06-26      | 4.2186%  | N/A     | $80500000.00       | $34510357.37       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G03       X3     20330725 FLT     | 2033-07-25      | 2.9652%  | N/A     | $7733000.00        | $842015.48         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G05       X3     20340125 FLT     | 2034-01-25      | 2.6116%  | N/A     | $1625000.00        | $177927.15         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-IR3       A-2    20270825 3.28100 | 2027-08-25      | 3.2810%  | N/A     | $41314000.00       | $41077690.78       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-X04       X-FX   20340125 FLT     | 2034-01-25      | 1.4496%  | N/A     | $19940000.00       | $412650.24         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-025       X      20340227 FLT     | 2034-02-27      | 0.3632%  | N/A     | $324636000.00      | $10479618.57       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-033       X      20350325 FLT     | 2035-03-25      | 0.4433%  | N/A     | $373283616.00      | $11251100.04       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-034       A-PT2  20540725 FLT     | 2054-07-25      | 2.9030%  | N/A     | $500000.00         | $477278.47         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-042       A6     20420225 9.50000 | 2042-02-25      | 9.5000%  | N/A     | $128000.00         | $3668.44           | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-2      MA     20571126 3.50000 | 2057-11-26      | 3.5000%  | N/A     | $1011000.00        | $196528.27         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | N/A     | $610000.00         | $194770.91         | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        X3     20451225 FLT     | 2045-12-25      | 2.3141%  | N/A     | $4265750.00        | $262528.81         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC SERIES 2022-71      IO     20520525 4.50000 | 2052-05-25      | 4.5000%  | N/A     | $44556370.00       | $5694510.30        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2002-26B      A1     20480125 7.00000 | 2048-01-25      | 7.0000%  | N/A     | $49841000.00       | $995392.78         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-W1       2A     20421225 FLT     | 2042-12-25      | 5.0631%  | N/A     | $124273360.00      | $2975244.93        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2014-2        AI     20440225 FLT     | 2044-02-25      | 6.0000%  | N/A     | $21709187.00       | $276846.06         | Agency Collateralized Mortgage Obligation |
| FNRA CL006BI R24F006                                   | 2043-07-25      | 2.3568%  | N/A     | $6098639.00        | $826918.27         | Agency Collateralized Mortgage Obligation |
| FNRA CL006SB R24F006                                   | 2054-03-25      | 3.1458%  | N/A     | $63668669.00       | $3536071.56        | Agency Collateralized Mortgage Obligation |
| FNRA CL006ST R24F006                                   | 2047-09-25      | 0.1000%  | N/A     | $17892014.00       | $66043.02          | Agency Collateralized Mortgage Obligation |
| FNRA CL006TS R24F006                                   | 2042-07-25      | 0.5000%  | N/A     | $15645496.00       | $245921.58         | Agency Collateralized Mortgage Obligation |
| FNRA CL007SA R24F007                                   | 2053-09-25      | 3.1258%  | N/A     | $29000000.00       | $1412910.11        | Agency Collateralized Mortgage Obligation |
| FNRA CL009SC R24F009                                   | 2054-03-25      | 2.2317%  | N/A     | $85000000.00       | $3156835.17        | Agency Collateralized Mortgage Obligation |
| FNRA CL015SC R13F015                                   | 2033-03-25      | 0.4930%  | N/A     | $18391622.00       | $3479231.72        | Agency Collateralized Mortgage Obligation |
| FNRA CL022S R21F022                                    | 2051-04-25      | 0.0000%  | N/A     | $10000000.00       | $1674.67           | Agency Collateralized Mortgage Obligation |
| FNRA CL023SC R13F023                                   | 2033-03-25      | 0.4930%  | N/A     | $7025000.00        | $1888580.70        | Agency Collateralized Mortgage Obligation |
| FNRA CL024JS R12F024                                   | 2042-03-25      | 2.4613%  | N/A     | $13150872.00       | $228902.55         | Agency Collateralized Mortgage Obligation |
| FNRA CL026TI R16F026                                   | 2043-01-25      | 0.0000%  | N/A     | $5220322.00        | $19381.81          | Agency Collateralized Mortgage Obligation |
| FNRA CL030SA R25F030                                   | 2055-05-25      | 1.1758%  | N/A     | $200000000.00      | $5664420.12        | Agency Collateralized Mortgage Obligation |
| FNRA CL034LS R15F034                                   | 2045-06-25      | 2.1113%  | N/A     | $120580856.00      | $1811429.66        | Agency Collateralized Mortgage Obligation |
| FNRA CL037SA R24F037                                   | 2054-06-25      | 3.1458%  | N/A     | $50000000.00       | $2877401.18        | Agency Collateralized Mortgage Obligation |
| FNRA CL041T R22F041                                    | 2049-05-25      | 0.0500%  | N/A     | $7193861.00        | $8788.97           | Agency Collateralized Mortgage Obligation |
| FNRA CL042CS R24F042                                   | 2054-07-25      | 3.2058%  | N/A     | $30000000.00       | $1450100.40        | Agency Collateralized Mortgage Obligation |
| FNRA CL043FI R12F043                                   | 2041-07-25      | 3.9887%  | N/A     | $7000000.00        | $5388.54           | Agency Collateralized Mortgage Obligation |
| FNRA CL045SD R18F045                                   | 2044-05-25      | 1.9213%  | N/A     | $41331973.00       | $774834.09         | Agency Collateralized Mortgage Obligation |
| FNRA CL049SG R22F049                                   | 2052-08-25      | 1.4258%  | N/A     | $30000000.00       | $1591610.97        | Agency Collateralized Mortgage Obligation |
| FNRA CL050ST R23F050                                   | 2049-07-25      | 0.1000%  | N/A     | $20341106.00       | $55304.39          | Agency Collateralized Mortgage Obligation |
| FNRA CL050TS R23F050                                   | 2044-04-25      | 0.0500%  | N/A     | $1254090.00        | $1786.45           | Agency Collateralized Mortgage Obligation |
| FNRA CL052PS R12F052                                   | 2042-05-25      | 2.5913%  | N/A     | $104663303.00      | $1127202.93        | Agency Collateralized Mortgage Obligation |
| FNRA CL055SB R21F055                                   | 2061-08-25      | 0.0000%  | N/A     | $184283299.00      | $1292770.01        | Agency Collateralized Mortgage Obligation |
| FNRA CL055SG R18F055                                   | 2048-08-25      | 2.2613%  | N/A     | $58135875.00       | $1186612.86        | Agency Collateralized Mortgage Obligation |
| FNRA CL059TA R20F059                                   | 2042-09-25      | 0.1000%  | N/A     | $10240264.00       | $10485.38          | Agency Collateralized Mortgage Obligation |
| FNRA CL059TB R20F059                                   | 2044-01-25      | 0.6000%  | N/A     | $10176126.00       | $71136.27          | Agency Collateralized Mortgage Obligation |
| FNRA CL061SA R19F061                                   | 2059-11-25      | 2.0613%  | N/A     | $14507222.00       | $714018.14         | Agency Collateralized Mortgage Obligation |
| FNRA CL062IA R24F062                                   | 2054-09-25      | 0.0200%  | N/A     | $92941546.00       | $31664.88          | Agency Collateralized Mortgage Obligation |
| FNRA CL062SQ R19F062                                   | 2059-11-25      | 2.0113%  | N/A     | $10012996.00       | $652023.67         | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R23F064                                   | 2048-07-25      | 2.1613%  | N/A     | $19429077.00       | $1678012.50        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R25F064                                   | 2055-08-25      | 2.6258%  | N/A     | $97987347.00       | $7873588.87        | Agency Collateralized Mortgage Obligation |
| FNRA CL064TI R23F064                                   | 2048-07-25      | 0.0500%  | N/A     | $5118934.00        | $8798.90           | Agency Collateralized Mortgage Obligation |
| FNRA CL070DS R16F070                                   | 2046-10-25      | 2.1113%  | N/A     | $176880174.00      | $3038250.70        | Agency Collateralized Mortgage Obligation |
| FNRA CL071SA R25F071                                   | 2055-09-25      | 2.0258%  | N/A     | $50000000.00       | $3355399.93        | Agency Collateralized Mortgage Obligation |
| FNRA CL071SC R25F071                                   | 2055-09-25      | 1.2758%  | N/A     | $100000000.00      | $3894202.19        | Agency Collateralized Mortgage Obligation |
| FNRA CL085SC R17F085                                   | 2047-11-25      | 2.2113%  | N/A     | $39003748.00       | $806746.03         | Agency Collateralized Mortgage Obligation |
| FNRA CL086IC R24F086                                   | 2054-12-25      | 0.0500%  | N/A     | $93100000.00       | $138882.69         | Agency Collateralized Mortgage Obligation |
| FNRA CL093SI R13F093                                   | 2043-09-25      | 1.0309%  | N/A     | $49800000.00       | $770971.40         | Agency Collateralized Mortgage Obligation |
| FNRA CL096SC R17F096                                   | 2057-12-25      | 2.1113%  | N/A     | $48519741.00       | $1816901.54        | Agency Collateralized Mortgage Obligation |
| FNRA CL096TD R24F096                                   | 2054-12-25      | 0.2500%  | N/A     | $100617472.00      | $476649.05         | Agency Collateralized Mortgage Obligation |
| FNRA CL099IA R24F099                                   | 2055-01-25      | 0.0700%  | N/A     | $41742981.00       | $81288.62          | Agency Collateralized Mortgage Obligation |
| FNRA CL103SD R12F103                                   | 2042-09-25      | 2.0613%  | N/A     | $82285920.00       | $1132106.56        | Agency Collateralized Mortgage Obligation |
| FNRA CL105SJ R24F105                                   | 2055-01-25      | 1.1258%  | N/A     | $213060287.00      | $4611763.51        | Agency Collateralized Mortgage Obligation |
| FNRA CL105SM R25F105                                   | 2055-12-25      | 1.0258%  | N/A     | $104372465.00      | $3430972.89        | Agency Collateralized Mortgage Obligation |
| FNRA RC042AS R22F042                                   | 2050-06-25      | 2.1258%  | N/A     | $26210120.00       | $1635821.43        | Agency Collateralized Mortgage Obligation |
| FNRA RC061SE R21F061                                   | 2051-09-25      | 0.0000%  | N/A     | $46500000.00       | $3692.71           | Agency Collateralized Mortgage Obligation |
| FNRA RC062SA R24F062                                   | 2054-09-25      | 1.3758%  | N/A     | $172071737.00      | $4632423.80        | Agency Collateralized Mortgage Obligation |
| FNRA RC105SD R25F105                                   | 2055-12-25      | 1.6758%  | N/A     | $153656187.00      | $8544513.15        | Agency Collateralized Mortgage Obligation |
| FNRA RC109QS R10F109                                   | 2040-10-25      | 9.4696%  | N/A     | $18305750.00       | $644549.15         | Agency Collateralized Mortgage Obligation |
| FNRA RC150SL R10F150                                   | 2040-10-25      | 2.4613%  | N/A     | $135801587.00      | $3226.33           | Agency Collateralized Mortgage Obligation |
| FNRM CL004EZ R25F004                                   | 2050-11-25      | 2.5000%  | N/A     | $1375000.00        | $915883.31         | Agency Collateralized Mortgage Obligation |
| FNRM CL006PO R24F006                                   | 2045-04-25      | 0.0000%  | N/A     | $10816174.00       | $5913063.88        | Agency Collateralized Mortgage Obligation |
| FNRM CL009PZ R16F009                                   | 2046-03-25      | 3.5000%  | N/A     | $580734.00         | $689231.10         | Agency Collateralized Mortgage Obligation |
| FNRM CL012NI R22F012                                   | 2045-05-25      | 4.0000%  | N/A     | $22088980.00       | $2523866.57        | Agency Collateralized Mortgage Obligation |
| FNRM CL024CI R24F024                                   | 2054-05-25      | 6.5000%  | N/A     | $69000000.00       | $7089689.01        | Agency Collateralized Mortgage Obligation |
| FNRM CL035IC R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24015467.00       | $203704.52         | Agency Collateralized Mortgage Obligation |
| FNRM CL035IE R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24874298.00       | $213716.19         | Agency Collateralized Mortgage Obligation |
| FNRM CL045GZ R10F045                                   | 2040-05-25      | 5.0000%  | N/A     | $220000.00         | $97856.16          | Agency Collateralized Mortgage Obligation |
| FNRM CL051PZ R01F051                                   | 2031-10-25      | 6.5000%  | N/A     | $500000.00         | $4487.01           | Agency Collateralized Mortgage Obligation |
| FNRM CL063MZ R20F063                                   | 2050-09-25      | 2.0000%  | N/A     | $1168359.00        | $881104.20         | Agency Collateralized Mortgage Obligation |
| FNRM CL076LI R21F076                                   | 2051-11-25      | 4.5000%  | N/A     | $17000000.00       | $1947636.35        | Agency Collateralized Mortgage Obligation |
| FNRM CL078KI R17F078                                   | 2047-10-25      | 3.5000%  | N/A     | $13304714.00       | $189748.96         | Agency Collateralized Mortgage Obligation |
| FNRM CL096AI R17F096                                   | 2041-08-25      | 4.5000%  | N/A     | $44518053.00       | $668774.18         | Agency Collateralized Mortgage Obligation |
| FNRM CL099UI R12F099                                   | 2042-09-25      | 4.0000%  | N/A     | $23159229.00       | $179349.79         | Agency Collateralized Mortgage Obligation |
| FNRM RC002KO R07W002                                   | 2037-03-25      | 0.0000%  | N/A     | $19777901.00       | $232947.17         | Agency Collateralized Mortgage Obligation |
| FNRM RC006YI R13F006                                   | 2033-02-25      | 3.0000%  | N/A     | $27672262.00       | $164598.94         | Agency Collateralized Mortgage Obligation |
| FNRM RC018QZ R10F018                                   | 2040-03-25      | 5.0000%  | N/A     | $1050000.00        | $342757.33         | Agency Collateralized Mortgage Obligation |
| FNRM RC045Z  R10F045                                   | 2040-05-25      | 5.0000%  | N/A     | $1260000.00        | $656907.42         | Agency Collateralized Mortgage Obligation |
| FNRM RC075IO R21F075                                   | 2051-11-25      | 3.0000%  | N/A     | $78463000.00       | $7354545.00        | Agency Collateralized Mortgage Obligation |
| FNRM RC080EI R20F080                                   | 2050-11-25      | 4.0000%  | N/A     | $64192200.00       | $5671337.13        | Agency Collateralized Mortgage Obligation |
| FNRM RC091IK R20F091                                   | 2043-11-25      | 4.0000%  | N/A     | $22639231.00       | $712390.82         | Agency Collateralized Mortgage Obligation |
| FNRM RC105PO R25F105                                   | 2055-12-25      | 0.0000%  | N/A     | $12804684.00       | $10267108.10       | Agency Collateralized Mortgage Obligation |
| FNRM RC114TE R13F114                                   | 2043-07-25      | 2.2500%  | N/A     | $23062000.00       | $1311170.11        | Agency Collateralized Mortgage Obligation |
| FNRM WL003PO R07W003                                   | 2037-04-25      | 0.0000%  | N/A     | $8074073.00        | $69738.23          | Agency Collateralized Mortgage Obligation |
| FNST TR0427 C55 RC                                     | 2037-08-25      | 1.5000%  | N/A     | $106000000.00      | $3893594.84        | Agency Collateralized Mortgage Obligation |
| FNST TR0428 C27 RC                                     | 2037-11-01      | 1.5000%  | N/A     | $80158597.00       | $2799428.55        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C46 RC                                     | 2053-10-01      | 4.0000%  | N/A     | $25945000.00       | $4704782.46        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C56 RC                                     | 2053-11-01      | 5.5000%  | N/A     | $189204201.00      | $26626262.03       | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C59 RC                                     | 2053-11-01      | 6.5000%  | N/A     | $49796960.00       | $5787259.17        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2021-MN2   M-2    20410725 FLT     | 2041-07-25      | 7.2242%  | N/A     | $27750000.00       | $22569095.87       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT     | 2052-05-28      | 10.3742% | N/A     | $12000000.00       | $13542802.31       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2023-MN6   M-2    20430526 FLT     | 2043-05-26      | 10.6242% | N/A     | $11000000.00       | $12406851.40       | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2017-KF40          C      20271225 FLT     | 2027-12-25      | 13.1231% | N/A     | $39927982.00       | $12249628.75       | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KC06          C      20260925 FLT     | 2026-09-25      | 3.8347%  | N/A     | $45627000.00       | $44546577.46       | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KF72          C      20261125 FLT     | 2026-11-25      | 10.1231% | N/A     | $58664060.00       | $28277723.10       | Agency Collateralized Mortgage Obligation |
| FREMF 2022-KF140 MORTGAGE TR   CS     20290725 FLT     | 2029-07-25      | 9.2586%  | N/A     | $70480000.00       | $52483863.21       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K56          D      20490625 0.00000 | 2049-06-25      | 0.0000%  | N/A     | $61470190.00       | $54320961.02       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K59          D      20491125 0.00000 | 2049-11-25      | 0.0000%  | N/A     | $7000000.00        | $4352488.00        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2017-K62          D      20500125 0.00000 | 2050-01-25      | 0.0000%  | N/A     | $108305106.00      | $77054115.23       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF60         C      20260225 FLT     | 2026-02-25      | 10.1231% | N/A     | $75693532.00       | $13146258.80       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF65         C      20290725 FLT     | 2029-07-25      | 10.1231% | N/A     | $62395000.00       | $28755628.32       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KLU2         B-FX   20290825 0.00000 | 2029-08-25      | 0.0000%  | N/A     | $28913000.00       | $13897308.85       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF80         C      20300625 FLT     | 2030-06-25      | 13.1231% | N/A     | $75910000.00       | $15317777.93       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF81         C      20270625 FLT     | 2027-06-25      | 13.1231% | N/A     | $67165464.00       | $14828906.95       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KX04         B-FL   20300325 FLT     | 2030-03-25      | 9.1231%  | N/A     | $19798253.00       | $5902273.63        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF108        CS     20310225 FLT     | 2031-02-25      | 10.2586% | N/A     | $76047000.00       | $13547563.59       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KHG3         B-FL   20280925 FLT     | 2028-09-25      | 6.3086%  | N/A     | $8048000.00        | $6938638.38        | Agency Collateralized Mortgage Obligation |
| FRESB 2023-SB107 MTG TR        X1     20430625 FLT     | 2043-06-25      | 0.1524%  | N/A     | $242892125.00      | $4871310.80        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    B      20390625 FLT     | 2039-06-25      | 6.1795%  | N/A     | $44262383.00       | $27929058.88       | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    XI     20390625 FLT     | 2039-06-25      | 1.8173%  | N/A     | $155000000.00      | $1803027.90        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB90 X1     20410625 FLT     | 2041-06-25      | 0.5787%  | N/A     | $145462875.00      | $3072166.37        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB91 X1     20410825 FLT     | 2041-08-25      | 0.5600%  | N/A     | $72000000.00       | $1684232.40        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB92 X1     20410825 FLT     | 2041-08-25      | 0.5548%  | N/A     | $101474124.00      | $2272658.77        | Agency Collateralized Mortgage Obligation |
| FRESB MTG 2018-SB54            X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $234440144.00      | $216675.07         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         B-RC   20371125 FLT     | 2037-11-25      | 6.6889%  | N/A     | $5886000.00        | $1904408.05        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-AR  20371225 FLT     | 2037-12-25      | 0.0000%  | N/A     | $108859383.00      | $55649.84          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-RC  20371125 FLT     | 2037-11-25      | 0.5006%  | N/A     | $66534907.00       | $61479.57          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB48         X1     20380225 FLT     | 2038-02-25      | 0.2746%  | N/A     | $243903642.00      | $437426.70         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-AR  20380325 FLT     | 2038-03-25      | 0.0769%  | N/A     | $168448788.00      | $459895.66         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-SA  20380425 FLT     | 2038-04-25      | 0.2721%  | N/A     | $79334227.00       | $413377.09         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB50         X1     20380525 FLT     | 2038-05-25      | 0.0000%  | N/A     | $220277834.00      | $248332.58         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         B-RC   20380625 FLT     | 2038-06-25      | 11.9368% | N/A     | $33961065.00       | $15162580.02       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-RC  20380625 FLT     | 2038-06-25      | 0.3958%  | N/A     | $148083821.00      | $262341.97         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-SA  20380725 FLT     | 2038-07-25      | 0.0000%  | N/A     | $96789390.00       | $88071.54          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB53         X1     20380625 FLT     | 2038-06-25      | 0.1912%  | N/A     | $256952913.00      | $309838.62         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB55         X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $177390777.00      | $526076.33         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB57         X1     20380925 FLT     | 2038-09-25      | 0.4508%  | N/A     | $251299455.00      | $465808.94         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         B      20381125 FLT     | 2038-11-25      | 4.9764%  | N/A     | $62248000.00       | $23140756.20       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         X1     20381125 FLT     | 2038-11-25      | 0.6514%  | N/A     | $271423788.00      | $1936807.25        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB62         X1     20390325 FLT     | 2039-03-25      | 1.0707%  | N/A     | $623416713.00      | $8501964.41        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB67         X1     20390825 FLT     | 2039-08-25      | 0.0000%  | N/A     | $529411508.00      | $7118623.75        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB70         B      20391025 FLT     | 2039-10-25      | 9.1927%  | N/A     | $41272141.00       | $24300973.93       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         X1     20400225 FLT     | 2040-02-25      | 0.9238%  | N/A     | $299054265.00      | $14598915.72       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB75         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $444201323.00      | $12664093.34       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB76         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $50000000.00       | $1269508.88        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB80         X1     20400925 FLT     | 2040-09-25      | 0.0000%  | N/A     | $89500000.00       | $2944743.83        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB85         X-1    20410225 FLT     | 2041-02-25      | 0.3728%  | N/A     | $150000000.00      | $3715231.09        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB87         X1     20410425 FLT     | 2041-04-25      | 0.6234%  | N/A     | $209249861.00      | $4666726.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2003-41 DS                                        | 2033-05-20      | 3.8516%  | N/A     | $25000000.00       | $870.05            | Agency Collateralized Mortgage Obligation |
| GNRA 2009-008 SC                                       | 2039-02-16      | 2.2513%  | N/A     | $128571429.00      | $332613.42         | Agency Collateralized Mortgage Obligation |
| GNRA 2009-106 SC                                       | 2039-11-20      | 2.5016%  | N/A     | $142784000.00      | $447975.56         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-069 SC                                       | 2041-05-20      | 1.5316%  | N/A     | $2855000.00        | $8051.76           | Agency Collateralized Mortgage Obligation |
| GNRA 2011-080 SK                                       | 2041-06-20      | 2.2316%  | N/A     | $167610000.00      | $475246.80         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-134 PS                                       | 2042-11-20      | 1.1516%  | N/A     | $132412992.00      | $195836.12         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 ST                                       | 2039-07-20      | 2.1516%  | N/A     | $41202319.00       | $107935.39         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-027 SA                                       | 2044-02-16      | 2.2513%  | N/A     | $57270053.00       | $760649.45         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-41 SG                                        | 2044-03-16      | 2.9013%  | N/A     | $30000000.00       | $282347.55         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-10 W                                         | 2039-07-20      | 6.3348%  | N/A     | $6195173.00        | $687520.48         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-04 S                                         | 2046-01-20      | 1.8016%  | N/A     | $30081589.00       | $328874.56         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-86 FP                                        | 2049-07-20      | 4.4484%  | N/A     | $20000000.00       | $4608605.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-047 SA                                       | 2044-05-20      | 2.1516%  | N/A     | $23898589.00       | $838185.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-055 SB                                       | 2050-04-20      | 0.0000%  | N/A     | $30000000.00       | $143021.34         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-101 SJ                                       | 2050-07-20      | 2.3516%  | N/A     | $75209809.00       | $4220275.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-102 SN                                       | 2050-07-20      | 2.3516%  | N/A     | $3328000.00        | $153181.96         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-130 GS                                       | 2051-07-20      | 0.0000%  | N/A     | $39142904.00       | $668279.96         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD                                       | 2051-11-20      | 2.5000%  | N/A     | $150000000.00      | $86908953.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FA                                       | 2052-01-20      | 2.5000%  | N/A     | $100000000.00      | $62504238.53       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FB                                       | 2052-01-20      | 2.5000%  | N/A     | $300000000.00      | $181084795.51      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-129 FB                                       | 2052-07-20      | 4.9177%  | N/A     | $20000000.00       | $13720738.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 LS                                       | 2052-01-20      | 0.0000%  | N/A     | $819363159.00      | $556037.89         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-086 FD                                       | 2053-06-20      | 4.8677%  | N/A     | $48186866.00       | $28825047.59       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-122 CI                                       | 2053-08-20      | 0.0500%  | N/A     | $40000000.00       | $14134.48          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 ST                                       | 2053-09-20      | 0.0300%  | N/A     | $72401620.00       | $62359.78          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 TS                                       | 2053-09-20      | 0.0300%  | N/A     | $27598380.00       | $5895.16           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-192 AF                                       | 2053-12-20      | 5.2176%  | N/A     | $100000000.00      | $45427493.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 BS                                       | 2051-07-20      | 2.4516%  | N/A     | $132338141.00      | $15526562.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 TI                                       | 2051-08-20      | 0.2500%  | N/A     | $31792013.00       | $298997.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 JS                                       | 2054-02-20      | 1.9324%  | N/A     | $31000000.00       | $1485808.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 KS                                       | 2054-02-20      | 1.9324%  | N/A     | $30000000.00       | $1437878.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 BS                                       | 2052-01-20      | 0.0000%  | N/A     | $98438929.00       | $55237.95          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 CS                                       | 2049-02-20      | 2.2016%  | N/A     | $32705658.00       | $2865381.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 LS                                       | 2052-04-20      | 0.0000%  | N/A     | $281702770.00      | $503984.50         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TB                                       | 2051-05-20      | 0.0000%  | N/A     | $10766919.00       | $470.92            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TC                                       | 2048-12-20      | 0.1000%  | N/A     | $17641475.00       | $64780.56          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TL                                       | 2052-04-20      | 0.0000%  | N/A     | $264071553.00      | $196304.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-069 CS                                       | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $24519.66          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-081 SD                                       | 2054-05-20      | 1.6824%  | N/A     | $50000000.00       | $1733117.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-089 SA                                       | 2054-05-20      | 3.2824%  | N/A     | $68104006.00       | $4994975.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 DI                                       | 2054-06-20      | 0.0500%  | N/A     | $50000000.00       | $45866.76          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 YS                                       | 2054-06-20      | 1.4324%  | N/A     | $67567336.00       | $2477546.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-116 SB                                       | 2054-07-20      | 2.6824%  | N/A     | $90000000.00       | $5013585.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IA                                       | 2054-02-20      | 0.0500%  | N/A     | $43135364.00       | $18173.34          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IE                                       | 2053-12-20      | 0.0700%  | N/A     | $42683741.00       | $32025.91          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IQ                                       | 2053-08-20      | 0.1500%  | N/A     | $64701191.00       | $115836.68         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 CI                                       | 2054-09-20      | 0.0500%  | N/A     | $5000000.00        | $2228.95           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 DS                                       | 2053-10-20      | 1.5523%  | N/A     | $250000000.00      | $5630987.52        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FC                                       | 2054-09-20      | 5.0777%  | N/A     | $200000000.00      | $108930080.38      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SD                                       | 2054-09-20      | 2.7323%  | N/A     | $80000000.00       | $5572297.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 HS                                       | 2051-06-20      | 2.7824%  | N/A     | $103667052.00      | $15537452.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 BS                                       | 2054-10-20      | 1.5324%  | N/A     | $50000000.00       | $2619107.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 IA                                       | 2054-10-20      | 0.0300%  | N/A     | $50000000.00       | $25837.94          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 CI                                       | 2054-04-20      | 0.1200%  | N/A     | $27306893.00       | $71186.76          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SD                                       | 2055-01-20      | 2.0324%  | N/A     | $83109805.00       | $3211874.93        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TB                                       | 2053-06-20      | 0.2000%  | N/A     | $50422056.00       | $215300.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TC                                       | 2053-07-20      | 0.0500%  | N/A     | $18475546.00       | $10341.04          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FA                                       | 2055-02-20      | 5.6677%  | N/A     | $100000000.00      | $68440450.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FB                                       | 2055-02-20      | 5.6476%  | N/A     | $100000000.00      | $68419176.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FE                                       | 2055-02-20      | 5.5677%  | N/A     | $100000000.00      | $68333129.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 ID                                       | 2055-02-20      | 0.0700%  | N/A     | $50000000.00       | $33031.28          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IE                                       | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $18904.03          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-039 ST                                       | 2050-06-20      | 2.1516%  | N/A     | $39175563.00       | $4103617.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SA                                       | 2055-03-20      | 2.0324%  | N/A     | $33000000.00       | $1996259.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-070 SL                                       | 2050-05-20      | 2.2016%  | N/A     | $83969990.00       | $9974992.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SA                                       | 2055-04-20      | 1.2324%  | N/A     | $150000000.00      | $5160945.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SC                                       | 2055-04-20      | 1.3323%  | N/A     | $80000000.00       | $2876945.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 DS                                       | 2055-05-20      | 0.3624%  | N/A     | $100000000.00      | $1454797.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SC                                       | 2055-05-20      | 1.2324%  | N/A     | $163449087.00      | $5552225.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SD                                       | 2055-05-20      | 0.3624%  | N/A     | $200000000.00      | $2190625.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CF                                       | 2055-07-20      | 5.0677%  | N/A     | $50000000.00       | $49448248.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CS                                       | 2055-07-20      | 1.9324%  | N/A     | $50000000.00       | $3393061.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 FC                                       | 2055-07-20      | 5.3876%  | N/A     | $100000000.00      | $98951149.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-133 SJ                                       | 2065-08-20      | 1.2824%  | N/A     | $81770684.00       | $2230029.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-140 SB                                       | 2055-08-20      | 2.0023%  | N/A     | $100000000.00      | $6763391.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-149 SD                                       | 2065-09-20      | 2.0823%  | N/A     | $207707392.00      | $8856804.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-157 SC                                       | 2055-09-20      | 2.7323%  | N/A     | $57046000.00       | $5256064.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 BZ                                       | 2052-03-20      | 5.5000%  | N/A     | $30066834.00       | $27014075.19       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 SA                                       | 2055-10-20      | 1.4824%  | N/A     | $50000000.00       | $3334505.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 SP                                       | 2055-10-20      | 3.2824%  | N/A     | $46942333.00       | $5991213.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 ZB                                       | 2055-10-20      | 6.0000%  | N/A     | $24164000.00       | $24290045.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 FP                                       | 2055-12-20      | 4.7500%  | N/A     | $35328500.00       | $35438526.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SD                                       | 2055-06-20      | 0.3323%  | N/A     | $195824390.00      | $2228393.71        | Agency Collateralized Mortgage Obligation |
| GNST 0764-GT PO                                        | 2034-07-20      | 0.0000%  | N/A     | $1671972.00        | $18461.72          | Agency Collateralized Mortgage Obligation |

### Security 157: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDWSJN95
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | N/A     | $327656500.00      | $326811146.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $89367800.00       | $90337904.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | N/A     | $105275700.00      | $105144105.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $387931300.00      | $395706889.96      | U.S. Treasuries (including strips) |

### Security 158: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDWSJNA2
- **C.18 - Value (incl. sponsor support):** $587500000.00
- **C.18.a - Value (excl. sponsor support):** $587500000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4950    | 2048-03-25      | 0.1000%  | N/A     | $18495700.00       | $15976.65          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4989    | 2050-07-25      | 6.0000%  | N/A     | $23045957.00       | $1528193.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5007    | 2050-08-25      | 5.0000%  | N/A     | $80082979.00       | $4484882.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5008    | 2046-12-15      | 1.9734%  | N/A     | $28367228.00       | $885542.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5134    | 2051-08-25      | 4.5000%  | N/A     | $30804477.00       | $3143546.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2047-07-25      | 0.0500%  | N/A     | $15533447.00       | $18992.78          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2050-02-25      | 3.5000%  | N/A     | $28341313.00       | $3819794.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5215    | 2052-04-25      | 0.0000%  | N/A     | $49872778.00       | $80509.96          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5322    | 2051-10-25      | 3.0000%  | N/A     | $19000000.00       | $2168013.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 2.0258%  | N/A     | $100000000.00      | $3643563.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 0.0500%  | N/A     | $36666667.00       | $22802.05          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M06    | 2028-10-25      | 1.1080%  | N/A     | $210926000.00      | $4513146.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_4899C                                          | 2044-09-25      | 2.1113%  | N/A     | $42418596.00       | $1198006.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_4950F                                          | 2048-09-25      | 0.1000%  | N/A     | $6406947.00        | $4937.50           | Agency Collateralized Mortgage Obligation |
| FHLMC_5098D                                          | 2051-04-25      | 0.0000%  | N/A     | $52000000.00       | $3034.12           | Agency Collateralized Mortgage Obligation |
| FHLMC_5136                                           | 2051-02-25      | 2.5000%  | N/A     | $43508000.00       | $3683520.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_5138E                                          | 2047-09-25      | 0.0500%  | N/A     | $13991131.00       | $16289.29          | Agency Collateralized Mortgage Obligation |
| FHLMC_5171B                                          | 2051-12-25      | 3.0000%  | N/A     | $28028479.00       | $3704536.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5171F                                          | 2051-12-25      | 3.0000%  | N/A     | $62936833.00       | $5693650.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5181B                                          | 2052-01-25      | 3.0000%  | N/A     | $47182927.00       | $4856385.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5192C                                          | 2051-11-25      | 3.0000%  | N/A     | $38179206.00       | $2608796.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5297B                                          | 2053-03-25      | 6.0000%  | N/A     | $9044966.00        | $1018406.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5331B                                          | 2053-07-25      | 2.1258%  | N/A     | $100000000.00      | $4102641.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5338E                                          | 2053-09-25      | 2.0558%  | N/A     | $100000000.00      | $4456529.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5352D                                          | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $2998260.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5358A                                          | 2053-11-25      | 2.5258%  | N/A     | $26923076.00       | $1262181.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_5380                                           | 2054-02-25      | 0.6000%  | N/A     | $22562578.00       | $153913.37         | Agency Collateralized Mortgage Obligation |
| FHLMC_5394B                                          | 2054-03-25      | 3.1258%  | N/A     | $78809211.00       | $4167965.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5395A                                          | 2054-03-25      | 6.0000%  | N/A     | $10410354.00       | $1753568.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5412D                                          | 2054-05-25      | 0.0200%  | N/A     | $50000000.00       | $12017.35          | Agency Collateralized Mortgage Obligation |
| FHLMC_5422C                                          | 2049-10-25      | 2.0613%  | N/A     | $30403981.00       | $3125535.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5436                                           | 2054-07-25      | 3.1758%  | N/A     | $87500000.00       | $4922742.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5444C                                          | 2054-08-25      | 2.0058%  | N/A     | $110180020.00      | $4868508.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5504B                                          | 2055-02-25      | 0.1300%  | N/A     | $30000000.00       | $54737.03          | Agency Collateralized Mortgage Obligation |
| FHLMC_5504E                                          | 2054-02-25      | 2.5258%  | N/A     | $109076657.00      | $4970965.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551A                                          | 2055-06-25      | 2.5758%  | N/A     | $50000000.00       | $3917477.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5581A                                          | 2054-04-25      | 0.1000%  | N/A     | $35896991.00       | $56568.35          | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 0.0000%  | N/A     | $23333334.00       | $18019399.71       | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 2.1758%  | N/A     | $60000000.00       | $4347104.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5602B                                          | 2052-11-25      | 6.0000%  | N/A     | $9753624.00        | $1512537.97        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 5.5000%  | N/A     | $25754366.00       | $1536862.00        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5069                               | 2041-02-25      | 3.5000%  | N/A     | $11377822.00       | $713492.07         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5097                               | 2051-04-25      | 0.5000%  | N/A     | $20408166.00       | $262642.81         | Agency Collateralized Mortgage Obligation |
| GNMA_09-121                                          | 2039-12-16      | 4.5000%  | N/A     | $269500000.00      | $953828.78         | Agency Collateralized Mortgage Obligation |
| GNMA_12-113                                          | 2042-01-20      | 2.9016%  | N/A     | $22004881.00       | $1604.55           | Agency Collateralized Mortgage Obligation |
| GNMA_12-84F                                          | 2042-07-16      | 2.2013%  | N/A     | $83772143.00       | $2716038.99        | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                           | 2038-04-20      | 0.3500%  | N/A     | $22733674.00       | $1450.44           | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                           | 2039-12-16      | 0.3500%  | N/A     | $18588118.00       | $2425.90           | Agency Collateralized Mortgage Obligation |
| GNMA_13-76                                           | 2043-05-20      | 3.5000%  | N/A     | $195884000.00      | $1174151.37        | Agency Collateralized Mortgage Obligation |
| GNMA_14-100                                          | 2044-07-20      | 0.0000%  | N/A     | $2626210.00        | $153346.53         | Agency Collateralized Mortgage Obligation |
| GNMA_14-37                                           | 2044-03-20      | 1.7616%  | N/A     | $90727657.00       | $528952.85         | Agency Collateralized Mortgage Obligation |
| GNMA_14-66                                           | 2044-05-16      | 1.7513%  | N/A     | $90187500.00       | $364805.76         | Agency Collateralized Mortgage Obligation |
| GNMA_14-94                                           | 2038-02-20      | 0.2000%  | N/A     | $20173198.00       | $4754.78           | Agency Collateralized Mortgage Obligation |
| GNMA_15-1                                            | 2045-01-20      | 1.7516%  | N/A     | $65131833.00       | $624441.64         | Agency Collateralized Mortgage Obligation |
| GNMA_15-152E                                         | 2045-08-20      | 0.1516%  | N/A     | $26566916.00       | $25610.35          | Agency Collateralized Mortgage Obligation |
| GNMA_15-165                                          | 2045-11-20      | 3.0000%  | N/A     | $6500656.00        | $7811427.19        | Agency Collateralized Mortgage Obligation |
| GNMA_15-20                                           | 2045-02-20      | 1.7516%  | N/A     | $57578855.00       | $574470.12         | Agency Collateralized Mortgage Obligation |
| GNMA_16-1C                                           | 2046-01-20      | 2.3516%  | N/A     | $64912745.00       | $1259050.00        | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 2.2516%  | N/A     | $86172451.00       | $2073216.82        | Agency Collateralized Mortgage Obligation |
| GNMA_16-42                                           | 2045-11-20      | 0.0128%  | N/A     | $32147304.00       | $285737.48         | Agency Collateralized Mortgage Obligation |
| GNMA_16-75H                                          | 2040-09-20      | 6.0000%  | N/A     | $25825640.00       | $307227.17         | Agency Collateralized Mortgage Obligation |
| GNMA_17-162F                                         | 2047-10-20      | 0.0000%  | N/A     | $125000000.00      | $494214.98         | Agency Collateralized Mortgage Obligation |
| GNMA_17-57B                                          | 2047-04-20      | 5.0000%  | N/A     | $25000000.00       | $545435.67         | Agency Collateralized Mortgage Obligation |
| GNMA_18-122A                                         | 2043-05-20      | 3.5000%  | N/A     | $46259539.00       | $2051139.65        | Agency Collateralized Mortgage Obligation |
| GNMA_19-110                                          | 2049-09-20      | 3.5000%  | N/A     | $127000000.00      | $3369985.86        | Agency Collateralized Mortgage Obligation |
| GNMA_19-140F                                         | 2049-11-20      | 5.5000%  | N/A     | $21703144.00       | $665243.27         | Agency Collateralized Mortgage Obligation |
| GNMA_19-153B                                         | 2049-12-20      | 2.2016%  | N/A     | $11185079.00       | $487864.40         | Agency Collateralized Mortgage Obligation |
| GNMA_19-20C                                          | 2049-02-20      | 3.2500%  | N/A     | $564430.00         | $611808.13         | Agency Collateralized Mortgage Obligation |
| GNMA_19-38E                                          | 2049-03-20      | 2.2016%  | N/A     | $38282717.00       | $479391.55         | Agency Collateralized Mortgage Obligation |
| GNMA_20-167H                                         | 2050-11-20      | 2.5000%  | N/A     | $88686154.00       | $6530644.43        | Agency Collateralized Mortgage Obligation |
| GNMA_20-1E                                           | 2050-01-20      | 2.2016%  | N/A     | $19880943.00       | $1635633.28        | Agency Collateralized Mortgage Obligation |
| GNMA_20-79H                                          | 2050-06-16      | 4.0000%  | N/A     | $70586435.00       | $5207460.80        | Agency Collateralized Mortgage Obligation |
| GNMA_20-86H                                          | 2050-06-20      | 1.1500%  | N/A     | $27169811.00       | $574336.53         | Agency Collateralized Mortgage Obligation |
| GNMA_21-114D                                         | 2051-06-20      | 3.0000%  | N/A     | $40000000.00       | $3161490.33        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                         | 2051-07-20      | 3.5000%  | N/A     | $29374570.00       | $3638759.16        | Agency Collateralized Mortgage Obligation |
| GNMA_21-177C                                         | 2051-10-20      | 3.0000%  | N/A     | $84166666.00       | $6525690.04        | Agency Collateralized Mortgage Obligation |
| GNMA_21-187E                                         | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $876.51            | Agency Collateralized Mortgage Obligation |
| GNMA_21-193M                                         | 2050-09-20      | 2.5000%  | N/A     | $6609621.00        | $650515.46         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225C                                         | 2050-03-20      | 0.0000%  | N/A     | $133302452.00      | $293905.04         | Agency Collateralized Mortgage Obligation |
| GNMA_21-42E                                          | 2051-03-20      | 3.0000%  | N/A     | $40000000.00       | $2698108.79        | Agency Collateralized Mortgage Obligation |
| GNMA_21-78S                                          | 2051-05-20      | 5.0000%  | N/A     | $13020665.00       | $1266418.27        | Agency Collateralized Mortgage Obligation |
| GNMA_21-91C                                          | 2051-05-20      | 3.0000%  | N/A     | $66375000.00       | $4999806.98        | Agency Collateralized Mortgage Obligation |
| GNMA_22-175A                                         | 2052-08-20      | 5.0000%  | N/A     | $15971107.00       | $2076903.42        | Agency Collateralized Mortgage Obligation |
| GNMA_22-23H                                          | 2051-04-20      | 3.0000%  | N/A     | $63488195.00       | $6438538.55        | Agency Collateralized Mortgage Obligation |
| GNMA_23-115F                                         | 2053-08-20      | 6.0000%  | N/A     | $10000000.00       | $11991365.92       | Agency Collateralized Mortgage Obligation |
| GNMA_23-140C                                         | 2048-06-20      | 1.2636%  | N/A     | $9914899.00        | $928049.38         | Agency Collateralized Mortgage Obligation |
| GNMA_23-141A                                         | 2053-09-20      | 6.0000%  | N/A     | $8000000.00        | $9581576.10        | Agency Collateralized Mortgage Obligation |
| GNMA_23-149H                                         | 2052-03-20      | 3.0000%  | N/A     | $50074480.00       | $5390183.18        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168A                                         | 2053-11-20      | 0.0100%  | N/A     | $50000000.00       | $4203.71           | Agency Collateralized Mortgage Obligation |
| GNMA_23-168C                                         | 2051-06-20      | 2.5000%  | N/A     | $94219428.00       | $8879274.16        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168D                                         | 2051-03-20      | 2.5000%  | N/A     | $52213847.00       | $4733196.99        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168E                                         | 2051-10-20      | 3.0000%  | N/A     | $125328801.00      | $17542943.00       | Agency Collateralized Mortgage Obligation |
| GNMA_23-168F                                         | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $6580581.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183D                                         | 2053-12-20      | 2.0324%  | N/A     | $75000000.00       | $2946594.60        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                          | 2053-02-20      | 6.0000%  | N/A     | $28500000.00       | $2543802.27        | Agency Collateralized Mortgage Obligation |
| GNMA_23-22G                                          | 2053-01-20      | 6.0000%  | N/A     | $8333333.00        | $617910.45         | Agency Collateralized Mortgage Obligation |
| GNMA_23-59C                                          | 2051-12-20      | 0.0000%  | N/A     | $33039521.00       | $772799.99         | Agency Collateralized Mortgage Obligation |
| GNMA_23-69D                                          | 2053-05-20      | 0.1100%  | N/A     | $25000000.00       | $23373.51          | Agency Collateralized Mortgage Obligation |
| GNMA_23-82G                                          | 2053-06-20      | 2.0823%  | N/A     | $70000000.00       | $2155094.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                         | 2054-02-20      | 0.0100%  | N/A     | $24379061.00       | $4326.08           | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                         | 2054-08-20      | 2.0223%  | N/A     | $224379061.00      | $10410017.83       | Agency Collateralized Mortgage Obligation |
| GNMA_24-134F                                         | 2050-08-20      | 3.0000%  | N/A     | $115191544.00      | $17270579.85       | Agency Collateralized Mortgage Obligation |
| GNMA_24-134J                                         | 2053-12-20      | 0.2500%  | N/A     | $80188113.00       | $209792.30         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134P                                         | 2054-07-20      | 0.1500%  | N/A     | $33174082.00       | $75915.81          | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 0.0100%  | N/A     | $35000000.00       | $3112.93           | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 1.4224%  | N/A     | $135000000.00      | $2864514.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142D                                         | 2053-10-20      | 1.5024%  | N/A     | $250000000.00      | $5505444.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 1.5024%  | N/A     | $100000000.00      | $2698150.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 2.0623%  | N/A     | $100000000.00      | $4087993.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 1.5024%  | N/A     | $125000000.00      | $3583128.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 0.0300%  | N/A     | $25000000.00       | $13287.76          | Agency Collateralized Mortgage Obligation |
| GNMA_24-168E                                         | 2051-06-20      | 3.0000%  | N/A     | $150990857.00      | $22226527.62       | Agency Collateralized Mortgage Obligation |
| GNMA_24-185B                                         | 2054-11-20      | 2.0223%  | N/A     | $100000000.00      | $5207209.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203B                                         | 2054-12-20      | 2.1824%  | N/A     | $50000000.00       | $2736927.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203C                                         | 2054-10-20      | 6.0000%  | N/A     | $3161608.00        | $919765.51         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22B                                          | 2051-12-20      | 3.0000%  | N/A     | $70000000.00       | $5324009.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22E                                          | 2050-09-20      | 0.0500%  | N/A     | $38974879.00       | $71608.93          | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 0.0200%  | N/A     | $50000000.00       | $6584.54           | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 6.5000%  | N/A     | $4615384.00        | $258925.11         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22L                                          | 2043-02-16      | 0.6513%  | N/A     | $9801437.00        | $6829199.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-07-20      | 0.0000%  | N/A     | $80698946.00       | $460972.96         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-04-20      | 0.0000%  | N/A     | $17441727.00       | $156780.07         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-06-20      | 0.0000%  | N/A     | $26949694.00       | $70042.69          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46F                                          | 2049-06-20      | 4.5000%  | N/A     | $30005441.00       | $7371658.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.0600%  | N/A     | $50000000.00       | $51927.24          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.0300%  | N/A     | $25000000.00       | $12990.33          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 1.3423%  | N/A     | $80000000.00       | $2615174.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-69B                                          | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $24519.66          | Agency Collateralized Mortgage Obligation |
| GNMA_24-92A                                          | 2054-05-20      | 1.3323%  | N/A     | $70000000.00       | $1971459.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110A                                         | 2055-06-20      | 1.2824%  | N/A     | $80000000.00       | $2269601.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110D                                         | 2049-12-20      | 3.0000%  | N/A     | $5473270.00        | $941228.51         | Agency Collateralized Mortgage Obligation |
| GNMA_25-110E                                         | 2050-01-20      | 3.5000%  | N/A     | $7915951.00        | $3031482.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110F                                         | 2051-05-20      | 2.5000%  | N/A     | $11153542.00       | $1604171.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110G                                         | 2050-02-20      | 3.0000%  | N/A     | $13488571.00       | $1985491.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122B                                         | 2055-07-20      | 2.5823%  | N/A     | $53342121.00       | $3925251.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122C                                         | 2055-07-20      | 2.5823%  | N/A     | $84318800.00       | $7098738.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124J                                         | 2065-07-20      | 2.0124%  | N/A     | $145000000.00      | $4730950.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140A                                         | 2051-04-20      | 5.5000%  | N/A     | $7500000.00        | $748025.74         | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2054-11-20      | 6.0000%  | N/A     | $3435417.00        | $503001.49         | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2055-08-20      | 6.0000%  | N/A     | $708334.00         | $106656.12         | Agency Collateralized Mortgage Obligation |
| GNMA_25-155L                                         | 2055-09-20      | 5.0000%  | N/A     | $5000000.00        | $900644.03         | Agency Collateralized Mortgage Obligation |
| GNMA_25-157A                                         | 2055-09-20      | 6.0000%  | N/A     | $2087166.00        | $328770.75         | Agency Collateralized Mortgage Obligation |
| GNMA_25-157A                                         | 2055-09-20      | 1.4324%  | N/A     | $50000000.00       | $2145832.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-157C                                         | 2055-07-20      | 6.0000%  | N/A     | $3285416.00        | $658035.47         | Agency Collateralized Mortgage Obligation |
| GNMA_25-178C                                         | 2052-03-20      | 6.0000%  | N/A     | $14743000.00       | $1920508.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-178K                                         | 2055-10-20      | 6.0000%  | N/A     | $24173000.00       | $24163909.74       | Agency Collateralized Mortgage Obligation |
| GNMA_25-178L                                         | 2055-10-20      | 3.2824%  | N/A     | $45903667.00       | $5919387.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216A                                         | 2055-12-20      | 0.2135%  | N/A     | $100000000.00      | $2001523.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216B                                         | 2055-12-20      | 3.2500%  | N/A     | $35328500.00       | $3930650.87        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216C                                         | 2055-12-20      | 3.2500%  | N/A     | $67128333.00       | $6154060.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216C                                         | 2055-12-20      | 6.0000%  | N/A     | $26115000.00       | $26172923.07       | Agency Collateralized Mortgage Obligation |
| GNMA_25-216D                                         | 2054-08-20      | 6.5000%  | N/A     | $3790940.00        | $598823.20         | Agency Collateralized Mortgage Obligation |
| GNMA_25-216G                                         | 2055-07-20      | 0.5323%  | N/A     | $196186019.00      | $2496793.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216G                                         | 2055-07-20      | 0.0800%  | N/A     | $98273824.00       | $186567.40         | Agency Collateralized Mortgage Obligation |
| GNMA_25-216H                                         | 2055-06-20      | 0.0500%  | N/A     | $97912195.00       | $123788.21         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25W                                          | 2065-02-20      | 2.0324%  | N/A     | $300000000.00      | $7951400.68        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                          | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $18836.30          | Agency Collateralized Mortgage Obligation |
| GNMA_25-46A                                          | 2055-03-20      | 1.4324%  | N/A     | $50000000.00       | $1418768.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46B                                          | 2055-03-20      | 1.4123%  | N/A     | $115000000.00      | $4801956.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46B                                          | 2055-03-20      | 0.0700%  | N/A     | $50000000.00       | $102390.96         | Agency Collateralized Mortgage Obligation |
| GNMA_25-46F                                          | 2055-03-20      | 2.1324%  | N/A     | $37500000.00       | $3266188.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5B                                           | 2055-01-20      | 1.3323%  | N/A     | $77306893.00       | $2706892.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5C                                           | 2055-01-20      | 2.0823%  | N/A     | $50000000.00       | $2837049.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-06-20      | 0.1000%  | N/A     | $54300345.00       | $61652.55          | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-08-20      | 2.0324%  | N/A     | $146894968.00      | $6698608.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-71B                                          | 2055-04-20      | 1.2324%  | N/A     | $125000000.00      | $4867074.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83H                                          | 2055-05-20      | 1.8323%  | N/A     | $20000000.00       | $1238064.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90A                                          | 2055-05-20      | 0.0500%  | N/A     | $35000000.00       | $22244.24          | Agency Collateralized Mortgage Obligation |
| GNMA_25-90J                                          | 2055-05-20      | 1.2824%  | N/A     | $50000000.00       | $2244768.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90J                                          | 2055-05-20      | 1.9824%  | N/A     | $50000000.00       | $3156354.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-20      | 2.7616%  | N/A     | $43058548.00       | $678642.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26  | 2040-02-20      | 2.4016%  | N/A     | $100000.00         | $407.73            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58  | 2051-02-20      | 3.0000%  | N/A     | $125558.00         | $9745.25           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A | 2051-05-20      | 3.0000%  | N/A     | $128832.00         | $10126.70          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97  | 2050-08-20      | 3.0000%  | N/A     | $100000.00         | $8775.74           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78  | 2051-08-20      | 3.0000%  | N/A     | $70000000.00       | $7508494.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-85E | 2051-05-20      | 3.0000%  | N/A     | $100000.00         | $10967.34          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                               | 2027-04-30      | 3.7500%  | N/A     | $93591400.00       | $94501020.50       | U.S. Treasuries (including strips)        |

### Security 159: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDWSJNB0
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  | N/A     | $1300.00           | $1563.38           | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  | N/A     | $900.00            | $951.20            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | N/A     | $100.00            | $87.79             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  | N/A     | $4211600.00        | $3988317.81        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | N/A     | $100.00            | $87.51             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | N/A     | $38458300.00       | $36138764.55       | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | N/A     | $8999800.00        | $9488029.28        | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | N/A     | $100.00            | $53.11             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  | N/A     | $1100.00           | $1097.92           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  | N/A     | $84996500.00       | $83973062.31       | U.S. Treasuries (including strips) |
| 1 TRIB 49            | 2049-02-15      | 1.0000%  | N/A     | $200.00            | $187.82            | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | N/A     | $16287200.00       | $16192566.18       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | N/A     | $200.00            | $123.97            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  | N/A     | $200.00            | $196.18            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | N/A     | $100.00            | $94.53             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | N/A     | $13566400.00       | $10123781.04       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | N/A     | $781000.00         | $741296.55         | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | N/A     | $49999000.00       | $49844203.10       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | N/A     | $100.00            | $88.59             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | N/A     | $31800000.00       | $32109066.13       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  | N/A     | $63530000.00       | $64011092.44       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | N/A     | $33198700.00       | $33479422.52       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27     | 2027-12-31      | 3.3750%  | N/A     | $700.00            | $698.93            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  | N/A     | $41951100.00       | $42660650.42       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  | N/A     | $115231000.00      | $115422524.05      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | N/A     | $38324200.00       | $38687398.44       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  | N/A     | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | N/A     | $9477600.00        | $9581884.84        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | N/A     | $19853600.00       | $19907031.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  | N/A     | $6422100.00        | $6414072.38        | U.S. Treasuries (including strips) |
| 3 BOND 44            | 2044-11-15      | 3.0000%  | N/A     | $100.00            | $78.16             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | N/A     | $1000.00           | $989.61            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | N/A     | $67946100.00       | $69447656.54       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | N/A     | $36999900.00       | $38284450.06       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | N/A     | $1998900.00        | $2038463.65        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | N/A     | $200.00            | $202.32            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | N/A     | $6315900.00        | $6281010.41        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | N/A     | $100.00            | $97.68             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | N/A     | $8952200.00        | $9197096.04        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | N/A     | $500000.00         | $516286.38         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | N/A     | $1747000.00        | $1735150.22        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  | N/A     | $49999100.00       | $50261595.27       | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | N/A     | $1200.00           | $1240.31           | U.S. Treasuries (including strips) |
| 5 BOND 45            | 2045-05-15      | 5.0000%  | N/A     | $1800.00           | $1869.09           | U.S. Treasuries (including strips) |
| BILL 04/16/26        | 2026-04-16      | 0.0000%  | N/A     | $1000.00           | $989.62            | U.S. Treasuries (including strips) |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $780.24            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $782.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  | N/A     | $2112.00           | $654.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8415 | 2055-06-01      | 6.5000%  | N/A     | $4064646.00        | $4223478.87        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL1890 | 2034-05-01      | 3.5000%  | N/A     | $1000.00           | $923.67            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS6182 | 2037-08-01      | 4.3200%  | N/A     | $1515106.00        | $1472122.44        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3754 | 2035-06-01      | 4.9450%  | N/A     | $58427694.00       | $60407565.08       | Agency Mortgage-Backed Securities  |

### Security 160: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDWSJNE4
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $1000.00           | $874.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | N/A     | $2049000.00        | $2038250.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $900.00            | $882.81            | U.S. Treasuries (including strips) |

### Security 161: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDWSJNF1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-15      | 0.0000%  | N/A     | $361661.63         | $341521.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 0.0000%  | N/A     | $195400.00         | $183247.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | N/A     | $94800.00          | $92092.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 0.0000%  | N/A     | $93300.00          | $71479.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $64839900.00       | $65460498.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $2599200.00        | $2405884.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | N/A     | $100000.00         | $100131.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | N/A     | $534254.00         | $486701.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | N/A     | $8316600.00        | $8595964.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 0.0000%  | N/A     | $32513.70          | $28769.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $5778500.00        | $5781983.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 0.0000%  | N/A     | $11300.00          | $11056.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $3899500.00        | $3658946.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | N/A     | $774400.00         | $686030.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | N/A     | $329400.00         | $300646.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $367300.00         | $279135.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | N/A     | $621400.00         | $571332.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $7447100.00        | $6978608.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $2303300.00        | $2328302.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $3890500.00        | $3653573.55        | U.S. Treasuries (including strips) |

### Security 162: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDWSJNG9
- **C.18 - Value (incl. sponsor support):** $98000000.00
- **C.18.a - Value (excl. sponsor support):** $98000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 786335 C                      | 2052-09-20      | 0.0000%  | N/A     | $170700.00         | $122439.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-10-15      | 5.0400%  | N/A     | $9000000.00        | $9075130.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | N/A     | $28283600.00       | $24286708.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 8.0000%  | N/A     | $964900.00         | $1036643.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-07-20      | 3.0000%  | N/A     | $399800.00         | $347678.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 4.5000%  | N/A     | $5854900.00        | $4944946.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 4.5000%  | N/A     | $43500.00          | $34165.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.0000%  | N/A     | $1992400.00        | $1680368.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | N/A     | $957200.00         | $576334.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 4.0000%  | N/A     | $1254800.00        | $1119113.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 5.5000%  | N/A     | $66340000.00       | $54992960.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-05-20      | 3.0000%  | N/A     | $665900.00         | $567807.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.5000%  | N/A     | $1533700.00        | $1177298.09        | Agency Mortgage-Backed Securities |

### Security 163: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYDWSJNJ3
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $5055800.00        | $5098808.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $56450200.00       | $56167834.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $100.00            | $94.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $2023900.00        | $2042121.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $2909500.00        | $2991210.40        | U.S. Treasuries (including strips) |

### Security 164: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYDWSJNK0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $482183100.00      | $496896624.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $659400.00         | $723007.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $160746100.00      | $163957924.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $16659900.00       | $13327348.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | N/A     | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $3389700.00        | $2396674.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $86750500.00       | $87698361.70       | U.S. Treasuries (including strips) |

### Security 165: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYDWSJNL8
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | N/A     | $2025400.00        | $2040071.69        | U.S. Treasuries (including strips) |

### Security 166: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDWSJNM6
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $2013000.00        | $2040025.79        | U.S. Treasuries (including strips) |

### Security 167: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDWSJNN4
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  | N/A     | $2013000.00        | $2040025.79        | U.S. Treasuries (including strips) |

### Security 168: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $809129615.36
- **C.18.a - Value (excl. sponsor support):** $809129615.36
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.2300%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1493227155.00
- **C.18.a - Value (excl. sponsor support):** $1493227155.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1239391737.70
- **C.18.a - Value (excl. sponsor support):** $1239391737.70
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $864359098.56
- **C.18.a - Value (excl. sponsor support):** $864359098.56
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1045188890.35
- **C.18.a - Value (excl. sponsor support):** $1045188890.35
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1087105003.09
- **C.18.a - Value (excl. sponsor support):** $1087105003.09
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2226688357.29
- **C.18.a - Value (excl. sponsor support):** $2226688357.29
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $160742233.11
- **C.18.a - Value (excl. sponsor support):** $160742233.11
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3337233141.19
- **C.18.a - Value (excl. sponsor support):** $3337233141.19
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $582633608.01
- **C.18.a - Value (excl. sponsor support):** $582633608.01
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $402969940.77
- **C.18.a - Value (excl. sponsor support):** $402969940.77
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $552892894.81
- **C.18.a - Value (excl. sponsor support):** $552892894.81
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2831844195.13
- **C.18.a - Value (excl. sponsor support):** $2831844195.13
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $173001429.38
- **C.18.a - Value (excl. sponsor support):** $173001429.38
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: U.S. Treasury Bills

- **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):** $2933872423.53
- **C.18.a - Value (excl. sponsor support):** $2933872423.53
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1715120000.00
- **C.18.a - Value (excl. sponsor support):** $1715120000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194906468.00
- **C.18.a - Value (excl. sponsor support):** $194906468.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3087823411.28
- **C.18.a - Value (excl. sponsor support):** $3087823411.28
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $224986028.16
- **C.18.a - Value (excl. sponsor support):** $224986028.16
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2952145015.99
- **C.18.a - Value (excl. sponsor support):** $2952145015.99
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1493535936.09
- **C.18.a - Value (excl. sponsor support):** $1493535936.09
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2602737067.33
- **C.18.a - Value (excl. sponsor support):** $2602737067.33
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **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):** $2999478339.33
- **C.18.a - Value (excl. sponsor support):** $2999478339.33
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.4000%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4057384021.28
- **C.18.a - Value (excl. sponsor support):** $4057384021.28
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1037649871.98
- **C.18.a - Value (excl. sponsor support):** $1037649871.98
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3479740695.57
- **C.18.a - Value (excl. sponsor support):** $3479740695.57
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $891568218.06
- **C.18.a - Value (excl. sponsor support):** $891568218.06
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1595790129.00
- **C.18.a - Value (excl. sponsor support):** $1595790129.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $348078364.29
- **C.18.a - Value (excl. sponsor support):** $348078364.29
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1838608388.52
- **C.18.a - Value (excl. sponsor support):** $1838608388.52
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: U.S. Treasury Bills

- **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):** $164315539.15
- **C.18.a - Value (excl. sponsor support):** $164315539.15
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $716538250.62
- **C.18.a - Value (excl. sponsor support):** $716538250.62
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $594779826.41
- **C.18.a - Value (excl. sponsor support):** $594779826.41
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2351935993.95
- **C.18.a - Value (excl. sponsor support):** $2351935993.95
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.3600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $167269145.87
- **C.18.a - Value (excl. sponsor support):** $167269145.87
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2469750252.28
- **C.18.a - Value (excl. sponsor support):** $2469750252.28
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: U.S. Treasury Bills

- **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):** $1844808157.49
- **C.18.a - Value (excl. sponsor support):** $1844808157.49
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1955667678.52
- **C.18.a - Value (excl. sponsor support):** $1955667678.52
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $697705794.95
- **C.18.a - Value (excl. sponsor support):** $697705794.95
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1501721129.29
- **C.18.a - Value (excl. sponsor support):** $1501721129.29
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2940710793.13
- **C.18.a - Value (excl. sponsor support):** $2940710793.13
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3290668599.09
- **C.18.a - Value (excl. sponsor support):** $3290668599.09
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $210396943.80
- **C.18.a - Value (excl. sponsor support):** $210396943.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $264044232.13
- **C.18.a - Value (excl. sponsor support):** $264044232.13
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3114645929.70
- **C.18.a - Value (excl. sponsor support):** $3114645929.70
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $136577277.72
- **C.18.a - Value (excl. sponsor support):** $136577277.72
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $181753209.14
- **C.18.a - Value (excl. sponsor support):** $181753209.14
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100004813.69
- **C.18.a - Value (excl. sponsor support):** $100004813.69
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83981235.04
- **C.18.a - Value (excl. sponsor support):** $83981235.04
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1655357488.14
- **C.18.a - Value (excl. sponsor support):** $1655357488.14
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2010278407.55
- **C.18.a - Value (excl. sponsor support):** $2010278407.55
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $202068092.18
- **C.18.a - Value (excl. sponsor support):** $202068092.18
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2116035529.79
- **C.18.a - Value (excl. sponsor support):** $2116035529.79
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1358284482.65
- **C.18.a - Value (excl. sponsor support):** $1358284482.65
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $364661790.54
- **C.18.a - Value (excl. sponsor support):** $364661790.54
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $68825072.94
- **C.18.a - Value (excl. sponsor support):** $68825072.94
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $827124481.91
- **C.18.a - Value (excl. sponsor support):** $827124481.91
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300632340.00
- **C.18.a - Value (excl. sponsor support):** $300632340.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDWSJNP9
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $6400.00           | $6334.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $7775533.00        | $7880556.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $4796467.00        | $4689150.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $201146334.00      | $203052598.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $154567667.00      | $146108565.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | N/A     | $46623134.00       | $47332318.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $36697000.00       | $34634608.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $38373800.00       | $33545752.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $230826934.00      | $236750176.80      | U.S. Treasuries (including strips) |

### Security 227: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDWSJNQ7
- **C.18 - Value (incl. sponsor support):** $1006000000.00
- **C.18.a - Value (excl. sponsor support):** $1006000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 02.000 CIQN9461 | 2037-01-01      | 2.0000%  | N/A     | $139058.00         | $91433.50          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3606 | 2050-10-01      | 2.0000%  | N/A     | $13000.00          | $6197.33           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0730 | 2051-09-01      | 2.0000%  | N/A     | $29289.00          | $17481.54          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8150 | 2051-06-01      | 2.0000%  | N/A     | $18000.00          | $10786.08          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTQK1354 | 2042-02-01      | 2.0000%  | N/A     | $140000.00         | $90662.02          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5141 | 2042-01-01      | 2.0000%  | N/A     | $601000.00         | $380712.49         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PRE6104 | 2051-07-01      | 2.5000%  | N/A     | $850000.00         | $507193.57         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3XZT0976 | 2028-04-01      | 2.5000%  | N/A     | $1700000.00        | $45879.55          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2923 | 2051-12-01      | 2.5000%  | N/A     | $4220516.00        | $2834105.65        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0612 | 2050-11-01      | 2.5000%  | N/A     | $3768000.00        | $1953075.44        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0759 | 2051-11-01      | 2.5000%  | N/A     | $213932.00         | $148879.15         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | N/A     | $3596812.00        | $2212698.73        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8050 | 2035-06-01      | 3.0000%  | N/A     | $142888.00         | $30348.54          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTRB5166 | 2042-07-01      | 3.0000%  | N/A     | $191581.00         | $137169.56         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0035 | 2040-11-01      | 3.5000%  | N/A     | $92340394.00       | $89396137.36       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8705 | 2033-07-01      | 3.5000%  | N/A     | $36000.00          | $2944.65           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQB0937 | 2050-06-01      | 3.5000%  | N/A     | $1500178.00        | $797564.77         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  | N/A     | $2000.00           | $1437.34           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  | N/A     | $230000.00         | $158033.83         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  | N/A     | $5300.00           | $4166.82           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | N/A     | $814000.00         | $625245.25         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8285 | 2053-01-01      | 3.5000%  | N/A     | $2534523.00        | $1952879.29        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4771 | 2048-06-01      | 3.5000%  | N/A     | $31000.00          | $2723.49           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2215 | 2031-08-01      | 4.0000%  | N/A     | $80000.00          | $3051.79           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2392 | 2052-10-01      | 4.5000%  | N/A     | $229287053.00      | $180092336.12      | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2624 | 2054-01-01      | 4.5000%  | N/A     | $10077611.00       | $9804050.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA3502 | 2056-01-01      | 4.5000%  | N/A     | $3110221.00        | $3063241.11        | Agency Mortgage-Backed Securities |
| FEPC 05.000 3BZL0570 | 2035-01-01      | 5.0000%  | N/A     | $32421783.00       | $623301.81         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO1150 | 2038-02-01      | 5.0000%  | N/A     | $2042284.00        | $1131732.06        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO1532 | 2038-08-01      | 5.0000%  | N/A     | $1533506.00        | $983875.44         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3800 | 2040-06-01      | 5.0000%  | N/A     | $2135736.00        | $2137697.50        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1601 | 2054-12-01      | 5.0000%  | N/A     | $8033663.00        | $7426904.26        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9614 | 2055-12-01      | 5.0000%  | N/A     | $4032225.00        | $4035105.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0291 | 2050-03-01      | 5.0000%  | N/A     | $4993000.00        | $712669.09         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  | N/A     | $2255000.00        | $2103456.56        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2056 | 2056-01-01      | 5.0000%  | N/A     | $44495369.00       | $44646727.43       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI6148 | 2034-06-01      | 5.0000%  | N/A     | $313765.00         | $2071.72           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZT0800 | 2032-07-01      | 5.0000%  | N/A     | $671042.00         | $48053.31          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2874 | 2039-12-01      | 5.5000%  | N/A     | $1013945.00        | $925683.30         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3861 | 2040-07-01      | 5.5000%  | N/A     | $1115264.00        | $1120480.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ4511 | 2054-09-01      | 5.5000%  | N/A     | $2800000.00        | $2535265.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1055 | 2055-08-01      | 5.5000%  | N/A     | $20937669.00       | $21053562.95       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  | N/A     | $400593460.00      | $395670631.20      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8395 | 2054-01-01      | 5.5000%  | N/A     | $6068692.00        | $5008705.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3369 | 2055-11-01      | 5.5000%  | N/A     | $34651372.00       | $35315991.37       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3375 | 2055-01-01      | 5.5000%  | N/A     | $2566868.00        | $2591759.61        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2046 | 2055-12-01      | 5.5000%  | N/A     | $45477224.00       | $46385555.74       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3539 | 2056-01-01      | 5.5000%  | N/A     | $1570400.00        | $1609850.54        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNQS0319 | 2035-04-01      | 5.5000%  | N/A     | $175814.00         | $173122.95         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5375 | 2045-11-01      | 5.5000%  | N/A     | $19023652.00       | $19259293.98       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3658 | 2040-05-01      | 6.0000%  | N/A     | $1316597.00        | $731787.76         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8635 | 2053-02-01      | 6.0000%  | N/A     | $1420517.00        | $1425900.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8602 | 2055-07-01      | 6.0000%  | N/A     | $8512000.00        | $8301957.73        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0727 | 2055-08-01      | 6.0000%  | N/A     | $9901066.00        | $9516208.14        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2740 | 2055-09-01      | 6.0000%  | N/A     | $9207060.00        | $9050366.78        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3027 | 2055-09-01      | 6.0000%  | N/A     | $1081291.00        | $1134462.07        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3294 | 2055-09-01      | 6.0000%  | N/A     | $4293443.00        | $4496187.86        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7319 | 2055-11-01      | 6.0000%  | N/A     | $6324471.00        | $6547886.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7437 | 2055-10-01      | 6.0000%  | N/A     | $1470956.00        | $1522667.14        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0944 | 2054-02-01      | 6.0000%  | N/A     | $1105712.00        | $935497.85         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4585 | 2055-08-01      | 6.0000%  | N/A     | $22600000.00       | $21035832.94       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3163 | 2053-06-01      | 6.0000%  | N/A     | $26110076.00       | $20963498.52       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3189 | 2053-06-01      | 6.0000%  | N/A     | $170000.00         | $127812.15         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1000 | 2055-12-01      | 6.0000%  | N/A     | $7261252.00        | $7571300.20        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA1046 | 2040-04-01      | 6.0000%  | N/A     | $119605.00         | $2365.40           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTSC0299 | 2029-09-01      | 6.0000%  | N/A     | $2013335.00        | $42563.91          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO3330 | 2040-03-01      | 6.5000%  | N/A     | $1537489.00        | $1035621.40        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2596 | 2054-10-01      | 6.5000%  | N/A     | $6833334.00        | $5526505.36        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | N/A     | $15000.00          | $11635.66          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  | N/A     | $55031088.00       | $41802537.94       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2642 | 2055-09-01      | 6.5000%  | N/A     | $4410222.00        | $4525472.59        | Agency Mortgage-Backed Securities |

### Security 228: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDWSJNR5
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $75379600.00       | $76500047.79       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2025-01-07

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer